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          <annualizedRt>3.824000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Anchorage Capital CLO 2013-1, Ltd.</name>
        <lei>5493008PWA7TS1SR9447</lei>
        <title>ANCHC 2013-1A A1R</title>
        <cusip>033292AQ6</cusip>
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          <isin value="US033292AQ65"/>
          <ticker value="ANCHC"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>490521</valUSD>
        <pctVal>0.0684542587</pctVal>
        <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>3.705140000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA3333</title>
        <cusip>31418CV35</cusip>
        <identifiers>
          <isin value="US31418CV355"/>
          <ticker value="FNMA"/>
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        <balance>11142.02</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10357.99</valUSD>
        <pctVal>0.0014455009</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AL5597</title>
        <cusip>3138ENGF0</cusip>
        <identifiers>
          <isin value="US3138ENGF03"/>
          <ticker value="FNMA"/>
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        <balance>115244.64</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>111526.17</valUSD>
        <pctVal>0.0155639438</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Enterprise Products Operating LLC</name>
        <lei>5493004LGN656HWLDA30</lei>
        <title>EPD 7.55 04/15/38</title>
        <cusip>29379VAM5</cusip>
        <identifiers>
          <isin value="US29379VAM54"/>
          <ticker value="EPD"/>
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        <balance>10000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10722.27</valUSD>
        <pctVal>0.0014963377</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.550000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Peru (Republic of)</name>
        <lei>254900STKLK2DBJJZ530</lei>
        <title>PERU 5.625 11/18/50</title>
        <cusip>715638BM3</cusip>
        <identifiers>
          <isin value="US715638BM30"/>
          <ticker value="PERU"/>
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        <balance>110000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100631.37</valUSD>
        <pctVal>0.0140435289</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Motorola Solutions Inc</name>
        <lei>6S552MUG6KGJVEBSEC55</lei>
        <title>MSI 5.5 09/01/44</title>
        <cusip>620076BE8</cusip>
        <identifiers>
          <isin value="US620076BE80"/>
          <ticker value="MSI"/>
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        <balance>105000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>86854</valUSD>
        <pctVal>0.0121208392</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BHMS Mortgage Trust</name>
        <lei>N/A</lei>
        <title>BHMS 2018-ATLS A</title>
        <cusip>05549GAA9</cusip>
        <identifiers>
          <isin value="US05549GAA94"/>
          <ticker value="BHMS"/>
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        <balance>190000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>182730.3</valUSD>
        <pctVal>0.0255007782</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.813750000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AS7844</title>
        <cusip>3138WHWE8</cusip>
        <identifiers>
          <isin value="US3138WHWE83"/>
          <ticker value="FNMA"/>
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        <balance>91689.39</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>79744.57</valUSD>
        <pctVal>0.0111286885</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Cleveland Electric Illuminating Company</name>
        <lei>N/A</lei>
        <title>FE 3.5 04/01/28 144A</title>
        <cusip>186108CK0</cusip>
        <identifiers>
          <isin value="US186108CK02"/>
          <ticker value="FE"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>89306.97</valUSD>
        <pctVal>0.0124631615</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Pacific Gas and Electric Company</name>
        <lei>1HNPXZSMMB7HMBMVBS46</lei>
        <title>PCG 3.95 12/01/47</title>
        <cusip>694308HY6</cusip>
        <identifiers>
          <isin value="US694308HY69"/>
          <ticker value="PCG"/>
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        <balance>101000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>65128.95</valUSD>
        <pctVal>0.0090890176</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G67715</title>
        <cusip>3132XCSC0</cusip>
        <identifiers>
          <isin value="US3132XCSC08"/>
          <ticker value="FHLMC"/>
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        <balance>121074.25</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>116223.99</valUSD>
        <pctVal>0.0162195443</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA3663</title>
        <cusip>36179SB89</cusip>
        <identifiers>
          <isin value="US36179SB893"/>
          <ticker value="GNR"/>
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        <balance>325069.02</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>296614.81</valUSD>
        <pctVal>0.0413938382</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Shell International Finance B.V.</name>
        <lei>213800ITMMKU4Z7I4F78</lei>
        <title>RDSALN 4 05/10/46</title>
        <cusip>822582BQ4</cusip>
        <identifiers>
          <isin value="US822582BQ44"/>
          <ticker value="RDSALN"/>
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        <balance>80000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>62824.88</valUSD>
        <pctVal>0.0087674750</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-05-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>Midamerican Energy Company</name>
        <lei>NINLOILYRTLIMK26MZ18</lei>
        <title>BRKHEC 3.65 04/15/29</title>
        <cusip>595620AT2</cusip>
        <identifiers>
          <isin value="US595620AT22"/>
          <ticker value="BRKHEC"/>
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        <balance>203000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>185244.25</valUSD>
        <pctVal>0.0258516104</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BM5235</title>
        <cusip>3140J9Y96</cusip>
        <identifiers>
          <isin value="US3140J9Y964"/>
          <ticker value="FNMA"/>
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        <balance>40263.08</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39333.47</valUSD>
        <pctVal>0.0054891504</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AS0038</title>
        <cusip>3138W9BG4</cusip>
        <identifiers>
          <isin value="US3138W9BG48"/>
          <ticker value="FNMA"/>
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        <balance>107711.64</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>94466.77</valUSD>
        <pctVal>0.0131832332</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bank 2017 - Bnk7</name>
        <lei>N/A</lei>
        <title>BANK 2017-BNK7 A5</title>
        <cusip>06541XAF7</cusip>
        <identifiers>
          <isin value="US06541XAF78"/>
          <ticker value="BANK"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>90069.16</valUSD>
        <pctVal>0.0125695283</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-09-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.435000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Energy Transfer LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
        <title>ET 3.6 02/01/23</title>
        <cusip>29273RAS8</cusip>
        <identifiers>
          <isin value="US29273RAS85"/>
          <ticker value="ET"/>
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        <balance>653000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>650523.33</valUSD>
        <pctVal>0.0907832535</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Midamerican Energy Company</name>
        <lei>NINLOILYRTLIMK26MZ18</lei>
        <title>BRKHEC 3.1 05/01/27</title>
        <cusip>595620AQ8</cusip>
        <identifiers>
          <isin value="US595620AQ82"/>
          <ticker value="BRKHEC"/>
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        <balance>35000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32241.86</valUSD>
        <pctVal>0.0044994865</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Philip Morris International Inc.</name>
        <lei>HL3H1H2BGXWVG3BSWR90</lei>
        <title>PM 4.5 03/20/42</title>
        <cusip>718172AP4</cusip>
        <identifiers>
          <isin value="US718172AP42"/>
          <ticker value="PM"/>
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        <balance>60000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43845.61</valUSD>
        <pctVal>0.0061188384</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BC1509</title>
        <cusip>3140EVVB0</cusip>
        <identifiers>
          <isin value="US3140EVVB04"/>
          <ticker value="FNMA"/>
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        <balance>70859.64</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>61624.57</valUSD>
        <pctVal>0.0085999667</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BCP VOYAGER MASTER FUNDS SPC LTD</name>
        <lei>N/A</lei>
        <title>VOOML 2009-1 SAA7</title>
        <cusip>92911BAA8</cusip>
        <identifiers>
          <isin value="US92911BAA89"/>
          <ticker value="VOOML"/>
        </identifiers>
        <balance>172832.99</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>47751.66</valUSD>
        <pctVal>0.0066639440</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-02-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Union Pacific Corporation</name>
        <lei>549300LMMRSZZCZ8CL11</lei>
        <title>UNP 3.95 08/15/59</title>
        <cusip>907818FE3</cusip>
        <identifiers>
          <isin value="US907818FE31"/>
          <ticker value="UNP"/>
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        <balance>104000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>75554.34</valUSD>
        <pctVal>0.0105439244</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA4452</title>
        <cusip>36179S5M5</cusip>
        <identifiers>
          <isin value="US36179S5M51"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>26429.23</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24755.3</valUSD>
        <pctVal>0.0034547057</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Republic Services, Inc.</name>
        <lei>NKNQHM6BLECKVOQP7O46</lei>
        <title>RSG 3.95 05/15/28</title>
        <cusip>760759AT7</cusip>
        <identifiers>
          <isin value="US760759AT74"/>
          <ticker value="RSG"/>
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        <balance>80000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>74351.65</valUSD>
        <pctVal>0.0103760840</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BAC 4.25 10/22/26 MTN</title>
        <cusip>06051GFL8</cusip>
        <identifiers>
          <isin value="US06051GFL86"/>
          <ticker value="BAC"/>
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        <balance>680000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>642317.66</valUSD>
        <pctVal>0.0896381179</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VZ 4.862 08/21/46</title>
        <cusip>92343VCK8</cusip>
        <identifiers>
          <isin value="US92343VCK89"/>
          <ticker value="VZ"/>
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        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33383</valUSD>
        <pctVal>0.0046587374</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-08-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.862000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNR 2014-17 AM</title>
        <cusip>38378NWU3</cusip>
        <identifiers>
          <isin value="US38378NWU35"/>
          <ticker value="GNR"/>
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        <balance>8286.32</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7909.03</valUSD>
        <pctVal>0.0011037382</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-06-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.537280000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Midamerican Energy Company</name>
        <lei>NINLOILYRTLIMK26MZ18</lei>
        <title>BRKHEC 3.65 04/15/29</title>
        <cusip>595620AT2</cusip>
        <identifiers>
          <isin value="US595620AT22"/>
          <ticker value="BRKHEC"/>
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        <balance>340000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>310261.31</valUSD>
        <pctVal>0.0432982644</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Abbott Laboratories</name>
        <lei>HQD377W2YR662HK5JX27</lei>
        <title>ABT 3.75 11/30/26</title>
        <cusip>002824BF6</cusip>
        <identifiers>
          <isin value="US002824BF69"/>
          <ticker value="ABT"/>
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        <balance>390000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>374533.73</valUSD>
        <pctVal>0.0522677497</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LCM XXVII LTD/LCM XXVII LLC</name>
        <lei>N/A</lei>
        <title>LCM 27A A1</title>
        <cusip>50200JAC5</cusip>
        <identifiers>
          <isin value="US50200JAC53"/>
          <ticker value="LCM"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>242777.98</valUSD>
        <pctVal>0.0338806833</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.820290000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Biogen Inc</name>
        <lei>W8J5WZB5IY3K0NDQT671</lei>
        <title>BIIB 3.15 05/01/50</title>
        <cusip>09062XAG8</cusip>
        <identifiers>
          <isin value="US09062XAG88"/>
          <ticker value="BIIB"/>
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        <balance>111000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>68478.54</valUSD>
        <pctVal>0.0095564669</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA6328</title>
        <cusip>3140QEA69</cusip>
        <identifiers>
          <isin value="US3140QEA699"/>
          <ticker value="FN"/>
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        <balance>12335.63</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10233.38</valUSD>
        <pctVal>0.0014281110</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA4384</title>
        <cusip>36179S2R7</cusip>
        <identifiers>
          <isin value="US36179S2R75"/>
          <ticker value="GNR"/>
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        <balance>127740.92</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>123853.11</valUSD>
        <pctVal>0.0172842199</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA3027</title>
        <cusip>31418CLH5</cusip>
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          <isin value="US31418CLH50"/>
          <ticker value="FNMA"/>
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        <curCd>USD</curCd>
        <valUSD>110492.86</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Bank of America Corporation</name>
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          <ticker value="BAC"/>
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        <balance>394000</balance>
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        <curCd>USD</curCd>
        <valUSD>357587.56</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.271000000000</annualizedRt>
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      <invstOrSec>
        <name>Targa Resources Partners LP/Targa Resources Finance Corp.</name>
        <lei>6OQWTZ1SPC04IFT4T704</lei>
        <title>TRGP 5 01/15/28</title>
        <cusip>87612BBG6</cusip>
        <identifiers>
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          <ticker value="TRGP"/>
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        <curCd>USD</curCd>
        <valUSD>316281.8</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Northrop Grumman Corporation</name>
        <lei>RIMU48P07456QXSO0R61</lei>
        <title>NOC 3.25 01/15/28</title>
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        <curCd>USD</curCd>
        <valUSD>406757.84</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>CMCSA 4.25 10/15/30</title>
        <cusip>20030NCU3</cusip>
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          <ticker value="CMCSA"/>
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        <balance>620000</balance>
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        <curCd>USD</curCd>
        <valUSD>569054.09</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA4181</title>
        <cusip>31418DUF7</cusip>
        <identifiers>
          <isin value="US31418DUF76"/>
          <ticker value="FNMA"/>
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        <balance>219247.03</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>163567.92</valUSD>
        <pctVal>0.0228265879</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>United Airlines Pass Through Trust 2020-1A</name>
        <lei>N/A</lei>
        <title>UAL 5.875 10/15/27 20-1</title>
        <cusip>90931GAA7</cusip>
        <identifiers>
          <isin value="US90931GAA76"/>
          <ticker value="UAL"/>
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        <balance>351720.56</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>339367.29</valUSD>
        <pctVal>0.0473601258</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.875000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Philip Morris International Inc.</name>
        <lei>HL3H1H2BGXWVG3BSWR90</lei>
        <title>PM 1.45 08/01/39</title>
        <cusip>718172CM9</cusip>
        <identifiers>
          <isin value="XS2035474555"/>
          <ticker value="PM"/>
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        <balance>200000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="1.0118897"/>
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        <pctVal>0.0150794801</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.450000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Agilent Technologies Inc.</name>
        <lei>QUIX8Y7A2WP0XRMW7G29</lei>
        <title>A 2.75 09/15/29</title>
        <cusip>00846UAL5</cusip>
        <identifiers>
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          <ticker value="A"/>
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        <balance>43000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36055.34</valUSD>
        <pctVal>0.0050316736</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHR 4940 PI</title>
        <cusip>3137FQMB6</cusip>
        <identifiers>
          <isin value="US3137FQMB63"/>
          <ticker value="FHLMC"/>
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        <balance>34004.58</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5337.04</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPM V1.764 11/19/31</title>
        <cusip>46647PBU9</cusip>
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          <ticker value="JPM"/>
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        <balance>73000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>53120.65</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>2031-11-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.764000000000</annualizedRt>
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      <invstOrSec>
        <name>CAMB Commercial Mortgage Trust 2019-LIFE</name>
        <lei>N/A</lei>
        <title>CAMB 2019-LIFE D</title>
        <cusip>12482HAL8</cusip>
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          <isin value="US12482HAL87"/>
          <ticker value="CAMB"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>95498.28</valUSD>
        <pctVal>0.0133271847</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>4.282500000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <name>GLP Capital L.P. and GLP Financing II, Inc.</name>
        <lei>2549005PXW31DRW8EC44</lei>
        <title>GLPI 4 01/15/31</title>
        <cusip>361841AQ2</cusip>
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          <ticker value="GLPI"/>
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        <balance>200000</balance>
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        <curCd>USD</curCd>
        <valUSD>160371.61</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA8387</title>
        <cusip>3140QGJ99</cusip>
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          <ticker value="FN"/>
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        <balance>414478.57</balance>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA7419</title>
        <cusip>36179WG44</cusip>
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          <isin value="US36179WG449"/>
          <ticker value="GNR"/>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA7828</title>
        <cusip>36179WVV7</cusip>
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          <isin value="US36179WVV70"/>
          <ticker value="GNR"/>
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        <balance>55606.13</balance>
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        <curCd>USD</curCd>
        <valUSD>48568.53</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>2549001DPIFGXC1TOL40</lei>
        <title>FR SD7549</title>
        <cusip>3132DVL60</cusip>
        <identifiers>
          <isin value="US3132DVL604"/>
          <ticker value="FHLMC"/>
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        <balance>1067982.72</balance>
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        <curCd>USD</curCd>
        <valUSD>852225.48</valUSD>
        <pctVal>0.1189316328</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Vale Overseas Limited</name>
        <lei>254900BA3U6G5DNV5V04</lei>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR RA3313</title>
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          <isin value="US3133KJVE99"/>
          <ticker value="FHLMC"/>
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        <balance>80453.25</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <balance>80190.74</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Apple Inc.</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
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          <ticker value="AAPL"/>
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        <curCd>USD</curCd>
        <valUSD>46846.31</valUSD>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>2549001DPIFGXC1TOL40</lei>
        <title>FR SD7552</title>
        <cusip>3132DVL94</cusip>
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          <isin value="US3132DVL943"/>
          <ticker value="FHLMC"/>
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        <balance>3292251.94</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BHMS Mortgage Trust</name>
        <lei>N/A</lei>
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        <cusip>05549GAA9</cusip>
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          <isin value="US05549GAA94"/>
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        <balance>1000000</balance>
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        <curCd>USD</curCd>
        <valUSD>961738.4</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BM5520</title>
        <cusip>3140JAD21</cusip>
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          <isin value="US3140JAD217"/>
          <ticker value="FNMA"/>
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        <balance>294663.87</balance>
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        <curCd>USD</curCd>
        <valUSD>265153.28</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VZ 1.75 01/20/31</title>
        <cusip>92343VFR0</cusip>
        <identifiers>
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          <ticker value="VZ"/>
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        <balance>260000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>192839.38</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>PECO Energy Company</name>
        <lei>YH65D4JBECK76IFEJ279</lei>
        <title>EXC 2.85 09/15/51</title>
        <cusip>693304BC0</cusip>
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          <isin value="US693304BC00"/>
          <ticker value="EXC"/>
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        <balance>7000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4295.69</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>2051-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.850000000000</annualizedRt>
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      <invstOrSec>
        <name>Devon Energy Corporation</name>
        <lei>54930042348RKR3ZPN35</lei>
        <title>DVN 8.25 08/01/23</title>
        <cusip>25179MBB8</cusip>
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          <isin value="US25179MBB81"/>
          <ticker value="DVN"/>
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        <balance>52000</balance>
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        <curCd>USD</curCd>
        <valUSD>53029.07</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>8.250000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR QB2296</title>
        <cusip>3133A8RR0</cusip>
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          <isin value="US3133A8RR03"/>
          <ticker value="FHLMC"/>
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        <balance>45279.19</balance>
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        <curCd>USD</curCd>
        <valUSD>36046.39</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA8592</title>
        <cusip>3140QGRN9</cusip>
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          <isin value="US3140QGRN92"/>
          <ticker value="FN"/>
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        <balance>49307.59</balance>
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        <curCd>USD</curCd>
        <valUSD>40774.03</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HSBC Holdings PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC V7.39 11/03/28</title>
        <cusip>404280DR7</cusip>
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          <ticker value="HSBC"/>
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        <balance>200000</balance>
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        <curCd>USD</curCd>
        <valUSD>200170.42</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.390000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS0208</title>
        <cusip>3140XFGS4</cusip>
        <identifiers>
          <isin value="US3140XFGS43"/>
          <ticker value="FN"/>
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        <balance>327057.1</balance>
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        <curCd>USD</curCd>
        <valUSD>270266.59</valUSD>
        <pctVal>0.0377168339</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB2633</title>
        <cusip>3140QM4T8</cusip>
        <identifiers>
          <isin value="US3140QM4T84"/>
          <ticker value="FN"/>
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        <balance>153991.45</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>128113.2</valUSD>
        <pctVal>0.0178787333</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo &amp; Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WFC V4.478 04/04/31 MTN</title>
        <cusip>95000U2L6</cusip>
        <identifiers>
          <isin value="US95000U2L65"/>
          <ticker value="WFC"/>
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        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>271423.66</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>2031-04-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.478000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Kimberly-Clark Corporation</name>
        <lei>MP3J6QPYPGN75NVW2S34</lei>
        <title>KMB 3.1 03/26/30</title>
        <cusip>494368CB7</cusip>
        <identifiers>
          <isin value="US494368CB71"/>
          <ticker value="KMB"/>
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        <balance>30000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26275.86</valUSD>
        <pctVal>0.0036669062</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.100000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Oi SA</name>
        <lei>254900YEMWCRRAGD4978</lei>
        <title>OIBRBZ 10 07/27/25</title>
        <cusip>P7354PAA2</cusip>
        <identifiers>
          <isin value="USP7354PAA23"/>
          <ticker value="OIBRBZ"/>
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        <balance>26000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6761.38</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>10.000000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Crown Castle Inc.</name>
        <lei>54930012H97VSM0I2R19</lei>
        <title>CCI 3.1 11/15/29</title>
        <cusip>22822VAN1</cusip>
        <identifiers>
          <isin value="US22822VAN10"/>
          <ticker value="CCI"/>
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        <balance>366000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>304763.82</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.100000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>Air Lease Corporation</name>
        <lei>5493004NW4M4P8TMMK63</lei>
        <title>AL 3.375 07/01/25</title>
        <cusip>00914AAH5</cusip>
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          <ticker value="AL"/>
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        <balance>70000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>64792.49</valUSD>
        <pctVal>0.0090420632</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.375000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Pacific Gas and Electric Company</name>
        <lei>1HNPXZSMMB7HMBMVBS46</lei>
        <title>PCG 3.3 08/01/40</title>
        <cusip>694308JH1</cusip>
        <identifiers>
          <isin value="US694308JH19"/>
          <ticker value="PCG"/>
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        <balance>20000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12987.55</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>2040-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CSMC 2021-NQM2 TRUST</name>
        <lei>N/A</lei>
        <title>CSMC 2021-NQM2 A3</title>
        <cusip>12662EAC7</cusip>
        <identifiers>
          <isin value="US12662EAC75"/>
          <ticker value="CSMC"/>
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        <balance>89743.88</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>75608.36</valUSD>
        <pctVal>0.0105514631</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>1.538000300000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Humana Inc.</name>
        <lei>529900YLDW34GJAO4J06</lei>
        <title>HUM 2.15 02/03/32</title>
        <cusip>444859BR2</cusip>
        <identifiers>
          <isin value="US444859BR26"/>
          <ticker value="HUM"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37612.11</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>2032-02-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM9730</title>
        <cusip>3140XDY42</cusip>
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          <isin value="US3140XDY424"/>
          <ticker value="FN"/>
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        <balance>94407.54</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>75130.53</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD0783</title>
        <cusip>3132DM2Q7</cusip>
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          <isin value="US3132DM2Q76"/>
          <ticker value="FHLMC"/>
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        <balance>55704.26</balance>
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        <curCd>USD</curCd>
        <valUSD>44329.9</valUSD>
        <pctVal>0.0061864231</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BF0546</title>
        <cusip>3140FXTC6</cusip>
        <identifiers>
          <isin value="US3140FXTC61"/>
          <ticker value="FNMA"/>
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        <balance>1101671.55</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>880806.34</valUSD>
        <pctVal>0.1229202114</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS1866</title>
        <cusip>3140XHCC9</cusip>
        <identifiers>
          <isin value="US3140XHCC92"/>
          <ticker value="FN"/>
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        <balance>99053.23</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>87290.89</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Uruguay (Republic of)</name>
        <lei>549300RDR012H2V82H43</lei>
        <title>URUGUA 5.1 06/18/50</title>
        <cusip>760942BA9</cusip>
        <identifiers>
          <isin value="US760942BA98"/>
          <ticker value="URUGUA"/>
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        <balance>107641</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>96147.05</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>UY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Oracle Corporation</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>ORCL 4.5 07/08/44</title>
        <cusip>68389XAW5</cusip>
        <identifiers>
          <isin value="US68389XAW56"/>
          <ticker value="ORCL"/>
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        <balance>24000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17565.8</valUSD>
        <pctVal>0.0024513809</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-07-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS0734</title>
        <cusip>3140XFY88</cusip>
        <identifiers>
          <isin value="US3140XFY882"/>
          <ticker value="FN"/>
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        <balance>192210.59</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>152544.63</valUSD>
        <pctVal>0.0212882416</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</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>KLA Corporation</name>
        <lei>549300H0BF5JCG96TJ81</lei>
        <title>KLAC 4.65 07/15/32</title>
        <cusip>482480AL4</cusip>
        <identifiers>
          <isin value="US482480AL46"/>
          <ticker value="KLAC"/>
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        <balance>130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>123479.99</valUSD>
        <pctVal>0.0172321494</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
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        <name>American Airlines, Inc.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Duke Energy Florida, LLC</name>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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        <name>American Tower Corporation</name>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>Fnma Pass-Thru I</name>
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          <ticker value="FN"/>
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        <name>Prologis, L.P.</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>NGPL Pipe Co LLC</name>
        <lei>549300K3NT1HSQFEM073</lei>
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        <curCd>USD</curCd>
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        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>Fnma Pass-Thru I</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN FM4577</title>
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        <name>Klabin Austria GmbH</name>
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        <name>Federal Home Loan Mortgage Corporation</name>
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        <name>Long Beach Mortgage Loan Trust 2006-6</name>
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        <title>LBMLT 2006-6 2A3</title>
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        <name>SAN ANTONIO TEX</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BM4351</title>
        <cusip>3140J8ZR7</cusip>
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          <ticker value="FNMA"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR ZS4751</title>
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          <ticker value="FHLMC"/>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>American Airlines, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA7312</title>
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          <isin value="US36179WDR60"/>
          <ticker value="GNR"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Grupo Posadas, S.A.B. de C.V.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 CM5272</title>
        <cusip>3617YQ2D4</cusip>
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          <ticker value="GNR"/>
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        <name>Microsoft Corporation</name>
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        <title>MSFT 3.3 02/06/27</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>AbbVie Inc.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>ABBV 4.25 11/21/49</title>
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        <assetCat>DBT</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-11-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
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      <invstOrSec>
        <name>NRG Energy, Inc.</name>
        <lei>5E2UPK5SW04M13XY7I38</lei>
        <title>NRG 2.45 12/02/27 144A</title>
        <cusip>629377CP5</cusip>
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        <curCd>USD</curCd>
        <valUSD>279386.37</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNR 2021-215 LI</title>
        <cusip>38383D3D8</cusip>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM9925</title>
        <cusip>3140XEA38</cusip>
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          <ticker value="FN"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>N/A</lei>
        <title>FR SD0520</title>
        <cusip>3132DMSH9</cusip>
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          <ticker value="FHLMC"/>
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        <name>NGPL Pipe Co LLC</name>
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        <cusip>62928CAA0</cusip>
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        <balance>368000</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>3.250000000000</annualizedRt>
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        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GS V2.64 02/24/28</title>
        <cusip>38141GZK3</cusip>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA4570</title>
        <cusip>31418ECG3</cusip>
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          <isin value="US31418ECG35"/>
          <ticker value="FNMA"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>2549001DPIFGXC1TOL40</lei>
        <title>FR SD7550</title>
        <cusip>3132DVL78</cusip>
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          <isin value="US3132DVL786"/>
          <ticker value="FHLMC"/>
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        <balance>433174.31</balance>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR RA6388</title>
        <cusip>3133KNCZ4</cusip>
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          <ticker value="FHLMC"/>
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        <balance>625534.95</balance>
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        <curCd>USD</curCd>
        <valUSD>516921.4</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>C V3.07 02/24/28 VAR</title>
        <cusip>172967NG2</cusip>
        <identifiers>
          <isin value="US172967NG21"/>
          <ticker value="C"/>
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        <balance>610000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>537782.39</valUSD>
        <pctVal>0.0750497835</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-24</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM9428</title>
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          <ticker value="FN"/>
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        <curCd>USD</curCd>
        <valUSD>89086.59</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB1425</title>
        <cusip>3140QLSP2</cusip>
        <identifiers>
          <isin value="US3140QLSP27"/>
          <ticker value="FN"/>
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        <balance>65758.65</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>60574.06</valUSD>
        <pctVal>0.0084533636</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Broadcom Inc</name>
        <lei>549300WV6GIDOZJTV909</lei>
        <title>AVGO 4.15 04/15/32 144A</title>
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          <isin value="US11135FBT75"/>
          <ticker value="AVGO"/>
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        <balance>104000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>87045.87</valUSD>
        <pctVal>0.0121476155</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AS7313</title>
        <cusip>3138WHDT6</cusip>
        <identifiers>
          <isin value="US3138WHDT63"/>
          <ticker value="FNMA"/>
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        <balance>215760.68</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>194150.8</valUSD>
        <pctVal>0.0270945568</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG Q41209</title>
        <cusip>3132WEKX9</cusip>
        <identifiers>
          <isin value="US3132WEKX91"/>
          <ticker value="FHLMC"/>
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        <balance>25255.93</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22753.75</valUSD>
        <pctVal>0.0031753811</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB2418</title>
        <cusip>3140QMVL5</cusip>
        <identifiers>
          <isin value="US3140QMVL58"/>
          <ticker value="FN"/>
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        <balance>119348.56</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>102031.77</valUSD>
        <pctVal>0.0142389606</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>2549001DPIFGXC1TOL40</lei>
        <title>FR SD7554</title>
        <cusip>3132DVMB8</cusip>
        <identifiers>
          <isin value="US3132DVMB89"/>
          <ticker value="FHLMC"/>
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        <balance>254179.53</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>209990.34</valUSD>
        <pctVal>0.0293050309</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR QB1193</title>
        <cusip>3133A7KE8</cusip>
        <identifiers>
          <isin value="US3133A7KE89"/>
          <ticker value="FHLMC"/>
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        <balance>49332.16</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40958.71</valUSD>
        <pctVal>0.0057159594</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Trans-Allegheny Interstate Line Company</name>
        <lei>N/A</lei>
        <title>FE 3.85 06/01/25 144A</title>
        <cusip>893045AE4</cusip>
        <identifiers>
          <isin value="US893045AE41"/>
          <ticker value="FE"/>
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        <balance>299000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>286318.97</valUSD>
        <pctVal>0.0399570107</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.850000000000</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>Florida Power &amp; Light Company</name>
        <lei>A89MY1K3YLIGJMYWVX50</lei>
        <title>NEE 5.25 02/01/41</title>
        <cusip>341081FD4</cusip>
        <identifiers>
          <isin value="US341081FD42"/>
          <ticker value="NEE"/>
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        <balance>5000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4644.67</valUSD>
        <pctVal>0.0006481831</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</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>Petroleos Mexicanos</name>
        <lei>549300CAZKPF4HKMPX17</lei>
        <title>PEMEX 6.875 08/04/26</title>
        <cusip>71654QCB6</cusip>
        <identifiers>
          <isin value="US71654QCB68"/>
          <ticker value="PEMEX"/>
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        <balance>11000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10177.63</valUSD>
        <pctVal>0.0014203309</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.875000000000</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>Discovery Communications, LLC</name>
        <lei>L2Z2MO2EQURH3BREWI15</lei>
        <title>WBD 1.9 03/19/27</title>
        <cusip>U25478AB1</cusip>
        <identifiers>
          <isin value="XS1117298247"/>
          <ticker value="WBD"/>
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        <balance>240000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="1.0118897"/>
        <valUSD>203827.23</valUSD>
        <pctVal>0.0284449431</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>United Air Lines, Inc.</name>
        <lei>N/A</lei>
        <title>UAL 2.875 10/07/28 AA</title>
        <cusip>90932EAA1</cusip>
        <identifiers>
          <isin value="US90932EAA10"/>
          <ticker value="UAL"/>
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        <balance>16185.17</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13532.88</valUSD>
        <pctVal>0.0018885700</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.875000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA7070</title>
        <cusip>3140QE2C5</cusip>
        <identifiers>
          <isin value="US3140QE2C58"/>
          <ticker value="FN"/>
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        <balance>53413.25</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49038.43</valUSD>
        <pctVal>0.0068435182</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA6994</title>
        <cusip>36179VXX3</cusip>
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          <isin value="US36179VXX36"/>
          <ticker value="GNR"/>
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        <balance>614237.4</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>507843.44</valUSD>
        <pctVal>0.0708716777</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MS V3.591 07/22/28</title>
        <cusip>61744YAK4</cusip>
        <identifiers>
          <isin value="US61744YAK47"/>
          <ticker value="MS"/>
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        <balance>405000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>362991.5</valUSD>
        <pctVal>0.0506569832</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.591000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Baltimore Gas &amp; Electric Company</name>
        <lei>88V8C2WYSOD1SPSSLH72</lei>
        <title>EXC 3.75 08/15/47 *</title>
        <cusip>059165EJ5</cusip>
        <identifiers>
          <isin value="US059165EJ51"/>
          <ticker value="EXC"/>
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        <balance>118000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>86025.72</valUSD>
        <pctVal>0.0120052493</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MS V1.794 02/13/32 MTN</title>
        <cusip>6174468U6</cusip>
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          <ticker value="MS"/>
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        <balance>113000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>81488.42</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>2032-02-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.794000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Waste Management, Inc.</name>
        <lei>549300YX8JIID70NFS41</lei>
        <title>WM 1.15 03/15/28</title>
        <cusip>94106LBN8</cusip>
        <identifiers>
          <isin value="US94106LBN82"/>
          <ticker value="WM"/>
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        <balance>139000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>112676.08</valUSD>
        <pctVal>0.0157244186</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.150000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG Q57853</title>
        <cusip>3132Y1WP9</cusip>
        <identifiers>
          <isin value="US3132Y1WP98"/>
          <ticker value="FHLMC"/>
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        <balance>60235.18</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>57721.15</valUSD>
        <pctVal>0.0080552281</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Raytheon Technologies Corporation</name>
        <lei>I07WOS4YJ0N7YRFE7309</lei>
        <title>RTX 4.125 11/16/28</title>
        <cusip>913017CY3</cusip>
        <identifiers>
          <isin value="US913017CY37"/>
          <ticker value="RTX"/>
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        <balance>187000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>174079.45</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</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>Generate CLO 3 Ltd</name>
        <lei>549300TKWX739FHPEQ97</lei>
        <title>GNRT 3A BR</title>
        <cusip>98625UAW2</cusip>
        <identifiers>
          <isin value="US98625UAW27"/>
          <ticker value="YCLO"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>475743.8</valUSD>
        <pctVal>0.0663920386</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.459860000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA2469</title>
        <cusip>3140Q9W74</cusip>
        <identifiers>
          <isin value="US3140Q9W746"/>
          <ticker value="FN"/>
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        <balance>26612.02</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24643.7</valUSD>
        <pctVal>0.0034391315</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>N/A</lei>
        <title>FR SD0496</title>
        <cusip>3132DMRR8</cusip>
        <identifiers>
          <isin value="US3132DMRR87"/>
          <ticker value="FHLMC"/>
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        <balance>839068.46</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>729845.47</valUSD>
        <pctVal>0.1018529902</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ballys (fka Twin River Management Group)</name>
        <lei>549300NS4D5IK406VT62</lei>
        <title>Ballys (fka Twin River Management Group) Term Loan B 325 2028-07-24</title>
        <cusip>05875CAB0</cusip>
        <identifiers>
          <isin value="US05875CAB00"/>
          <ticker value="TRWH"/>
          <other otherDesc="IDII" value="7RJ34L1"/>
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        <balance>161777.5</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>150110.11</valUSD>
        <pctVal>0.0209484941</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-24</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.370000000000</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>245 Park Avenue Trust 2017</name>
        <lei>N/A</lei>
        <title>PRKAV 2017-245P E</title>
        <cusip>90187LAN9</cusip>
        <identifiers>
          <isin value="US90187LAN91"/>
          <ticker value="PRKAV"/>
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        <balance>740000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>562043.25</valUSD>
        <pctVal>0.0784354880</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-06-05</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.657400000000</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>Duke Energy Progress Inc</name>
        <lei>0NIFZ782LS46WOC9QK20</lei>
        <title>DUK 3.45 03/15/29</title>
        <cusip>26442UAH7</cusip>
        <identifiers>
          <isin value="US26442UAH77"/>
          <ticker value="DUK"/>
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        <balance>233000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>208977.08</valUSD>
        <pctVal>0.0291636262</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Oncor Electric Delivery Company LLC</name>
        <lei>549300SP2X2BS1KERD24</lei>
        <title>ONCRTX 4.1 11/15/48</title>
        <cusip>68233JBG8</cusip>
        <identifiers>
          <isin value="US68233JBG85"/>
          <ticker value="ONCRTX"/>
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        <balance>51000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39966.79</valUSD>
        <pctVal>0.0055775328</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.100000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Equinix, Inc.</name>
        <lei>549300EVUN2BTLJ3GT74</lei>
        <title>EQIX 2.15 07/15/30</title>
        <cusip>29444UBH8</cusip>
        <identifiers>
          <isin value="US29444UBH86"/>
          <ticker value="EQIX"/>
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        <balance>126000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>95917.42</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Citigroup Commercial Mortgage Trust 2019-SMRT</name>
        <lei>N/A</lei>
        <title>CGCMT 2019-SMRT D</title>
        <cusip>29429MAJ2</cusip>
        <identifiers>
          <isin value="US29429MAJ27"/>
          <ticker value="CGCMT"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>477820.6</valUSD>
        <pctVal>0.0666818647</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-11</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.744936500000</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>American Airlines, Inc.</name>
        <lei>IWUQB36BXD6OWD6X4T14</lei>
        <title>AAL 3.85 02/15/28 B</title>
        <cusip>02379DAA8</cusip>
        <identifiers>
          <isin value="US02379DAA81"/>
          <ticker value="AAL"/>
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        <balance>61002.38</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49494.25</valUSD>
        <pctVal>0.0069071297</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.850000000000</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>Mexico (United Mexican States)</name>
        <lei>254900EGTWEU67VP6075</lei>
        <title>MEX 2.659 05/24/31</title>
        <cusip>91087BAM2</cusip>
        <identifiers>
          <isin value="US91087BAM28"/>
          <ticker value="MEX"/>
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        <balance>368000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>284883.87</valUSD>
        <pctVal>0.0397567365</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.659000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>General Motors Financial Company Inc</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GM 2.7 06/10/31</title>
        <cusip>37045XDL7</cusip>
        <identifiers>
          <isin value="US37045XDL73"/>
          <ticker value="GM"/>
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        <balance>218000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>162212.85</valUSD>
        <pctVal>0.0226374822</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB1427</title>
        <cusip>3140QLSR8</cusip>
        <identifiers>
          <isin value="US3140QLSR82"/>
          <ticker value="FN"/>
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        <balance>89973.16</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>82603.59</valUSD>
        <pctVal>0.0115276767</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Exelon Corporation</name>
        <lei>3SOUA6IRML7435B56G12</lei>
        <title>EXC 4.1 03/15/52 144A</title>
        <cusip>30161NBF7</cusip>
        <identifiers>
          <isin value="US30161NBF78"/>
          <ticker value="EXC"/>
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        <balance>55000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40460.55</valUSD>
        <pctVal>0.0056464391</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="40754.950000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Takeda Pharmaceutical Co Ltd.</name>
        <lei>549300ZLMVP4X0OGR454</lei>
        <title>TACHEM 2 07/09/40</title>
        <cusip>874060BE5</cusip>
        <identifiers>
          <isin value="XS2198582301"/>
          <ticker value="TACHEM"/>
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        <balance>110000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="1.0118897"/>
        <valUSD>77910.12</valUSD>
        <pctVal>0.0108726833</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-07-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA7135</title>
        <cusip>36179V4U1</cusip>
        <identifiers>
          <isin value="US36179V4U15"/>
          <ticker value="GNR"/>
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        <balance>1268519.27</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1048775.29</valUSD>
        <pctVal>0.1463609814</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM5820</title>
        <cusip>3140X9PE9</cusip>
        <identifiers>
          <isin value="US3140X9PE97"/>
          <ticker value="FN"/>
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        <balance>37171.41</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34166.13</valUSD>
        <pctVal>0.0047680264</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Petroleos Mexicanos</name>
        <lei>549300CAZKPF4HKMPX17</lei>
        <title>PEMEX 6.7 02/16/32</title>
        <cusip>71643VAB1</cusip>
        <identifiers>
          <isin value="US71643VAB18"/>
          <ticker value="PEMEX"/>
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        <balance>31000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23443.75</valUSD>
        <pctVal>0.0032716734</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Equinix, Inc.</name>
        <lei>549300EVUN2BTLJ3GT74</lei>
        <title>EQIX 3.9 04/15/32</title>
        <cusip>29444UBU9</cusip>
        <identifiers>
          <isin value="US29444UBU97"/>
          <ticker value="EQIX"/>
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        <balance>465000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>391277.38</valUSD>
        <pctVal>0.0546043961</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB2165</title>
        <cusip>3140QMMP6</cusip>
        <identifiers>
          <isin value="US3140QMMP63"/>
          <ticker value="FN"/>
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        <balance>268173.61</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>229129.31</valUSD>
        <pctVal>0.0319759542</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>National Retail Properties, Inc.</name>
        <lei>5493008JKH5SOTI0JS97</lei>
        <title>NNN 3 04/15/52</title>
        <cusip>637417AR7</cusip>
        <identifiers>
          <isin value="US637417AR70"/>
          <ticker value="NNN"/>
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        <balance>19000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10639.78</valUSD>
        <pctVal>0.0014848258</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BU5917</title>
        <cusip>3140M7SF9</cusip>
        <identifiers>
          <isin value="US3140M7SF98"/>
          <ticker value="FN"/>
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        <balance>169970.29</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>140218.97</valUSD>
        <pctVal>0.0195681442</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VICI Properties LP</name>
        <lei>254900X4QE7SGKQLLN38</lei>
        <title>VICI 4.95 02/15/30</title>
        <cusip>925650AC7</cusip>
        <identifiers>
          <isin value="US925650AC72"/>
          <ticker value="VICI"/>
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        <balance>438000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>395865.35</valUSD>
        <pctVal>0.0552446665</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="282588.870000000000"/>
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      <invstOrSec>
        <name>CSX Corporation</name>
        <lei>549300JVQR4N1MMP3Q88</lei>
        <title>CSX 4.5 11/15/52</title>
        <cusip>126408HV8</cusip>
        <identifiers>
          <isin value="US126408HV80"/>
          <ticker value="CSX"/>
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        <balance>13000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10593.38</valUSD>
        <pctVal>0.0014783505</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPM V4.452 12/05/29</title>
        <cusip>46647PAX4</cusip>
        <identifiers>
          <isin value="US46647PAX42"/>
          <ticker value="JPM"/>
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        <balance>840000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>766114.74</valUSD>
        <pctVal>0.1069145186</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.452000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BAC V4.33 03/15/50 MTN</title>
        <cusip>06051GHS1</cusip>
        <identifiers>
          <isin value="US06051GHS12"/>
          <ticker value="BAC"/>
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        <balance>30000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23332.01</valUSD>
        <pctVal>0.0032560797</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.330000000000</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>MS V1.928 04/28/32 MTN</title>
        <cusip>6174468X0</cusip>
        <identifiers>
          <isin value="US6174468X01"/>
          <ticker value="MS"/>
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        <balance>63000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>45672.74</valUSD>
        <pctVal>0.0063738220</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.928000000000</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>Altria Group, Inc.</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
        <title>MO 3.4 02/04/41</title>
        <cusip>02209SBM4</cusip>
        <identifiers>
          <isin value="US02209SBM44"/>
          <ticker value="MO"/>
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        <balance>254000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>155401.31</valUSD>
        <pctVal>0.0216869033</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-02-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Global Payments Inc</name>
        <lei>549300NOMHGVQBX6S778</lei>
        <title>GPN 5.95 08/15/52</title>
        <cusip>37940XAR3</cusip>
        <identifiers>
          <isin value="US37940XAR35"/>
          <ticker value="GPN"/>
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        <balance>103000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>89105.64</valUSD>
        <pctVal>0.0124350650</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA6592</title>
        <cusip>3140QEKE1</cusip>
        <identifiers>
          <isin value="US3140QEKE19"/>
          <ticker value="FN"/>
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        <balance>455435.86</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>377818.33</valUSD>
        <pctVal>0.0527261293</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Petroleos Mexicanos</name>
        <lei>549300CAZKPF4HKMPX17</lei>
        <title>PEMEX 7.19 09/12/24 13-2</title>
        <cusip>P7S08VAE1</cusip>
        <identifiers>
          <isin value="MX95PE1X00H9"/>
          <ticker value="PEMEX"/>
        </identifiers>
        <balance>403000</balance>
        <units>PA</units>
        <currencyConditional curCd="MXN" exchangeRt="19.813"/>
        <valUSD>18535.34</valUSD>
        <pctVal>0.0025866843</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.190000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Firstenergy Transmission Llc</name>
        <lei>549300AINIIPOLYX2R63</lei>
        <title>FE 4.35 01/15/25 144A</title>
        <cusip>33767BAB5</cusip>
        <identifiers>
          <isin value="US33767BAB53"/>
          <ticker value="FE"/>
        </identifiers>
        <balance>285000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>275101.73</valUSD>
        <pctVal>0.0383915979</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM3665</title>
        <cusip>3140X7CB3</cusip>
        <identifiers>
          <isin value="US3140X7CB30"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>244840.94</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>226731.12</valUSD>
        <pctVal>0.0316412768</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM5176</title>
        <cusip>3140X8XE2</cusip>
        <identifiers>
          <isin value="US3140X8XE23"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>220948.48</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>176102.77</valUSD>
        <pctVal>0.0245758786</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Palmer Square CLO 2018-2 Ltd</name>
        <lei>549300EYS8N79JYSXL17</lei>
        <title>PLMRS 2018-2A A1A</title>
        <cusip>69688MAA3</cusip>
        <identifiers>
          <isin value="US69688MAA36"/>
          <ticker value="PLMRS"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>487881.65</valUSD>
        <pctVal>0.0680859263</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.840290000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA3094</title>
        <cusip>3140QANL0</cusip>
        <identifiers>
          <isin value="US3140QANL03"/>
          <ticker value="FN"/>
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        <balance>356812.5</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>345702.58</valUSD>
        <pctVal>0.0482442420</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BM4614</title>
        <cusip>3140J9DU2</cusip>
        <identifiers>
          <isin value="US3140J9DU25"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>33310.29</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31326.92</valUSD>
        <pctVal>0.0043718028</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Mortgage Loan Trust</name>
        <lei>N/A</lei>
        <title>CMLTI 2007-WFH4 M3A</title>
        <cusip>17313JAK0</cusip>
        <identifiers>
          <isin value="US17313JAK07"/>
          <ticker value="CMLTI"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>451144.5</valUSD>
        <pctVal>0.0629591033</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.707981100000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>C V2.014 01/25/26</title>
        <cusip>17327CAN3</cusip>
        <identifiers>
          <isin value="US17327CAN39"/>
          <ticker value="C"/>
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        <balance>237000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>216520.31</valUSD>
        <pctVal>0.0302163155</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.014000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BR7241</title>
        <cusip>3140L6BK9</cusip>
        <identifiers>
          <isin value="US3140L6BK93"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>67794.69</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>54232.96</valUSD>
        <pctVal>0.0075684366</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Enterprise Products Operating LLC</name>
        <lei>5493004LGN656HWLDA30</lei>
        <title>EPD 2.8 01/31/30</title>
        <cusip>29379VBX0</cusip>
        <identifiers>
          <isin value="US29379VBX01"/>
          <ticker value="EPD"/>
        </identifiers>
        <balance>550000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>458728.29</valUSD>
        <pctVal>0.0640174529</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Enterprise Products Operating LLC</name>
        <lei>5493004LGN656HWLDA30</lei>
        <title>EPD 3.7 01/31/51</title>
        <cusip>29379VBY8</cusip>
        <identifiers>
          <isin value="US29379VBY83"/>
          <ticker value="EPD"/>
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        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>201927.47</valUSD>
        <pctVal>0.0281798236</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB2836</title>
        <cusip>3140QNEJ7</cusip>
        <identifiers>
          <isin value="US3140QNEJ78"/>
          <ticker value="FN"/>
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        <balance>99524.3</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>79395.99</valUSD>
        <pctVal>0.0110800427</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</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>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB2855</title>
        <cusip>3140QNE57</cusip>
        <identifiers>
          <isin value="US3140QNE577"/>
          <ticker value="FN"/>
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        <balance>261089.5</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>216218.2</valUSD>
        <pctVal>0.0301741548</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP Paribas SA</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>BNP V3.052 01/13/31 144A</title>
        <cusip>09659W2K9</cusip>
        <identifiers>
          <isin value="US09659W2K94"/>
          <ticker value="BNP"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>155540.03</valUSD>
        <pctVal>0.0217062622</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.052000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 BS1742</title>
        <cusip>3617MB5B1</cusip>
        <identifiers>
          <isin value="US3617MB5B17"/>
          <ticker value="GNR"/>
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        <balance>36363.45</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34496.91</valUSD>
        <pctVal>0.0048141882</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AU6873</title>
        <cusip>3138X6T70</cusip>
        <identifiers>
          <isin value="US3138X6T701"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>83436.92</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>80024.53</valUSD>
        <pctVal>0.0111677581</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BH9243</title>
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          <isin value="US3140GYHV45"/>
          <ticker value="FN"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <annualizedRt>3.000000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD0297</title>
        <cusip>3132DMKJ3</cusip>
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          <isin value="US3132DMKJ35"/>
          <ticker value="FHLMC"/>
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        <balance>321469.25</balance>
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        <curCd>USD</curCd>
        <valUSD>300235.14</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BH5764</title>
        <cusip>3140GUMN4</cusip>
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          <isin value="US3140GUMN42"/>
          <ticker value="FNMA"/>
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        <balance>28160.73</balance>
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        <curCd>USD</curCd>
        <valUSD>26865.12</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Mexico (United Mexican States)</name>
        <lei>254900EGTWEU67VP6075</lei>
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        <identifiers>
          <isin value="US91087BAG59"/>
          <ticker value="MEX"/>
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        <balance>420000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>297803.61</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2-30YR-Multi</title>
        <cusip>21H0306B5</cusip>
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          <isin value="US21H0306B55"/>
          <ticker value="GNR"/>
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        <balance>1325271</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1153503.46</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 3.625 08/15/43</title>
        <cusip>912810RC4</cusip>
        <identifiers>
          <isin value="US912810RC45"/>
          <ticker value="T"/>
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        <balance>198000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>175608.98</valUSD>
        <pctVal>0.0245069682</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.625000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM9538</title>
        <cusip>3140XDS49</cusip>
        <identifiers>
          <isin value="US3140XDS491"/>
          <ticker value="FN"/>
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        <balance>225057.23</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>179405.59</valUSD>
        <pctVal>0.0250368010</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>Avianca Midco 2 Limited</name>
        <lei>N/A</lei>
        <title>AVIAGP 9 12/01/28 144A</title>
        <cusip>05368PAA7</cusip>
        <identifiers>
          <isin value="US05368PAA75"/>
          <ticker value="AVIAGP"/>
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        <balance>19000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14202.5</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>9.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Wyeth</name>
        <lei>549300Q9GR3WRH4N4836</lei>
        <title>PFE 6.5 02/01/34</title>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Oracle Corporation</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>ORCL 3.85 07/15/36</title>
        <cusip>68389XBH7</cusip>
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          <isin value="US68389XBH70"/>
          <ticker value="ORCL"/>
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        <balance>170000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>127214.39</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA4465</title>
        <cusip>31418D6B3</cusip>
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          <isin value="US31418D6B37"/>
          <ticker value="FNMA"/>
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        <balance>1022202.64</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.</name>
        <lei>549300TPZNMN50BJ3745</lei>
        <title>CHTR 3.95 06/30/62</title>
        <cusip>161175CG7</cusip>
        <identifiers>
          <isin value="US161175CG74"/>
          <ticker value="CHTR"/>
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        <balance>142000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>83129.61</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2062-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.950000000000</annualizedRt>
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      <invstOrSec>
        <name>Global Payments Inc</name>
        <lei>549300NOMHGVQBX6S778</lei>
        <title>GPN 3.2 08/15/29</title>
        <cusip>37940XAB8</cusip>
        <identifiers>
          <isin value="US37940XAB82"/>
          <ticker value="GPN"/>
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        <balance>286000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>237721.33</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.200000000000</annualizedRt>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BAC V1.734 07/22/27</title>
        <cusip>06051GJS9</cusip>
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          <isin value="US06051GJS93"/>
          <ticker value="BAC"/>
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        <balance>80000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>68410.96</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>1.734000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.</name>
        <lei>549300TPZNMN50BJ3745</lei>
        <title>CHTR 4.4 12/01/61</title>
        <cusip>161175CC6</cusip>
        <identifiers>
          <isin value="US161175CC60"/>
          <ticker value="CHTR"/>
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        <balance>146000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>92574.8</valUSD>
        <pctVal>0.0129192008</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.400000000000</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>Philippines (Republic Of)</name>
        <lei>529900RAHBALMYIJ3T08</lei>
        <title>PHILIP 3.2 07/06/46</title>
        <cusip>718286CP0</cusip>
        <identifiers>
          <isin value="US718286CP01"/>
          <ticker value="PHILIP"/>
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        <balance>267000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>176185.13</valUSD>
        <pctVal>0.0245873723</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-07-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.200000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Moodys Corp</name>
        <lei>549300GCEDD8YCF5WU84</lei>
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        <cusip>615369AW5</cusip>
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          <isin value="US615369AW51"/>
          <ticker value="MCO"/>
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        <balance>105000</balance>
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        <curCd>USD</curCd>
        <valUSD>79375.85</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-08-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
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          <ticker value="BAC"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>375078.32</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>2033-07-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.015000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ministerio de Hacienda y Credito Publico</name>
        <lei>549300MHDRBVRF6B9117</lei>
        <title>COLTES 7.25 10/18/34 B</title>
        <cusip>P6S32JS68</cusip>
        <identifiers>
          <isin value="COL17CT03615"/>
          <ticker value="COLTC"/>
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        <balance>137000000</balance>
        <units>PA</units>
        <currencyConditional curCd="COP" exchangeRt="4938.75"/>
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        <pctVal>0.0024245419</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-10-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.250000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AW4229</title>
        <cusip>3138XTVX0</cusip>
        <identifiers>
          <isin value="US3138XTVX03"/>
          <ticker value="FNMA"/>
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        <balance>29904.38</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28272.34</valUSD>
        <pctVal>0.0039455234</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VZ 2.875 11/20/50</title>
        <cusip>92343VFU3</cusip>
        <identifiers>
          <isin value="US92343VFU35"/>
          <ticker value="VZ"/>
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        <balance>229000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>135138.04</valUSD>
        <pctVal>0.0188590791</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.875000000000</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>Broadcom Inc</name>
        <lei>549300WV6GIDOZJTV909</lei>
        <title>AVGO 2.45 02/15/31 144A</title>
        <cusip>11135FBH3</cusip>
        <identifiers>
          <isin value="US11135FBH38"/>
          <ticker value="AVGO"/>
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        <balance>147000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>110311.76</valUSD>
        <pctVal>0.0153944678</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD0636</title>
        <cusip>3132DMV51</cusip>
        <identifiers>
          <isin value="US3132DMV511"/>
          <ticker value="FHLMC"/>
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        <balance>68273.59</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>58380.26</valUSD>
        <pctVal>0.0081472096</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BO6291</title>
        <cusip>3140K17D2</cusip>
        <identifiers>
          <isin value="US3140K17D25"/>
          <ticker value="FN"/>
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        <balance>12210.29</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11630.04</valUSD>
        <pctVal>0.0016230208</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GS V1.992 01/27/32</title>
        <cusip>38141GXR0</cusip>
        <identifiers>
          <isin value="US38141GXR00"/>
          <ticker value="GS"/>
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        <balance>265000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>193362.88</valUSD>
        <pctVal>0.0269845992</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.992000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNR 2021-50 IO</title>
        <cusip>3136BGHY0</cusip>
        <identifiers>
          <isin value="US3136BGHY03"/>
          <ticker value="FNMA"/>
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        <balance>287839.47</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>54997.8</valUSD>
        <pctVal>0.0076751732</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>Duke Energy Corp</name>
        <lei>I1BZKREC126H0VB1BL91</lei>
        <title>DUK 4.3 03/15/28</title>
        <cusip>26441CBS3</cusip>
        <identifiers>
          <isin value="US26441CBS35"/>
          <ticker value="DUK"/>
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        <balance>30000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28199.06</valUSD>
        <pctVal>0.0039352969</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.300000000000</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>Blackstone Private Credit Fund</name>
        <lei>549300ORP3TTCNXSYO43</lei>
        <title>BCRED 3.25 03/15/27</title>
        <cusip>09261HAK3</cusip>
        <identifiers>
          <isin value="US09261HAK32"/>
          <ticker value="BCRED"/>
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        <balance>217000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>180034.76</valUSD>
        <pctVal>0.0251246043</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</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>Bayview Commercial Asset Trust 2006-SP2</name>
        <lei>N/A</lei>
        <title>BAYC 2007-4A A1</title>
        <cusip>07326BAA5</cusip>
        <identifiers>
          <isin value="US07326BAA52"/>
          <ticker value="BAYC"/>
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        <balance>277697.58</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>249525.6</valUSD>
        <pctVal>0.0348223419</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.534000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <name>Air Canada Pass Through Trust 2017-1</name>
        <lei>N/A</lei>
        <title>ACACN 3.3 01/15/30 144A</title>
        <cusip>00908PAA5</cusip>
        <identifiers>
          <isin value="US00908PAA57"/>
          <ticker value="ACACN"/>
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        <balance>14313.6</balance>
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        <curCd>USD</curCd>
        <valUSD>11912.82</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.300000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Madison Park Funding XIII Ltd.</name>
        <lei>N/A</lei>
        <title>MDPK 2014-13A AR2</title>
        <cusip>55818MBA4</cusip>
        <identifiers>
          <isin value="US55818MBA45"/>
          <ticker value="MDPK"/>
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        <balance>471871.43</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>463534.69</valUSD>
        <pctVal>0.0646882061</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.687569900000</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>State Street Corporation</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>STT V5.625 PERP H</title>
        <cusip>857477BA0</cusip>
        <identifiers>
          <isin value="US857477BA04"/>
          <ticker value="STT"/>
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        <balance>292000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>267180</valUSD>
        <pctVal>0.0372860873</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BN0691</title>
        <cusip>3140JGXV2</cusip>
        <identifiers>
          <isin value="US3140JGXV28"/>
          <ticker value="FNMA"/>
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        <balance>35018.56</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33639.08</valUSD>
        <pctVal>0.0046944744</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD0732</title>
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          <ticker value="FHLMC"/>
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        <issuerCat>USGA</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AS7488</title>
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          <isin value="US3138WHKA99"/>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Altria Group, Inc.</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
        <title>MO 3.125 06/15/31</title>
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          <isin value="XS1843443786"/>
          <ticker value="MO"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-06-15</maturityDt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR RA6768</title>
        <cusip>3133KNQV8</cusip>
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          <ticker value="FHLMC"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2052-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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      <invstOrSec>
        <name>HP Inc</name>
        <lei>WHKXQACZ14C5XRO8LW03</lei>
        <title>HPQ 2.65 06/17/31</title>
        <cusip>40434LAJ4</cusip>
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          <isin value="US40434LAJ44"/>
          <ticker value="HPQ"/>
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        <balance>39000</balance>
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        <curCd>USD</curCd>
        <valUSD>28576.89</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-06-17</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AL9475</title>
        <cusip>3138ERQ52</cusip>
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          <isin value="US3138ERQ523"/>
          <ticker value="FNMA"/>
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        <balance>46730.35</balance>
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        <curCd>USD</curCd>
        <valUSD>45223.1</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G67721</title>
        <cusip>3132XCSJ5</cusip>
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          <isin value="US3132XCSJ50"/>
          <ticker value="FHLMC"/>
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        <balance>33448.57</balance>
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        <curCd>USD</curCd>
        <valUSD>32004.98</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2049-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNR 2021-214 AI</title>
        <cusip>38383FDA8</cusip>
        <identifiers>
          <isin value="US38383FDA84"/>
          <ticker value="GNR"/>
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        <balance>105092.71</balance>
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        <curCd>USD</curCd>
        <valUSD>17214.59</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GS V3.102 02/24/33</title>
        <cusip>38141GZM9</cusip>
        <identifiers>
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          <ticker value="GS"/>
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        <balance>1574000</balance>
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        <curCd>USD</curCd>
        <valUSD>1232741.96</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
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        <cusip>06051GHX0</cusip>
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          <ticker value="BAC"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Diamondback Energy Inc</name>
        <lei>549300R22LSX6OHWEN64</lei>
        <title>FANG 3.25 12/01/26</title>
        <cusip>25278XAM1</cusip>
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          <ticker value="FANG"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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        <name>Enterprise Products Operating LLC</name>
        <lei>5493004LGN656HWLDA30</lei>
        <title>EPD 5.95 02/01/41</title>
        <cusip>29379VAT0</cusip>
        <identifiers>
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          <ticker value="EPD"/>
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        <balance>49000</balance>
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        <curCd>USD</curCd>
        <valUSD>46415.18</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Devon Energy Corporation</name>
        <lei>54930042348RKR3ZPN35</lei>
        <title>DVN 4.75 05/15/42</title>
        <cusip>25179MAN3</cusip>
        <identifiers>
          <isin value="US25179MAN39"/>
          <ticker value="DVN"/>
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        <balance>104000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>84951.69</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2042-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Lockheed Martin Corporation</name>
        <lei>DPRBOZP0K5RM2YE8UU08</lei>
        <title>LMT 3.6 03/01/35</title>
        <cusip>539830BC2</cusip>
        <identifiers>
          <isin value="US539830BC24"/>
          <ticker value="LMT"/>
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        <balance>222000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>190440</valUSD>
        <pctVal>0.0265766991</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2035-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Jp Morgan Chase Coml Mtg Sec Tst 17</name>
        <lei>N/A</lei>
        <title>JPMCC 2017-JP6 A5</title>
        <cusip>48128KAU5</cusip>
        <identifiers>
          <isin value="US48128KAU51"/>
          <ticker value="JPMCC"/>
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        <balance>235000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>213602.57</valUSD>
        <pctVal>0.0298091327</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BO7302</title>
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          <ticker value="FN"/>
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        <valUSD>63889.16</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Verizon Communications Inc.</name>
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          <ticker value="VZ"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR RA6704</title>
        <cusip>3133KNNV1</cusip>
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          <isin value="US3133KNNV19"/>
          <ticker value="FHLMC"/>
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        <balance>459928.03</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD0894</title>
        <cusip>3132DM7F6</cusip>
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          <isin value="US3132DM7F66"/>
          <ticker value="FHLMC"/>
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        <balance>261296.46</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2052-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AS8380</title>
        <cusip>3138WJJ25</cusip>
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          <isin value="US3138WJJ253"/>
          <ticker value="FNMA"/>
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        <balance>37907.78</balance>
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        <curCd>USD</curCd>
        <valUSD>35435.3</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM7632</title>
        <cusip>3140XBPS3</cusip>
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          <isin value="US3140XBPS38"/>
          <ticker value="FN"/>
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        <balance>141643.92</balance>
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        <curCd>USD</curCd>
        <valUSD>132069.25</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA5019</title>
        <cusip>36179TSG1</cusip>
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          <isin value="US36179TSG12"/>
          <ticker value="GNR"/>
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        <balance>38682.13</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35203.04</valUSD>
        <pctVal>0.0049127316</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BAC V3.55 03/05/24</title>
        <cusip>06051GHF9</cusip>
        <identifiers>
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          <ticker value="BAC"/>
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        <balance>55000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>54544.4</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.550000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Dell International L.L.C. and EMC Corporation</name>
        <lei>N/A</lei>
        <title>DELL 8.35 07/15/46</title>
        <cusip>24703TAK2</cusip>
        <identifiers>
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          <ticker value="DELL"/>
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        <curCd>USD</curCd>
        <valUSD>10615.81</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Salesforce Inc</name>
        <lei>RCGZFPDMRW58VJ54VR07</lei>
        <title>CRM 3.05 07/15/61</title>
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          <ticker value="CRM"/>
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        <curCd>USD</curCd>
        <valUSD>39606.25</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.050000000000</annualizedRt>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM5771</title>
        <cusip>3140X9MV4</cusip>
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          <isin value="US3140X9MV40"/>
          <ticker value="FN"/>
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        <balance>5854.98</balance>
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        <curCd>USD</curCd>
        <valUSD>5388.1</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM9452</title>
        <cusip>3140XDQE9</cusip>
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          <isin value="US3140XDQE98"/>
          <ticker value="FN"/>
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        <balance>71727.1</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Intel Corporation</name>
        <lei>KNX4USFCNGPY45LOCE31</lei>
        <title>INTC 3.734 12/08/47</title>
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          <ticker value="INTC"/>
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        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>AEP Texas Inc</name>
        <lei>5493001L78U618KXNZ75</lei>
        <title>AEP 3.95 06/01/28</title>
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          <isin value="US00108WAH34"/>
          <ticker value="AEP"/>
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        <balance>212000</balance>
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        <curCd>USD</curCd>
        <valUSD>192030.67</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.950000000000</annualizedRt>
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      <invstOrSec>
        <name>Suzano Austria GmbH</name>
        <lei>254900287ZNSGVP1R341</lei>
        <title>SUZANO 3.125 01/15/32 DM3N</title>
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          <ticker value="SUZANO"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA6359</title>
        <cusip>3140QEB50</cusip>
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          <ticker value="FN"/>
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        <curCd>USD</curCd>
        <valUSD>202452.88</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>I/O DBGS 2019-1735 MO VAR</name>
        <lei>N/A</lei>
        <title>I/O DBGS 2019-1735 MO VAR</title>
        <cusip>23307EAC5</cusip>
        <identifiers>
          <isin value="US23307EAC57"/>
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        <balance>13942488.56</balance>
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        <curCd>USD</curCd>
        <valUSD>190823.87</valUSD>
        <pctVal>0.0266302698</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-04-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>.2912004</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Cameron LNG LLC</name>
        <lei>549300C39FLHGVD73K22</lei>
        <title>CAMLNG 3.402 01/15/38 144A</title>
        <cusip>133434AC4</cusip>
        <identifiers>
          <isin value="US133434AC43"/>
          <ticker value="CAMLNG"/>
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        <balance>225000</balance>
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        <curCd>USD</curCd>
        <valUSD>175007.23</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.402000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>American Airlines, Inc.</name>
        <lei>N/A</lei>
        <title>AAL 4.95 01/15/23</title>
        <cusip>02377UAB0</cusip>
        <identifiers>
          <isin value="US02377UAB08"/>
          <ticker value="AAL"/>
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        <balance>23199.29</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22962.57</valUSD>
        <pctVal>0.0032045228</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lstar Commercial Mortgage Trust 2015-3</name>
        <lei>N/A</lei>
        <title>LNSTR 2015-3 AS</title>
        <cusip>54910JAN4</cusip>
        <identifiers>
          <isin value="US54910JAN46"/>
          <ticker value="LNSTR"/>
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        <balance>50090.14</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>47799.31</valUSD>
        <pctVal>0.0066705938</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-04-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.143817900000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Lockheed Martin Corporation</name>
        <lei>DPRBOZP0K5RM2YE8UU08</lei>
        <title>LMT 5.9 11/15/63</title>
        <cusip>539830BY4</cusip>
        <identifiers>
          <isin value="US539830BY44"/>
          <ticker value="LMT"/>
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        <balance>45000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>45763.04</valUSD>
        <pctVal>0.0063864238</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2063-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Lowes Companies, Inc.</name>
        <lei>WAFCR4OKGSC504WU3E95</lei>
        <title>LOW 4.65 04/15/42</title>
        <cusip>548661CX3</cusip>
        <identifiers>
          <isin value="US548661CX31"/>
          <ticker value="LOW"/>
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        <balance>54000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44168.86</valUSD>
        <pctVal>0.0061639493</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Textron Inc.</name>
        <lei>3PPKBHUG1HD6BO7RNR87</lei>
        <title>TXT 3.65 03/15/27</title>
        <cusip>883203BX8</cusip>
        <identifiers>
          <isin value="US883203BX87"/>
          <ticker value="TXT"/>
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        <balance>38000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34682.52</valUSD>
        <pctVal>0.0048400908</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>First Franklin Mortgage Loan Trust 2005-FF4</name>
        <lei>N/A</lei>
        <title>FFML 2003-FF4 M1</title>
        <cusip>32027NDU2</cusip>
        <identifiers>
          <isin value="US32027NDU28"/>
          <ticker value="FFML"/>
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        <balance>270125.62</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>251667.29</valUSD>
        <pctVal>0.0351212237</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.268262500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA-30YR</title>
        <cusip>01F0206B0</cusip>
        <identifiers>
          <isin value="US01F0206B03"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>2139009</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1685138.03</valUSD>
        <pctVal>0.2351680654</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CALIFORNIA ST</name>
        <lei>N/A</lei>
        <title>CA CAS 4.6 04/01/2038</title>
        <cusip>13063DGE2</cusip>
        <identifiers>
          <isin value="US13063DGE22"/>
          <ticker value="CAS"/>
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        <balance>215000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>193651.7</valUSD>
        <pctVal>0.0270249053</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Master Asset Securitization Trust</name>
        <lei>N/A</lei>
        <title>MASTR 2007-2 A2</title>
        <cusip>57646NAB5</cusip>
        <identifiers>
          <isin value="US57646NAB55"/>
          <ticker value="MASTR"/>
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        <balance>344705.76</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>189809.92</valUSD>
        <pctVal>0.0264887688</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Florida Power &amp; Light Company</name>
        <lei>A89MY1K3YLIGJMYWVX50</lei>
        <title>NEE 3.99 03/01/49</title>
        <cusip>341081FU6</cusip>
        <identifiers>
          <isin value="US341081FU66"/>
          <ticker value="NEE"/>
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        <balance>224000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>174110.07</valUSD>
        <pctVal>0.0242977890</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.990000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA3210</title>
        <cusip>31418CR89</cusip>
        <identifiers>
          <isin value="US31418CR890"/>
          <ticker value="FNMA"/>
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        <balance>123718.53</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>110864.57</valUSD>
        <pctVal>0.0154716148</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Entergy Louisiana, LLC</name>
        <lei>0V5453U14HDZO63CGH17</lei>
        <title>ETR 4.2 09/01/48</title>
        <cusip>29364WBB3</cusip>
        <identifiers>
          <isin value="US29364WBB37"/>
          <ticker value="ETR"/>
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        <balance>148000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>114343.88</valUSD>
        <pctVal>0.0159571670</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>American Tower Corporation</name>
        <lei>5493006ORUSIL88JOE18</lei>
        <title>AMT 3.95 03/15/29</title>
        <cusip>03027XAU4</cusip>
        <identifiers>
          <isin value="US03027XAU46"/>
          <ticker value="AMT"/>
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        <balance>53000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>46900.52</valUSD>
        <pctVal>0.0065451639</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KLA Corporation</name>
        <lei>549300H0BF5JCG96TJ81</lei>
        <title>KLAC 4.1 03/15/29</title>
        <cusip>482480AG5</cusip>
        <identifiers>
          <isin value="US482480AG50"/>
          <ticker value="KLAC"/>
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        <balance>39000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36576.31</valUSD>
        <pctVal>0.0051043772</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BM1922</title>
        <cusip>3140J6D46</cusip>
        <identifiers>
          <isin value="US3140J6D469"/>
          <ticker value="FNMA"/>
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        <balance>111688.14</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>108084.49</valUSD>
        <pctVal>0.0150836430</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.375 05/15/29</title>
        <cusip>9128286T2</cusip>
        <identifiers>
          <isin value="US9128286T26"/>
          <ticker value="T"/>
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        <balance>548000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>490545.63</valUSD>
        <pctVal>0.0684576959</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.375000000000</annualizedRt>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Kenbourne Invest S.A.</name>
        <lei>222100QGH6Y9KFYZ4B27</lei>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <ticker value="FNMA"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2045-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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          <isin value="US36179VKL35"/>
          <ticker value="GNR"/>
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        <balance>165359.78</balance>
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        <curCd>USD</curCd>
        <valUSD>145463.89</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Enterprise Products Operating LLC</name>
        <lei>5493004LGN656HWLDA30</lei>
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        <curCd>USD</curCd>
        <valUSD>41365.48</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>T-Mobile USA, Inc.</name>
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        <curCd>USD</curCd>
        <valUSD>450811.2</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Norfolk Southern Corporation</name>
        <lei>54930036C8MWP850MI84</lei>
        <title>NSC 3.155 05/15/55</title>
        <cusip>655844CH9</cusip>
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          <ticker value="NSC"/>
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        <balance>94000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>57553.17</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHR 5018 CI</title>
        <cusip>3137FX6Y9</cusip>
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          <ticker value="FHLMC"/>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Glencore Funding LLC</name>
        <lei>213800STG1QDNBY87K49</lei>
        <title>GLENLN 1.625 04/27/26 144A</title>
        <cusip>378272BD9</cusip>
        <identifiers>
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          <ticker value="GLENLN"/>
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        <balance>238000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>204422.59</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-27</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Amazon.com, Inc.</name>
        <lei>ZXTILKJKG63JELOEG630</lei>
        <title>AMZN 3.95 04/13/52</title>
        <cusip>023135CJ3</cusip>
        <identifiers>
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          <ticker value="AMZN"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32888.38</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>2052-04-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.950000000000</annualizedRt>
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      <invstOrSec>
        <name>Foundation Building Materials</name>
        <lei>549300ZVE6MONHB01I28</lei>
        <title>Foundation Building Materials Term Loan B 325 2028-01-21</title>
        <cusip>35039KAB2</cusip>
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          <ticker value="FBM"/>
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        <curCd>USD</curCd>
        <valUSD>103826.97</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG J38060</title>
        <cusip>31307U5V6</cusip>
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          <ticker value="FHLMC"/>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FirstEnergy Corp.</name>
        <lei>549300SVYJS666PQJH88</lei>
        <title>FE 3.4 03/01/50 C</title>
        <cusip>337932AM9</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>2549001DPIFGXC1TOL40</lei>
        <title>FR SD8059</title>
        <cusip>3132DV5U5</cusip>
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          <ticker value="FHLMC"/>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR RA6397</title>
        <cusip>3133KNDA8</cusip>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>American Airlines, Inc.</name>
        <lei>IWUQB36BXD6OWD6X4T14</lei>
        <title>AAL 4.95 02/15/25 B</title>
        <cusip>02378WAA7</cusip>
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          <ticker value="AAL"/>
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        <balance>11341</balance>
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        <curCd>USD</curCd>
        <valUSD>10619.19</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
          <maturityDt>2026-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ONE Gas, Inc.</name>
        <lei>549300HXDWI0LATTX840</lei>
        <title>OGS 2 05/15/30</title>
        <cusip>68235PAH1</cusip>
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        <balance>35000</balance>
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        <curCd>USD</curCd>
        <valUSD>27353.87</valUSD>
        <pctVal>0.0038173471</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3137FVWQ1</cusip>
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          <isin value="US3137FVWQ18"/>
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        <balance>47501.51</balance>
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        <curCd>USD</curCd>
        <valUSD>9326.8</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>C V2.52 11/03/32</title>
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          <ticker value="C"/>
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        <balance>156000</balance>
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        <curCd>USD</curCd>
        <valUSD>116710.44</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.520000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BN8997</title>
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          <ticker value="FNMA"/>
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        <balance>144049.79</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Commercial Mortgage Trust 2019-SMRT</name>
        <lei>N/A</lei>
        <title>CGCMT 2019-SMRT E</title>
        <cusip>29429MAL7</cusip>
        <identifiers>
          <isin value="US29429MAL72"/>
          <ticker value="CGCMT"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>473322.25</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-11</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.744936800000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Anheuser-Busch InBev Worldwide Inc.</name>
        <lei>549300CRGMZK3K53BF92</lei>
        <title>ABIBB 4.75 01/23/29</title>
        <cusip>035240AQ3</cusip>
        <identifiers>
          <isin value="US035240AQ30"/>
          <ticker value="ABIBB"/>
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        <balance>94000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>91435.27</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA7073</title>
        <cusip>3140QE2F8</cusip>
        <identifiers>
          <isin value="US3140QE2F89"/>
          <ticker value="FN"/>
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        <balance>15332.69</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14049.62</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Raytheon Technologies Corporation</name>
        <lei>I07WOS4YJ0N7YRFE7309</lei>
        <title>RTX 7 11/01/28</title>
        <cusip>75513EBZ3</cusip>
        <identifiers>
          <isin value="US75513EBZ34"/>
          <ticker value="RTX"/>
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        <balance>90000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>95347.59</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>2549001DPIFGXC1TOL40</lei>
        <title>FR SD7534</title>
        <cusip>3132DVLP8</cusip>
        <identifiers>
          <isin value="US3132DVLP84"/>
          <ticker value="FHLMC"/>
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        <balance>484263.91</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>402704.25</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Devon Energy Corporation</name>
        <lei>54930042348RKR3ZPN35</lei>
        <title>DVN 5.875 06/15/28</title>
        <cusip>25179MBE2</cusip>
        <identifiers>
          <isin value="US25179MBE21"/>
          <ticker value="DVN"/>
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        <balance>8000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8020.81</valUSD>
        <pctVal>0.0011193376</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.875000000000</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>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA6106</title>
        <cusip>3140QDYC2</cusip>
        <identifiers>
          <isin value="US3140QDYC24"/>
          <ticker value="FN"/>
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        <balance>161264.83</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>147969.89</valUSD>
        <pctVal>0.0206498175</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>IPS Corp</name>
        <lei>25490024F0AS5UR7DB02</lei>
        <title>IPS Corp First-lien Term Loan 375 2028-09-05</title>
        <cusip>12659EAC2</cusip>
        <identifiers>
          <isin value="US12659EAC21"/>
          <ticker value="IPSCOR"/>
          <other otherDesc="IDII" value="7RMFQX0"/>
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        <balance>3479.89</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3088.4</valUSD>
        <pctVal>0.0004309991</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-05</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.870000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>T 4.35 03/01/29</title>
        <cusip>00206RHJ4</cusip>
        <identifiers>
          <isin value="US00206RHJ41"/>
          <ticker value="T"/>
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        <balance>36000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33461.94</valUSD>
        <pctVal>0.0046697538</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA2708</title>
        <cusip>3140QAAJ9</cusip>
        <identifiers>
          <isin value="US3140QAAJ93"/>
          <ticker value="FN"/>
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        <balance>12400.52</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11562.23</valUSD>
        <pctVal>0.0016135576</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>C V3.057 01/25/33</title>
        <cusip>17327CAQ6</cusip>
        <identifiers>
          <isin value="US17327CAQ69"/>
          <ticker value="C"/>
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        <balance>60000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>46742.68</valUSD>
        <pctVal>0.0065231366</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.057000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MS V2.943 01/21/33</title>
        <cusip>61747YEL5</cusip>
        <identifiers>
          <isin value="US61747YEL56"/>
          <ticker value="MS"/>
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        <balance>209000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>162788.77</valUSD>
        <pctVal>0.0227178542</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.943000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS0209</title>
        <cusip>3140XFGT2</cusip>
        <identifiers>
          <isin value="US3140XFGT26"/>
          <ticker value="FN"/>
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        <balance>407322.63</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>336025.6</valUSD>
        <pctVal>0.0468937789</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BAC V4.571 04/27/33</title>
        <cusip>06051GKQ1</cusip>
        <identifiers>
          <isin value="US06051GKQ19"/>
          <ticker value="BAC"/>
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        <balance>967000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>856947.36</valUSD>
        <pctVal>0.1195905909</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-27</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG Q59918</title>
        <cusip>3132Y4AU6</cusip>
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          <isin value="US3132Y4AU60"/>
          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>173086.03</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Roper Technologies Inc</name>
        <lei>54930003T4SXCIWVXY35</lei>
        <title>ROP 2.95 09/15/29</title>
        <cusip>776743AG1</cusip>
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          <isin value="US776743AG17"/>
          <ticker value="ROP"/>
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        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33442.92</valUSD>
        <pctVal>0.0046670995</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.950000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS0497</title>
        <cusip>3140XFRT0</cusip>
        <identifiers>
          <isin value="US3140XFRT07"/>
          <ticker value="FN"/>
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        <balance>260731.29</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>208757.85</valUSD>
        <pctVal>0.0291330317</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM9464</title>
        <cusip>3140XDQS8</cusip>
        <identifiers>
          <isin value="US3140XDQS84"/>
          <ticker value="FN"/>
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        <balance>239997.03</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>206229.4</valUSD>
        <pctVal>0.0287801760</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Alabama Power Company</name>
        <lei>0RL818ELFOHP5JHOFU19</lei>
        <title>SO 3.45 10/01/49</title>
        <cusip>010392FT0</cusip>
        <identifiers>
          <isin value="US010392FT07"/>
          <ticker value="SO"/>
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        <balance>47000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31778.28</valUSD>
        <pctVal>0.0044347920</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>CMCSA 2.65 02/01/30</title>
        <cusip>20030NDA6</cusip>
        <identifiers>
          <isin value="US20030NDA63"/>
          <ticker value="CMCSA"/>
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        <balance>256000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>214050.27</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.650000000000</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>HCA Inc.</name>
        <lei>L3CJ6J7LJ2DX62FTXD46</lei>
        <title>HCA 3.5 09/01/30</title>
        <cusip>404119CA5</cusip>
        <identifiers>
          <isin value="US404119CA57"/>
          <ticker value="HCA"/>
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        <balance>339000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>280827.6</valUSD>
        <pctVal>0.0391906670</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>2549001DPIFGXC1TOL40</lei>
        <title>FR SD8082</title>
        <cusip>3132DV6T7</cusip>
        <identifiers>
          <isin value="US3132DV6T70"/>
          <ticker value="FHLMC"/>
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        <balance>241448.41</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>180120.4</valUSD>
        <pctVal>0.0251365557</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR QC5876</title>
        <cusip>3133AQQ59</cusip>
        <identifiers>
          <isin value="US3133AQQ599"/>
          <ticker value="FHLMC"/>
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        <balance>73218.99</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>62943.63</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BAC V2.972 02/04/33</title>
        <cusip>06051GKK4</cusip>
        <identifiers>
          <isin value="US06051GKK49"/>
          <ticker value="BAC"/>
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        <balance>1454000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1126793.02</valUSD>
        <pctVal>0.1572486822</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-02-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.972000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB2838</title>
        <cusip>3140QNEL2</cusip>
        <identifiers>
          <isin value="US3140QNEL25"/>
          <ticker value="FN"/>
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        <balance>503352.85</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>400302.25</valUSD>
        <pctVal>0.0558638545</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
          <maturityDt>2052-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB1304</title>
        <cusip>3140QLNW2</cusip>
        <identifiers>
          <isin value="US3140QLNW23"/>
          <ticker value="FN"/>
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        <balance>50123.25</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>42902.65</valUSD>
        <pctVal>0.0059872444</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Penske Truck Leasing Co., L.P.</name>
        <lei>549300ZX07JYMI8GHQ39</lei>
        <title>PENSKE 1.2 11/15/25 144A</title>
        <cusip>709599BL7</cusip>
        <identifiers>
          <isin value="US709599BL72"/>
          <ticker value="PENSKE"/>
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        <balance>116000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100109.57</valUSD>
        <pctVal>0.0139707095</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNR 2020-146 DI</title>
        <cusip>38382KWB5</cusip>
        <identifiers>
          <isin value="US38382KWB50"/>
          <ticker value="GNR"/>
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        <balance>77223.23</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9919.26</valUSD>
        <pctVal>0.0013842743</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 1.75 07/31/24</title>
        <cusip>912828Y87</cusip>
        <identifiers>
          <isin value="US912828Y875"/>
          <ticker value="T"/>
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        <balance>662000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>630425.7</valUSD>
        <pctVal>0.0879785451</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 1.625 08/15/29</title>
        <cusip>912828YB0</cusip>
        <identifiers>
          <isin value="US912828YB05"/>
          <ticker value="T"/>
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        <balance>890000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>758551.17</valUSD>
        <pctVal>0.1058589907</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.625000000000</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>AEP Texas Inc</name>
        <lei>5493001L78U618KXNZ75</lei>
        <title>AEP 3.45 05/15/51</title>
        <cusip>00108WAN0</cusip>
        <identifiers>
          <isin value="US00108WAN02"/>
          <ticker value="AEP"/>
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        <balance>291000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>188583.73</valUSD>
        <pctVal>0.0263176489</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>T-Mobile USA, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
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          <ticker value="FHLMC"/>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GS V0.657 09/10/24 *</title>
        <cusip>38141GYE8</cusip>
        <identifiers>
          <isin value="US38141GYE87"/>
          <ticker value="GS"/>
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        <balance>561000</balance>
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        <curCd>USD</curCd>
        <valUSD>534039.22</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.657000000000</annualizedRt>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM6863</title>
        <cusip>3140XATV4</cusip>
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          <isin value="US3140XATV48"/>
          <ticker value="FN"/>
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        <balance>137866</balance>
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        <curCd>USD</curCd>
        <valUSD>110075.1</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Kinder Morgan Energy Partners LP</name>
        <lei>549300PDHUGWPWGOT525</lei>
        <title>KMI 6.5 02/01/37</title>
        <cusip>494550AV8</cusip>
        <identifiers>
          <isin value="US494550AV85"/>
          <ticker value="KMI"/>
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        <balance>129000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>124108.5</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2037-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Amgen Inc.</name>
        <lei>62QBXGPJ34PQ72Z12S66</lei>
        <title>AMGN 4.4 05/01/45</title>
        <cusip>031162BZ2</cusip>
        <identifiers>
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          <ticker value="AMGN"/>
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        <balance>109000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>87945.31</valUSD>
        <pctVal>0.0122731361</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2045-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.400000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FR SD1384</title>
        <cusip>3132DNRD7</cusip>
        <identifiers>
          <isin value="US3132DNRD74"/>
          <ticker value="FNMA"/>
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        <balance>86141.62</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>71604.34</valUSD>
        <pctVal>0.0099926854</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHR 5152 EI</title>
        <cusip>3137H3B27</cusip>
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          <isin value="US3137H3B277"/>
          <ticker value="FHLMC"/>
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        <balance>258206.71</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>48074.06</valUSD>
        <pctVal>0.0067089363</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>CMCSA 4.2 08/15/34</title>
        <cusip>20030NBM2</cusip>
        <identifiers>
          <isin value="US20030NBM20"/>
          <ticker value="CMCSA"/>
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        <balance>377000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>329349.07</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>2034-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.200000000000</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>Transcontinental Gas Pipe Line Company, LLC</name>
        <lei>N/A</lei>
        <title>WMB 7.85 02/01/26</title>
        <cusip>893574AH6</cusip>
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          <isin value="US893574AH62"/>
          <ticker value="WMB"/>
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        <balance>264000</balance>
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        <curCd>USD</curCd>
        <valUSD>278180.88</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.850000000000</annualizedRt>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 0.625 03/31/27</title>
        <cusip>912828ZE3</cusip>
        <identifiers>
          <isin value="US912828ZE35"/>
          <ticker value="T"/>
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        <balance>621000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>530057.46</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.625000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM7460</title>
        <cusip>3140XBJE1</cusip>
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          <isin value="US3140XBJE16"/>
          <ticker value="FN"/>
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        <balance>552803.56</balance>
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        <curCd>USD</curCd>
        <valUSD>508966.92</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2051-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPM V3.782 02/01/28</title>
        <cusip>46625HRY8</cusip>
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          <isin value="US46625HRY89"/>
          <ticker value="JPM"/>
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        <balance>458000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>418403.6</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.782000000000</annualizedRt>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA5711</title>
        <cusip>36179UKY7</cusip>
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          <isin value="US36179UKY72"/>
          <ticker value="GNR"/>
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        <balance>41583.55</balance>
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        <curCd>USD</curCd>
        <valUSD>39945.89</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
          <maturityDt>2049-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>American Airlines, Inc.</name>
        <lei>N/A</lei>
        <title>AAL 4.4 09/22/23</title>
        <cusip>02377BAC0</cusip>
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          <isin value="US02377BAC00"/>
          <ticker value="AAL"/>
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        <balance>15382.16</balance>
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        <curCd>USD</curCd>
        <valUSD>14753.34</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
          <maturityDt>2025-03-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.400000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Walt Disney Company</name>
        <lei>549300GZKULIZ0WOW665</lei>
        <title>DIS 3 07/30/46 MTN</title>
        <cusip>25468PDN3</cusip>
        <identifiers>
          <isin value="US25468PDN33"/>
          <ticker value="DIS"/>
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        <balance>162000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>106027.84</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-07-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Energy Transfer LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
        <title>ET 6.25 04/15/49</title>
        <cusip>29279FAA7</cusip>
        <identifiers>
          <isin value="US29279FAA75"/>
          <ticker value="ET"/>
        </identifiers>
        <balance>57000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49723.96</valUSD>
        <pctVal>0.0069391867</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HCA Inc.</name>
        <lei>L3CJ6J7LJ2DX62FTXD46</lei>
        <title>HCA 5.875 02/01/29</title>
        <cusip>404119BW8</cusip>
        <identifiers>
          <isin value="US404119BW86"/>
          <ticker value="HCA"/>
        </identifiers>
        <balance>135000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>131777.63</valUSD>
        <pctVal>0.0183901198</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Georgia-Pacific LLC</name>
        <lei>L2EVHWFHVAQK72TMH265</lei>
        <title>GP 8.875 05/15/31</title>
        <cusip>373298BU1</cusip>
        <identifiers>
          <isin value="US373298BU13"/>
          <ticker value="GP"/>
        </identifiers>
        <balance>13000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15479.22</valUSD>
        <pctVal>0.0021601899</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VZ 7.75 12/01/30</title>
        <cusip>92344GAM8</cusip>
        <identifiers>
          <isin value="US92344GAM87"/>
          <ticker value="VZ"/>
        </identifiers>
        <balance>106000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>118037.75</valUSD>
        <pctVal>0.0164726621</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DTE Electric Company</name>
        <lei>9N0FWODEJVKHC2DYLO03</lei>
        <title>DTE 3.95 03/01/49</title>
        <cusip>23338VAJ5</cusip>
        <identifiers>
          <isin value="US23338VAJ52"/>
          <ticker value="DTE"/>
        </identifiers>
        <balance>246000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>188864.26</valUSD>
        <pctVal>0.0263567980</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Relx Capital Inc.</name>
        <lei>2R15C3RTKJN1RCBOV146</lei>
        <title>RELLN 4 03/18/29</title>
        <cusip>74949LAC6</cusip>
        <identifiers>
          <isin value="US74949LAC63"/>
          <ticker value="RELLN"/>
        </identifiers>
        <balance>272000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>247127.23</valUSD>
        <pctVal>0.0344876393</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.25 02/15/52</title>
        <cusip>912810TD0</cusip>
        <identifiers>
          <isin value="US912810TD00"/>
          <ticker value="T"/>
        </identifiers>
        <balance>3000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2011.88</valUSD>
        <pctVal>0.0002807663</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 4.25 05/15/39</title>
        <cusip>912810QB7</cusip>
        <identifiers>
          <isin value="US912810QB70"/>
          <ticker value="T"/>
        </identifiers>
        <balance>51000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>50770.9</valUSD>
        <pctVal>0.0070852916</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CNH Industrial Capital LLC</name>
        <lei>549300PNSJ5B81UMVO28</lei>
        <title>CNHI 4.2 01/15/24</title>
        <cusip>12592BAJ3</cusip>
        <identifiers>
          <isin value="US12592BAJ35"/>
          <ticker value="CNHI"/>
        </identifiers>
        <balance>123000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>120893.94</valUSD>
        <pctVal>0.0168712553</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BENCHMARK MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>BMARK 2019-B9 XA</title>
        <cusip>08160JAG2</cusip>
        <identifiers>
          <isin value="US08160JAG22"/>
          <ticker value="BMARK"/>
        </identifiers>
        <balance>1739439.45</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>83568.24</valUSD>
        <pctVal>0.0116622977</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.032638000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Texas Eastern Transmission, L.P.</name>
        <lei>549300SIOULUXXIDGA69</lei>
        <title>SEP 7 07/15/32</title>
        <cusip>882389CC1</cusip>
        <identifiers>
          <isin value="US882389CC14"/>
          <ticker value="SEP"/>
        </identifiers>
        <balance>15000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15693.55</valUSD>
        <pctVal>0.0021901006</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mexico (United Mexican States)</name>
        <lei>254900EGTWEU67VP6075</lei>
        <title>MBONO 8.5 11/18/38 M 30</title>
        <cusip>P6625CAM0</cusip>
        <identifiers>
          <isin value="MX0MGO0000J5"/>
          <ticker value="MEX"/>
        </identifiers>
        <balance>2100000</balance>
        <units>PA</units>
        <currencyConditional curCd="MXN" exchangeRt="19.813"/>
        <valUSD>93478.29</valUSD>
        <pctVal>0.0130452866</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-11-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC Holdings PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC V4.041 03/13/28</title>
        <cusip>404280BK4</cusip>
        <identifiers>
          <isin value="US404280BK42"/>
          <ticker value="HSBC"/>
        </identifiers>
        <balance>240000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>210169.97</valUSD>
        <pctVal>0.0293300990</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.041000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>McDonald's Corporation</name>
        <lei>UE2136O97NLB5BYP9H04</lei>
        <title>MCD 3.5 03/01/27 MTN</title>
        <cusip>58013MFB5</cusip>
        <identifiers>
          <isin value="US58013MFB54"/>
          <ticker value="MCD"/>
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        <balance>30000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28115.7</valUSD>
        <pctVal>0.0039236636</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Firstenergy Transmission Llc</name>
        <lei>549300AINIIPOLYX2R63</lei>
        <title>FE 4.55 04/01/49 144A</title>
        <cusip>33767BAC3</cusip>
        <identifiers>
          <isin value="US33767BAC37"/>
          <ticker value="FE"/>
        </identifiers>
        <balance>309000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>233531.47</valUSD>
        <pctVal>0.0325902941</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.550000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="234742.110000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BM5862</title>
        <cusip>3140JAQQ4</cusip>
        <identifiers>
          <isin value="US3140JAQQ46"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>159121.66</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>152345.34</valUSD>
        <pctVal>0.0212604299</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BAC V2.456 10/22/25 MTN</title>
        <cusip>06051GHW2</cusip>
        <identifiers>
          <isin value="US06051GHW24"/>
          <ticker value="BAC"/>
        </identifiers>
        <balance>569000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>530931.07</valUSD>
        <pctVal>0.0740936531</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-22</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Equinix, Inc.</name>
        <lei>549300EVUN2BTLJ3GT74</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CVS Health Corp</name>
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        <title>CVS 3.75 04/01/30</title>
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          <ticker value="CVS"/>
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        <curCd>USD</curCd>
        <valUSD>187200.63</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR RA3282</title>
        <cusip>3133KJUF7</cusip>
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          <isin value="US3133KJUF73"/>
          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>312629.98</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR QA0639</title>
        <cusip>31334WV81</cusip>
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          <isin value="US31334WV816"/>
          <ticker value="FHLMC"/>
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        <balance>161138.83</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>147609.47</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Florida Power &amp; Light Company</name>
        <lei>A89MY1K3YLIGJMYWVX50</lei>
        <title>NEE 3.15 10/01/49</title>
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          <ticker value="NEE"/>
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        <balance>246000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>165112.59</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.150000000000</annualizedRt>
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      <invstOrSec>
        <name>Public Service Electric and Gas Company</name>
        <lei>549300RUHPVD434XUK18</lei>
        <title>PEG 2.05 08/01/50 MTN</title>
        <cusip>74456QCE4</cusip>
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          <ticker value="PEG"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40903.41</valUSD>
        <pctVal>0.0057082421</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.050000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>2549001DPIFGXC1TOL40</lei>
        <title>FR SD7541</title>
        <cusip>3132DVLW3</cusip>
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          <isin value="US3132DVLW36"/>
          <ticker value="FHLMC"/>
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        <balance>127775.57</balance>
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        <curCd>USD</curCd>
        <valUSD>102018.3</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Promigas S A E S P/Gases Del Pacifico S A C</name>
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        <cusip>P7922TAA7</cusip>
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          <ticker value="PROMIG"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>148941.16</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CO</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <name>Cameron LNG LLC</name>
        <lei>549300C39FLHGVD73K22</lei>
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        <cusip>133434AB6</cusip>
        <identifiers>
          <isin value="US133434AB69"/>
          <ticker value="CAMLNG"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>210902.59</valUSD>
        <pctVal>0.0294323392</pctVal>
        <payoffProfile>Long</payoffProfile>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Digital Dutch Finco BV</name>
        <lei>549300ONZ5IS6B6IMJ70</lei>
        <title>DLR 1 01/15/32</title>
        <cusip>N2639BAE5</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA7255</title>
        <cusip>3140QFBZ1</cusip>
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          <ticker value="FN"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.</name>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>80154.39</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CSX Corporation</name>
        <lei>549300JVQR4N1MMP3Q88</lei>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM5315</title>
        <cusip>3140X83Z8</cusip>
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          <ticker value="FN"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>Allied Universal</name>
        <lei>98450038B4549046D794</lei>
        <title>Allied Universal Term Loan B (Incremental) 375 2028-04-19</title>
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          <ticker value="UNSEAM"/>
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      <invstOrSec>
        <name>General Motors Financial Company Inc</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GM 3.1 01/12/32</title>
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          <ticker value="GM"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR QD4857</title>
        <cusip>3133B2ME6</cusip>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</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>Pacific Gas and Electric Company</name>
        <lei>1HNPXZSMMB7HMBMVBS46</lei>
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        <cusip>694308JF5</cusip>
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          <isin value="US694308JF52"/>
          <ticker value="PCG"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>41112.63</valUSD>
        <pctVal>0.0057374396</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.100000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM2256</title>
        <cusip>3140X5QJ5</cusip>
        <identifiers>
          <isin value="US3140X5QJ53"/>
          <ticker value="FN"/>
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        <balance>119933.93</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>116065.63</valUSD>
        <pctVal>0.0161974445</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS0378</title>
        <cusip>3140XFM40</cusip>
        <identifiers>
          <isin value="US3140XFM408"/>
          <ticker value="FN"/>
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        <balance>359970.82</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>299253.17</valUSD>
        <pctVal>0.0417620324</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB2856</title>
        <cusip>3140QNE65</cusip>
        <identifiers>
          <isin value="US3140QNE650"/>
          <ticker value="FN"/>
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        <balance>308373.78</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>254852</valUSD>
        <pctVal>0.0355656633</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>2549001DPIFGXC1TOL40</lei>
        <title>FR SD7539</title>
        <cusip>3132DVLU7</cusip>
        <identifiers>
          <isin value="US3132DVLU79"/>
          <ticker value="FHLMC"/>
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        <balance>220780.82</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>176686.65</valUSD>
        <pctVal>0.0246573615</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MS V2.239 07/21/32 GMTN</title>
        <cusip>61747YED3</cusip>
        <identifiers>
          <isin value="US61747YED31"/>
          <ticker value="MS"/>
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        <balance>673000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>496099.29</valUSD>
        <pctVal>0.0692327324</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.239000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD0734</title>
        <cusip>3132DMY74</cusip>
        <identifiers>
          <isin value="US3132DMY747"/>
          <ticker value="FHLMC"/>
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        <balance>63185.81</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>54070.55</valUSD>
        <pctVal>0.0075457716</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD0923</title>
        <cusip>3132DNAY9</cusip>
        <identifiers>
          <isin value="US3132DNAY94"/>
          <ticker value="FNMA"/>
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        <balance>790536.32</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>651128.64</valUSD>
        <pctVal>0.0908677271</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA2754</title>
        <cusip>36179RBX6</cusip>
        <identifiers>
          <isin value="US36179RBX61"/>
          <ticker value="GNR"/>
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        <balance>7380.09</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6738.51</valUSD>
        <pctVal>0.0009403873</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>Delta Air Lines, Inc. Pass Thru Trust</name>
        <lei>Q2CCMS6R0AS67HJMBN42</lei>
        <title>DAL 3.625 07/30/27 15-1</title>
        <cusip>24736XAA6</cusip>
        <identifiers>
          <isin value="US24736XAA63"/>
          <ticker value="DAL"/>
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        <balance>52146.81</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>47215.74</valUSD>
        <pctVal>0.0065891541</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM7031</title>
        <cusip>3140XAY55</cusip>
        <identifiers>
          <isin value="US3140XAY552"/>
          <ticker value="FN"/>
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        <balance>505312.58</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>465756.72</valUSD>
        <pctVal>0.0649982997</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>Tsmc Arizona Corp.</name>
        <lei>2549005GOBWLCSY63Q97</lei>
        <title>TAISEM 4.25 04/22/32</title>
        <cusip>872898AH4</cusip>
        <identifiers>
          <isin value="US872898AH40"/>
          <ticker value="TAISEM"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>179412.1</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>2032-04-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>Virginia Electric and Power Company</name>
        <lei>CQKUMNNZVDJLRYV2PT43</lei>
        <title>D 4 01/15/43</title>
        <cusip>927804FL3</cusip>
        <identifiers>
          <isin value="US927804FL36"/>
          <ticker value="D"/>
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        <balance>29000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22091.82</valUSD>
        <pctVal>0.0030830059</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>YPF Sociedad Anonima</name>
        <lei>5493003N7447U18U5U53</lei>
        <title>YPFDAR 7 12/15/47 144A</title>
        <cusip>984245AR1</cusip>
        <identifiers>
          <isin value="US984245AR17"/>
          <ticker value="YPFDAR"/>
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        <balance>28000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14621.88</valUSD>
        <pctVal>0.0020405446</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AR</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS1522</title>
        <cusip>3140XGVQ9</cusip>
        <identifiers>
          <isin value="US3140XGVQ94"/>
          <ticker value="FN"/>
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        <balance>72133.22</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>61681.62</valUSD>
        <pctVal>0.0086079282</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM8779</title>
        <cusip>3140XCXH6</cusip>
        <identifiers>
          <isin value="US3140XCXH63"/>
          <ticker value="FN"/>
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        <balance>154611.8</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>127765.86</valUSD>
        <pctVal>0.0178302605</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Northwest Pipeline LLC</name>
        <lei>N/A</lei>
        <title>WMB 4 04/01/27</title>
        <cusip>66775VAB1</cusip>
        <identifiers>
          <isin value="US66775VAB18"/>
          <ticker value="WMB"/>
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        <balance>288000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>267020.5</valUSD>
        <pctVal>0.0372638284</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mid-Atlantic Interstate Transmission Llc</name>
        <lei>N/A</lei>
        <title>FE 4.1 05/15/28 144A</title>
        <cusip>59524QAA3</cusip>
        <identifiers>
          <isin value="US59524QAA31"/>
          <ticker value="FE"/>
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        <balance>17000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15593.07</valUSD>
        <pctVal>0.0021760782</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA7473</title>
        <cusip>36179WJS8</cusip>
        <identifiers>
          <isin value="US36179WJS89"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>727294.51</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>637197.72</valUSD>
        <pctVal>0.0889236089</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM7910</title>
        <cusip>3140XBYG9</cusip>
        <identifiers>
          <isin value="US3140XBYG98"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>179327.33</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>149183.56</valUSD>
        <pctVal>0.0208191902</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA4322</title>
        <cusip>36179SYT8</cusip>
        <identifiers>
          <isin value="US36179SYT85"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>115782.44</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>108421.32</valUSD>
        <pctVal>0.0151306490</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>L3 Harris Technologies Inc</name>
        <lei>549300UTE50ZMDBG8A20</lei>
        <title>LHX 4.4 06/15/28</title>
        <cusip>413875AW5</cusip>
        <identifiers>
          <isin value="US413875AW58"/>
          <ticker value="LHX"/>
        </identifiers>
        <balance>189000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>176694.33</valUSD>
        <pctVal>0.0246584333</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Centerpoint Energy Houston Electric LLC</name>
        <lei>549300S8SEQBOJLKHW63</lei>
        <title>CNP 4.25 02/01/49 AC</title>
        <cusip>15189XAT5</cusip>
        <identifiers>
          <isin value="US15189XAT54"/>
          <ticker value="CNP"/>
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        <balance>2000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1599.25</valUSD>
        <pctVal>0.0002231820</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Duke Energy Florida, LLC</name>
        <lei>7MOHLM3DKE63RX2ZCN83</lei>
        <title>DUK 1.75 06/15/30</title>
        <cusip>26444HAJ0</cusip>
        <identifiers>
          <isin value="US26444HAJ05"/>
          <ticker value="DUK"/>
        </identifiers>
        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38511.78</valUSD>
        <pctVal>0.0053744801</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Aon Corporation</name>
        <lei>LTS3U8DGK38SETRUWX71</lei>
        <title>AON 4.5 12/15/28</title>
        <cusip>037389BB8</cusip>
        <identifiers>
          <isin value="US037389BB82"/>
          <ticker value="AON"/>
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        <balance>385000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>359440.9</valUSD>
        <pctVal>0.0501614821</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CSX Corporation</name>
        <lei>549300JVQR4N1MMP3Q88</lei>
        <title>CSX 3.35 09/15/49</title>
        <cusip>126408HR7</cusip>
        <identifiers>
          <isin value="US126408HR78"/>
          <ticker value="CSX"/>
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        <balance>118000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>79531.62</valUSD>
        <pctVal>0.0110989705</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Takeda Pharmaceutical Co Ltd.</name>
        <lei>549300ZLMVP4X0OGR454</lei>
        <title>TACHEM 2.05 03/31/30</title>
        <cusip>874060AX4</cusip>
        <identifiers>
          <isin value="US874060AX48"/>
          <ticker value="TACHEM"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>157908.87</valUSD>
        <pctVal>0.0220368437</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.050000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNR 2020-151 MI</title>
        <cusip>38382J3Q7</cusip>
        <identifiers>
          <isin value="US38382J3Q72"/>
          <ticker value="GNR"/>
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        <balance>465470.18</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>61432.48</valUSD>
        <pctVal>0.0085731597</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</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>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM1680</title>
        <cusip>3140X42N5</cusip>
        <identifiers>
          <isin value="US3140X42N50"/>
          <ticker value="FN"/>
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        <balance>94458.77</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>87306.64</valUSD>
        <pctVal>0.0121840070</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</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>Southwestern Public Service Company</name>
        <lei>OL6FE7QD5EQ3DOYEO258</lei>
        <title>XEL 3.15 05/01/50 8</title>
        <cusip>845743BU6</cusip>
        <identifiers>
          <isin value="US845743BU60"/>
          <ticker value="XEL"/>
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        <balance>140000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>90977.46</valUSD>
        <pctVal>0.0126962853</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.150000000000</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>MS V0.56 11/10/23 MTN</title>
        <cusip>6174468T9</cusip>
        <identifiers>
          <isin value="US6174468T98"/>
          <ticker value="MS"/>
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        <balance>432000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>431442.42</valUSD>
        <pctVal>0.0602095955</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.560000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA8388</title>
        <cusip>3140QGKA4</cusip>
        <identifiers>
          <isin value="US3140QGKA45"/>
          <ticker value="FN"/>
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        <balance>467679.93</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>422908.61</valUSD>
        <pctVal>0.0590186666</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Raytheon Technologies Corporation</name>
        <lei>I07WOS4YJ0N7YRFE7309</lei>
        <title>RTX 3.15 12/15/24</title>
        <cusip>75513EBX8</cusip>
        <identifiers>
          <isin value="US75513EBX85"/>
          <ticker value="RTX"/>
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        <balance>55000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>52835.05</valUSD>
        <pctVal>0.0073733524</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Tory Burch</name>
        <lei>549300GGL74W33KY2650</lei>
        <title>Tory Burch Term Loan B 350 2028-03-27</title>
        <cusip>89148GAF7</cusip>
        <identifiers>
          <isin value="US89148GAF72"/>
          <ticker value="TORBUR"/>
          <other otherDesc="IDII" value="7RFRLG1"/>
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        <balance>69125</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>63055.13</valUSD>
        <pctVal>0.0087996073</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-03-27</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Devon Energy Corporation</name>
        <lei>54930042348RKR3ZPN35</lei>
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        <curCd>USD</curCd>
        <valUSD>48587.42</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD0785</title>
        <cusip>3132DM2S3</cusip>
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          <isin value="US3132DM2S33"/>
          <ticker value="FHLMC"/>
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        <balance>106651.69</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Nomura Holdings, Inc.</name>
        <lei>549300B3CEAHYG7K8164</lei>
        <title>NOMURA 2.608 07/14/31</title>
        <cusip>65535HAX7</cusip>
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          <isin value="US65535HAX70"/>
          <ticker value="NOMURA"/>
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        <balance>293000</balance>
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        <curCd>USD</curCd>
        <valUSD>212547.91</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>2031-07-14</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8172</title>
        <cusip>3132DWCH4</cusip>
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          <isin value="US3132DWCH43"/>
          <ticker value="FHLMC"/>
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        <balance>38461.77</balance>
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        <curCd>USD</curCd>
        <valUSD>30338.18</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR RB5148</title>
        <cusip>3133KYWH8</cusip>
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          <isin value="US3133KYWH88"/>
          <ticker value="FHLMC"/>
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        <balance>95935.48</balance>
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        <curCd>USD</curCd>
        <valUSD>78579.69</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD0789</title>
        <cusip>3132DM2W4</cusip>
        <identifiers>
          <isin value="US3132DM2W45"/>
          <ticker value="FHLMC"/>
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        <balance>20039.88</balance>
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        <curCd>USD</curCd>
        <valUSD>16037.04</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Procter &amp; Gamble Company</name>
        <lei>2572IBTT8CCZW6AU4141</lei>
        <title>PG 3 03/25/30</title>
        <cusip>742718FH7</cusip>
        <identifiers>
          <isin value="US742718FH71"/>
          <ticker value="PG"/>
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        <balance>60000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>53578.7</valUSD>
        <pctVal>0.0074771318</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>CMCSA 3.4 04/01/30</title>
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        <identifiers>
          <isin value="US20030NDG34"/>
          <ticker value="CMCSA"/>
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        <balance>70000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>61699.24</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>BAKELITE UK INTERMDITE TL</name>
        <lei>N/A</lei>
        <title>BAKELITE UK INTERMDITE TL</title>
        <cusip>LX2023682</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="7AXWJ1U"/>
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        <balance>127680</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>118184.44</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-02</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM9709</title>
        <cusip>3140XDYF7</cusip>
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          <ticker value="FN"/>
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        <balance>119052.99</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>106125.01</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Home Depot Inc</name>
        <lei>QEKMOTMBBKA8I816DO57</lei>
        <title>HD 3.3 04/15/40</title>
        <cusip>437076CC4</cusip>
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          <ticker value="HD"/>
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        <balance>160000</balance>
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        <curCd>USD</curCd>
        <valUSD>119774.86</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UnitedHealth Group Inc.</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNH 1.25 01/15/26</title>
        <cusip>91324PDW9</cusip>
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          <ticker value="UNH"/>
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        <curCd>USD</curCd>
        <valUSD>35529.81</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.250000000000</annualizedRt>
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      <invstOrSec>
        <name>Pfizer Inc.</name>
        <lei>765LHXWGK1KXCLTFYQ30</lei>
        <title>PFE 2.55 05/28/40</title>
        <cusip>717081EZ2</cusip>
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        <curCd>USD</curCd>
        <valUSD>166075.85</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2040-05-28</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Royal Bank of Canada</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>RY 1.15 06/10/25 MTN</title>
        <cusip>78015K7H1</cusip>
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          <ticker value="RY"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>89809.44</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-06-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.150000000000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BAC V1.898 07/23/31 MTN</title>
        <cusip>06051GJF7</cusip>
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        <curCd>USD</curCd>
        <valUSD>148350.96</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Bristol-Myers Squibb Company</name>
        <lei>HLYYNH7UQUORYSJQCN42</lei>
        <title>BMY 4.55 02/20/48</title>
        <cusip>110122DL9</cusip>
        <identifiers>
          <isin value="US110122DL93"/>
          <ticker value="BMY"/>
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        <balance>60000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51257.87</valUSD>
        <pctVal>0.0071532503</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2048-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.550000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>S&amp;P Global Inc</name>
        <lei>Y6X4K52KMJMZE7I7MY94</lei>
        <title>SPGI 4.75 08/01/28 144A</title>
        <cusip>78409VAY0</cusip>
        <identifiers>
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          <ticker value="SPGI"/>
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        <balance>174000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>168671.46</valUSD>
        <pctVal>0.0235388082</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
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        <curCd>USD</curCd>
        <valUSD>283893.5</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
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          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>168128.82</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNR 2020-101 AI</title>
        <cusip>3136BDJQ2</cusip>
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          <isin value="US3136BDJQ20"/>
          <ticker value="FNMA"/>
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        <balance>149005.45</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26756.16</valUSD>
        <pctVal>0.0037339341</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Alphabet Inc.</name>
        <lei>5493006MHB84DD0ZWV18</lei>
        <title>GOOGL 0.8 08/15/27</title>
        <cusip>02079KAJ6</cusip>
        <identifiers>
          <isin value="US02079KAJ60"/>
          <ticker value="GOOGL"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>42084.55</valUSD>
        <pctVal>0.0058730751</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.800000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Alphabet Inc.</name>
        <lei>5493006MHB84DD0ZWV18</lei>
        <title>GOOGL 1.9 08/15/40</title>
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          <isin value="US02079KAE73"/>
          <ticker value="GOOGL"/>
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        <balance>70000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44254.67</valUSD>
        <pctVal>0.0061759244</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.900000000000</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>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>T 4.5 05/15/35</title>
        <cusip>00206RCP5</cusip>
        <identifiers>
          <isin value="US00206RCP55"/>
          <ticker value="T"/>
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        <balance>175000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>150828.01</valUSD>
        <pctVal>0.0210486801</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>Cheniere Corpus Christi Holdings, LLC</name>
        <lei>549300I7CIEWU1BBLQ53</lei>
        <title>CHCOCH 5.125 06/30/27</title>
        <cusip>16412XAG0</cusip>
        <identifiers>
          <isin value="US16412XAG07"/>
          <ticker value="CHCOCH"/>
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        <balance>140000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>136588.24</valUSD>
        <pctVal>0.0190614606</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.125000000000</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>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>T 3.65 09/15/59</title>
        <cusip>00206RLV2</cusip>
        <identifiers>
          <isin value="US00206RLV23"/>
          <ticker value="T"/>
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        <balance>465000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>293319.74</valUSD>
        <pctVal>0.0409339974</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA7649</title>
        <cusip>36179WQA9</cusip>
        <identifiers>
          <isin value="US36179WQA98"/>
          <ticker value="GNR"/>
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        <balance>823401.76</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>699640.03</valUSD>
        <pctVal>0.0976376946</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</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>Midamerican Energy Company</name>
        <lei>NINLOILYRTLIMK26MZ18</lei>
        <title>BRKHEC 4.25 07/15/49</title>
        <cusip>595620AU9</cusip>
        <identifiers>
          <isin value="US595620AU94"/>
          <ticker value="BRKHEC"/>
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        <balance>85000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>67943.83</valUSD>
        <pctVal>0.0094818459</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8128</title>
        <cusip>3132DWA52</cusip>
        <identifiers>
          <isin value="US3132DWA522"/>
          <ticker value="FHLMC"/>
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        <balance>1077562.04</balance>
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        <curCd>USD</curCd>
        <valUSD>852993.35</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</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>Apple Inc.</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>AAPL 2.375 02/08/41</title>
        <cusip>037833EE6</cusip>
        <identifiers>
          <isin value="US037833EE62"/>
          <ticker value="AAPL"/>
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        <balance>111000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>74283.6</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>2041-02-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Atento Luxco 1 S.A.</name>
        <lei>549300MLFF3HYCZQTC48</lei>
        <title>ATENTO 8 02/10/26 144A</title>
        <cusip>04684LAC2</cusip>
        <identifiers>
          <isin value="US04684LAC28"/>
          <ticker value="ATENTO"/>
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        <balance>16000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6240</valUSD>
        <pctVal>0.0008708181</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-02-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>2549001DPIFGXC1TOL40</lei>
        <title>FR SD7544</title>
        <cusip>3132DVLZ6</cusip>
        <identifiers>
          <isin value="US3132DVLZ66"/>
          <ticker value="FHLMC"/>
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        <balance>578426.64</balance>
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        <curCd>USD</curCd>
        <valUSD>497256.9</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM9431</title>
        <cusip>3140XDPR1</cusip>
        <identifiers>
          <isin value="US3140XDPR11"/>
          <ticker value="FN"/>
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        <balance>32503.02</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30994</valUSD>
        <pctVal>0.0043253424</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 4.5 08/15/39</title>
        <cusip>912810QC5</cusip>
        <identifiers>
          <isin value="US912810QC53"/>
          <ticker value="T"/>
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        <balance>51000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>52348.71</valUSD>
        <pctVal>0.0073054816</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 4.625 02/15/40</title>
        <cusip>912810QE1</cusip>
        <identifiers>
          <isin value="US912810QE10"/>
          <ticker value="T"/>
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        <balance>370000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>384612.11</valUSD>
        <pctVal>0.0536742298</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK ST DORM AUTH</name>
        <lei>549300C8XO7EXTX2XU71</lei>
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        <cusip>6499022F9</cusip>
        <identifiers>
          <isin value="US6499022F94"/>
          <ticker value="NYSHGR"/>
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        <balance>30000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28812.88</valUSD>
        <pctVal>0.0040209580</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.389000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 3.75 11/15/43</title>
        <cusip>912810RD2</cusip>
        <identifiers>
          <isin value="US912810RD28"/>
          <ticker value="T"/>
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        <balance>198000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>178764.61</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD0716</title>
        <cusip>3132DMYM1</cusip>
        <identifiers>
          <isin value="US3132DMYM18"/>
          <ticker value="FHLMC"/>
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        <balance>578801.59</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>465110.38</valUSD>
        <pctVal>0.0649081003</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD0730</title>
        <cusip>3132DMY33</cusip>
        <identifiers>
          <isin value="US3132DMY333"/>
          <ticker value="FHLMC"/>
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        <balance>32688.16</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26022.17</valUSD>
        <pctVal>0.0036315027</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.875 11/15/46</title>
        <cusip>912810RU4</cusip>
        <identifiers>
          <isin value="US912810RU43"/>
          <ticker value="T"/>
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        <balance>193000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>148451.68</valUSD>
        <pctVal>0.0207170533</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.875000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.125 07/31/24</title>
        <cusip>9128282N9</cusip>
        <identifiers>
          <isin value="US9128282N91"/>
          <ticker value="T"/>
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        <balance>392000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>375722.81</valUSD>
        <pctVal>0.0524336908</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.125000000000</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>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS0646</title>
        <cusip>3140XFWG2</cusip>
        <identifiers>
          <isin value="US3140XFWG21"/>
          <ticker value="FN"/>
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        <balance>120233.03</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>95804.46</valUSD>
        <pctVal>0.0133699134</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD0818</title>
        <cusip>3132DM4B8</cusip>
        <identifiers>
          <isin value="US3132DM4B89"/>
          <ticker value="FHLMC"/>
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        <balance>83414.65</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>71844.27</valUSD>
        <pctVal>0.0100261686</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.875 08/15/28</title>
        <cusip>9128284V9</cusip>
        <identifiers>
          <isin value="US9128284V99"/>
          <ticker value="T"/>
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        <balance>122000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>113312.27</valUSD>
        <pctVal>0.0158132016</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 0.5 04/30/27</title>
        <cusip>912828ZN3</cusip>
        <identifiers>
          <isin value="US912828ZN34"/>
          <ticker value="T"/>
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        <balance>621000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>525618.28</valUSD>
        <pctVal>0.0733522310</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS1181</title>
        <cusip>3140XGJ34</cusip>
        <identifiers>
          <isin value="US3140XGJ345"/>
          <ticker value="FN"/>
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        <balance>71982.95</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>63689.19</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA9030</title>
        <cusip>3140QHA88</cusip>
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          <isin value="US3140QHA882"/>
          <ticker value="FN"/>
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        <curCd>USD</curCd>
        <valUSD>114889.13</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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      <invstOrSec>
        <name>CSMC 2022-NWPT</name>
        <lei>N/A</lei>
        <title>CSMC 2022-NWPT A</title>
        <cusip>12663MAA2</cusip>
        <identifiers>
          <isin value="US12663MAA27"/>
          <ticker value="CSMC"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>98602.28</valUSD>
        <pctVal>0.0137603609</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.985334000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PLACEHOLD FNMA 30YR POOL</name>
        <lei>N/A</lei>
        <title>PLACEHOLD FNMA 30YR POOL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="Z176503"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100515.44</valUSD>
        <pctVal>0.0140273504</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-06-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FNMA-30YR</title>
        <cusip>01F0126B7</cusip>
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          <isin value="US01F0126B75"/>
          <ticker value="FNMA"/>
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        <balance>-37800</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-28070.93</valUSD>
        <pctVal>-0.0039174158</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2052-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>C V3.875 PERP</title>
        <cusip>172967MV0</cusip>
        <identifiers>
          <isin value="US172967MV07"/>
          <ticker value="C"/>
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        <balance>69000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>56649</valUSD>
        <pctVal>0.0079056051</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PLACEHOLD FNMA 10YR POOL</name>
        <lei>N/A</lei>
        <title>PLACEHOLD FNMA 10YR POOL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="Z176802"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>200875</valUSD>
        <pctVal>0.0280329470</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-06-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM2903</title>
        <cusip>3140X6GM7</cusip>
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          <isin value="US3140X6GM75"/>
          <ticker value="FN"/>
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        <balance>72292.48</balance>
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        <curCd>USD</curCd>
        <valUSD>65141.7</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>T 1.65 02/01/28</title>
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          <isin value="US00206RKG64"/>
          <ticker value="T"/>
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        <balance>520000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>429062.71</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.650000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR QC4689</title>
        <cusip>3133APF61</cusip>
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          <isin value="US3133APF610"/>
          <ticker value="FHLMC"/>
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        <balance>88303.04</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>72982.31</valUSD>
        <pctVal>0.0101849868</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR RB5130</title>
        <cusip>3133KYVX4</cusip>
        <identifiers>
          <isin value="US3133KYVX48"/>
          <ticker value="FHLMC"/>
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        <balance>36897.69</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29203.39</valUSD>
        <pctVal>0.0040754553</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</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>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHR 5155 JI</title>
        <cusip>3137H35W8</cusip>
        <identifiers>
          <isin value="US3137H35W87"/>
          <ticker value="FHLMC"/>
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        <balance>81936.84</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12760.25</valUSD>
        <pctVal>0.0017807463</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNR 2021-221 AI</title>
        <cusip>38383FRS4</cusip>
        <identifiers>
          <isin value="US38383FRS47"/>
          <ticker value="GNR"/>
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        <balance>151523.11</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20650.63</valUSD>
        <pctVal>0.0028818819</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.375 03/31/29</title>
        <cusip>91282CEE7</cusip>
        <identifiers>
          <isin value="US91282CEE75"/>
          <ticker value="T"/>
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        <balance>61000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>54656.95</valUSD>
        <pctVal>0.0076276061</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.875 05/15/52</title>
        <cusip>912810TG3</cusip>
        <identifiers>
          <isin value="US912810TG31"/>
          <ticker value="T"/>
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        <balance>235000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>182382.03</valUSD>
        <pctVal>0.0254521757</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.875000000000</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>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS1074</title>
        <cusip>3140XGFQ7</cusip>
        <identifiers>
          <isin value="US3140XGFQ78"/>
          <ticker value="FN"/>
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        <balance>954530.28</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>822442.9</valUSD>
        <pctVal>0.1147753491</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 786216</title>
        <cusip>3622ABYM8</cusip>
        <identifiers>
          <isin value="US3622ABYM86"/>
          <ticker value="GNR"/>
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        <balance>198732.95</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>174125.04</valUSD>
        <pctVal>0.0242998781</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bayview Commercial Asset Trust 2006-SP2</name>
        <lei>N/A</lei>
        <title>BAYC 2006-1A A1</title>
        <cusip>07324SDE9</cusip>
        <identifiers>
          <isin value="US07324SDE90"/>
          <ticker value="BAYC"/>
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        <balance>271938.3</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>240694.82</valUSD>
        <pctVal>0.0335899696</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.489000200000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HCA Inc.</name>
        <lei>L3CJ6J7LJ2DX62FTXD46</lei>
        <title>HCA 5.25 04/15/25</title>
        <cusip>404119BQ1</cusip>
        <identifiers>
          <isin value="US404119BQ19"/>
          <ticker value="HCA"/>
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        <balance>146000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>143487.02</valUSD>
        <pctVal>0.0200242142</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Credit Suisse AG New York Branch</name>
        <lei>549300D0YARF5HYP1809</lei>
        <title>CS 5 07/09/27</title>
        <cusip>22550L2K6</cusip>
        <identifiers>
          <isin value="US22550L2K67"/>
          <ticker value="CS"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>224836.54</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 CN5161</title>
        <cusip>3617F4WW9</cusip>
        <identifiers>
          <isin value="US3617F4WW95"/>
          <ticker value="GNR"/>
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        <balance>195369.49</balance>
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        <curCd>USD</curCd>
        <valUSD>174814.39</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>General Electric Company</name>
        <lei>3C7474T6CDKPR9K6YT90</lei>
        <title>GE 6.75 03/15/32 MTNA</title>
        <cusip>36962GXZ2</cusip>
        <identifiers>
          <isin value="US36962GXZ26"/>
          <ticker value="GE"/>
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        <balance>11000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11950.96</valUSD>
        <pctVal>0.0016678065</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.750000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>APA Corp.</name>
        <lei>72ZZ1XRHOOU9P9X16K08</lei>
        <title>APA 4.25 01/15/44</title>
        <cusip>037411BC8</cusip>
        <identifiers>
          <isin value="US037411BC83"/>
          <ticker value="APA"/>
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        <balance>380000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>262200</valUSD>
        <pctVal>0.0365911075</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ms Resec Tr 2015-R2</name>
        <lei>N/A</lei>
        <title>MSRR 2015-R2 2A1</title>
        <cusip>61690HAF6</cusip>
        <identifiers>
          <isin value="US61690HAF64"/>
          <ticker value="MSRR"/>
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        <balance>54200.33</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>53975</valUSD>
        <pctVal>0.0075324372</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-12-27</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>UnitedHealth Group Inc.</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNH 3.5 06/15/23</title>
        <cusip>91324PDJ8</cusip>
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          <ticker value="UNH"/>
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        <curCd>USD</curCd>
        <valUSD>29772.69</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Raytheon Technologies Corporation</name>
        <lei>I07WOS4YJ0N7YRFE7309</lei>
        <title>RTX 4.625 11/16/48</title>
        <cusip>913017CX5</cusip>
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          <ticker value="RTX"/>
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        <balance>40000</balance>
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        <curCd>USD</curCd>
        <valUSD>33638.24</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-11-16</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Raytheon Technologies Corporation</name>
        <lei>I07WOS4YJ0N7YRFE7309</lei>
        <title>RTX 4.125 11/16/28</title>
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          <isin value="US913017CY37"/>
          <ticker value="RTX"/>
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        <balance>160000</balance>
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        <curCd>USD</curCd>
        <valUSD>148944.98</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Altria Group, Inc.</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
        <title>MO 5.95 02/14/49</title>
        <cusip>02209SBF9</cusip>
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          <isin value="US02209SBF92"/>
          <ticker value="MO"/>
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        <balance>365000</balance>
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        <curCd>USD</curCd>
        <valUSD>298113.16</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-02-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.950000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG V84260</title>
        <cusip>3132L9WV3</cusip>
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          <isin value="US3132L9WV32"/>
          <ticker value="FHLMC"/>
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        <balance>101769.39</balance>
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        <curCd>USD</curCd>
        <valUSD>91556.03</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNR 2013-107 AD</title>
        <cusip>38378KYP8</cusip>
        <identifiers>
          <isin value="US38378KYP82"/>
          <ticker value="GNR"/>
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        <balance>78303.4</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>71290.32</valUSD>
        <pctVal>0.0099488625</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-11-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.847790000000</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>Pacific Gas and Electric Company</name>
        <lei>1HNPXZSMMB7HMBMVBS46</lei>
        <title>PCG 2.5 02/01/31</title>
        <cusip>694308JG3</cusip>
        <identifiers>
          <isin value="US694308JG36"/>
          <ticker value="PCG"/>
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        <balance>180000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>134497.54</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>2031-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Principal Life Global Funding II</name>
        <lei>635400WSLKBQWSOIIT41</lei>
        <title>PFG 1.25 06/23/25 144A</title>
        <cusip>74256LEE5</cusip>
        <identifiers>
          <isin value="US74256LEE56"/>
          <ticker value="PFG"/>
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        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35861.71</valUSD>
        <pctVal>0.0050046517</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 785360</title>
        <cusip>3622AAZZ0</cusip>
        <identifiers>
          <isin value="US3622AAZZ08"/>
          <ticker value="GNR"/>
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        <balance>91329.66</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>72830.29</valUSD>
        <pctVal>0.0101637718</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BQ0254</title>
        <cusip>3140KKH80</cusip>
        <identifiers>
          <isin value="US3140KKH801"/>
          <ticker value="FN"/>
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        <balance>74486.93</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>59471.81</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB0100</title>
        <cusip>3140QKDE5</cusip>
        <identifiers>
          <isin value="US3140QKDE51"/>
          <ticker value="FN"/>
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        <balance>172037.51</balance>
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        <curCd>USD</curCd>
        <valUSD>146555.55</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
          <maturityDt>2041-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS0583</title>
        <cusip>3140XFUH2</cusip>
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          <isin value="US3140XFUH22"/>
          <ticker value="FN"/>
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        <balance>95317.57</balance>
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        <curCd>USD</curCd>
        <valUSD>78522.27</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Workday Inc</name>
        <lei>549300J0DYC0N31V7G13</lei>
        <title>WDAY 3.8 04/01/32</title>
        <cusip>98138HAJ0</cusip>
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          <ticker value="WDAY"/>
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        <curCd>USD</curCd>
        <valUSD>111063.3</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BV8546</title>
        <cusip>3140MNP83</cusip>
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          <ticker value="FN"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB3614</title>
        <cusip>3140QPAQ0</cusip>
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          <isin value="US3140QPAQ06"/>
          <ticker value="FN"/>
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        <balance>192666.31</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>APA Corp.</name>
        <lei>72ZZ1XRHOOU9P9X16K08</lei>
        <title>APA 4.75 04/15/43</title>
        <cusip>037411BA2</cusip>
        <identifiers>
          <isin value="US037411BA28"/>
          <ticker value="APA"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>75000</valUSD>
        <pctVal>0.0104665639</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</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>Abbott Laboratories</name>
        <lei>HQD377W2YR662HK5JX27</lei>
        <title>ABT 4.75 11/30/36</title>
        <cusip>002824BG4</cusip>
        <identifiers>
          <isin value="US002824BG43"/>
          <ticker value="ABT"/>
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        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38289.61</valUSD>
        <pctVal>0.0053434753</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNR 2014-H20 FA</title>
        <cusip>38375UQY9</cusip>
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          <isin value="US38375UQY90"/>
          <ticker value="GNR"/>
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        <balance>171766.82</balance>
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        <curCd>USD</curCd>
        <valUSD>169320.07</valUSD>
        <pctVal>0.0236293245</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2064-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.787290000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>International Business Machines Corporation</name>
        <lei>VGRQXHF3J8VDLUA7XE92</lei>
        <title>IBM 3 05/15/24</title>
        <cusip>459200JY8</cusip>
        <identifiers>
          <isin value="US459200JY80"/>
          <ticker value="IBM"/>
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        <balance>410000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>397839.15</valUSD>
        <pctVal>0.0555201186</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Enterprise Products Operating LLC</name>
        <lei>5493004LGN656HWLDA30</lei>
        <title>EPD 3.125 07/31/29</title>
        <cusip>29379VBV4</cusip>
        <identifiers>
          <isin value="US29379VBV45"/>
          <ticker value="EPD"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>85961.2</valUSD>
        <pctVal>0.0119962453</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.125000000000</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>Pepsico Inc</name>
        <lei>FJSUNZKFNQ5YPJ5OT455</lei>
        <title>PEP 2.625 03/19/27</title>
        <cusip>713448ER5</cusip>
        <identifiers>
          <isin value="US713448ER52"/>
          <ticker value="PEP"/>
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        <balance>10000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9105.14</valUSD>
        <pctVal>0.0012706604</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Duke Energy Carolinas LLC</name>
        <lei>MWIUSDMN17TCR56VW396</lei>
        <title>DUK 3.75 06/01/45</title>
        <cusip>26442CAP9</cusip>
        <identifiers>
          <isin value="US26442CAP95"/>
          <ticker value="DUK"/>
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        <balance>185000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>134428.12</valUSD>
        <pctVal>0.0187600068</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</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>Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.</name>
        <lei>549300TPZNMN50BJ3745</lei>
        <title>CHTR 6.834 10/23/55</title>
        <cusip>161175BC7</cusip>
        <identifiers>
          <isin value="US161175BC79"/>
          <ticker value="CHTR"/>
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        <balance>107000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>96436.74</valUSD>
        <pctVal>0.0134581507</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-10-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.834000000000</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>Cintas Corporation No. 2</name>
        <lei>549300QVUQTTKMTE0G41</lei>
        <title>CTAS 3.7 04/01/27</title>
        <cusip>17252MAN0</cusip>
        <identifiers>
          <isin value="US17252MAN02"/>
          <ticker value="CTAS"/>
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        <balance>20000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18855.37</valUSD>
        <pctVal>0.0026313458</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BM1948</title>
        <cusip>3140J6EW3</cusip>
        <identifiers>
          <isin value="US3140J6EW33"/>
          <ticker value="FNMA"/>
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        <balance>32521.22</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33660.07</valUSD>
        <pctVal>0.0046974037</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</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>Moodys Corp</name>
        <lei>549300GCEDD8YCF5WU84</lei>
        <title>MCO 4.875 12/17/48</title>
        <cusip>615369AQ8</cusip>
        <identifiers>
          <isin value="US615369AQ83"/>
          <ticker value="MCO"/>
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        <balance>41000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34393.43</valUSD>
        <pctVal>0.0047997471</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-12-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Boeing Company</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BA 3.95 08/01/59</title>
        <cusip>097023CR4</cusip>
        <identifiers>
          <isin value="US097023CR48"/>
          <ticker value="BA"/>
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        <balance>137000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>85800.39</valUSD>
        <pctVal>0.0119738035</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>CMCSA 3.3 04/01/27</title>
        <cusip>20030NDK4</cusip>
        <identifiers>
          <isin value="US20030NDK46"/>
          <ticker value="CMCSA"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>46162.86</valUSD>
        <pctVal>0.0064422203</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MasterCard Incorporated</name>
        <lei>AR5L2ODV9HN37376R084</lei>
        <title>MA 3.35 03/26/30</title>
        <cusip>57636QAP9</cusip>
        <identifiers>
          <isin value="US57636QAP90"/>
          <ticker value="MA"/>
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        <balance>120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>107874.45</valUSD>
        <pctVal>0.0150543310</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UnitedHealth Group Inc.</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNH 4.25 06/15/48</title>
        <cusip>91324PDL3</cusip>
        <identifiers>
          <isin value="US91324PDL31"/>
          <ticker value="UNH"/>
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        <balance>30000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24435.72</valUSD>
        <pctVal>0.0034101070</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</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>Nationwide Building Society</name>
        <lei>549300XFX12G42QIKN82</lei>
        <title>NWIDE V4.363 08/01/24 144A</title>
        <cusip>63861VAC1</cusip>
        <identifiers>
          <isin value="US63861VAC19"/>
          <ticker value="NWIDE"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>196466</valUSD>
        <pctVal>0.0274176526</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.363000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 3 07/15/25</title>
        <cusip>91282CEY3</cusip>
        <identifiers>
          <isin value="US91282CEY30"/>
          <ticker value="T"/>
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        <balance>154000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>148321.25</valUSD>
        <pctVal>0.0206988512</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.75 07/31/27</title>
        <cusip>91282CFB2</cusip>
        <identifiers>
          <isin value="US91282CFB28"/>
          <ticker value="T"/>
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        <balance>79000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>73846.48</valUSD>
        <pctVal>0.0103055854</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Altria Group, Inc.</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
        <title>MO 6.2 02/14/59</title>
        <cusip>02209SBG7</cusip>
        <identifiers>
          <isin value="US02209SBG75"/>
          <ticker value="MO"/>
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        <balance>24000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19869.69</valUSD>
        <pctVal>0.0027728984</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-02-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>The Boeing Company</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BA 3.2 03/01/29</title>
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          <isin value="US097023CD51"/>
          <ticker value="BA"/>
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        <balance>130000</balance>
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        <curCd>USD</curCd>
        <valUSD>108309.72</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BP Capital Markets America, Inc.</name>
        <lei>5493009NTB34VXE1T760</lei>
        <title>BPLN 3 02/24/50</title>
        <cusip>10373QBG4</cusip>
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        <balance>380000</balance>
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        <curCd>USD</curCd>
        <valUSD>239461.86</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>McDonald's Corporation</name>
        <lei>UE2136O97NLB5BYP9H04</lei>
        <title>MCD 1.45 09/01/25 MTN</title>
        <cusip>58013MFL3</cusip>
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        <balance>140000</balance>
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        <curCd>USD</curCd>
        <valUSD>127522.55</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>THE VANGUARD GROUP</name>
        <lei>N/A</lei>
        <title>THE VANGUARD GROUP</title>
        <cusip>92299APS7</cusip>
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          <isin value="N/A"/>
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        <curCd>USD</curCd>
        <valUSD>105074.54</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
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          <maturityDt>2050-08-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.05</annualizedRt>
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      <invstOrSec>
        <name>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VZ 2.1 03/22/28</title>
        <cusip>92343VGH1</cusip>
        <identifiers>
          <isin value="US92343VGH15"/>
          <ticker value="VZ"/>
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        <balance>360000</balance>
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        <curCd>USD</curCd>
        <valUSD>302538.45</valUSD>
        <pctVal>0.0422205070</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.100000000000</annualizedRt>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BT0846</title>
        <cusip>3140LN5G8</cusip>
        <identifiers>
          <isin value="US3140LN5G87"/>
          <ticker value="FN"/>
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        <balance>89622.92</balance>
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        <curCd>USD</curCd>
        <valUSD>73947.62</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Comision Federal de Electricidad</name>
        <lei>4469000001BFPONMPF32</lei>
        <title>CFELEC 3.875 07/26/33 144A</title>
        <cusip>200447AK6</cusip>
        <identifiers>
          <isin value="US200447AK60"/>
          <ticker value="CFELEC"/>
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        <balance>720000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>513000</valUSD>
        <pctVal>0.0715912972</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Takeda Pharmaceutical Co Ltd.</name>
        <lei>549300ZLMVP4X0OGR454</lei>
        <title>TACHEM 5 11/26/28</title>
        <cusip>874060AW6</cusip>
        <identifiers>
          <isin value="US874060AW64"/>
          <ticker value="TACHEM"/>
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        <balance>403000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>388930.6</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>2028-11-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Southern California Edison Company</name>
        <lei>9R1Z5I36FERIBVKW4P77</lei>
        <title>EIX 2.25 06/01/30</title>
        <cusip>842400GU1</cusip>
        <identifiers>
          <isin value="US842400GU17"/>
          <ticker value="EIX"/>
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        <balance>274000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>215429.98</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Stacr Remic Trust</name>
        <lei>N/A</lei>
        <title>STACR 2022-DNA2 M1B</title>
        <cusip>35564KRF8</cusip>
        <identifiers>
          <isin value="US35564KRF83"/>
          <ticker value="STACR"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>183999.72</valUSD>
        <pctVal>0.0256779311</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.680690000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Cooperatieve Rabobank U.A.</name>
        <lei>DG3RU1DBUFHT4ZF9WN62</lei>
        <title>RABOBK V3.649 04/06/28 144A</title>
        <cusip>74977RDN1</cusip>
        <identifiers>
          <isin value="US74977RDN17"/>
          <ticker value="RABOBK"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>222788.39</valUSD>
        <pctVal>0.0310910523</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.649000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BM6623</title>
        <cusip>3140JBLD6</cusip>
        <identifiers>
          <isin value="US3140JBLD60"/>
          <ticker value="FNMA"/>
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        <balance>93655.63</balance>
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        <curCd>USD</curCd>
        <valUSD>75164.17</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>American Express Company</name>
        <lei>R4PP93JZOLY261QX3811</lei>
        <title>AXP 3.375 05/03/24</title>
        <cusip>025816CV9</cusip>
        <identifiers>
          <isin value="US025816CV93"/>
          <ticker value="AXP"/>
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        <balance>170000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>164883.19</valUSD>
        <pctVal>0.0230101393</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-05-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NSTAR Electric Company</name>
        <lei>54930080R72Y2Z31UR68</lei>
        <title>ES 3.95 04/01/30</title>
        <cusip>67021CAP2</cusip>
        <identifiers>
          <isin value="US67021CAP23"/>
          <ticker value="ES"/>
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        <balance>16000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14690.74</valUSD>
        <pctVal>0.0020501543</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Realty Income Corp.</name>
        <lei>549300CUWDAUZSH43859</lei>
        <title>O 3.25 01/15/31</title>
        <cusip>756109AX2</cusip>
        <identifiers>
          <isin value="US756109AX24"/>
          <ticker value="O"/>
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        <balance>74000</balance>
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        <curCd>USD</curCd>
        <valUSD>61534.44</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Vale Overseas Limited</name>
        <lei>254900BA3U6G5DNV5V04</lei>
        <title>VALEBZ 6.875 11/21/36</title>
        <cusip>91911TAH6</cusip>
        <identifiers>
          <isin value="US91911TAH68"/>
          <ticker value="VALEBZ"/>
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        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>291571.86</valUSD>
        <pctVal>0.0406900735</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Halliburton Company</name>
        <lei>ENYF8GB5SMQZ25S06U51</lei>
        <title>HAL 3.8 11/15/25</title>
        <cusip>406216BG5</cusip>
        <identifiers>
          <isin value="US406216BG59"/>
          <ticker value="HAL"/>
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        <balance>3000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2883.17</valUSD>
        <pctVal>0.0004023584</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Gilead Sciences, Inc.</name>
        <lei>549300WTZWR07K8MNV44</lei>
        <title>GILD 2.6 10/01/40</title>
        <cusip>375558BS1</cusip>
        <identifiers>
          <isin value="US375558BS17"/>
          <ticker value="GILD"/>
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        <balance>162000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>107206.14</valUSD>
        <pctVal>0.0149610656</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.600000000000</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>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA7253</title>
        <cusip>3140QFBX6</cusip>
        <identifiers>
          <isin value="US3140QFBX65"/>
          <ticker value="FN"/>
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        <balance>181336.76</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>164339.8</valUSD>
        <pctVal>0.0229343069</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</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>Citigroup ComlMtg</name>
        <lei>N/A</lei>
        <title>CGCMT 2016-P6 A4</title>
        <cusip>17291EAV3</cusip>
        <identifiers>
          <isin value="US17291EAV39"/>
          <ticker value="CGCMT"/>
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        <balance>88680.87</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>81999.56</valUSD>
        <pctVal>0.0114433818</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.458000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BK4770</title>
        <cusip>3140HJJQ5</cusip>
        <identifiers>
          <isin value="US3140HJJQ55"/>
          <ticker value="FNMA"/>
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        <balance>486404.82</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>464025.06</valUSD>
        <pctVal>0.0647566393</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 3 08/15/52</title>
        <cusip>912810TJ7</cusip>
        <identifiers>
          <isin value="US912810TJ79"/>
          <ticker value="T"/>
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        <balance>757000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>606191.41</valUSD>
        <pctVal>0.0845965485</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 4.25 09/30/24</title>
        <cusip>91282CFN6</cusip>
        <identifiers>
          <isin value="US91282CFN65"/>
          <ticker value="T"/>
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        <balance>185000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>184060.55</valUSD>
        <pctVal>0.0256864202</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="184749.840000000000"/>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA-30YR</title>
        <cusip>01F0526B3</cusip>
        <identifiers>
          <isin value="US01F0526B30"/>
          <ticker value="FNMA"/>
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        <balance>17800</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17555.85</valUSD>
        <pctVal>0.0024499923</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA-30YR</title>
        <cusip>01F0526C1</cusip>
        <identifiers>
          <isin value="US01F0526C13"/>
          <ticker value="FNMA"/>
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        <balance>87300</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>85925.24</valUSD>
        <pctVal>0.0119912269</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>B.A.T. Capital Corporation</name>
        <lei>2138005GYEXN7XRHFA84</lei>
        <title>BATSLN 3.557 08/15/27</title>
        <cusip>05526DBB0</cusip>
        <identifiers>
          <isin value="US05526DBB01"/>
          <ticker value="BATSLN"/>
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        <balance>420000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>365653.55</valUSD>
        <pctVal>0.0510284834</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.557000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo &amp; Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WFC 3.75 01/24/24 MTN</title>
        <cusip>95000U2C6</cusip>
        <identifiers>
          <isin value="US95000U2C66"/>
          <ticker value="WFC"/>
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        <balance>160000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>157112.64</valUSD>
        <pctVal>0.0219257265</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA-30YR</title>
        <cusip>01F0406C6</cusip>
        <identifiers>
          <isin value="US01F0406C67"/>
          <ticker value="FNMA"/>
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        <balance>-732000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-664879</valUSD>
        <pctVal>-0.0927866474</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CALIFORNIA ST</name>
        <lei>N/A</lei>
        <title>CA CAS 7.55 04/01/2039</title>
        <cusip>13063A5G5</cusip>
        <identifiers>
          <isin value="US13063A5G50"/>
          <ticker value="CAS"/>
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        <balance>20000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23944.31</valUSD>
        <pctVal>0.0033415287</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.550000000000</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>W. P. Carey Inc</name>
        <lei>54930042CRNE713E3Q67</lei>
        <title>WPC 2.4 02/01/31</title>
        <cusip>92936UAG4</cusip>
        <identifiers>
          <isin value="US92936UAG40"/>
          <ticker value="WPC"/>
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        <balance>160000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>120148.19</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>2031-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHR 5129 IO</title>
        <cusip>3137H1XY7</cusip>
        <identifiers>
          <isin value="US3137H1XY74"/>
          <ticker value="FHLMC"/>
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        <balance>102587.2</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15517.35</valUSD>
        <pctVal>0.0021655111</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2-30YR-Multi</title>
        <cusip>21H0426C8</cusip>
        <identifiers>
          <isin value="US21H0426C83"/>
          <ticker value="GNR"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>94687.5</valUSD>
        <pctVal>0.0132140369</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK N Y CITY MUN WTR FIN AUTH</name>
        <lei>549300Q2EHQ6RJPQKP05</lei>
        <title>NY NYCUTL 6.01 06/15/2042</title>
        <cusip>64972FL20</cusip>
        <identifiers>
          <isin value="US64972FL207"/>
          <ticker value="NYCUTL"/>
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        <balance>25000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26197.87</valUSD>
        <pctVal>0.0036560224</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.011000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PORT AUTH N Y &amp; N J</name>
        <lei>54930006MR4KZ4W74Z83</lei>
        <title>NY PORTRN 5.65 11/01/2040</title>
        <cusip>73358WCX0</cusip>
        <identifiers>
          <isin value="US73358WCX02"/>
          <ticker value="PORTRN"/>
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        <balance>35000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35288.02</valUSD>
        <pctVal>0.0049245909</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.647000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA-15YR</title>
        <cusip>01F0204B2</cusip>
        <identifiers>
          <isin value="US01F0204B21"/>
          <ticker value="FNMA"/>
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        <balance>3068900</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2687232.6</valUSD>
        <pctVal>0.3750145569</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Altria Group, Inc.</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
        <title>MO 5.8 02/14/39</title>
        <cusip>02209SBE2</cusip>
        <identifiers>
          <isin value="US02209SBE28"/>
          <ticker value="MO"/>
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        <balance>70000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>59811.01</valUSD>
        <pctVal>0.0083468768</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-02-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Boeing Company</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BA 2.7 02/01/27</title>
        <cusip>097023CM5</cusip>
        <identifiers>
          <isin value="US097023CM50"/>
          <ticker value="BA"/>
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        <balance>30000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26012.75</valUSD>
        <pctVal>0.0036301881</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.700000000000</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>Texas Instruments Incorporated</name>
        <lei>WDJNR2L6D8RWOEB8T652</lei>
        <title>TXN 3.875 03/15/39</title>
        <cusip>882508BF0</cusip>
        <identifiers>
          <isin value="US882508BF00"/>
          <ticker value="TXN"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>166227.15</valUSD>
        <pctVal>0.0231976945</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NatWest Group PLC</name>
        <lei>2138005O9XJIJN4JPN90</lei>
        <title>NWG V4.269 03/22/25</title>
        <cusip>780097BK6</cusip>
        <identifiers>
          <isin value="US780097BK63"/>
          <ticker value="NWG"/>
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        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>385675.68</valUSD>
        <pctVal>0.0538226554</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.269000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM1349</title>
        <cusip>3140X4QB5</cusip>
        <identifiers>
          <isin value="US3140X4QB52"/>
          <ticker value="FN"/>
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        <balance>255140.91</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>230012.64</valUSD>
        <pctVal>0.0320992266</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>Deere &amp; Company</name>
        <lei>PWFTNG3EI0Y73OXWDH08</lei>
        <title>DE 3.1 04/15/30</title>
        <cusip>244199BJ3</cusip>
        <identifiers>
          <isin value="US244199BJ37"/>
          <ticker value="DE"/>
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        <balance>30000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26241.19</valUSD>
        <pctVal>0.0036620679</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.100000000000</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>NVIDIA Corp.</name>
        <lei>549300S4KLFTLO7GSQ80</lei>
        <title>NVDA 3.5 04/01/40</title>
        <cusip>67066GAG9</cusip>
        <identifiers>
          <isin value="US67066GAG91"/>
          <ticker value="NVDA"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>189857.9</valUSD>
        <pctVal>0.0264954646</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>Pacific Gas and Electric Company</name>
        <lei>1HNPXZSMMB7HMBMVBS46</lei>
        <title>PCG 3.5 08/01/50</title>
        <cusip>694308JJ7</cusip>
        <identifiers>
          <isin value="US694308JJ74"/>
          <ticker value="PCG"/>
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        <balance>20000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12199.72</valUSD>
        <pctVal>0.0017025220</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 1.5 08/15/26</title>
        <cusip>9128282A7</cusip>
        <identifiers>
          <isin value="US9128282A70"/>
          <ticker value="T"/>
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        <balance>558000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>502156.41</valUSD>
        <pctVal>0.0700780288</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.25 08/15/27</title>
        <cusip>9128282R0</cusip>
        <identifiers>
          <isin value="US9128282R06"/>
          <ticker value="T"/>
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        <balance>2561000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2337312.66</valUSD>
        <pctVal>0.3261817647</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 3.125 11/15/28</title>
        <cusip>9128285M8</cusip>
        <identifiers>
          <isin value="US9128285M81"/>
          <ticker value="T"/>
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        <balance>329000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>309208.59</valUSD>
        <pctVal>0.0431513530</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.125000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 0.375 04/30/25</title>
        <cusip>912828ZL7</cusip>
        <identifiers>
          <isin value="US912828ZL77"/>
          <ticker value="T"/>
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        <balance>7349000</balance>
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        <curCd>USD</curCd>
        <valUSD>6654289.84</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.375000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 0.75 05/31/26</title>
        <cusip>91282CCF6</cusip>
        <identifiers>
          <isin value="US91282CCF68"/>
          <ticker value="T"/>
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        <balance>346000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>304493.51</valUSD>
        <pctVal>0.0424933438</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.750000000000</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>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 1.25 09/30/28</title>
        <cusip>91282CCY5</cusip>
        <identifiers>
          <isin value="US91282CCY57"/>
          <ticker value="T"/>
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        <balance>87000</balance>
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        <curCd>USD</curCd>
        <valUSD>73413.05</valUSD>
        <pctVal>0.0102450984</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.250000000000</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>GACI First Investment Co.</name>
        <lei>558600TU1PWGNLZ3XM88</lei>
        <title>PIFKSA 5 10/13/27</title>
        <cusip>G3705QAA5</cusip>
        <identifiers>
          <isin value="XS2542162321"/>
          <ticker value="PIFKSA"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>196480.64</valUSD>
        <pctVal>0.0274196957</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>GLP Capital L.P. and GLP Financing II, Inc.</name>
        <lei>2549005PXW31DRW8EC44</lei>
        <title>GLPI 4 01/15/30</title>
        <cusip>361841AP4</cusip>
        <identifiers>
          <isin value="US361841AP42"/>
          <ticker value="GLPI"/>
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        <balance>487000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>401614.29</valUSD>
        <pctVal>0.0560469552</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <name>United States Treasury Notes</name>
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        <name>Federal Home Loan Mortgage Corporation</name>
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        <name>Fnma Pass-Thru I</name>
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        <name>T-Mobile USA, Inc.</name>
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        <name>DRYDEN 87 CLO LTD</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Fnma Pass-Thru I</name>
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        <name>AbbVie Inc.</name>
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        <name>Government National Mortgage Association</name>
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        <name>Walmart Inc</name>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC Holdings PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC V4.583 06/19/29</title>
        <cusip>404280BT5</cusip>
        <identifiers>
          <isin value="US404280BT50"/>
          <ticker value="HSBC"/>
        </identifiers>
        <balance>287000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>249227.83</valUSD>
        <pctVal>0.0347807868</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.583000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Grupo Aval Ltd.</name>
        <lei>549300J4FW1ELLQ80113</lei>
        <title>AVALCB 4.375 02/04/30 144A</title>
        <cusip>40053FAC2</cusip>
        <identifiers>
          <isin value="US40053FAC23"/>
          <ticker value="AVALCB"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>138688</valUSD>
        <pctVal>0.0193544909</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>National Retail Properties, Inc.</name>
        <lei>5493008JKH5SOTI0JS97</lei>
        <title>NNN 3.1 04/15/50</title>
        <cusip>637417AP1</cusip>
        <identifiers>
          <isin value="US637417AP15"/>
          <ticker value="NNN"/>
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        <balance>42000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24322.66</valUSD>
        <pctVal>0.0033943290</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Colombia (Republic of)</name>
        <lei>549300MHDRBVRF6B9117</lei>
        <title>COLOM 5.2 05/15/49</title>
        <cusip>195325DQ5</cusip>
        <identifiers>
          <isin value="US195325DQ52"/>
          <ticker value="COLOM"/>
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        <balance>460000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>278895.02</valUSD>
        <pctVal>0.0389209674</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="290190.540000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>SMB PRIVATE EDUCATION LOAN TRUST</name>
        <lei>N/A</lei>
        <title>SMB 2020-A A2A</title>
        <cusip>78449UAB4</cusip>
        <identifiers>
          <isin value="US78449UAB44"/>
          <ticker value="SMB"/>
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        <balance>186569.69</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>166908.25</valUSD>
        <pctVal>0.0232927449</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.230000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Western Midstream Operating LP</name>
        <lei>L6D8A6MLSY454J2JXJ60</lei>
        <title>WES F 01/13/23</title>
        <cusip>958667AD9</cusip>
        <identifiers>
          <isin value="US958667AD99"/>
          <ticker value="WES"/>
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        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39800</valUSD>
        <pctVal>0.0055542566</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-13</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.040710000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Anheuser-Busch InBev Worldwide Inc.</name>
        <lei>549300CRGMZK3K53BF92</lei>
        <title>ABIBB 3.5 06/01/30</title>
        <cusip>035240AV2</cusip>
        <identifiers>
          <isin value="US035240AV25"/>
          <ticker value="ABIBB"/>
        </identifiers>
        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44691.62</valUSD>
        <pctVal>0.0062369026</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="45435.370000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>NRZT 2018-3A A1</title>
        <cusip>64830KAA5</cusip>
        <identifiers>
          <isin value="US64830KAA51"/>
          <ticker value="NRZT"/>
        </identifiers>
        <balance>654397.38</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>614714.66</valUSD>
        <pctVal>0.0857860037</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cameron LNG LLC</name>
        <lei>549300C39FLHGVD73K22</lei>
        <title>CAMLNG 2.902 07/15/31 144A</title>
        <cusip>133434AA8</cusip>
        <identifiers>
          <isin value="US133434AA86"/>
          <ticker value="CAMLNG"/>
        </identifiers>
        <balance>160000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>130570.81</valUSD>
        <pctVal>0.0182217030</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.902000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Oracle Corporation</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>ORCL 3.6 04/01/40</title>
        <cusip>68389XBW4</cusip>
        <identifiers>
          <isin value="US68389XBW48"/>
          <ticker value="ORCL"/>
        </identifiers>
        <balance>234000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>158330.25</valUSD>
        <pctVal>0.0220956491</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM1518</title>
        <cusip>3140X4VL7</cusip>
        <identifiers>
          <isin value="US3140X4VL79"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>59358.34</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>56726.68</valUSD>
        <pctVal>0.0079164456</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM3469</title>
        <cusip>3140X62B6</cusip>
        <identifiers>
          <isin value="US3140X62B67"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>.01</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>.01</valUSD>
        <pctVal>0.0000000014</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>T 3.3 02/01/52</title>
        <cusip>00206RKE1</cusip>
        <identifiers>
          <isin value="US00206RKE17"/>
          <ticker value="T"/>
        </identifiers>
        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25098.95</valUSD>
        <pctVal>0.0035026635</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="25436.280000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 3.125 08/31/27</title>
        <cusip>91282CFH9</cusip>
        <identifiers>
          <isin value="US91282CFH97"/>
          <ticker value="T"/>
        </identifiers>
        <balance>5000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4758.98</valUSD>
        <pctVal>0.0006641356</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 3.875 09/30/29</title>
        <cusip>91282CFL0</cusip>
        <identifiers>
          <isin value="US91282CFL00"/>
          <ticker value="T"/>
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        <balance>121000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>118844.69</valUSD>
        <pctVal>0.0165852739</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA5522</title>
        <cusip>3140QDD43</cusip>
        <identifiers>
          <isin value="US3140QDD430"/>
          <ticker value="FN"/>
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        <balance>276854.85</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>254319.11</valUSD>
        <pctVal>0.0354912963</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OBX TRUST</name>
        <lei>N/A</lei>
        <title>OBX 2021-NQM3 A1</title>
        <cusip>67114JAA8</cusip>
        <identifiers>
          <isin value="US67114JAA88"/>
          <ticker value="OBX"/>
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        <balance>181897.5</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>135017.15</valUSD>
        <pctVal>0.0188422084</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.054000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SC0111</title>
        <cusip>3132D9DQ4</cusip>
        <identifiers>
          <isin value="US3132D9DQ47"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>134740.63</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>123202.93</valUSD>
        <pctVal>0.0171934846</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHR 5100 MI</title>
        <cusip>3137FYVU7</cusip>
        <identifiers>
          <isin value="US3137FYVU77"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>160205.91</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30249.65</valUSD>
        <pctVal>0.0042214653</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Intel Corporation</name>
        <lei>KNX4USFCNGPY45LOCE31</lei>
        <title>INTC 3.05 08/12/51</title>
        <cusip>458140BW9</cusip>
        <identifiers>
          <isin value="US458140BW93"/>
          <ticker value="INTC"/>
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        <balance>80000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>48352.41</valUSD>
        <pctVal>0.0067477812</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.050000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MS V2.511 10/20/32 MTN</title>
        <cusip>61747YEH4</cusip>
        <identifiers>
          <isin value="US61747YEH45"/>
          <ticker value="MS"/>
        </identifiers>
        <balance>230000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>173164.47</valUSD>
        <pctVal>0.0241658266</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.511000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPM V3.109 04/22/51</title>
        <cusip>46647PBN5</cusip>
        <identifiers>
          <isin value="US46647PBN50"/>
          <ticker value="JPM"/>
        </identifiers>
        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31211.63</valUSD>
        <pctVal>0.0043557136</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-04-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.109000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Chevron Corporation</name>
        <lei>N/A</lei>
        <title>CVX 3.078 05/11/50</title>
        <cusip>166764CA6</cusip>
        <identifiers>
          <isin value="US166764CA68"/>
          <ticker value="CVX"/>
        </identifiers>
        <balance>490000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>334584.59</valUSD>
        <pctVal>0.0466926800</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.078000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ILLINOIS ST</name>
        <lei>54930048FV8RWPR02D67</lei>
        <title>IL ILS 5.1 06/01/2033</title>
        <cusip>452151LF8</cusip>
        <identifiers>
          <isin value="US452151LF83"/>
          <ticker value="ILS"/>
        </identifiers>
        <balance>380000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>355107.91</valUSD>
        <pctVal>0.0495567952</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA-30YR</title>
        <cusip>01F0506B7</cusip>
        <identifiers>
          <isin value="US01F0506B75"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>1763000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1699986.52</valUSD>
        <pctVal>0.2372402343</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA-30YR</title>
        <cusip>01F0426B4</cusip>
        <identifiers>
          <isin value="US01F0426B49"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>518000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>485867.81</valUSD>
        <pctVal>0.0678048865</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA-30YR</title>
        <cusip>01F0506C5</cusip>
        <identifiers>
          <isin value="US01F0506C58"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>2476000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2384697.5</valUSD>
        <pctVal>0.3327945175</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AS3253</title>
        <cusip>3138WCTK9</cusip>
        <identifiers>
          <isin value="US3138WCTK93"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>46487.67</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43512</valUSD>
        <pctVal>0.0060722817</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BR5649</title>
        <cusip>3140L4H36</cusip>
        <identifiers>
          <isin value="US3140L4H362"/>
          <ticker value="FN"/>
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        <balance>88911.28</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>70886.23</valUSD>
        <pctVal>0.0098924701</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2-30YR-Multi</title>
        <cusip>21H0506B3</cusip>
        <identifiers>
          <isin value="US21H0506B38"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>411000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>399777.77</valUSD>
        <pctVal>0.0557906611</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA-30YR</title>
        <cusip>01F0426C2</cusip>
        <identifiers>
          <isin value="US01F0426C22"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>2737000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2564868.35</valUSD>
        <pctVal>0.3579381137</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2-30YR-Multi</title>
        <cusip>21H0506C1</cusip>
        <identifiers>
          <isin value="US21H0506C11"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>111000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>107843.44</valUSD>
        <pctVal>0.0150500034</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA-30YR</title>
        <cusip>01F0326B5</cusip>
        <identifiers>
          <isin value="US01F0326B57"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>684900</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>601902.27</valUSD>
        <pctVal>0.0839979811</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA-15YR</title>
        <cusip>01F0324B7</cusip>
        <identifiers>
          <isin value="US01F0324B75"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>54000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>50734.69</valUSD>
        <pctVal>0.0070802383</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>TEXAS ST</name>
        <lei>549300X9CH74QB747L76</lei>
        <title>TX TXS 5.52 04/01/2039</title>
        <cusip>882722KF7</cusip>
        <identifiers>
          <isin value="US882722KF74"/>
          <ticker value="TXS"/>
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        <balance>115000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>116189.02</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.517000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA-30YR</title>
        <cusip>01F0406B8</cusip>
        <identifiers>
          <isin value="US01F0406B84"/>
          <ticker value="FNMA"/>
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        <balance>-3156000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-2868458.7</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BAY AREA TOLL AUTH CALIF</name>
        <lei>5493001FUZGUQMIP5D78</lei>
        <title>CA BAYTRN 7.04 04/01/2050</title>
        <cusip>072024NV0</cusip>
        <identifiers>
          <isin value="US072024NV09"/>
          <ticker value="BAYTRN"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>175729.26</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.043000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA8635</title>
        <cusip>3140QGSZ1</cusip>
        <identifiers>
          <isin value="US3140QGSZ14"/>
          <ticker value="FN"/>
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        <balance>46323.16</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>42670.57</valUSD>
        <pctVal>0.0059548566</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>T 3.5 09/15/53</title>
        <cusip>00206RKJ0</cusip>
        <identifiers>
          <isin value="US00206RKJ04"/>
          <ticker value="T"/>
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        <balance>228000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>146337.21</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>2053-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS0551</title>
        <cusip>3140XFTH4</cusip>
        <identifiers>
          <isin value="US3140XFTH41"/>
          <ticker value="FN"/>
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        <balance>94882.18</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>78414.76</valUSD>
        <pctVal>0.0109431080</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SG RESIDENTIAL MORTGAGE TRUST 2022-1</name>
        <lei>N/A</lei>
        <title>SGR 2022-1 A1</title>
        <cusip>78433QAA3</cusip>
        <identifiers>
          <isin value="US78433QAA31"/>
          <ticker value="SGR"/>
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        <balance>755263.04</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>651780.67</valUSD>
        <pctVal>0.0909587206</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2062-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.166000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CenterPoint Energy Resources Corp.</name>
        <lei>2JADVB0458J06WCD4N56</lei>
        <title>CNP 1.75 10/01/30</title>
        <cusip>15189YAF3</cusip>
        <identifiers>
          <isin value="US15189YAF34"/>
          <ticker value="CNP"/>
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        <balance>59000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44956.56</valUSD>
        <pctVal>0.0062738761</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.750000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>Ohio Power Company</name>
        <lei>06ZODLC132CY1O2Y7D77</lei>
        <title>AEP 1.625 01/15/31 Q</title>
        <cusip>677415CT6</cusip>
        <identifiers>
          <isin value="US677415CT66"/>
          <ticker value="AEP"/>
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        <balance>107000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>79291.56</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>2031-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 3.875 08/15/40</title>
        <cusip>912810QK7</cusip>
        <identifiers>
          <isin value="US912810QK79"/>
          <ticker value="T"/>
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        <balance>370000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>347612.11</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AMERICAN MUN PWR OHIO INC</name>
        <lei>EARKGGZJJEMVD66XQ486</lei>
        <title>OH AMEPWR 8.08 02/15/2050</title>
        <cusip>02765UEK6</cusip>
        <identifiers>
          <isin value="US02765UEK60"/>
          <ticker value="AMEPWR"/>
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        <balance>75000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>92666.75</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.084000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CP IRIS HOLDCO 1 TL</name>
        <lei>N/A</lei>
        <title>CP IRIS HOLDCO 1 TL</title>
        <cusip>LX1981401</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="IDII" value="7RMFQ41"/>
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        <balance>17312.51</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15364.85</valUSD>
        <pctVal>0.0021442291</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Seagate HDD Cayman</name>
        <lei>529900BD50TRWEG1SF63</lei>
        <title>STX 4.091 06/01/29</title>
        <cusip>81180WBC4</cusip>
        <identifiers>
          <isin value="US81180WBC47"/>
          <ticker value="STX"/>
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        <balance>70000</balance>
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        <curCd>USD</curCd>
        <valUSD>56058.1</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GS V3.615 03/15/28</title>
        <cusip>38141GZR8</cusip>
        <identifiers>
          <isin value="US38141GZR81"/>
          <ticker value="GS"/>
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        <balance>60000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>54089.58</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.615000000000</annualizedRt>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS0024</title>
        <cusip>3140XFA27</cusip>
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          <isin value="US3140XFA270"/>
          <ticker value="FN"/>
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        <balance>87862.53</balance>
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        <curCd>USD</curCd>
        <valUSD>73137.41</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2051-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHR 5155 NI</title>
        <cusip>3137H37F3</cusip>
        <identifiers>
          <isin value="US3137H37F37"/>
          <ticker value="FHLMC"/>
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        <balance>167452.08</balance>
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        <curCd>USD</curCd>
        <valUSD>22510.1</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB2079</title>
        <cusip>3140QMJZ8</cusip>
        <identifiers>
          <isin value="US3140QMJZ82"/>
          <ticker value="FN"/>
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        <balance>374377.01</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>295948.19</valUSD>
        <pctVal>0.0413008086</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS1555</title>
        <cusip>3140XGWR6</cusip>
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          <ticker value="FN"/>
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        <curCd>USD</curCd>
        <valUSD>85324.33</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNR 2021-96 VI</title>
        <cusip>38382UG39</cusip>
        <identifiers>
          <isin value="US38382UG391"/>
          <ticker value="GNR"/>
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        <balance>1676636.69</balance>
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        <curCd>USD</curCd>
        <valUSD>251562.57</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 3.125 02/15/43</title>
        <cusip>912810QZ4</cusip>
        <identifiers>
          <isin value="US912810QZ49"/>
          <ticker value="T"/>
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        <balance>198000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>162290.39</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.125000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA-30YR</title>
        <cusip>01F0306B9</cusip>
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          <isin value="US01F0306B93"/>
          <ticker value="FNMA"/>
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        <balance>-1298371</balance>
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        <curCd>USD</curCd>
        <valUSD>-1103311.05</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHR 5142 PI</title>
        <cusip>3137H2EA8</cusip>
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          <isin value="US3137H2EA82"/>
          <ticker value="FHLMC"/>
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        <balance>83678.94</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13679.68</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHR 5139 IG</title>
        <cusip>3137H2BQ6</cusip>
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          <isin value="US3137H2BQ61"/>
          <ticker value="FHLMC"/>
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        <balance>297338.38</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>46831.45</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Merrill Lynch Mortgage Investors, Inc.</name>
        <lei>N/A</lei>
        <title>MLMI 2004-A1 2A2</title>
        <cusip>59020UAC9</cusip>
        <identifiers>
          <isin value="US59020UAC99"/>
          <ticker value="OPT"/>
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        <balance>230129.777</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>215165.47</valUSD>
        <pctVal>0.0300272419</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.263261800000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UnitedHealth Group Inc.</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNH 3.85 06/15/28</title>
        <cusip>91324PDK5</cusip>
        <identifiers>
          <isin value="US91324PDK57"/>
          <ticker value="UNH"/>
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        <balance>130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>121029.83</valUSD>
        <pctVal>0.0168902194</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CALIFORNIA ST</name>
        <lei>N/A</lei>
        <title>CA CAS 7.5 04/01/2034</title>
        <cusip>13063A5E0</cusip>
        <identifiers>
          <isin value="US13063A5E03"/>
          <ticker value="CAS"/>
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        <balance>65000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>75659.86</valUSD>
        <pctVal>0.0105586501</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2-30YR-Multi</title>
        <cusip>21H0406C2</cusip>
        <identifiers>
          <isin value="US21H0406C20"/>
          <ticker value="GNR"/>
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        <balance>65000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>59854.84</valUSD>
        <pctVal>0.0083529934</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD0824</title>
        <cusip>3132DM4H5</cusip>
        <identifiers>
          <isin value="US3132DM4H59"/>
          <ticker value="FHLMC"/>
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        <balance>26727.23</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22051.41</valUSD>
        <pctVal>0.0030773666</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</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>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA6343</title>
        <cusip>3140QEBM3</cusip>
        <identifiers>
          <isin value="US3140QEBM36"/>
          <ticker value="FN"/>
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        <balance>324636.82</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>268683.35</valUSD>
        <pctVal>0.0374958861</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK N Y CITY MUN WTR FIN AUTH</name>
        <lei>549300Q2EHQ6RJPQKP05</lei>
        <title>NY NYCUTL 5.88 06/15/2044</title>
        <cusip>64972FY34</cusip>
        <identifiers>
          <isin value="US64972FY341"/>
          <ticker value="NYCUTL"/>
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        <balance>30000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31086.68</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.882000000000</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>PORT AUTH N Y &amp; N J</name>
        <lei>54930006MR4KZ4W74Z83</lei>
        <title>NY PORTRN 4.93 10/01/2051</title>
        <cusip>73358WEK6</cusip>
        <identifiers>
          <isin value="US73358WEK62"/>
          <ticker value="PORTRN"/>
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        <balance>55000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49911.97</valUSD>
        <pctVal>0.0069654243</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.926000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2-30YR-Multi</title>
        <cusip>21H0326B1</cusip>
        <identifiers>
          <isin value="US21H0326B10"/>
          <ticker value="GNR"/>
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        <balance>2114000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1891842.89</valUSD>
        <pctVal>0.2640145938</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2-30YR-Multi</title>
        <cusip>21H0226B2</cusip>
        <identifiers>
          <isin value="US21H0226B29"/>
          <ticker value="GNR"/>
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        <balance>1127600</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>955296.45</valUSD>
        <pctVal>0.1333156181</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.125 05/15/25</title>
        <cusip>912828XB1</cusip>
        <identifiers>
          <isin value="US912828XB14"/>
          <ticker value="T"/>
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        <balance>420000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>396375</valUSD>
        <pctVal>0.0553157903</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.375 05/15/27</title>
        <cusip>912828X88</cusip>
        <identifiers>
          <isin value="US912828X885"/>
          <ticker value="T"/>
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        <balance>614000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>565383.67</valUSD>
        <pctVal>0.0789016576</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.375000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Anheuser-Busch InBev Worldwide Inc.</name>
        <lei>549300CRGMZK3K53BF92</lei>
        <title>ABIBB 5.55 01/23/49</title>
        <cusip>03523TBV9</cusip>
        <identifiers>
          <isin value="US03523TBV98"/>
          <ticker value="ABIBB"/>
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        <balance>260000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>244860.57</valUSD>
        <pctVal>0.0341713174</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-01-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.550000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VZ 3.875 02/08/29</title>
        <cusip>92343VES9</cusip>
        <identifiers>
          <isin value="US92343VES97"/>
          <ticker value="VZ"/>
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        <balance>30000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27268.44</valUSD>
        <pctVal>0.0038054249</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>United Air Lines, Inc.</name>
        <lei>N/A</lei>
        <title>UAL 3.65 10/07/25 16-2</title>
        <cusip>90933JAA9</cusip>
        <identifiers>
          <isin value="US90933JAA97"/>
          <ticker value="UAL"/>
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        <balance>2287.01</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1989.55</valUSD>
        <pctVal>0.0002776500</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 1.125 05/15/40</title>
        <cusip>912810SR0</cusip>
        <identifiers>
          <isin value="US912810SR05"/>
          <ticker value="T"/>
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        <balance>1108000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>661380.78</valUSD>
        <pctVal>0.0922984561</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 890843</title>
        <cusip>31410LWC2</cusip>
        <identifiers>
          <isin value="US31410LWC26"/>
          <ticker value="FNMA"/>
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        <balance>42600.72</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37033.27</valUSD>
        <pctVal>0.0051681478</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>McDonald's Corporation</name>
        <lei>UE2136O97NLB5BYP9H04</lei>
        <title>MCD 3.5 07/01/27 MTN</title>
        <cusip>58013MFP4</cusip>
        <identifiers>
          <isin value="US58013MFP41"/>
          <ticker value="MCD"/>
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        <balance>60000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>55874.85</valUSD>
        <pctVal>0.0077975692</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB2854</title>
        <cusip>3140QNE40</cusip>
        <identifiers>
          <isin value="US3140QNE403"/>
          <ticker value="FN"/>
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        <balance>73448.75</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>61059.79</valUSD>
        <pctVal>0.0085211493</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA8147</title>
        <cusip>36179XBQ8</cusip>
        <identifiers>
          <isin value="US36179XBQ88"/>
          <ticker value="GNR"/>
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        <balance>295981.9</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>251237.63</valUSD>
        <pctVal>0.0350612628</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</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>Fnma Pass-Thru I</name>
        <lei>N/A</lei>
        <title>FN FS2772</title>
        <cusip>3140XJCJ0</cusip>
        <identifiers>
          <isin value="US3140XJCJ02"/>
          <ticker value="FN"/>
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        <balance>36938.75</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30572.7</valUSD>
        <pctVal>0.0042665482</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AbbVie Inc.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>ABBV 4.5 05/14/35</title>
        <cusip>00287YAR0</cusip>
        <identifiers>
          <isin value="US00287YAR09"/>
          <ticker value="ABBV"/>
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        <balance>214000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>189702.07</valUSD>
        <pctVal>0.0264737179</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>New York Life Global Funding</name>
        <lei>635400DPNHEAUHB7ZI15</lei>
        <title>NYLIFE 0.95 06/24/25 144A</title>
        <cusip>64952WDQ3</cusip>
        <identifiers>
          <isin value="US64952WDQ33"/>
          <ticker value="NYLIFE"/>
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        <balance>80000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>71483.45</valUSD>
        <pctVal>0.0099758146</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Merck &amp; Co., Inc</name>
        <lei>4YV9Y5M8S0BRK1RP0397</lei>
        <title>MRK 1.45 06/24/30</title>
        <cusip>58933YAZ8</cusip>
        <identifiers>
          <isin value="US58933YAZ88"/>
          <ticker value="MRK"/>
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        <balance>70000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>54327.01</valUSD>
        <pctVal>0.0075815616</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 0.5 05/31/27</title>
        <cusip>912828ZS2</cusip>
        <identifiers>
          <isin value="US912828ZS21"/>
          <ticker value="T"/>
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        <balance>484000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>408375</valUSD>
        <pctVal>0.0569904405</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FNMA-15YR</title>
        <cusip>01F0124B9</cusip>
        <identifiers>
          <isin value="US01F0124B93"/>
          <ticker value="FNMA"/>
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        <balance>1045000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>888912.33</valUSD>
        <pctVal>0.1240514363</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</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>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 1.375 11/15/40</title>
        <cusip>912810ST6</cusip>
        <identifiers>
          <isin value="US912810ST60"/>
          <ticker value="T"/>
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        <balance>1108000</balance>
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        <curCd>USD</curCd>
        <valUSD>684492.97</valUSD>
        <pctVal>0.0955238590</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 1.25 03/31/28</title>
        <cusip>91282CBS9</cusip>
        <identifiers>
          <isin value="US91282CBS98"/>
          <ticker value="T"/>
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        <balance>558000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>477002.81</valUSD>
        <pctVal>0.0665677387</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 1.875 11/15/51</title>
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          <isin value="US912810TB44"/>
          <ticker value="T"/>
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        <curCd>USD</curCd>
        <valUSD>-57259.22</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 1.875 11/15/51</title>
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          <isin value="US912810TB44"/>
          <ticker value="T"/>
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        <curCd>USD</curCd>
        <valUSD>60914.06</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA2579</title>
        <cusip>31418B2M7</cusip>
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          <isin value="US31418B2M73"/>
          <ticker value="FNMA"/>
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        <curCd>USD</curCd>
        <valUSD>197791.53</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BT3290</title>
        <cusip>3140LRUQ9</cusip>
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          <isin value="US3140LRUQ96"/>
          <ticker value="FN"/>
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        <balance>92509.49</balance>
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        <curCd>USD</curCd>
        <valUSD>76335.47</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 1.875 02/28/27</title>
        <cusip>91282CEC1</cusip>
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          <isin value="US91282CEC10"/>
          <ticker value="T"/>
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        <curCd>USD</curCd>
        <valUSD>2714.06</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.875000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.75 08/15/32</title>
        <cusip>91282CFF3</cusip>
        <identifiers>
          <isin value="US91282CFF32"/>
          <ticker value="T"/>
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        <curCd>USD</curCd>
        <valUSD>397310.63</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 3.5 09/15/25</title>
        <cusip>91282CFK2</cusip>
        <identifiers>
          <isin value="US91282CFK27"/>
          <ticker value="T"/>
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        <curCd>USD</curCd>
        <valUSD>514717.5</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 4.25 10/15/25</title>
        <cusip>91282CFP1</cusip>
        <identifiers>
          <isin value="US91282CFP14"/>
          <ticker value="T"/>
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        <curCd>USD</curCd>
        <valUSD>342172.5</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</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>LOS ANGELES CALIF UNI SCH DIST</name>
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        <title>CA LOSSCD 6.76 07/01/2034</title>
        <cusip>544646ZR6</cusip>
        <identifiers>
          <isin value="US544646ZR64"/>
          <ticker value="LOSSCD"/>
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        <balance>215000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>232383.29</valUSD>
        <pctVal>0.0324300608</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.758000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>LOS ANGELES CALIF CMNTY COLLEGE DIST</name>
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        <title>CA LOSHGR 6.6 08/01/2042</title>
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          <isin value="US54438CNZ13"/>
          <ticker value="LOSHGR"/>
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        <curCd>USD</curCd>
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        <issuerCat>MUN</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <isin value="US01F0326C31"/>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA3415</title>
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          <isin value="US31418CYM09"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>Digital Dutch Finco BV</name>
        <lei>549300ONZ5IS6B6IMJ70</lei>
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        <cusip>N2639BAB1</cusip>
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          <isin value="XS2100664114"/>
          <ticker value="DLR"/>
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        <currencyConditional curCd="EUR" exchangeRt="1.0118897"/>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>

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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2 02/15/25</title>
        <cusip>912828J27</cusip>
        <identifiers>
          <isin value="US912828J272"/>
          <ticker value="T"/>
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        <issuerCat>UST</issuerCat>
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      <invstOrSec>
        <name>Schwab Strategic Trust</name>
        <lei>549300NAZEQOIX80E226</lei>
        <title>Schwab Strategic Trust SHORT-TERM US TREASURY ETF</title>
        <cusip>808524862</cusip>
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          <isin value="US8085248628"/>
          <ticker value="SCHO"/>
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        <units>NS</units>
        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM8685</title>
        <cusip>3140XCUK2</cusip>
        <identifiers>
          <isin value="US3140XCUK20"/>
          <ticker value="FN"/>
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        <balance>173723.31</balance>
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        <curCd>USD</curCd>
        <valUSD>148367.91</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB1878</title>
        <cusip>3140QMCQ5</cusip>
        <identifiers>
          <isin value="US3140QMCQ56"/>
          <ticker value="FN"/>
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        <balance>363339.46</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>310353.63</valUSD>
        <pctVal>0.0433111481</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Sherwin-Williams Company</name>
        <lei>Z15BMIOX8DDH0X2OBP21</lei>
        <title>SHW 2.3 05/15/30</title>
        <cusip>824348BL9</cusip>
        <identifiers>
          <isin value="US824348BL99"/>
          <ticker value="SHW"/>
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        <balance>83000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>65812.41</valUSD>
        <pctVal>0.0091843973</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>C V4.412 03/31/31</title>
        <cusip>172967MP3</cusip>
        <identifiers>
          <isin value="US172967MP39"/>
          <ticker value="C"/>
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        <balance>220000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>196320.77</valUSD>
        <pctVal>0.0273973852</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.412000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>T 3.8 12/01/57</title>
        <cusip>00206RMN9</cusip>
        <identifiers>
          <isin value="US00206RMN97"/>
          <ticker value="T"/>
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        <balance>30000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19769.23</valUSD>
        <pctVal>0.0027588788</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Aercap Ireland Capital DAC</name>
        <lei>549300TI38531ODB1G63</lei>
        <title>AER 2.45 10/29/26</title>
        <cusip>00774MAV7</cusip>
        <identifiers>
          <isin value="US00774MAV72"/>
          <ticker value="AER"/>
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        <balance>550000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>464445.16</valUSD>
        <pctVal>0.0648152660</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 3 02/15/48</title>
        <cusip>912810SA7</cusip>
        <identifiers>
          <isin value="US912810SA79"/>
          <ticker value="T"/>
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        <balance>2788000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2201539.85</valUSD>
        <pctVal>0.3072341008</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 1.5 09/30/24</title>
        <cusip>912828YH7</cusip>
        <identifiers>
          <isin value="US912828YH74"/>
          <ticker value="T"/>
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        <balance>384000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>362865</valUSD>
        <pctVal>0.0506393295</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 1.625 05/15/31</title>
        <cusip>91282CCB5</cusip>
        <identifiers>
          <isin value="US91282CCB54"/>
          <ticker value="T"/>
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        <balance>36000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29750.63</valUSD>
        <pctVal>0.0041518249</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 1.375 12/31/28</title>
        <cusip>91282CDP3</cusip>
        <identifiers>
          <isin value="US91282CDP32"/>
          <ticker value="T"/>
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        <balance>44000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37274.53</valUSD>
        <pctVal>0.0052018167</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-12-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 3.25 06/30/27</title>
        <cusip>91282CEW7</cusip>
        <identifiers>
          <isin value="US91282CEW73"/>
          <ticker value="T"/>
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        <balance>60000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>57407.81</valUSD>
        <pctVal>0.0080115002</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MS V4.889 07/20/33</title>
        <cusip>61747YEU5</cusip>
        <identifiers>
          <isin value="US61747YEU55"/>
          <ticker value="MS"/>
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        <balance>65000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>59166.69</valUSD>
        <pctVal>0.0082569592</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.889000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2-30YR-Multi</title>
        <cusip>21H0426B0</cusip>
        <identifiers>
          <isin value="US21H0426B01"/>
          <ticker value="GNR"/>
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        <balance>727000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>688946.09</valUSD>
        <pctVal>0.0961453105</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2-30YR-Multi</title>
        <cusip>21H0406B4</cusip>
        <identifiers>
          <isin value="US21H0406B47"/>
          <ticker value="GNR"/>
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        <balance>3390000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3123514.1</valUSD>
        <pctVal>0.4358994664</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Nissan Motor Co Ltd</name>
        <lei>353800DRBDH1LUTNAY26</lei>
        <title>NSANY 4.81 09/17/30 144A</title>
        <cusip>654744AD3</cusip>
        <identifiers>
          <isin value="US654744AD34"/>
          <ticker value="NSANY"/>
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        <balance>338000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>269961.61</valUSD>
        <pctVal>0.0376742726</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-09-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.810000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM5292</title>
        <cusip>3140X83A3</cusip>
        <identifiers>
          <isin value="US3140X83A30"/>
          <ticker value="FN"/>
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        <balance>200710.56</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>172148.26</valUSD>
        <pctVal>0.0240240102</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA8389</title>
        <cusip>3140QGKB2</cusip>
        <identifiers>
          <isin value="US3140QGKB28"/>
          <ticker value="FN"/>
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        <balance>113511.97</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>104707.6</valUSD>
        <pctVal>0.0146123838</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Charles Schwab Corporation</name>
        <lei>549300VSGCJ7E698NM85</lei>
        <title>SCHW V4 PERP H</title>
        <cusip>808513BJ3</cusip>
        <identifiers>
          <isin value="US808513BJ38"/>
          <ticker value="SCHW"/>
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        <balance>162000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>120325.5</valUSD>
        <pctVal>0.0167919272</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 4.375 11/15/39</title>
        <cusip>912810QD3</cusip>
        <identifiers>
          <isin value="US912810QD37"/>
          <ticker value="T"/>
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        <balance>51000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51408.4</valUSD>
        <pctVal>0.0071742574</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="52447.610000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>UNIVERSITY CALIF</name>
        <lei>RRR42I7GG51DB5HDQR14</lei>
        <title>CA UNVHGR 4.86 05/15/2112</title>
        <cusip>91412GHA6</cusip>
        <identifiers>
          <isin value="US91412GHA67"/>
          <ticker value="UNVHGR"/>
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        <balance>25000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19466.65</valUSD>
        <pctVal>0.0027166525</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2112-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.858000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Crown Castle Inc.</name>
        <lei>54930012H97VSM0I2R19</lei>
        <title>CCI 2.1 04/01/31</title>
        <cusip>22822VAW1</cusip>
        <identifiers>
          <isin value="US22822VAW19"/>
          <ticker value="CCI"/>
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        <balance>291000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>217324.43</valUSD>
        <pctVal>0.0303285338</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Broadcom Inc</name>
        <lei>549300WV6GIDOZJTV909</lei>
        <title>AVGO 3.419 04/15/33 144A</title>
        <cusip>11135FBK6</cusip>
        <identifiers>
          <isin value="US11135FBK66"/>
          <ticker value="AVGO"/>
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        <balance>267000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>202881.17</valUSD>
        <pctVal>0.0283129164</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.419000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA-15YR</title>
        <cusip>01F0224B8</cusip>
        <identifiers>
          <isin value="US01F0224B84"/>
          <ticker value="FNMA"/>
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        <balance>344000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>309901.83</valUSD>
        <pctVal>0.0432480975</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA-30YR</title>
        <cusip>01F0306C7</cusip>
        <identifiers>
          <isin value="US01F0306C76"/>
          <ticker value="FNMA"/>
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        <balance>-2100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1784015.63</valUSD>
        <pctVal>-0.2489668483</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Paramount Global</name>
        <lei>5KYC8KF17ROCY24M3H09</lei>
        <title>PARA 4.375 03/15/43</title>
        <cusip>92553PAP7</cusip>
        <identifiers>
          <isin value="US92553PAP71"/>
          <ticker value="PARA"/>
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        <balance>62000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>41732.49</valUSD>
        <pctVal>0.0058239437</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PORT AUTH N Y &amp; N J</name>
        <lei>54930006MR4KZ4W74Z83</lei>
        <title>NY PORTRN 4.96 08/01/2046</title>
        <cusip>73358WRP1</cusip>
        <identifiers>
          <isin value="US73358WRP13"/>
          <ticker value="PORTRN"/>
        </identifiers>
        <balance>60000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>55242.07</valUSD>
        <pctVal>0.0077092621</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.960000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB1431</title>
        <cusip>3140QLSV9</cusip>
        <identifiers>
          <isin value="US3140QLSV94"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>67463.51</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>61546.88</valUSD>
        <pctVal>0.0085891247</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Mold-Rite</name>
        <lei>N/A</lei>
        <title>Mold-Rite First-lien Term Loan 375 2028-09-14</title>
        <cusip>91889CAB4</cusip>
        <identifiers>
          <isin value="US91889CAB46"/>
          <ticker value="MOLRIT"/>
          <other otherDesc="IDII" value="7RMM813"/>
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        <balance>14925</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13357.88</valUSD>
        <pctVal>0.0018641481</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-14</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.880000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Williams Companies, Inc.</name>
        <lei>D71FAKCBLFS2O0RBPG08</lei>
        <title>WMB 3.5 10/15/51</title>
        <cusip>88339WAA4</cusip>
        <identifiers>
          <isin value="US88339WAA45"/>
          <ticker value="WMB"/>
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        <balance>109000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>69779.4</valUSD>
        <pctVal>0.0097380073</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNR 2021-199 KI</title>
        <cusip>38383DNJ3</cusip>
        <identifiers>
          <isin value="US38383DNJ36"/>
          <ticker value="GNR"/>
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        <balance>78089.82</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12286.57</valUSD>
        <pctVal>0.0017146423</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNR 2021-78 IC</title>
        <cusip>38382TEA8</cusip>
        <identifiers>
          <isin value="US38382TEA88"/>
          <ticker value="GNR"/>
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        <balance>69696.65</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11331.18</valUSD>
        <pctVal>0.0015813136</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BN9004</title>
        <cusip>3140JSAE9</cusip>
        <identifiers>
          <isin value="US3140JSAE97"/>
          <ticker value="FNMA"/>
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        <balance>79687.82</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>63623.5</valUSD>
        <pctVal>0.0088789257</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>General Motors Company</name>
        <lei>54930070NSV60J38I987</lei>
        <title>GM 5.4 10/15/29</title>
        <cusip>37045VAY6</cusip>
        <identifiers>
          <isin value="US37045VAY65"/>
          <ticker value="GM"/>
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        <balance>206000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>190940.1</valUSD>
        <pctVal>0.0266464901</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Global Payments Inc</name>
        <lei>549300NOMHGVQBX6S778</lei>
        <title>GPN 4.95 08/15/27</title>
        <cusip>37940XAP7</cusip>
        <identifiers>
          <isin value="US37940XAP78"/>
          <ticker value="GPN"/>
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        <balance>409000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>388620.72</valUSD>
        <pctVal>0.0542336481</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2 11/15/26</title>
        <cusip>912828U24</cusip>
        <identifiers>
          <isin value="US912828U246"/>
          <ticker value="T"/>
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        <balance>1555000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1420152.34</valUSD>
        <pctVal>0.1981882032</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.75 11/15/47</title>
        <cusip>912810RZ3</cusip>
        <identifiers>
          <isin value="US912810RZ30"/>
          <ticker value="T"/>
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        <balance>3341000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2506794.06</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Barclays PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
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        <cusip>06738EBZ7</cusip>
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          <ticker value="BACR"/>
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        <curCd>USD</curCd>
        <valUSD>190393.61</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-08-09</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA6360</title>
        <cusip>3140QEB68</cusip>
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          <ticker value="FN"/>
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        <curCd>USD</curCd>
        <valUSD>637763.75</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB3126</title>
        <cusip>3140QNPL0</cusip>
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          <isin value="US3140QNPL06"/>
          <ticker value="FN"/>
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        <balance>287378.06</balance>
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        <curCd>USD</curCd>
        <valUSD>254019.42</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNR 2020-56 AQ</title>
        <cusip>3136BBME9</cusip>
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          <isin value="US3136BBME96"/>
          <ticker value="FNMA"/>
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        <balance>700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>539398.58</valUSD>
        <pctVal>0.0752753295</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPM V2.963 01/25/33</title>
        <cusip>46647PCU8</cusip>
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          <isin value="US46647PCU84"/>
          <ticker value="JPM"/>
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        <balance>895000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>699208.81</valUSD>
        <pctVal>0.0975775160</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.963000000000</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>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM5530</title>
        <cusip>3140X9EC5</cusip>
        <identifiers>
          <isin value="US3140X9EC50"/>
          <ticker value="FN"/>
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        <balance>8186.17</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7519.06</valUSD>
        <pctVal>0.0010493163</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VZ 3.85 11/01/42</title>
        <cusip>92343VBG8</cusip>
        <identifiers>
          <isin value="US92343VBG86"/>
          <ticker value="VZ"/>
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        <balance>60000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44659.73</valUSD>
        <pctVal>0.0062324522</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.850000000000</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>New Residential Mortgage Loan Trust 2015-2</name>
        <lei>N/A</lei>
        <title>NRZT 2015-2A A1</title>
        <cusip>64829EAA2</cusip>
        <identifiers>
          <isin value="US64829EAA29"/>
          <ticker value="NRZT"/>
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        <balance>229453.1</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>210149.92</valUSD>
        <pctVal>0.0293273009</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Visa Inc</name>
        <lei>549300JZ4OKEHW3DPJ59</lei>
        <title>V 4.3 12/14/45</title>
        <cusip>92826CAF9</cusip>
        <identifiers>
          <isin value="US92826CAF95"/>
          <ticker value="V"/>
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        <balance>170000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>144872.81</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>2045-12-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Abbott Laboratories</name>
        <lei>HQD377W2YR662HK5JX27</lei>
        <title>ABT 4.9 11/30/46</title>
        <cusip>002824BH2</cusip>
        <identifiers>
          <isin value="US002824BH26"/>
          <ticker value="ABT"/>
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        <balance>90000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>83993.61</valUSD>
        <pctVal>0.0117216598</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-11-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.900000000000</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>B.A.T. Capital Corporation</name>
        <lei>2138005GYEXN7XRHFA84</lei>
        <title>BATSLN 2.259 03/25/28</title>
        <cusip>05526DBR5</cusip>
        <identifiers>
          <isin value="US05526DBR52"/>
          <ticker value="BATSLN"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>79245.95</valUSD>
        <pctVal>0.0110591040</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.259000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHR 5018 MI</title>
        <cusip>3137FXC89</cusip>
        <identifiers>
          <isin value="US3137FXC892"/>
          <ticker value="FHLMC"/>
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        <balance>262191.34</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35722.84</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB2139</title>
        <cusip>3140QMLV4</cusip>
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          <isin value="US3140QMLV41"/>
          <ticker value="FN"/>
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        <curCd>USD</curCd>
        <valUSD>98607.68</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2051-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Broadcom Inc</name>
        <lei>549300WV6GIDOZJTV909</lei>
        <title>AVGO 4.926 05/15/37 144A</title>
        <cusip>11135FBV2</cusip>
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          <isin value="US11135FBV22"/>
          <ticker value="AVGO"/>
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        <balance>650000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>535931.94</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.926000000000</annualizedRt>
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      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MS V4.431 01/23/30 GMTN</title>
        <cusip>6174468G7</cusip>
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          <ticker value="MS"/>
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        <curCd>USD</curCd>
        <valUSD>9125.03</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-01-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.431000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Glencore Funding LLC</name>
        <lei>213800STG1QDNBY87K49</lei>
        <title>GLENLN 4.125 03/12/24 144A</title>
        <cusip>378272AT5</cusip>
        <identifiers>
          <isin value="US378272AT57"/>
          <ticker value="GLENLN"/>
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        <balance>390000</balance>
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        <curCd>USD</curCd>
        <valUSD>382080.18</valUSD>
        <pctVal>0.0533208883</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-03-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FR QE6679</title>
        <cusip>3133BGM47</cusip>
        <identifiers>
          <isin value="US3133BGM472"/>
          <ticker value="FHLMC"/>
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        <balance>99514.07</balance>
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        <curCd>USD</curCd>
        <valUSD>93925.01</valUSD>
        <pctVal>0.0131076283</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA4068</title>
        <cusip>36179SQV2</cusip>
        <identifiers>
          <isin value="US36179SQV24"/>
          <ticker value="GNR"/>
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        <balance>19927.75</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17640.87</valUSD>
        <pctVal>0.0024618572</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MPLX LP</name>
        <lei>5493000CZJ19CK4P3G36</lei>
        <title>MPLX 5.2 03/01/47</title>
        <cusip>55336VAL4</cusip>
        <identifiers>
          <isin value="US55336VAL45"/>
          <ticker value="MPLX"/>
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        <balance>60000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>47827.47</valUSD>
        <pctVal>0.0066745236</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Impac CMB Trust</name>
        <lei>N/A</lei>
        <title>IMM 2007-A A</title>
        <cusip>452550AA4</cusip>
        <identifiers>
          <isin value="US452550AA47"/>
          <ticker value="JPMCC"/>
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        <balance>183000.49</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>170157.09</valUSD>
        <pctVal>0.0237461341</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.584000100000</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>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM3483</title>
        <cusip>3140X62R1</cusip>
        <identifiers>
          <isin value="US3140X62R10"/>
          <ticker value="FN"/>
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        <balance>94884.91</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>78867.18</valUSD>
        <pctVal>0.0110062451</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</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>UnitedHealth Group Inc.</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNH 6.05 02/15/63</title>
        <cusip>91324PET5</cusip>
        <identifiers>
          <isin value="US91324PET57"/>
          <ticker value="UNH"/>
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        <balance>60000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>61675.49</valUSD>
        <pctVal>0.0086070728</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2063-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.050000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ffmlt Tr 2006-Ff13</name>
        <lei>N/A</lei>
        <title>FFML 2006-FF13 A2C</title>
        <cusip>30247DAD3</cusip>
        <identifiers>
          <isin value="US30247DAD30"/>
          <ticker value="FFML"/>
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        <balance>16977.41</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11505.83</valUSD>
        <pctVal>0.0016056867</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.021017900000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Energy Transfer LP</name>
        <lei>5493006LL0CKP8WQW329</lei>
        <title>ET 5.95 12/01/25</title>
        <cusip>86765BAS8</cusip>
        <identifiers>
          <isin value="US86765BAS88"/>
          <ticker value="ET"/>
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        <balance>160000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>159066.2</valUSD>
        <pctVal>0.0221983540</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>TPMT 2019-HY2 A1</title>
        <cusip>89177HAA0</cusip>
        <identifiers>
          <isin value="US89177HAA05"/>
          <ticker value="TPMT"/>
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        <balance>689817.75</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>673508.25</valUSD>
        <pctVal>0.0939908953</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-05-28</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.319055200000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Occidental Petroleum Corporation</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>OXY 5.55 03/15/26</title>
        <cusip>674599DC6</cusip>
        <identifiers>
          <isin value="US674599DC69"/>
          <ticker value="OXY"/>
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        <balance>160000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>162400</valUSD>
        <pctVal>0.0226635997</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.550000000000</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>Petrobras Global Finance B.V.</name>
        <lei>549300FNENFFSMO3GT38</lei>
        <title>PETBRA 5.75 02/01/29</title>
        <cusip>71647NAZ2</cusip>
        <identifiers>
          <isin value="US71647NAZ24"/>
          <ticker value="PETBRA"/>
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        <balance>11000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10256.62</valUSD>
        <pctVal>0.0014313543</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Transcontinental Gas Pipe Line Company, LLC</name>
        <lei>N/A</lei>
        <title>WMB 4 03/15/28</title>
        <cusip>893574AK9</cusip>
        <identifiers>
          <isin value="US893574AK91"/>
          <ticker value="WMB"/>
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        <balance>436000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>399585.96</valUSD>
        <pctVal>0.0557638932</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 1.75 12/31/24</title>
        <cusip>912828YY0</cusip>
        <identifiers>
          <isin value="US912828YY08"/>
          <ticker value="T"/>
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        <balance>6696000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6326935.3</valUSD>
        <pctVal>0.8829503030</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 1.25 04/30/28</title>
        <cusip>91282CBZ3</cusip>
        <identifiers>
          <isin value="US91282CBZ32"/>
          <ticker value="T"/>
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        <balance>443000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>377882.46</valUSD>
        <pctVal>0.0527350789</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Barclays PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>BACR V4.972 05/16/29</title>
        <cusip>06738EBD6</cusip>
        <identifiers>
          <isin value="US06738EBD67"/>
          <ticker value="BACR"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>177140.72</valUSD>
        <pctVal>0.0247207289</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.972000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UnitedHealth Group Inc.</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNH 3.875 12/15/28</title>
        <cusip>91324PDP4</cusip>
        <identifiers>
          <isin value="US91324PDP45"/>
          <ticker value="UNH"/>
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        <balance>110000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>102293.54</valUSD>
        <pctVal>0.0142754917</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 0.125 05/31/23</title>
        <cusip>91282CCD1</cusip>
        <identifiers>
          <isin value="US91282CCD11"/>
          <ticker value="T"/>
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        <balance>198000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>192941.72</valUSD>
        <pctVal>0.0269258246</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MUNICIPAL ELEC AUTH GA</name>
        <lei>JA0WNILDDF2KUPS83B16</lei>
        <title>GA MELPWR 6.64 04/01/2057</title>
        <cusip>626207YF5</cusip>
        <identifiers>
          <isin value="US626207YF57"/>
          <ticker value="MELPWR"/>
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        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40278.06</valUSD>
        <pctVal>0.0056209719</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.637000000000</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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA-15YR</title>
        <cusip>01F0304B1</cusip>
        <identifiers>
          <isin value="US01F0304B12"/>
          <ticker value="FNMA"/>
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        <balance>-42400</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-38988.5</valUSD>
        <pctVal>-0.0054410084</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA-30YR</title>
        <cusip>01F0226B6</cusip>
        <identifiers>
          <isin value="US01F0226B66"/>
          <ticker value="FNMA"/>
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        <balance>1595100</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1305251.49</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</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>BENCHMARK MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>BMARK 2020-IG1 AS</title>
        <cusip>08162LAF7</cusip>
        <identifiers>
          <isin value="US08162LAF76"/>
          <ticker value="BMARK"/>
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        <balance>720000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>568129.68</valUSD>
        <pctVal>0.0792848748</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-09-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.908600000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA6477</title>
        <cusip>36179VFS4</cusip>
        <identifiers>
          <isin value="US36179VFS43"/>
          <ticker value="GNR"/>
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        <balance>37013.42</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35510.75</valUSD>
        <pctVal>0.0049556738</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ffmlt Tr 2006-Ff13</name>
        <lei>N/A</lei>
        <title>FFML 2006-FF13 A1</title>
        <cusip>30247DAA9</cusip>
        <identifiers>
          <isin value="US30247DAA90"/>
          <ticker value="FFML"/>
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        <balance>29098.45</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19728.96</valUSD>
        <pctVal>0.0027532589</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.068166900000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Motorola Solutions Inc</name>
        <lei>6S552MUG6KGJVEBSEC55</lei>
        <title>MSI 4.6 05/23/29</title>
        <cusip>620076BN8</cusip>
        <identifiers>
          <isin value="US620076BN89"/>
          <ticker value="MSI"/>
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        <balance>235000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>216034.95</valUSD>
        <pctVal>0.0301485815</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="187999.500000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.5 02/15/45</title>
        <cusip>912810RK6</cusip>
        <identifiers>
          <isin value="US912810RK60"/>
          <ticker value="T"/>
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        <balance>3341000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2404345.44</valUSD>
        <pctVal>0.3355364697</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Schwab Strategic Trust</name>
        <lei>549300NAZEQOIX80E226</lei>
        <title>Schwab Strategic Trust INTERMED-TERM US TREAS ETF</title>
        <cusip>808524854</cusip>
        <identifiers>
          <isin value="US8085248545"/>
          <ticker value="SCHR"/>
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        <balance>308036</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>14995192.48</valUSD>
        <pctVal>2.0926418741</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>EQT Corporation</name>
        <lei>4NT01YGM4X7ZX86ISY52</lei>
        <title>EQT 5.7 04/01/28</title>
        <cusip>26884LAQ2</cusip>
        <identifiers>
          <isin value="US26884LAQ23"/>
          <ticker value="EQT"/>
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        <balance>35000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34058.5</valUSD>
        <pctVal>0.0047530062</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GSR Mtg Loan Trust</name>
        <lei>N/A</lei>
        <title>GSR 2007-1F 2A4</title>
        <cusip>3622MPAN8</cusip>
        <identifiers>
          <isin value="US3622MPAN83"/>
          <ticker value="GSR"/>
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        <balance>138976.58</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>167229.75</valUSD>
        <pctVal>0.0233376116</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.625 02/15/29</title>
        <cusip>9128286B1</cusip>
        <identifiers>
          <isin value="US9128286B18"/>
          <ticker value="T"/>
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        <balance>548000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>499108.13</valUSD>
        <pctVal>0.0696526286</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SEATTLE WASH</name>
        <lei>N/A</lei>
        <title>WA SEAPWR 5 04/01/2044</title>
        <cusip>812643TS3</cusip>
        <identifiers>
          <isin value="US812643TS32"/>
          <ticker value="SEAPWR"/>
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        <balance>275000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>285493.07</valUSD>
        <pctVal>0.0398417529</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>3M Company</name>
        <lei>LUZQVYP4VS22CLWDAR65</lei>
        <title>MMM 3.7 04/15/50</title>
        <cusip>88579YBP5</cusip>
        <identifiers>
          <isin value="US88579YBP51"/>
          <ticker value="MMM"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>71449.99</valUSD>
        <pctVal>0.0099711452</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="71624.710000000000"/>
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      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MS V3.622 04/01/31 MTN</title>
        <cusip>6174468P7</cusip>
        <identifiers>
          <isin value="US6174468P76"/>
          <ticker value="MS"/>
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        <balance>360000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>306097.87</valUSD>
        <pctVal>0.0427172390</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.622000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 0.5 03/31/25</title>
        <cusip>912828ZF0</cusip>
        <identifiers>
          <isin value="US912828ZF00"/>
          <ticker value="T"/>
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        <balance>1540000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1403806.25</valUSD>
        <pctVal>0.1959070379</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2-30YR-Multi</title>
        <cusip>21H0206B6</cusip>
        <identifiers>
          <isin value="US21H0206B64"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>1987900</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1632562.88</valUSD>
        <pctVal>0.2278309831</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ecopetrol S.A.</name>
        <lei>254900IDGKCJICKBPA66</lei>
        <title>ECOPET 4.125 01/16/25</title>
        <cusip>279158AK5</cusip>
        <identifiers>
          <isin value="US279158AK55"/>
          <ticker value="ECOPET"/>
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        <balance>37000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34115.37</valUSD>
        <pctVal>0.0047609427</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 890696</title>
        <cusip>31410LRR5</cusip>
        <identifiers>
          <isin value="US31410LRR59"/>
          <ticker value="FNMA"/>
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        <balance>83027.88</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>78095.1</valUSD>
        <pctVal>0.0108984981</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Duke Energy Carolinas LLC</name>
        <lei>MWIUSDMN17TCR56VW396</lei>
        <title>DUK 3.95 03/15/48</title>
        <cusip>26442CAU8</cusip>
        <identifiers>
          <isin value="US26442CAU80"/>
          <ticker value="DUK"/>
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        <balance>122000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>91778.83</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA3356</title>
        <cusip>31418CWS9</cusip>
        <identifiers>
          <isin value="US31418CWS96"/>
          <ticker value="FNMA"/>
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        <balance>2616.56</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2345.48</valUSD>
        <pctVal>0.0003273216</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 0.375 12/31/25</title>
        <cusip>91282CBC4</cusip>
        <identifiers>
          <isin value="US91282CBC47"/>
          <ticker value="T"/>
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        <balance>1286000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1134392.66</valUSD>
        <pctVal>0.1583092438</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.875 05/15/32</title>
        <cusip>91282CEP2</cusip>
        <identifiers>
          <isin value="US91282CEP23"/>
          <ticker value="T"/>
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        <balance>600</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>543.66</valUSD>
        <pctVal>0.0000758700</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UnitedHealth Group Inc.</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNH 4.45 12/15/48</title>
        <cusip>91324PDQ2</cusip>
        <identifiers>
          <isin value="US91324PDQ28"/>
          <ticker value="UNH"/>
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        <balance>57000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>47360.06</valUSD>
        <pctVal>0.0066092946</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA1021</title>
        <cusip>3140Q8D36</cusip>
        <identifiers>
          <isin value="US3140Q8D367"/>
          <ticker value="FN"/>
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        <balance>66459.51</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>63512.93</valUSD>
        <pctVal>0.0088634952</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>Indonesia (Republic of)</name>
        <lei>529900FWX0GRR7WG5W79</lei>
        <title>INDON 2.85 02/14/30</title>
        <cusip>455780CQ7</cusip>
        <identifiers>
          <isin value="US455780CQ75"/>
          <ticker value="INDON"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>169874.51</valUSD>
        <pctVal>0.0237066989</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="171125.320000000000"/>
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      <invstOrSec>
        <name>Union Pacific Corporation</name>
        <lei>549300LMMRSZZCZ8CL11</lei>
        <title>UNP 3.75 02/05/70</title>
        <cusip>907818FL7</cusip>
        <identifiers>
          <isin value="US907818FL73"/>
          <ticker value="UNP"/>
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        <balance>108000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>72166.92</valUSD>
        <pctVal>0.0100711957</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2070-02-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</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>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>C V4.91 05/24/33</title>
        <cusip>172967NU1</cusip>
        <identifiers>
          <isin value="US172967NU15"/>
          <ticker value="C"/>
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        <balance>144000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>130817.28</valUSD>
        <pctVal>0.0182560990</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-05-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.910000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 3 07/31/24</title>
        <cusip>91282CFA4</cusip>
        <identifiers>
          <isin value="US91282CFA45"/>
          <ticker value="T"/>
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        <balance>314000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>305622.58</valUSD>
        <pctVal>0.0426509102</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM1263</title>
        <cusip>3140X4MM5</cusip>
        <identifiers>
          <isin value="US3140X4MM53"/>
          <ticker value="FN"/>
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        <balance>20092.79</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19147.93</valUSD>
        <pctVal>0.0026721738</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>Lowes Companies, Inc.</name>
        <lei>WAFCR4OKGSC504WU3E95</lei>
        <title>LOW 4.5 04/15/30</title>
        <cusip>548661DU8</cusip>
        <identifiers>
          <isin value="US548661DU82"/>
          <ticker value="LOW"/>
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        <balance>398000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>370713.47</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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      <invstOrSec>
        <name>Agilent Technologies Inc.</name>
        <lei>QUIX8Y7A2WP0XRMW7G29</lei>
        <title>A 2.1 06/04/30</title>
        <cusip>00846UAM3</cusip>
        <identifiers>
          <isin value="US00846UAM36"/>
          <ticker value="A"/>
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        <balance>66000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51596</valUSD>
        <pctVal>0.0072004378</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-06-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.100000000000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VZ 1.68 10/30/30</title>
        <cusip>92343VFX7</cusip>
        <identifiers>
          <isin value="US92343VFX73"/>
          <ticker value="VZ"/>
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        <balance>126000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>93806.85</valUSD>
        <pctVal>0.0130911386</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.680000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Northern Inst Fds</name>
        <lei>549300Y178DO5JBR1S04</lei>
        <title>Northern Inst Fds TREAS PRT PRMR</title>
        <cusip>665279873</cusip>
        <identifiers>
          <isin value="US6652798736"/>
          <ticker value="NTPXX"/>
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        <balance>3640295.1</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3640295.1</valUSD>
        <pctVal>0.5080184179</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NEW JERSEY ST TPK AUTH</name>
        <lei>5493005YN67D71KSMI84</lei>
        <title>NJ NJSTRN 7.41 01/01/2040</title>
        <cusip>646139W35</cusip>
        <identifiers>
          <isin value="US646139W353"/>
          <ticker value="NJSTRN"/>
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        <balance>66000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>77533.51</valUSD>
        <pctVal>0.0108201258</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.414000000000</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>Herschend Family Entertainment</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Royal Bank of Canada</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Canadian Imperial Bank of Commerce</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-06-23</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS0193</title>
        <cusip>3140XFGB1</cusip>
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          <isin value="US3140XFGB18"/>
          <ticker value="FN"/>
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        <curCd>USD</curCd>
        <valUSD>204921.36</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA5368</title>
        <cusip>3140QC6E1</cusip>
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          <isin value="US3140QC6E15"/>
          <ticker value="FN"/>
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        <balance>111088.39</balance>
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        <curCd>USD</curCd>
        <valUSD>101852.38</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA7597</title>
        <cusip>3140QFNP0</cusip>
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          <isin value="US3140QFNP04"/>
          <ticker value="FN"/>
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        <balance>275948.93</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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      <invstOrSec>
        <name>JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2022-NXSS</name>
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        <title>JPMCC 2022-NXSS A</title>
        <cusip>465979AA0</cusip>
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          <isin value="US465979AA00"/>
          <ticker value="JPMCC"/>
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        <balance>120000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Merck &amp; Co., Inc</name>
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          <ticker value="MRK"/>
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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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          <couponKind>Fixed</couponKind>
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        <name>Danske Bank A/S</name>
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        <cusip>23636AAW1</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>METROPOLITAN TRANSN AUTH N Y</name>
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        <issuerCat>MUN</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 4.25 11/15/40</title>
        <cusip>912810QL5</cusip>
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          <ticker value="T"/>
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        <curCd>USD</curCd>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Vanguard Asset All</name>
        <lei>549300EW16IGZDA38J20</lei>
        <title>Vanguard Asset All SH-TERM INFL PROTECTED ETF</title>
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          <isin value="US9220208055"/>
          <ticker value="VTIP"/>
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        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.875 05/15/43</title>
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          <ticker value="T"/>
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        <issuerCat>UST</issuerCat>
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      <invstOrSec>
        <name>Diamondback Energy Inc</name>
        <lei>549300R22LSX6OHWEN64</lei>
        <title>FANG 3.125 03/24/31</title>
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        <invCountry>US</invCountry>
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        <name>Oracle Corporation</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>ORCL 1.65 03/25/26</title>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>United Air Lines, Inc.</name>
        <lei>N/A</lei>
        <title>UAL 4 04/11/26 A</title>
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        <valUSD>74368.16</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-10-11</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>State Street Corporation</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>STT V0 PERP F</title>
        <cusip>857477AQ6</cusip>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-12-31</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SFO COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>SFO 2021-555 A</title>
        <cusip>78432WAA1</cusip>
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          <isin value="US78432WAA18"/>
          <ticker value="SFO"/>
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        <balance>200000</balance>
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        <curCd>USD</curCd>
        <valUSD>185975.3</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2038-05-17</maturityDt>
          <couponKind>Floating</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR QC4824</title>
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          <isin value="US3133APLD96"/>
          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Vanguard Scottsdal</name>
        <lei>549300Y88GQ3VLJIBX57</lei>
        <title>Vanguard Scottsdal LONG-TERM TREASURY ETF</title>
        <cusip>92206C847</cusip>
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          <isin value="US92206C8477"/>
          <ticker value="VGLT"/>
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        <balance>467539</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>UNITED AIR LINES INC PASS-THROUGH TRUSTS</name>
        <lei>N/A</lei>
        <title>UAL 3.5 03/01/30 AA</title>
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          <isin value="US909318AA56"/>
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        <balance>14564.01</balance>
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        <curCd>USD</curCd>
        <valUSD>12249.28</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Magallanes Inc.</name>
        <lei>549300DXR29GD4N0A520</lei>
        <title>WBD 3.755 03/15/27 144A</title>
        <cusip>55903VAG8</cusip>
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          <isin value="US55903VAG86"/>
          <ticker value="WBD"/>
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        <balance>80000</balance>
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        <curCd>USD</curCd>
        <valUSD>71166.55</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.755000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Humana Inc.</name>
        <lei>529900YLDW34GJAO4J06</lei>
        <title>HUM 3.7 03/23/29</title>
        <cusip>444859BT8</cusip>
        <identifiers>
          <isin value="US444859BT81"/>
          <ticker value="HUM"/>
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        <balance>310000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>276204.62</valUSD>
        <pctVal>0.0385455108</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Reynolds American Inc.</name>
        <lei>02S2RPPVO9RP4NEU2740</lei>
        <title>BATSLN 5.85 08/15/45</title>
        <cusip>761713BB1</cusip>
        <identifiers>
          <isin value="US761713BB19"/>
          <ticker value="BATSLN"/>
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        <balance>108000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>84813.67</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>2045-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.850000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA3310</title>
        <cusip>36179RVB2</cusip>
        <identifiers>
          <isin value="US36179RVB22"/>
          <ticker value="GNR"/>
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        <balance>39115.29</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35534.38</valUSD>
        <pctVal>0.0049589715</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB3833</title>
        <cusip>3140QPHK6</cusip>
        <identifiers>
          <isin value="US3140QPHK62"/>
          <ticker value="FN"/>
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        <balance>196265.85</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>167430.02</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Energy Transfer LP</name>
        <lei>5493006LL0CKP8WQW329</lei>
        <title>ET 5.35 05/15/45</title>
        <cusip>86765BAQ2</cusip>
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          <ticker value="ET"/>
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        <balance>360000</balance>
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        <curCd>USD</curCd>
        <valUSD>282949.23</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>2045-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.350000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Blackroad Bond All</name>
        <lei>549300R5YFYF3PL2MC94</lei>
        <title>Blackroad Bond All BATS SER A PT</title>
        <cusip>092480706</cusip>
        <identifiers>
          <isin value="US0924807060"/>
          <ticker value="BATAX"/>
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        <balance>6932833.84</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 1.5 02/15/30</title>
        <cusip>912828Z94</cusip>
        <identifiers>
          <isin value="US912828Z948"/>
          <ticker value="T"/>
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        <balance>869000</balance>
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        <curCd>USD</curCd>
        <valUSD>728025.12</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA5331</title>
        <cusip>36179T4Q5</cusip>
        <identifiers>
          <isin value="US36179T4Q56"/>
          <ticker value="GNR"/>
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        <balance>31306</balance>
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        <curCd>USD</curCd>
        <valUSD>30028.53</valUSD>
        <pctVal>0.0041906070</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA5399</title>
        <cusip>36179T7L3</cusip>
        <identifiers>
          <isin value="US36179T7L33"/>
          <ticker value="GNR"/>
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        <balance>217445.04</balance>
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        <curCd>USD</curCd>
        <valUSD>209058.45</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2048-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bxp Tst</name>
        <lei>N/A</lei>
        <title>BXP 2017-GM D</title>
        <cusip>056083AL2</cusip>
        <identifiers>
          <isin value="US056083AL23"/>
          <ticker value="BXP"/>
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        <balance>370000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>299537.42</valUSD>
        <pctVal>0.0418017007</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
          <annualizedRt>3.424800000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Nucor Corporation</name>
        <lei>549300GGJCRSI2TIEJ46</lei>
        <title>NUE 3.95 05/01/28</title>
        <cusip>670346AP0</cusip>
        <identifiers>
          <isin value="US670346AP04"/>
          <ticker value="NUE"/>
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        <balance>117000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>107556.25</valUSD>
        <pctVal>0.0150099249</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.950000000000</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>Anheuser-Busch Companies LLC / Anheuser-Busch InBev Worldwide Inc</name>
        <lei>5493002J2SVENP0PVK27</lei>
        <title>ABIBB 4.7 02/01/36 *</title>
        <cusip>03522AAH3</cusip>
        <identifiers>
          <isin value="US03522AAH32"/>
          <ticker value="ABIBB"/>
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        <balance>145000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>131058.94</valUSD>
        <pctVal>0.0182898236</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR ZT1353</title>
        <cusip>3132ADQE1</cusip>
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          <isin value="US3132ADQE12"/>
          <ticker value="FHLMC"/>
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        <balance>76267.77</balance>
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        <curCd>USD</curCd>
        <valUSD>68498.15</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 1.125 08/15/40</title>
        <cusip>912810SQ2</cusip>
        <identifiers>
          <isin value="US912810SQ22"/>
          <ticker value="T"/>
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        <balance>1108000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>655754.22</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.125000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA-30YR</title>
        <cusip>01F0206C8</cusip>
        <identifiers>
          <isin value="US01F0206C85"/>
          <ticker value="FNMA"/>
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        <balance>656000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>516830.62</valUSD>
        <pctVal>0.0721258763</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 0.375 11/30/25</title>
        <cusip>91282CAZ4</cusip>
        <identifiers>
          <isin value="US91282CAZ41"/>
          <ticker value="T"/>
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        <balance>1286000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1137055.08</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.375000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 3.125 08/31/29</title>
        <cusip>91282CFJ5</cusip>
        <identifiers>
          <isin value="US91282CFJ53"/>
          <ticker value="T"/>
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        <balance>30000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28110.94</valUSD>
        <pctVal>0.0039229993</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.125000000000</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>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 3.25 08/31/24</title>
        <cusip>91282CFG1</cusip>
        <identifiers>
          <isin value="US91282CFG15"/>
          <ticker value="T"/>
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        <balance>595000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>581426.56</valUSD>
        <pctVal>0.0811405101</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA6658</title>
        <cusip>36179VMF4</cusip>
        <identifiers>
          <isin value="US36179VMF49"/>
          <ticker value="GNR"/>
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        <balance>8136.11</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7610.32</valUSD>
        <pctVal>0.0010620520</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>Colombia (Republic of)</name>
        <lei>549300MHDRBVRF6B9117</lei>
        <title>COLTES 7 03/26/31 B</title>
        <cusip>P6S32JV64</cusip>
        <identifiers>
          <isin value="COL17CT03771"/>
          <ticker value="COLOM"/>
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        <balance>78500000</balance>
        <units>PA</units>
        <currencyConditional curCd="COP" exchangeRt="4938.75"/>
        <valUSD>10669.09</valUSD>
        <pctVal>0.0014889162</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.000000000000</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>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB1429</title>
        <cusip>3140QLST4</cusip>
        <identifiers>
          <isin value="US3140QLST49"/>
          <ticker value="FN"/>
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        <balance>82902.42</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>75808.34</valUSD>
        <pctVal>0.0105793711</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>T 3.55 09/15/55</title>
        <cusip>00206RLJ9</cusip>
        <identifiers>
          <isin value="US00206RLJ94"/>
          <ticker value="T"/>
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        <balance>316000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>201090.41</valUSD>
        <pctVal>0.0280630084</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.550000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>T 2.55 12/01/33</title>
        <cusip>00206RMM1</cusip>
        <identifiers>
          <isin value="US00206RMM15"/>
          <ticker value="T"/>
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        <balance>171000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>126017.63</valUSD>
        <pctVal>0.0175862877</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.550000000000</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>Springs Window Fashions</name>
        <lei>N/A</lei>
        <title>Springs Window Fashions Term Loan B 400 2028-09-05</title>
        <cusip>78489HAB4</cusip>
        <identifiers>
          <isin value="US78489HAB42"/>
          <ticker value="SPRIND"/>
          <other otherDesc="IDII" value="7RMFQ07"/>
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        <balance>38805</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30037.4</valUSD>
        <pctVal>0.0041918449</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-05</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.110000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Russian Federation</name>
        <lei>5493004EHVGF71PDBU58</lei>
        <title>RFLB 6.1 07/18/35 6233</title>
        <cusip>X5424XCT3</cusip>
        <identifiers>
          <isin value="RU000A101F94"/>
          <ticker value="RUSSIA"/>
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        <balance>6245000</balance>
        <units>PA</units>
        <currencyConditional curCd="RUB" exchangeRt="62.05"/>
        <valUSD>50322.32</valUSD>
        <pctVal>0.0070226904</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>RU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Crown Castle Inc.</name>
        <lei>54930012H97VSM0I2R19</lei>
        <title>CCI 2.5 07/15/31</title>
        <cusip>22822VAY7</cusip>
        <identifiers>
          <isin value="US22822VAY74"/>
          <ticker value="CCI"/>
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        <balance>37000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28468.83</valUSD>
        <pctVal>0.0039729444</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS1014</title>
        <cusip>3140XGDU0</cusip>
        <identifiers>
          <isin value="US3140XGDU09"/>
          <ticker value="FN"/>
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        <balance>95526.35</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>76001.62</valUSD>
        <pctVal>0.0106063442</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</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>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM9205</title>
        <cusip>3140XDGP5</cusip>
        <identifiers>
          <isin value="US3140XDGP55"/>
          <ticker value="FN"/>
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        <balance>87438.63</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>72393.09</valUSD>
        <pctVal>0.0101027587</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MPLX LP</name>
        <lei>5493000CZJ19CK4P3G36</lei>
        <title>MPLX 5.5 02/15/49</title>
        <cusip>55336VAT7</cusip>
        <identifiers>
          <isin value="US55336VAT70"/>
          <ticker value="MPLX"/>
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        <balance>90000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>75101</valUSD>
        <pctVal>0.0104806589</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA5711</title>
        <cusip>36179UKY7</cusip>
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          <isin value="US36179UKY72"/>
          <ticker value="GNR"/>
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        <balance>136200.44</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>130836.54</valUSD>
        <pctVal>0.0182587868</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Energy Transfer LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
        <title>ET 6.25 04/15/49</title>
        <cusip>29279FAA7</cusip>
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          <isin value="US29279FAA75"/>
          <ticker value="ET"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43617.51</valUSD>
        <pctVal>0.0060870061</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Altria Group, Inc.</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
        <title>MO 4.8 02/14/29</title>
        <cusip>02209SBD4</cusip>
        <identifiers>
          <isin value="US02209SBD45"/>
          <ticker value="MO"/>
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        <balance>240000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>220938.56</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GS 3.625 02/20/24</title>
        <cusip>38141GXE9</cusip>
        <identifiers>
          <isin value="US38141GXE96"/>
          <ticker value="GS"/>
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        <balance>120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>117322.93</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.625000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Humana Inc.</name>
        <lei>529900YLDW34GJAO4J06</lei>
        <title>HUM 4.5 04/01/25</title>
        <cusip>444859BM3</cusip>
        <identifiers>
          <isin value="US444859BM39"/>
          <ticker value="HUM"/>
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        <balance>20000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19575.42</valUSD>
        <pctVal>0.0027318318</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Target Corporation</name>
        <lei>8WDDFXB5T1Z6J0XC1L66</lei>
        <title>TGT 2.25 04/15/25</title>
        <cusip>87612EBL9</cusip>
        <identifiers>
          <isin value="US87612EBL92"/>
          <ticker value="TGT"/>
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        <balance>110000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>103373.78</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="103490.650000000000"/>
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      <invstOrSec>
        <name>CVS Health Corp</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS 4.125 04/01/40</title>
        <cusip>126650DK3</cusip>
        <identifiers>
          <isin value="US126650DK33"/>
          <ticker value="CVS"/>
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        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31304.24</valUSD>
        <pctVal>0.0043686377</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</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>Autodesk Inc</name>
        <lei>FRKKVKAIQEF3FCSTPG55</lei>
        <title>ADSK 2.4 12/15/31</title>
        <cusip>052769AH9</cusip>
        <identifiers>
          <isin value="US052769AH94"/>
          <ticker value="ADSK"/>
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        <balance>158000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>121812.13</valUSD>
        <pctVal>0.0169993926</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.400000000000</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>Ecolab Inc.</name>
        <lei>82DYEISM090VG8LTLS26</lei>
        <title>ECL 2.75 08/18/55</title>
        <cusip>278865BJ8</cusip>
        <identifiers>
          <isin value="US278865BJ87"/>
          <ticker value="ECL"/>
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        <balance>97000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>55897.35</valUSD>
        <pctVal>0.0078007092</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-08-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM5305</title>
        <cusip>3140X83P0</cusip>
        <identifiers>
          <isin value="US3140X83P09"/>
          <ticker value="FN"/>
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        <balance>69756.41</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>55623.16</valUSD>
        <pctVal>0.0077624448</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</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>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB2621</title>
        <cusip>3140QM4F8</cusip>
        <identifiers>
          <isin value="US3140QM4F80"/>
          <ticker value="FN"/>
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        <balance>327277.59</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>271365.15</valUSD>
        <pctVal>0.0378701425</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</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>CVS Health Corp</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS 3.625 04/01/27</title>
        <cusip>126650DH0</cusip>
        <identifiers>
          <isin value="US126650DH04"/>
          <ticker value="CVS"/>
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        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37175.85</valUSD>
        <pctVal>0.0051880455</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Bank of New York Mellon Corporation</name>
        <lei>WFLLPEPC7FZXENRZV188</lei>
        <title>BK 1.6 04/24/25 MTN</title>
        <cusip>06406RAN7</cusip>
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          <isin value="US06406RAN70"/>
          <ticker value="BK"/>
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        <balance>60000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>54940.54</valUSD>
        <pctVal>0.0076671823</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.600000000000</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>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPM V2.522 04/22/31</title>
        <cusip>46647PBL9</cusip>
        <identifiers>
          <isin value="US46647PBL94"/>
          <ticker value="JPM"/>
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        <balance>510000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>402196.83</valUSD>
        <pctVal>0.0561282511</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.522000000000</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>Costco Wholesale Corporation</name>
        <lei>29DX7H14B9S6O3FD6V18</lei>
        <title>COST 1.75 04/20/32</title>
        <cusip>22160KAQ8</cusip>
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          <isin value="US22160KAQ85"/>
          <ticker value="COST"/>
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        <balance>90000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>69057.31</valUSD>
        <pctVal>0.0096372367</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <loanByFundCondition isLoanByFund="Y" loanVal="69109.810000000000"/>
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      <invstOrSec>
        <name>Capital One Financial Corporation</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
        <title>COF V3.273 03/01/30</title>
        <cusip>14040HCN3</cusip>
        <identifiers>
          <isin value="US14040HCN35"/>
          <ticker value="COF"/>
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        <balance>139000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>114075.8</valUSD>
        <pctVal>0.0159197554</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.273000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS1256</title>
        <cusip>3140XGME6</cusip>
        <identifiers>
          <isin value="US3140XGME65"/>
          <ticker value="FN"/>
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        <balance>48479.64</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>46149.76</valUSD>
        <pctVal>0.0064403922</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Cargill Inc.</name>
        <lei>QXZYQNMR4JZ5RIRN4T31</lei>
        <title>CARGIL 1.375 07/23/23 144A</title>
        <cusip>141781BL7</cusip>
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          <isin value="US141781BL76"/>
          <ticker value="CARGIL"/>
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        <balance>110000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>107050.46</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.375000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>C V2.572 06/03/31</title>
        <cusip>172967MS7</cusip>
        <identifiers>
          <isin value="US172967MS77"/>
          <ticker value="C"/>
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        <balance>760000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>594308.11</valUSD>
        <pctVal>0.0829381843</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.572000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA6577</title>
        <cusip>3140QEJX1</cusip>
        <identifiers>
          <isin value="US3140QEJX19"/>
          <ticker value="FN"/>
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        <balance>481824.94</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>398771.5</valUSD>
        <pctVal>0.0556502319</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD8182</title>
        <cusip>3132DWCT8</cusip>
        <identifiers>
          <isin value="US3132DWCT80"/>
          <ticker value="FHLMC"/>
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        <balance>282340.86</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>223230.93</valUSD>
        <pctVal>0.0311528106</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</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>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GS V2.65 10/21/32</title>
        <cusip>38141GYN8</cusip>
        <identifiers>
          <isin value="US38141GYN86"/>
          <ticker value="GS"/>
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        <balance>798000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>604145.83</valUSD>
        <pctVal>0.0843110793</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-10-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.650000000000</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>Cooperatieve Rabobank U.A.</name>
        <lei>DG3RU1DBUFHT4ZF9WN62</lei>
        <title>RABOBK V3.758 04/06/33 144A</title>
        <cusip>74977RDP6</cusip>
        <identifiers>
          <isin value="US74977RDP64"/>
          <ticker value="RABOBK"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>201293.42</valUSD>
        <pctVal>0.0280913393</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.758000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>2549001DPIFGXC1TOL40</lei>
        <title>FR SD7552</title>
        <cusip>3132DVL94</cusip>
        <identifiers>
          <isin value="US3132DVL943"/>
          <ticker value="FHLMC"/>
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        <balance>294195.09</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>242726.91</valUSD>
        <pctVal>0.0338735562</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BAC V1.319 06/19/26 MTN</title>
        <cusip>06051GJD2</cusip>
        <identifiers>
          <isin value="US06051GJD25"/>
          <ticker value="BAC"/>
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        <balance>1090000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>962361</valUSD>
        <pctVal>0.1343015056</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.319000000000</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>Ares Xlii Clo Ltd</name>
        <lei>5493004S1FMDW7K3MU50</lei>
        <title>ARES 2017-42A BR</title>
        <cusip>04016LAS6</cusip>
        <identifiers>
          <isin value="US04016LAS60"/>
          <ticker value="ARES"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>479352.25</valUSD>
        <pctVal>0.0668956129</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-24</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.258999900000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS1104</title>
        <cusip>3140XGGN3</cusip>
        <identifiers>
          <isin value="US3140XGGN39"/>
          <ticker value="FN"/>
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        <balance>91110.76</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>75367.66</valUSD>
        <pctVal>0.0105178724</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</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>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BT0972</title>
        <cusip>3140LPCJ9</cusip>
        <identifiers>
          <isin value="US3140LPCJ99"/>
          <ticker value="FN"/>
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        <balance>96840</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>77711.53</valUSD>
        <pctVal>0.0108449693</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</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>Mitsubishi UFJ Financial Group, Inc.</name>
        <lei>353800V2V8PUY9TK3E06</lei>
        <title>MUFG V3.837 04/17/26</title>
        <cusip>606822CF9</cusip>
        <identifiers>
          <isin value="US606822CF92"/>
          <ticker value="MUFG"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>190178.85</valUSD>
        <pctVal>0.0265402545</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.837000000000</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>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>CMCSA 2.937 11/01/56</title>
        <cusip>20030NDU2</cusip>
        <identifiers>
          <isin value="US20030NDU28"/>
          <ticker value="CMCSA"/>
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        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23131.11</valUSD>
        <pctVal>0.0032280432</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.937000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 CN9972</title>
        <cusip>3617FACH0</cusip>
        <identifiers>
          <isin value="US3617FACH09"/>
          <ticker value="GNR"/>
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        <balance>196538.63</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>176531.38</valUSD>
        <pctVal>0.0246356930</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>Mars Inc. (Del)</name>
        <lei>54930073HKEO6GZBSS03</lei>
        <title>MARS 2.7 04/01/25 144A</title>
        <cusip>571676AA3</cusip>
        <identifiers>
          <isin value="US571676AA35"/>
          <ticker value="MARS"/>
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        <balance>90000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>85243.69</valUSD>
        <pctVal>0.0118961137</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.700000000000</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>Mars Inc. (Del)</name>
        <lei>54930073HKEO6GZBSS03</lei>
        <title>MARS 3.2 04/01/30 144A</title>
        <cusip>571676AB1</cusip>
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          <isin value="US571676AB18"/>
          <ticker value="MARS"/>
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        <balance>180000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>157788.21</valUSD>
        <pctVal>0.0220200051</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.200000000000</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>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS2061</title>
        <cusip>3140XHJF5</cusip>
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          <isin value="US3140XHJF50"/>
          <ticker value="FN"/>
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        <balance>392972.99</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>358634.99</valUSD>
        <pctVal>0.0500490139</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-06-01</maturityDt>
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          <annualizedRt>4.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Uruguay (Republic of)</name>
        <lei>549300RDR012H2V82H43</lei>
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          <isin value="US760942BE11"/>
          <ticker value="URUGUA"/>
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        <curCd>USD</curCd>
        <valUSD>488663.62</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>UY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-10-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA4500</title>
        <cusip>31418EAA8</cusip>
        <identifiers>
          <isin value="US31418EAA82"/>
          <ticker value="FNMA"/>
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        <balance>1096275.45</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>864395.41</valUSD>
        <pctVal>0.1206299975</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB2620</title>
        <cusip>3140QM4E1</cusip>
        <identifiers>
          <isin value="US3140QM4E16"/>
          <ticker value="FN"/>
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        <balance>268949.41</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>223564.06</valUSD>
        <pctVal>0.0311993003</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VICI Properties LP</name>
        <lei>254900X4QE7SGKQLLN38</lei>
        <title>VICI 4.75 02/15/28</title>
        <cusip>925650AB9</cusip>
        <identifiers>
          <isin value="US925650AB99"/>
          <ticker value="VICI"/>
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        <balance>229000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>208684.32</valUSD>
        <pctVal>0.0291227703</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA6636</title>
        <cusip>3140QELS9</cusip>
        <identifiers>
          <isin value="US3140QELS95"/>
          <ticker value="FN"/>
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        <balance>395067.13</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>326972.55</valUSD>
        <pctVal>0.0456303879</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR RA3217</title>
        <cusip>3133KJSE3</cusip>
        <identifiers>
          <isin value="US3133KJSE37"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>96908.37</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>72294.52</valUSD>
        <pctVal>0.0100890029</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PFP 2022-9 LTD</name>
        <lei>N/A</lei>
        <title>PFP 2022-9 A</title>
        <cusip>69291QAA3</cusip>
        <identifiers>
          <isin value="US69291QAA31"/>
          <ticker value="PFP"/>
        </identifiers>
        <balance>120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>117683.46</valUSD>
        <pctVal>0.0164232194</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHR 5040 IB</title>
        <cusip>3137F6P92</cusip>
        <identifiers>
          <isin value="US3137F6P926"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>75536.09</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11176.64</valUSD>
        <pctVal>0.0015597469</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM6460</title>
        <cusip>3140XAFA5</cusip>
        <identifiers>
          <isin value="US3140XAFA56"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>82110.06</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>67918.12</valUSD>
        <pctVal>0.0094782579</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA2707</title>
        <cusip>31418CAH7</cusip>
        <identifiers>
          <isin value="US31418CAH79"/>
          <ticker value="FNMA"/>
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        <balance>359574.73</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>328810.45</valUSD>
        <pctVal>0.0458868746</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VZ 4.125 03/16/27</title>
        <cusip>92343VDY7</cusip>
        <identifiers>
          <isin value="US92343VDY74"/>
          <ticker value="VZ"/>
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        <balance>60000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>57049.23</valUSD>
        <pctVal>0.0079614588</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Northern Inst Fds</name>
        <lei>549300Y178DO5JBR1S04</lei>
        <title>Northern Inst Fds TREAS PRT PRMR</title>
        <cusip>665279873</cusip>
        <identifiers>
          <isin value="US6652798736"/>
          <ticker value="NTPXX"/>
        </identifiers>
        <balance>599.8</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>599.8</valUSD>
        <pctVal>0.0000837046</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Virginia Electric and Power Company</name>
        <lei>CQKUMNNZVDJLRYV2PT43</lei>
        <title>D 6 01/15/36 B</title>
        <cusip>927804FA7</cusip>
        <identifiers>
          <isin value="US927804FA70"/>
          <ticker value="D"/>
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        <balance>72000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>71364.93</valUSD>
        <pctVal>0.0099592747</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Oracle Corporation</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>ORCL 6.125 07/08/39</title>
        <cusip>68389XAH8</cusip>
        <identifiers>
          <isin value="US68389XAH89"/>
          <ticker value="ORCL"/>
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        <balance>182000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>166925.07</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>2039-07-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.125000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Texas Eastern Transmission, L.P.</name>
        <lei>549300SIOULUXXIDGA69</lei>
        <title>SEP 3.5 01/15/28 144A</title>
        <cusip>882384AD2</cusip>
        <identifiers>
          <isin value="US882384AD28"/>
          <ticker value="SEP"/>
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        <balance>226000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>201235.68</valUSD>
        <pctVal>0.0280832814</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA3665</title>
        <cusip>31418DCB6</cusip>
        <identifiers>
          <isin value="US31418DCB64"/>
          <ticker value="FNMA"/>
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        <balance>11603.6</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11065.72</valUSD>
        <pctVal>0.0015442675</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G61989</title>
        <cusip>31335CF66</cusip>
        <identifiers>
          <isin value="US31335CF669"/>
          <ticker value="FHLMC"/>
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        <balance>2371181.11</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2129469.52</valUSD>
        <pctVal>0.2971763846</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GSAA Home Equity Trust</name>
        <lei>CU46ESEFJB81SUVBJO28</lei>
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        <balance>46233.53</balance>
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        <curCd>USD</curCd>
        <valUSD>33175.1</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Credit Suisse AG New York Branch</name>
        <lei>549300D0YARF5HYP1809</lei>
        <title>CS 2.95 04/09/25</title>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Skymiles Ip Limited &amp; Delta Air Lines Incorporated</name>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNR 2020-160 VI</title>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Peru (Republic of)</name>
        <lei>254900STKLK2DBJJZ530</lei>
        <title>PERU 3.55 03/10/51</title>
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        <balance>40000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BR5577</title>
        <cusip>3140L4FT1</cusip>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CKE Restaurants, Inc.</name>
        <lei>N/A</lei>
        <title>HNGRY 2021-1A A2</title>
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          <isin value="US411707AK84"/>
          <ticker value="CKR"/>
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        <balance>414750</balance>
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        <curCd>USD</curCd>
        <valUSD>321564.8</valUSD>
        <pctVal>0.0448757138</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>General Motors Company</name>
        <lei>54930070NSV60J38I987</lei>
        <title>GM 5.95 04/01/49</title>
        <cusip>37045VAT7</cusip>
        <identifiers>
          <isin value="US37045VAT70"/>
          <ticker value="GM"/>
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        <balance>70000</balance>
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        <curCd>USD</curCd>
        <valUSD>59265.12</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>2049-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.950000000000</annualizedRt>
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      <invstOrSec>
        <name>B.A.T. Capital Corporation</name>
        <lei>2138005GYEXN7XRHFA84</lei>
        <title>BATSLN 4.54 08/15/47</title>
        <cusip>05526DBF1</cusip>
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          <isin value="US05526DBF15"/>
          <ticker value="BATSLN"/>
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        <balance>190000</balance>
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        <curCd>USD</curCd>
        <valUSD>122722.72</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2047-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Prosus NV</name>
        <lei>635400Z5LQ5F9OLVT688</lei>
        <title>PRXNA 3.68 01/21/30 144A</title>
        <cusip>74365PAA6</cusip>
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          <ticker value="PRXNA"/>
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        <balance>600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>441555.89</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.680000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR QB8602</title>
        <cusip>3133AFRX1</cusip>
        <identifiers>
          <isin value="US3133AFRX15"/>
          <ticker value="FHLMC"/>
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        <balance>79261.99</balance>
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        <curCd>USD</curCd>
        <valUSD>63725.88</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BR5633</title>
        <cusip>3140L4HK8</cusip>
        <identifiers>
          <isin value="US3140L4HK81"/>
          <ticker value="FN"/>
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        <balance>87040.25</balance>
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        <curCd>USD</curCd>
        <valUSD>69415.01</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GS V3.21 04/22/42</title>
        <cusip>38141GYC2</cusip>
        <identifiers>
          <isin value="US38141GYC22"/>
          <ticker value="GS"/>
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        <balance>80000</balance>
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        <curCd>USD</curCd>
        <valUSD>53250.12</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Broadcom Inc</name>
        <lei>549300WV6GIDOZJTV909</lei>
        <title>AVGO 3.137 11/15/35 144A</title>
        <cusip>11135FBP5</cusip>
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          <isin value="US11135FBP53"/>
          <ticker value="AVGO"/>
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        <balance>880000</balance>
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        <curCd>USD</curCd>
        <valUSD>610433.1</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>Coterra Energy Inc</name>
        <lei>FCNMH6O7VWU7LHXMK351</lei>
        <title>CTRA 4.375 03/15/29 144A</title>
        <cusip>127097AH6</cusip>
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          <isin value="US127097AH63"/>
          <ticker value="CTRA"/>
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        <balance>850000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>778745.25</valUSD>
        <pctVal>0.1086771591</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Colombia (Republic of)</name>
        <lei>549300MHDRBVRF6B9117</lei>
        <title>COLOM 3.25 04/22/32</title>
        <cusip>195325DZ5</cusip>
        <identifiers>
          <isin value="US195325DZ51"/>
          <ticker value="COLOM"/>
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        <balance>620000</balance>
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        <curCd>USD</curCd>
        <valUSD>411463.71</valUSD>
        <pctVal>0.0574214829</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>EQUATE Petrochemical B.V.</name>
        <lei>635400Y3Z5R4NJSMQ630</lei>
        <title>EQPTRC 2.625 04/28/28 144A</title>
        <cusip>29441WAD7</cusip>
        <identifiers>
          <isin value="US29441WAD74"/>
          <ticker value="EQPTRC"/>
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        <balance>450000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>370687.5</valUSD>
        <pctVal>0.0517309922</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Orbia Advance Corp S A B De Cv</name>
        <lei>549300MVHZ20SBIOEQ79</lei>
        <title>ORBIA 1.875 05/11/26 144A</title>
        <cusip>68560EAA6</cusip>
        <identifiers>
          <isin value="US68560EAA64"/>
          <ticker value="ORBIA"/>
        </identifiers>
        <balance>280000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>233800</valUSD>
        <pctVal>0.0326277686</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM4311</title>
        <cusip>3140X7YH6</cusip>
        <identifiers>
          <isin value="US3140X7YH61"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>76754.16</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>66003.82</valUSD>
        <pctVal>0.0092111093</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>C V3.785 03/17/33</title>
        <cusip>172967NN7</cusip>
        <identifiers>
          <isin value="US172967NN71"/>
          <ticker value="C"/>
        </identifiers>
        <balance>340000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>281629.03</valUSD>
        <pctVal>0.0393025099</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.785000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM9365</title>
        <cusip>3140XDMP8</cusip>
        <identifiers>
          <isin value="US3140XDMP81"/>
          <ticker value="FN"/>
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        <balance>90769.77</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>78537.89</valUSD>
        <pctVal>0.0109602913</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BAE Systems PLC</name>
        <lei>8SVCSVKSGDWMW2QHOH83</lei>
        <title>BALN 3.4 04/15/30 144A</title>
        <cusip>05523RAD9</cusip>
        <identifiers>
          <isin value="US05523RAD98"/>
          <ticker value="BALN"/>
        </identifiers>
        <balance>271000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>232342.41</valUSD>
        <pctVal>0.0324243558</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>L3 Harris Technologies Inc</name>
        <lei>549300UTE50ZMDBG8A20</lei>
        <title>LHX 4.4 06/15/28 *</title>
        <cusip>502431AM1</cusip>
        <identifiers>
          <isin value="US502431AM16"/>
          <ticker value="LHX"/>
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        <balance>80000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>74791.25</valUSD>
        <pctVal>0.0104374320</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM5313</title>
        <cusip>3140X83X3</cusip>
        <identifiers>
          <isin value="US3140X83X33"/>
          <ticker value="FN"/>
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        <balance>172679.07</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>143144.86</valUSD>
        <pctVal>0.0199764644</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Angel Oak Mortgage Trust 2022-3</name>
        <lei>N/A</lei>
        <title>AOMT 2022-3 A1</title>
        <cusip>03464TAA7</cusip>
        <identifiers>
          <isin value="US03464TAA79"/>
          <ticker value="AOMT"/>
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        <balance>755565.5</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>687542.24</valUSD>
        <pctVal>0.0959493974</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2067-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>L3 Harris Technologies Inc</name>
        <lei>549300UTE50ZMDBG8A20</lei>
        <title>LHX 1.8 01/15/31</title>
        <cusip>502431AN9</cusip>
        <identifiers>
          <isin value="US502431AN98"/>
          <ticker value="LHX"/>
        </identifiers>
        <balance>399000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>297843.12</valUSD>
        <pctVal>0.0415652540</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS0212</title>
        <cusip>3140XFGW5</cusip>
        <identifiers>
          <isin value="US3140XFGW54"/>
          <ticker value="FN"/>
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        <balance>258593.33</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>205556.53</valUSD>
        <pctVal>0.0286862741</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>International Business Machines Corporation</name>
        <lei>VGRQXHF3J8VDLUA7XE92</lei>
        <title>IBM 3.43 02/09/52</title>
        <cusip>459200KP5</cusip>
        <identifiers>
          <isin value="US459200KP54"/>
          <ticker value="IBM"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>130346.62</valUSD>
        <pctVal>0.0181904164</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-02-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.430000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB2837</title>
        <cusip>3140QNEK4</cusip>
        <identifiers>
          <isin value="US3140QNEK42"/>
          <ticker value="FN"/>
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        <balance>227167.35</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>180942.42</valUSD>
        <pctVal>0.0252512721</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</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>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA7026</title>
        <cusip>3140QEYY2</cusip>
        <identifiers>
          <isin value="US3140QEYY27"/>
          <ticker value="FN"/>
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        <balance>716633.37</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>597382.93</valUSD>
        <pctVal>0.0833672883</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</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>Kinder Morgan Energy Partners LP</name>
        <lei>549300PDHUGWPWGOT525</lei>
        <title>KMI 5.5 03/01/44</title>
        <cusip>494550BU9</cusip>
        <identifiers>
          <isin value="US494550BU93"/>
          <ticker value="KMI"/>
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        <balance>101000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>85315.58</valUSD>
        <pctVal>0.0119061463</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</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>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS1289</title>
        <cusip>3140XGNF2</cusip>
        <identifiers>
          <isin value="US3140XGNF22"/>
          <ticker value="FN"/>
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        <balance>286705.02</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>247164.19</valUSD>
        <pctVal>0.0344927972</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 CM0721</title>
        <cusip>3617YKYS9</cusip>
        <identifiers>
          <isin value="US3617YKYS96"/>
          <ticker value="GNR"/>
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        <balance>182646.39</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>163422.97</valUSD>
        <pctVal>0.0228063595</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Microsoft Corporation</name>
        <lei>INR2EJN1ERAN0W5ZP974</lei>
        <title>MSFT 2.921 03/17/52</title>
        <cusip>594918CE2</cusip>
        <identifiers>
          <isin value="US594918CE21"/>
          <ticker value="MSFT"/>
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        <balance>70000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>47295.54</valUSD>
        <pctVal>0.0066002906</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.921000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BT3303</title>
        <cusip>3140LRU55</cusip>
        <identifiers>
          <isin value="US3140LRU559"/>
          <ticker value="FN"/>
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        <balance>90442.39</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>74750.46</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 784577</title>
        <cusip>3622A3CN8</cusip>
        <identifiers>
          <isin value="US3622A3CN84"/>
          <ticker value="GNR"/>
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        <balance>488040.68</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>457777.58</valUSD>
        <pctVal>0.0638847774</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 BM9743</title>
        <cusip>3617K1ZG1</cusip>
        <identifiers>
          <isin value="US3617K1ZG12"/>
          <ticker value="GNR"/>
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        <balance>168938.15</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>154450.71</valUSD>
        <pctVal>0.0215542430</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA3467</title>
        <cusip>31418CZ98</cusip>
        <identifiers>
          <isin value="US31418CZ984"/>
          <ticker value="FNMA"/>
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        <balance>57406.7</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>53085.52</valUSD>
        <pctVal>0.0074083065</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BM3208</title>
        <cusip>3140J7R64</cusip>
        <identifiers>
          <isin value="US3140J7R640"/>
          <ticker value="FNMA"/>
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        <balance>38916</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37190.61</valUSD>
        <pctVal>0.0051901053</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GS 3.5 11/16/26</title>
        <cusip>38145GAH3</cusip>
        <identifiers>
          <isin value="US38145GAH39"/>
          <ticker value="GS"/>
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        <balance>570000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>522709.61</valUSD>
        <pctVal>0.0729463139</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UBS Group Funding (Switzerland) AG</name>
        <lei>549300SZJ9VS8SGXAN81</lei>
        <title>UBS 4.253 03/23/28 144A</title>
        <cusip>90352JAC7</cusip>
        <identifiers>
          <isin value="US90352JAC71"/>
          <ticker value="UBS"/>
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        <balance>770000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>684810.59</valUSD>
        <pctVal>0.0955681842</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.253000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS1248</title>
        <cusip>3140XGL64</cusip>
        <identifiers>
          <isin value="US3140XGL648"/>
          <ticker value="FN"/>
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        <balance>91153.74</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>79901.49</valUSD>
        <pctVal>0.0111505874</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>C 8.125 07/15/39</title>
        <cusip>172967EW7</cusip>
        <identifiers>
          <isin value="US172967EW71"/>
          <ticker value="C"/>
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        <balance>580000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>668974.57</valUSD>
        <pctVal>0.0933582013</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AbbVie Inc.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>ABBV 2.95 11/21/26</title>
        <cusip>00287YBV0</cusip>
        <identifiers>
          <isin value="US00287YBV02"/>
          <ticker value="ABBV"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>91322.97</valUSD>
        <pctVal>0.0127445027</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VZ 1.75 01/20/31</title>
        <cusip>92343VFR0</cusip>
        <identifiers>
          <isin value="US92343VFR06"/>
          <ticker value="VZ"/>
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        <balance>110000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>81585.89</valUSD>
        <pctVal>0.0113856524</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Home Depot Inc</name>
        <lei>QEKMOTMBBKA8I816DO57</lei>
        <title>HD 3.9 06/15/47</title>
        <cusip>437076BS0</cusip>
        <identifiers>
          <isin value="US437076BS00"/>
          <ticker value="HD"/>
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        <balance>20000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15331.56</valUSD>
        <pctVal>0.0021395834</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AS9760</title>
        <cusip>3138WKZ24</cusip>
        <identifiers>
          <isin value="US3138WKZ240"/>
          <ticker value="FNMA"/>
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        <balance>163805.75</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>156543.67</valUSD>
        <pctVal>0.0218463244</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB3044</title>
        <cusip>3140QNL26</cusip>
        <identifiers>
          <isin value="US3140QNL267"/>
          <ticker value="FN"/>
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        <balance>196250.66</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>161791.65</valUSD>
        <pctVal>0.0225787019</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</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>Targa Resources Co</name>
        <lei>5493003QENHHS261UR94</lei>
        <title>TRGP 4.95 04/15/52</title>
        <cusip>87612GAB7</cusip>
        <identifiers>
          <isin value="US87612GAB77"/>
          <ticker value="TRGP"/>
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        <balance>60000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>45020.27</valUSD>
        <pctVal>0.0062827671</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Devon Energy Corporation</name>
        <lei>54930042348RKR3ZPN35</lei>
        <title>DVN 5 06/15/45</title>
        <cusip>25179MAU7</cusip>
        <identifiers>
          <isin value="US25179MAU71"/>
          <ticker value="DVN"/>
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        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>333874.52</valUSD>
        <pctVal>0.0465935867</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FirstEnergy Corp.</name>
        <lei>549300SVYJS666PQJH88</lei>
        <title>FE 4.85 07/15/47 C</title>
        <cusip>337932AJ6</cusip>
        <identifiers>
          <isin value="US337932AJ65"/>
          <ticker value="FE"/>
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        <balance>70000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>57755.6</valUSD>
        <pctVal>0.0080600357</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>Apple Inc.</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
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        <curCd>USD</curCd>
        <valUSD>422768.49</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Comcast Corporation</name>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MILL CITY MORTGAGE LOAN TRUST</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR RA6562</title>
        <cusip>3133KNJF1</cusip>
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          <isin value="US3133KNJF15"/>
          <ticker value="FHLMC"/>
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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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          <couponKind>Fixed</couponKind>
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        <name>Federal National Mortgage Association</name>
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          <isin value="US3140JBUY07"/>
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        <balance>19933.72</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Nike, Inc.</name>
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          <ticker value="NKE"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-03-27</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>Paypal Holdings Incorporation</name>
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          <ticker value="PYPL"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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        <name>BANK 2019-BNK19</name>
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          <isin value="US06540WBG78"/>
          <ticker value="BANK"/>
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        <balance>280000</balance>
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        <curCd>USD</curCd>
        <valUSD>217995.34</valUSD>
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        <assetCat>ABS-O</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>CSMC 2019-NQM1</name>
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        <title>CSMC 2019-NQM1 A2</title>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>I/O FREDDIE MAC MULTI VAR</name>
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        <title>I/O FREDDIE MAC MULTI VAR</title>
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        <curCd>USD</curCd>
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          <couponKind>Floating</couponKind>
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        <name>Energy Transfer LP</name>
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          <ticker value="ET"/>
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        <curCd>USD</curCd>
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        <name>Citigroup Inc.</name>
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        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>Constellation Brands, Inc.</name>
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        <title>STZ 3.6 05/09/24</title>
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        <name>Harborview Mtg Loan Trust</name>
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        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FR QB5092</title>
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          <ticker value="FHLMC"/>
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        <name>Pioneer Natural Resources Company</name>
        <lei>FY8JBF7CCL2VE4F1B628</lei>
        <title>PXD 1.125 01/15/26</title>
        <cusip>723787AT4</cusip>
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        <curCd>USD</curCd>
        <valUSD>26133.38</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.125000000000</annualizedRt>
          <isDefault>N</isDefault>
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      </invstOrSec>
      <invstOrSec>
        <name>Towd Point Mortgage Trust</name>
        <lei>N/A</lei>
        <title>TPMT 2017-4 B2</title>
        <cusip>89173UAF4</cusip>
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          <isin value="US89173UAF49"/>
          <ticker value="TPMF"/>
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        <balance>330000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>251296.88</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNR 2020-97 AI</title>
        <cusip>3136BDEF1</cusip>
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          <isin value="US3136BDEF10"/>
          <ticker value="FNMA"/>
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        <balance>454471.22</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>59106.35</valUSD>
        <pctVal>0.0082485385</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BN6688</title>
        <cusip>3140JPNE1</cusip>
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          <isin value="US3140JPNE12"/>
          <ticker value="FNMA"/>
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        <balance>176984.02</balance>
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        <curCd>USD</curCd>
        <valUSD>163236.51</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FR ZS9068</title>
        <cusip>3132AACD4</cusip>
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          <isin value="US3132AACD46"/>
          <ticker value="FHLMC"/>
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        <balance>55116.36</balance>
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        <curCd>USD</curCd>
        <valUSD>51246.26</valUSD>
        <pctVal>0.0071516301</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CSMC 2021-RPL2 TRUST</name>
        <lei>N/A</lei>
        <title>CSMC 2021-RPL2 A1</title>
        <cusip>12656TAA6</cusip>
        <identifiers>
          <isin value="US12656TAA60"/>
          <ticker value="CSMC"/>
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        <balance>125526.23</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>106100.07</valUSD>
        <pctVal>0.0148067089</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM7195</title>
        <cusip>3140XA7H9</cusip>
        <identifiers>
          <isin value="US3140XA7H94"/>
          <ticker value="FN"/>
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        <balance>87495.19</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>72292.25</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Union Pacific Corporation</name>
        <lei>549300LMMRSZZCZ8CL11</lei>
        <title>UNP 2.15 02/05/27</title>
        <cusip>907818FJ2</cusip>
        <identifiers>
          <isin value="US907818FJ28"/>
          <ticker value="UNP"/>
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        <balance>120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>106964.66</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>C V3.106 04/08/26</title>
        <cusip>172967MQ1</cusip>
        <identifiers>
          <isin value="US172967MQ12"/>
          <ticker value="C"/>
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        <balance>80000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>74673.08</valUSD>
        <pctVal>0.0104209409</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.106000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FR QD6079</title>
        <cusip>3133B3XG7</cusip>
        <identifiers>
          <isin value="US3133B3XG76"/>
          <ticker value="FHLMC"/>
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        <balance>191220.55</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>158034.23</valUSD>
        <pctVal>0.0220543383</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS0424</title>
        <cusip>3140XFPJ4</cusip>
        <identifiers>
          <isin value="US3140XFPJ43"/>
          <ticker value="FN"/>
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        <balance>283707.35</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>234468.03</valUSD>
        <pctVal>0.0327209950</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Elevance Health Inc.</name>
        <lei>8MYN82XMYQH89CTMTH67</lei>
        <title>ELV 4.1 05/15/32</title>
        <cusip>036752AT0</cusip>
        <identifiers>
          <isin value="US036752AT01"/>
          <ticker value="ELV"/>
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        <balance>80000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>71966.15</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.100000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 786107</title>
        <cusip>3622ABU83</cusip>
        <identifiers>
          <isin value="US3622ABU835"/>
          <ticker value="GNR"/>
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        <balance>95600.28</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>83689.07</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SC0063</title>
        <cusip>3132D9B86</cusip>
        <identifiers>
          <isin value="US3132D9B869"/>
          <ticker value="FHLMC"/>
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        <balance>208093.36</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>196313.97</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Centerpoint Energy Houston Electric LLC</name>
        <lei>549300S8SEQBOJLKHW63</lei>
        <title>CNP 2.35 04/01/31 AE</title>
        <cusip>15189XAV0</cusip>
        <identifiers>
          <isin value="US15189XAV01"/>
          <ticker value="CNP"/>
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        <balance>75000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>60118.87</valUSD>
        <pctVal>0.0083898399</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.350000000000</annualizedRt>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS1924</title>
        <cusip>3140XHD61</cusip>
        <identifiers>
          <isin value="US3140XHD619"/>
          <ticker value="FN"/>
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        <balance>95646.77</balance>
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        <curCd>USD</curCd>
        <valUSD>78736.54</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Wells Fargo &amp; Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WFC 3 10/23/26</title>
        <cusip>949746SH5</cusip>
        <identifiers>
          <isin value="US949746SH57"/>
          <ticker value="WFC"/>
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        <balance>80000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>72393.76</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NAVIENT STUDENT LOAN TRUST</name>
        <lei>N/A</lei>
        <title>NAVSL 2017-1A A3</title>
        <cusip>63940NAC4</cusip>
        <identifiers>
          <isin value="US63940NAC48"/>
          <ticker value="NAVSL"/>
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        <balance>228612.21</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>225158.45</valUSD>
        <pctVal>0.0314218041</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-07-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.747765100000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Anglo American Capital PLC</name>
        <lei>TINT358G1SSHR3L3PW36</lei>
        <title>AALLN 4 09/11/27 144A</title>
        <cusip>034863AT7</cusip>
        <identifiers>
          <isin value="US034863AT77"/>
          <ticker value="AALLN"/>
        </identifiers>
        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>360836.93</valUSD>
        <pctVal>0.0503563039</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EOG Resources, Inc.</name>
        <lei>XWTZDRYZPBUHIQBKDB46</lei>
        <title>EOG 4.95 04/15/50</title>
        <cusip>26875PAT8</cusip>
        <identifiers>
          <isin value="US26875PAT84"/>
          <ticker value="EOG"/>
        </identifiers>
        <balance>410000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>371103.25</valUSD>
        <pctVal>0.0517890118</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BAC V2.592 04/29/31</title>
        <cusip>06051GJB6</cusip>
        <identifiers>
          <isin value="US06051GJB68"/>
          <ticker value="BAC"/>
        </identifiers>
        <balance>990000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>781647.65</valUSD>
        <pctVal>0.1090822012</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.592000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Energy Transfer LP</name>
        <lei>5493006LL0CKP8WQW329</lei>
        <title>ET 5.4 10/01/47</title>
        <cusip>86765BAV1</cusip>
        <identifiers>
          <isin value="US86765BAV18"/>
          <ticker value="ET"/>
        </identifiers>
        <balance>160000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>127038.95</valUSD>
        <pctVal>0.0177288172</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Energy Transfer LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
        <title>ET 2.9 05/15/25</title>
        <cusip>29278NAP8</cusip>
        <identifiers>
          <isin value="US29278NAP87"/>
          <ticker value="ET"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>185655.99</valUSD>
        <pctVal>0.0259090705</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Pepsico Inc</name>
        <lei>FJSUNZKFNQ5YPJ5OT455</lei>
        <title>PEP 0.75 05/01/23</title>
        <cusip>713448EY0</cusip>
        <identifiers>
          <isin value="US713448EY04"/>
          <ticker value="PEP"/>
        </identifiers>
        <balance>120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>117702.89</valUSD>
        <pctVal>0.0164259310</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Coca-Cola Company</name>
        <lei>UWJKFUJFZ02DKWI3RY53</lei>
        <title>KO 2.5 06/01/40</title>
        <cusip>191216CW8</cusip>
        <identifiers>
          <isin value="US191216CW80"/>
          <ticker value="KO"/>
        </identifiers>
        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34573.6</valUSD>
        <pctVal>0.0048248906</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MHC TRUST 2021-MHC2</name>
        <lei>N/A</lei>
        <title>MHC 2021-MHC2 A</title>
        <cusip>55293AAA5</cusip>
        <identifiers>
          <isin value="US55293AAA51"/>
          <ticker value="MHC"/>
        </identifiers>
        <balance>240000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>229483.2</valUSD>
        <pctVal>0.0320253411</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.438750000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS0191</title>
        <cusip>3140XFF97</cusip>
        <identifiers>
          <isin value="US3140XFF972"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>94469.7</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>78066.01</valUSD>
        <pctVal>0.0108944384</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Leidos Inc</name>
        <lei>5493006I78VIN6J1BQ95</lei>
        <title>LDOS 2.3 02/15/31</title>
        <cusip>52532XAH8</cusip>
        <identifiers>
          <isin value="US52532XAH89"/>
          <ticker value="LDOS"/>
        </identifiers>
        <balance>184000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>135680.22</valUSD>
        <pctVal>0.0189347426</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA4586</title>
        <cusip>31418ECY4</cusip>
        <identifiers>
          <isin value="US31418ECY41"/>
          <ticker value="FNMA"/>
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        <balance>85866.56</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>70334.28</valUSD>
        <pctVal>0.0098154432</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SMRT 2022-MINI</name>
        <lei>N/A</lei>
        <title>SMRT 2022-MINI A</title>
        <cusip>78457JAA0</cusip>
        <identifiers>
          <isin value="US78457JAA07"/>
          <ticker value="SMRT"/>
        </identifiers>
        <balance>310000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>293755.47</valUSD>
        <pctVal>0.0409948054</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.845380000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COLT 2022-2 MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>COLT 2022-2 A1</title>
        <cusip>19685EAA9</cusip>
        <identifiers>
          <isin value="US19685EAA91"/>
          <ticker value="COLT"/>
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        <balance>174131.18</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>146321.51</valUSD>
        <pctVal>0.0204197792</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-31</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.994000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD1345</title>
        <cusip>3132DNP64</cusip>
        <identifiers>
          <isin value="US3132DNP644"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>.01</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>.01</valUSD>
        <pctVal>0.0000000014</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PT Pertamina (Persero)</name>
        <lei>254900NDAKGNZ2IBBL45</lei>
        <title>PERTIJ 6 05/03/42 144A</title>
        <cusip>69369EAD1</cusip>
        <identifiers>
          <isin value="US69369EAD13"/>
          <ticker value="PERTIJ"/>
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        <balance>280000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>238572.41</valUSD>
        <pctVal>0.0332937784</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-05-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA4451</title>
        <cusip>36179S5L7</cusip>
        <identifiers>
          <isin value="US36179S5L78"/>
          <ticker value="GNR"/>
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        <balance>33990.18</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30925.16</valUSD>
        <pctVal>0.0043157355</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Corporacion Nacional del Cobre de Chile</name>
        <lei>549300UVMBCBCIPSUI70</lei>
        <title>CDEL 3.7 01/30/50 144A</title>
        <cusip>21987BBA5</cusip>
        <identifiers>
          <isin value="US21987BBA52"/>
          <ticker value="CDEL"/>
        </identifiers>
        <balance>660000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>421178.76</valUSD>
        <pctVal>0.0587772588</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CL</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-01-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Boeing Company</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BA 5.705 05/01/40</title>
        <cusip>097023CV5</cusip>
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          <isin value="US097023CV59"/>
          <ticker value="BA"/>
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        <balance>170000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>147480.02</valUSD>
        <pctVal>0.0205814541</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2040-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.705000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM3002</title>
        <cusip>3140X6KQ3</cusip>
        <identifiers>
          <isin value="US3140X6KQ34"/>
          <ticker value="FN"/>
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        <balance>28843.83</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27658.87</valUSD>
        <pctVal>0.0038599111</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Altria Group, Inc.</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
        <title>MO 3.4 02/04/41</title>
        <cusip>02209SBM4</cusip>
        <identifiers>
          <isin value="US02209SBM44"/>
          <ticker value="MO"/>
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        <balance>100000</balance>
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        <curCd>USD</curCd>
        <valUSD>61181.62</valUSD>
        <pctVal>0.0085381512</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-02-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB0470</title>
        <cusip>3140QKQY7</cusip>
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          <isin value="US3140QKQY78"/>
          <ticker value="FN"/>
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        <balance>174344</balance>
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        <curCd>USD</curCd>
        <valUSD>147979.23</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Merck &amp; Co., Inc</name>
        <lei>4YV9Y5M8S0BRK1RP0397</lei>
        <title>MRK 2.75 12/10/51</title>
        <cusip>58933YBF1</cusip>
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          <isin value="US58933YBF16"/>
          <ticker value="MRK"/>
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        <balance>250000</balance>
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        <curCd>USD</curCd>
        <valUSD>158823.96</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>2051-12-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</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>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BU2599</title>
        <cusip>3140M33H1</cusip>
        <identifiers>
          <isin value="US3140M33H11"/>
          <ticker value="FN"/>
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        <balance>94445.67</balance>
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        <curCd>USD</curCd>
        <valUSD>78045.4</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Energy Transfer LP</name>
        <lei>5493006LL0CKP8WQW329</lei>
        <title>ET 5.3 04/01/44</title>
        <cusip>86765BAP4</cusip>
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          <isin value="US86765BAP40"/>
          <ticker value="ET"/>
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        <balance>160000</balance>
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        <curCd>USD</curCd>
        <valUSD>125920.93</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>2044-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Uruguay (Republic of)</name>
        <lei>549300RDR012H2V82H43</lei>
        <title>URUGUA 5.1 06/18/50</title>
        <cusip>760942BA9</cusip>
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          <isin value="US760942BA98"/>
          <ticker value="URUGUA"/>
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        <balance>510000</balance>
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        <curCd>USD</curCd>
        <valUSD>455541.98</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>UY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.100000000000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 786077</title>
        <cusip>3622ABUA8</cusip>
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          <isin value="US3622ABUA84"/>
          <ticker value="GNR"/>
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        <balance>95194.91</balance>
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        <curCd>USD</curCd>
        <valUSD>83074.82</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Constellation Brands, Inc.</name>
        <lei>5493005GKEG8QCVY7037</lei>
        <title>STZ 4.35 05/09/27</title>
        <cusip>21036PBK3</cusip>
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          <isin value="US21036PBK30"/>
          <ticker value="STZ"/>
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        <curCd>USD</curCd>
        <valUSD>124107.49</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-05-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.350000000000</annualizedRt>
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      <invstOrSec>
        <name>SG RESIDENTIAL MORTGAGE TRUST 2022-2</name>
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        <title>SGR 2022-2 A1</title>
        <cusip>78434KAA5</cusip>
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          <ticker value="SGR"/>
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        <balance>754019.69</balance>
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        <curCd>USD</curCd>
        <valUSD>726953.4</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2062-08-25</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNR 2021-14 AB</title>
        <cusip>38380RRS1</cusip>
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          <isin value="US38380RRS12"/>
          <ticker value="GNR"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>1.340000000000</annualizedRt>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS0496</title>
        <cusip>3140XFRS2</cusip>
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          <isin value="US3140XFRS24"/>
          <ticker value="FN"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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          <maturityDt>2049-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA6635</title>
        <cusip>3140QELR1</cusip>
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          <isin value="US3140QELR13"/>
          <ticker value="FN"/>
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        <curCd>USD</curCd>
        <valUSD>72650.26</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNR 2020-47 NI</title>
        <cusip>38382EDT1</cusip>
        <identifiers>
          <isin value="US38382EDT10"/>
          <ticker value="GNR"/>
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        <balance>75618.81</balance>
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        <curCd>USD</curCd>
        <valUSD>11722.73</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>CMCSA 2.8 01/15/51</title>
        <cusip>20030NDL2</cusip>
        <identifiers>
          <isin value="US20030NDL29"/>
          <ticker value="CMCSA"/>
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        <balance>340000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>202113.57</valUSD>
        <pctVal>0.0282057947</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.800000000000</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>Elevance Health Inc.</name>
        <lei>8MYN82XMYQH89CTMTH67</lei>
        <title>ELV 6.1 10/15/52</title>
        <cusip>036752AX1</cusip>
        <identifiers>
          <isin value="US036752AX13"/>
          <ticker value="ELV"/>
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        <balance>25000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25483.35</valUSD>
        <pctVal>0.0035563082</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ohio Power Company</name>
        <lei>06ZODLC132CY1O2Y7D77</lei>
        <title>AEP 4.15 04/01/48</title>
        <cusip>677415CQ2</cusip>
        <identifiers>
          <isin value="US677415CQ28"/>
          <ticker value="AEP"/>
        </identifiers>
        <balance>14000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10445.93</valUSD>
        <pctVal>0.0014577733</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 CN5011</title>
        <cusip>3617F4R88</cusip>
        <identifiers>
          <isin value="US3617F4R884"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>193224.79</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>172890.53</valUSD>
        <pctVal>0.0241275971</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Colombia (Republic of)</name>
        <lei>549300MHDRBVRF6B9117</lei>
        <title>COLOM 5 06/15/45</title>
        <cusip>195325CU7</cusip>
        <identifiers>
          <isin value="US195325CU73"/>
          <ticker value="COLOM"/>
        </identifiers>
        <balance>810000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>490536.04</valUSD>
        <pctVal>0.0684563576</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Altria Group, Inc.</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
        <title>MO 2.45 02/04/32</title>
        <cusip>02209SBL6</cusip>
        <identifiers>
          <isin value="US02209SBL60"/>
          <ticker value="MO"/>
        </identifiers>
        <balance>180000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>127918.33</valUSD>
        <pctVal>0.0178515384</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VZ 3.4 03/22/41</title>
        <cusip>92343VGK4</cusip>
        <identifiers>
          <isin value="US92343VGK44"/>
          <ticker value="VZ"/>
        </identifiers>
        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35549.21</valUSD>
        <pctVal>0.0049610410</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-03-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lowes Companies, Inc.</name>
        <lei>WAFCR4OKGSC504WU3E95</lei>
        <title>LOW 1.7 09/15/28</title>
        <cusip>548661ED5</cusip>
        <identifiers>
          <isin value="US548661ED58"/>
          <ticker value="LOW"/>
        </identifiers>
        <balance>180000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>147191.3</valUSD>
        <pctVal>0.0205411620</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>T 3.65 09/15/59</title>
        <cusip>00206RLV2</cusip>
        <identifiers>
          <isin value="US00206RLV23"/>
          <ticker value="T"/>
        </identifiers>
        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25231.81</valUSD>
        <pctVal>0.0035212047</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Williams Partners L.P.</name>
        <lei>D71FAKCBLFS2O0RBPG08</lei>
        <title>WMB 5.1 09/15/45</title>
        <cusip>96949LAC9</cusip>
        <identifiers>
          <isin value="US96949LAC90"/>
          <ticker value="WMB"/>
        </identifiers>
        <balance>140000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>114929.68</valUSD>
        <pctVal>0.0160389179</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>CMCSA 3.4 07/15/46</title>
        <cusip>20030NBU4</cusip>
        <identifiers>
          <isin value="US20030NBU46"/>
          <ticker value="CMCSA"/>
        </identifiers>
        <balance>20000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13623.64</valUSD>
        <pctVal>0.0019012360</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Anheuser-Busch Companies LLC / Anheuser-Busch InBev Worldwide Inc</name>
        <lei>5493002J2SVENP0PVK27</lei>
        <title>ABIBB 3.65 02/01/26 *</title>
        <cusip>03522AAG5</cusip>
        <identifiers>
          <isin value="US03522AAG58"/>
          <ticker value="ABIBB"/>
        </identifiers>
        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>287330.48</valUSD>
        <pctVal>0.0400981711</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="9670.960000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC Holdings PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC V3.973 05/22/30</title>
        <cusip>404280CC1</cusip>
        <identifiers>
          <isin value="US404280CC17"/>
          <ticker value="HSBC"/>
        </identifiers>
        <balance>550000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>453366.13</valUSD>
        <pctVal>0.0632691410</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.973000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Occidental Petroleum Corporation</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>OXY 4.1 02/15/47</title>
        <cusip>674599CL7</cusip>
        <identifiers>
          <isin value="US674599CL77"/>
          <ticker value="OXY"/>
        </identifiers>
        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39504.66</valUSD>
        <pctVal>0.0055130407</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Elevance Health Inc.</name>
        <lei>8MYN82XMYQH89CTMTH67</lei>
        <title>ELV 2.95 12/01/22</title>
        <cusip>036752AF0</cusip>
        <identifiers>
          <isin value="US036752AF07"/>
          <ticker value="ELV"/>
        </identifiers>
        <balance>30000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29962.48</valUSD>
        <pctVal>0.0041813895</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>T 2.3 06/01/27</title>
        <cusip>00206RJX1</cusip>
        <identifiers>
          <isin value="US00206RJX17"/>
          <ticker value="T"/>
        </identifiers>
        <balance>170000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>148265.19</valUSD>
        <pctVal>0.0206910278</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RESIDENTIAL MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>RMLT 2020-2 A1</title>
        <cusip>76123MAA1</cusip>
        <identifiers>
          <isin value="US76123MAA18"/>
          <ticker value="RMLT"/>
        </identifiers>
        <balance>74600.18</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>73152.52</valUSD>
        <pctVal>0.0102087404</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.654000100000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Enterprise Products Operating LLC</name>
        <lei>5493004LGN656HWLDA30</lei>
        <title>EPD 4.2 01/31/50</title>
        <cusip>29379VBW2</cusip>
        <identifiers>
          <isin value="US29379VBW28"/>
          <ticker value="EPD"/>
        </identifiers>
        <balance>60000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44095</valUSD>
        <pctVal>0.0061536418</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo &amp; Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WFC V5.013 04/04/51 MTN</title>
        <cusip>95000U2M4</cusip>
        <identifiers>
          <isin value="US95000U2M49"/>
          <ticker value="WFC"/>
        </identifiers>
        <balance>2470000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2093601.37</valUSD>
        <pctVal>0.2921708341</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-04-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.013000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Energy Transfer LP</name>
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          <ticker value="ET"/>
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        <name>Federal National Mortgage Association</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
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          <isin value="US3140XFUJ87"/>
          <ticker value="FN"/>
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        <balance>95147.26</balance>
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        <issuerCat>USGSE</issuerCat>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
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          <ticker value="FN"/>
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        <valUSD>.01</valUSD>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD0618</title>
        <cusip>3132DMVK8</cusip>
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          <isin value="US3132DMVK88"/>
          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>76366.41</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2051-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNR 2020-47 GZ</title>
        <cusip>3136BAS21</cusip>
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          <isin value="US3136BAS210"/>
          <ticker value="FNMA"/>
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        <balance>209546.39</balance>
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        <curCd>USD</curCd>
        <valUSD>117045.03</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</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>Bristol-Myers Squibb Company</name>
        <lei>HLYYNH7UQUORYSJQCN42</lei>
        <title>BMY 3.2 06/15/26</title>
        <cusip>110122CN6</cusip>
        <identifiers>
          <isin value="US110122CN68"/>
          <ticker value="BMY"/>
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        <balance>105000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>99059.46</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.200000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>The Boeing Company</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BA 5.15 05/01/30</title>
        <cusip>097023CY9</cusip>
        <identifiers>
          <isin value="US097023CY98"/>
          <ticker value="BA"/>
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        <balance>470000</balance>
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        <curCd>USD</curCd>
        <valUSD>434272.6</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.150000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR QB5093</title>
        <cusip>3133ABUS7</cusip>
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          <isin value="US3133ABUS78"/>
          <ticker value="FHLMC"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS0240</title>
        <cusip>3140XFHS3</cusip>
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          <isin value="US3140XFHS34"/>
          <ticker value="FN"/>
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        <balance>187841.18</balance>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB3082</title>
        <cusip>3140QNM82</cusip>
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          <isin value="US3140QNM828"/>
          <ticker value="FN"/>
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        <balance>92269.25</balance>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VZ 2.355 03/15/32</title>
        <cusip>92343VGN8</cusip>
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          <ticker value="VZ"/>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 CL5523</title>
        <cusip>3617YDD41</cusip>
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          <isin value="US3617YDD415"/>
          <ticker value="GNR"/>
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        <issuerCat>USGA</issuerCat>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNR 2022-139 AL</title>
        <cusip>38383M3M8</cusip>
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      <invstOrSec>
        <name>Texas Instruments Incorporated</name>
        <lei>WDJNR2L6D8RWOEB8T652</lei>
        <title>TXN 2.9 11/03/27</title>
        <cusip>882508BC7</cusip>
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          <ticker value="TXN"/>
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        <balance>390000</balance>
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        <curCd>USD</curCd>
        <valUSD>355864.3</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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          <maturityDt>2027-11-03</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Moodys Corp</name>
        <lei>549300GCEDD8YCF5WU84</lei>
        <title>MCO 3.25 01/15/28</title>
        <cusip>615369AM7</cusip>
        <identifiers>
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          <ticker value="MCO"/>
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        <balance>285000</balance>
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        <curCd>USD</curCd>
        <valUSD>255201.31</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BAC V3.004 12/20/23</title>
        <cusip>06051GHC6</cusip>
        <identifiers>
          <isin value="US06051GHC69"/>
          <ticker value="BAC"/>
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        <balance>419000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>417491.26</valUSD>
        <pctVal>0.0582626528</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>T 2.25 02/01/32</title>
        <cusip>00206RKH4</cusip>
        <identifiers>
          <isin value="US00206RKH48"/>
          <ticker value="T"/>
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        <balance>30000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22540.16</valUSD>
        <pctVal>0.0031455737</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNR 2021-61 KI</title>
        <cusip>3136BGVA6</cusip>
        <identifiers>
          <isin value="US3136BGVA60"/>
          <ticker value="FNMA"/>
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        <balance>551302.98</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>82584.41</valUSD>
        <pctVal>0.0115250001</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</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>DP World PLC</name>
        <lei>549300M3U2DNF4QVSS04</lei>
        <title>DPWDU 5.625 09/25/48 144A</title>
        <cusip>23330JAB7</cusip>
        <identifiers>
          <isin value="US23330JAB70"/>
          <ticker value="DPWDU"/>
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        <balance>700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>576094.4</valUSD>
        <pctVal>0.0803963848</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AE</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Enterprise Products Operating LLC</name>
        <lei>5493004LGN656HWLDA30</lei>
        <title>EPD 4.8 02/01/49</title>
        <cusip>29379VBU6</cusip>
        <identifiers>
          <isin value="US29379VBU61"/>
          <ticker value="EPD"/>
        </identifiers>
        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32141.38</valUSD>
        <pctVal>0.0044854641</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MPLX LP</name>
        <lei>5493000CZJ19CK4P3G36</lei>
        <title>MPLX 4.8 02/15/29</title>
        <cusip>55336VAS9</cusip>
        <identifiers>
          <isin value="US55336VAS97"/>
          <ticker value="MPLX"/>
        </identifiers>
        <balance>30000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27767.8</valUSD>
        <pctVal>0.0038751127</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Coca-Cola Company</name>
        <lei>UWJKFUJFZ02DKWI3RY53</lei>
        <title>KO 1.45 06/01/27</title>
        <cusip>191216CU2</cusip>
        <identifiers>
          <isin value="US191216CU25"/>
          <ticker value="KO"/>
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        <balance>90000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>78149.73</valUSD>
        <pctVal>0.0109061219</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="78704.340000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>CSMC TRUST</name>
        <lei>N/A</lei>
        <title>CSMC 2021-NQM6 A3</title>
        <cusip>12662KAC3</cusip>
        <identifiers>
          <isin value="US12662KAC36"/>
          <ticker value="CSMC"/>
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        <balance>659228.52</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>495878.22</valUSD>
        <pctVal>0.0692018811</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.585000100000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS1556</title>
        <cusip>3140XGWS4</cusip>
        <identifiers>
          <isin value="US3140XGWS42"/>
          <ticker value="FN"/>
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        <balance>777315.64</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>690101.27</valUSD>
        <pctVal>0.0963065207</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA2963</title>
        <cusip>3140QAJH4</cusip>
        <identifiers>
          <isin value="US3140QAJH47"/>
          <ticker value="FN"/>
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        <balance>179731.83</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>171462.02</valUSD>
        <pctVal>0.0239282426</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BE2735</title>
        <cusip>3140FNBD5</cusip>
        <identifiers>
          <isin value="US3140FNBD54"/>
          <ticker value="FNMA"/>
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        <balance>8605.48</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8181.58</valUSD>
        <pctVal>0.0011417737</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Deere &amp; Company</name>
        <lei>PWFTNG3EI0Y73OXWDH08</lei>
        <title>DE 3.75 04/15/50</title>
        <cusip>244199BK0</cusip>
        <identifiers>
          <isin value="US244199BK00"/>
          <ticker value="DE"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>157100.86</valUSD>
        <pctVal>0.0219240826</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="80415.430000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Nike, Inc.</name>
        <lei>787RXPR0UX0O0XUXPZ81</lei>
        <title>NKE 2.4 03/27/25</title>
        <cusip>654106AH6</cusip>
        <identifiers>
          <isin value="US654106AH65"/>
          <ticker value="NKE"/>
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        <balance>60000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>56681.45</valUSD>
        <pctVal>0.0079101336</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA3516</title>
        <cusip>3140QA4A5</cusip>
        <identifiers>
          <isin value="US3140QA4A56"/>
          <ticker value="FN"/>
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        <balance>326815.31</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>316639.16</valUSD>
        <pctVal>0.0441883201</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>C V2.976 11/05/30</title>
        <cusip>17308CC53</cusip>
        <identifiers>
          <isin value="US17308CC539"/>
          <ticker value="C"/>
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        <balance>463000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>377698.79</valUSD>
        <pctVal>0.0527094470</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-11-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.976000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Boeing Company</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BA 5.805 05/01/50</title>
        <cusip>097023CW3</cusip>
        <identifiers>
          <isin value="US097023CW33"/>
          <ticker value="BA"/>
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        <balance>510000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>438629.33</valUSD>
        <pctVal>0.0612125589</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.805000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNR 2020-47 MI</title>
        <cusip>38382EDP9</cusip>
        <identifiers>
          <isin value="US38382EDP97"/>
          <ticker value="GNR"/>
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        <balance>277168.46</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44887.02</valUSD>
        <pctVal>0.0062641715</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNR 2022-63 LM</title>
        <cusip>38383REY9</cusip>
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          <isin value="US38383REY99"/>
          <ticker value="GNR"/>
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        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>331059.72</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Southern Natural Gas Company</name>
        <lei>N/A</lei>
        <title>SONGAS 8 03/01/32</title>
        <cusip>843452AZ6</cusip>
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          <isin value="US843452AZ62"/>
          <ticker value="SONGAS"/>
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        <balance>80000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>84882.4</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>2032-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Vici Properties Inc</name>
        <lei>254900X4QE7SGKQLLN38</lei>
        <title>VICI 4.25 12/01/26 144A</title>
        <cusip>92564RAA3</cusip>
        <identifiers>
          <isin value="US92564RAA32"/>
          <ticker value="VICI"/>
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        <balance>31000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28236.97</valUSD>
        <pctVal>0.0039405874</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Baltimore Gas &amp; Electric Company</name>
        <lei>88V8C2WYSOD1SPSSLH72</lei>
        <title>EXC 2.9 06/15/50</title>
        <cusip>059165EM8</cusip>
        <identifiers>
          <isin value="US059165EM80"/>
          <ticker value="EXC"/>
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        <balance>265000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>163230.2</valUSD>
        <pctVal>0.0227794576</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.900000000000</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>Chevron USA Inc</name>
        <lei>VA8TZDWPEZYU430RZ444</lei>
        <title>CVX 3.85 01/15/28</title>
        <cusip>166756AR7</cusip>
        <identifiers>
          <isin value="US166756AR79"/>
          <ticker value="CVX"/>
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        <balance>240000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>227239.97</valUSD>
        <pctVal>0.0317122889</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM4737</title>
        <cusip>3140X8HP5</cusip>
        <identifiers>
          <isin value="US3140X8HP53"/>
          <ticker value="FN"/>
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        <balance>.01</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>.01</valUSD>
        <pctVal>0.0000000014</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo &amp; Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WFC V2.188 04/30/26</title>
        <cusip>95000U2N2</cusip>
        <identifiers>
          <isin value="US95000U2N22"/>
          <ticker value="WFC"/>
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        <balance>570000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>518672.98</valUSD>
        <pctVal>0.0723829853</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.188000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNR 2020-H09 FL</title>
        <cusip>38380QAW2</cusip>
        <identifiers>
          <isin value="US38380QAW24"/>
          <ticker value="GNR"/>
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        <balance>128901.41</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>126098.98</valUSD>
        <pctVal>0.0175976405</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2070-05-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.884420000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Export-Import Bank of India</name>
        <lei>335800OFZ8YEIVN1QI11</lei>
        <title>EXIMBK 3.375 08/05/26 144A</title>
        <cusip>30216JAA3</cusip>
        <identifiers>
          <isin value="US30216JAA34"/>
          <ticker value="EXIMBK"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>181633.65</valUSD>
        <pctVal>0.0253477361</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IN</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BM4897</title>
        <cusip>3140J9NP2</cusip>
        <identifiers>
          <isin value="US3140J9NP20"/>
          <ticker value="FNMA"/>
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        <balance>78162.69</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>70907.03</valUSD>
        <pctVal>0.0098953728</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB0101</title>
        <cusip>3140QKDF2</cusip>
        <identifiers>
          <isin value="US3140QKDF27"/>
          <ticker value="FN"/>
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        <balance>174338.66</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>148515.97</valUSD>
        <pctVal>0.0207260252</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</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>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BT3244</title>
        <cusip>3140LRTA6</cusip>
        <identifiers>
          <isin value="US3140LRTA63"/>
          <ticker value="FN"/>
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        <balance>88623.62</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>73134.7</valUSD>
        <pctVal>0.0102062535</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</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>Telefonica Emisiones S.A.U.</name>
        <lei>549300Y5MFC4SW5Z3K71</lei>
        <title>TELEFO 4.103 03/08/27</title>
        <cusip>87938WAT0</cusip>
        <identifiers>
          <isin value="US87938WAT09"/>
          <ticker value="TELEFO"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>137334.02</valUSD>
        <pctVal>0.0191655373</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.103000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AL9397</title>
        <cusip>3138ERNP1</cusip>
        <identifiers>
          <isin value="US3138ERNP16"/>
          <ticker value="FNMA"/>
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        <balance>105613.1</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>91630.03</valUSD>
        <pctVal>0.0127873542</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Amazon.com, Inc.</name>
        <lei>ZXTILKJKG63JELOEG630</lei>
        <title>AMZN 2.5 06/03/50</title>
        <cusip>023135BT2</cusip>
        <identifiers>
          <isin value="US023135BT22"/>
          <ticker value="AMZN"/>
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        <balance>173000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>102746.69</valUSD>
        <pctVal>0.0143387306</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</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>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA7938</title>
        <cusip>3140QFZC6</cusip>
        <identifiers>
          <isin value="US3140QFZC62"/>
          <ticker value="FN"/>
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        <balance>318535.04</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>288042.3</valUSD>
        <pctVal>0.0401975086</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS1454</title>
        <cusip>3140XGTL3</cusip>
        <identifiers>
          <isin value="US3140XGTL36"/>
          <ticker value="FN"/>
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        <balance>195002.14</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>172058.33</valUSD>
        <pctVal>0.0240114601</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
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      <invstOrSec>
        <name>BP Capital Markets America, Inc.</name>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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          <ticker value="FHLMC"/>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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          <isin value="US3622A2R381"/>
          <ticker value="GNR"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SLM Private Education Loan Tst</name>
        <lei>549300JEA36NHBYED811</lei>
        <title>SLMA 2010-C A5</title>
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          <isin value="US78445QAE17"/>
          <ticker value="SLMA"/>
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        <balance>245653.95</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>262597.34</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
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      <invstOrSec>
        <name>Raytheon Technologies Corporation</name>
        <lei>I07WOS4YJ0N7YRFE7309</lei>
        <title>RTX 4.15 05/15/45</title>
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          <isin value="US913017CA50"/>
          <ticker value="RTX"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>117695.38</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA7590</title>
        <cusip>36179WNF1</cusip>
        <identifiers>
          <isin value="US36179WNF13"/>
          <ticker value="GNR"/>
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        <balance>1539204.5</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1350824.62</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD0849</title>
        <cusip>3132DM5J0</cusip>
        <identifiers>
          <isin value="US3132DM5J07"/>
          <ticker value="FHLMC"/>
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        <balance>95643.43</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>79044</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Berkshire Hathaway Finance Corporation</name>
        <lei>549300RLHFT5RU20WM87</lei>
        <title>BRK 4.25 01/15/49</title>
        <cusip>084664CR0</cusip>
        <identifiers>
          <isin value="US084664CR08"/>
          <ticker value="BRK"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>121848.11</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>BNP Paribas SA</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
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        <identifiers>
          <isin value="US09659W2G82"/>
          <ticker value="BNP"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>196564</valUSD>
        <pctVal>0.0274313289</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.705000000000</annualizedRt>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BR4056</title>
        <cusip>3140L2QJ5</cusip>
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          <isin value="US3140L2QJ51"/>
          <ticker value="FN"/>
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        <balance>81894.93</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>65311.58</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BQ9226</title>
        <cusip>3140KVHC7</cusip>
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          <isin value="US3140KVHC78"/>
          <ticker value="FN"/>
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        <balance>83865.84</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR QC6303</title>
        <cusip>3133ARAC9</cusip>
        <identifiers>
          <isin value="US3133ARAC98"/>
          <ticker value="FHLMC"/>
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        <balance>93590.52</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>74483.62</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 CL6051</title>
        <cusip>3617YDWL2</cusip>
        <identifiers>
          <isin value="US3617YDWL29"/>
          <ticker value="GNR"/>
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        <balance>288561.08</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>249968.07</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VZ 2.65 11/20/40</title>
        <cusip>92343VFT6</cusip>
        <identifiers>
          <isin value="US92343VFT61"/>
          <ticker value="VZ"/>
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        <balance>398000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>252635.43</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>2040-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Centerpoint Energy Houston Electric LLC</name>
        <lei>549300S8SEQBOJLKHW63</lei>
        <title>CNP 3.35 04/01/51 AF</title>
        <cusip>15189XAW8</cusip>
        <identifiers>
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          <ticker value="CNP"/>
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        <balance>131000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>89537.82</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>2051-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Benchmark 2019-B10 Mtg Tr</name>
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        <title>BMARK 2019-B10 A4</title>
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        <curCd>USD</curCd>
        <valUSD>445547.55</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Small Business Administration</name>
        <lei>N/A</lei>
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        <cusip>83162CB51</cusip>
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          <ticker value="SBAP"/>
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        <balance>35487.43</balance>
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        <curCd>USD</curCd>
        <valUSD>32318.94</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.980000000000</annualizedRt>
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      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST 2022-4</name>
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        <title>TPMT 2022-4 A1</title>
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          <isin value="US89180YAA82"/>
          <ticker value="TPMT"/>
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        <balance>558120.92</balance>
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        <curCd>USD</curCd>
        <valUSD>515840.64</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
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      <invstOrSec>
        <name>MetLife Inc.</name>
        <lei>C4BXATY60WC6XEOZDX54</lei>
        <title>MET 6.4 12/15/36</title>
        <cusip>59156RAP3</cusip>
        <identifiers>
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          <ticker value="MET"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>92282</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.400000000000</annualizedRt>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BR2644</title>
        <cusip>3140L05E3</cusip>
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          <isin value="US3140L05E35"/>
          <ticker value="FN"/>
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        <balance>75880.95</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>60584.55</valUSD>
        <pctVal>0.0084548275</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR QC0161</title>
        <cusip>3133AJFA6</cusip>
        <identifiers>
          <isin value="US3133AJFA61"/>
          <ticker value="FHLMC"/>
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        <balance>84136.68</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>67155.75</valUSD>
        <pctVal>0.0093718660</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Johnson &amp; Johnson</name>
        <lei>549300G0CFPGEF6X2043</lei>
        <title>JNJ 3.625 03/03/37</title>
        <cusip>478160CF9</cusip>
        <identifiers>
          <isin value="US478160CF96"/>
          <ticker value="JNJ"/>
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        <balance>70000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>59843.78</valUSD>
        <pctVal>0.0083514500</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.625000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.</name>
        <lei>549300TPZNMN50BJ3745</lei>
        <title>CHTR 4.2 03/15/28</title>
        <cusip>161175BK9</cusip>
        <identifiers>
          <isin value="US161175BK95"/>
          <ticker value="CHTR"/>
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        <balance>90000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>80644.15</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BM4226</title>
        <cusip>3140J8VU4</cusip>
        <identifiers>
          <isin value="US3140J8VU40"/>
          <ticker value="FNMA"/>
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        <balance>612796.79</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>535327.65</valUSD>
        <pctVal>0.0747072142</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Anheuser-Busch InBev Worldwide Inc.</name>
        <lei>549300CRGMZK3K53BF92</lei>
        <title>ABIBB 4.35 06/01/40</title>
        <cusip>035240AS9</cusip>
        <identifiers>
          <isin value="US035240AS95"/>
          <ticker value="ABIBB"/>
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        <balance>130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>108677.93</valUSD>
        <pctVal>0.0151664600</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Occidental Petroleum Corporation</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>OXY 3 02/15/27</title>
        <cusip>674599CM5</cusip>
        <identifiers>
          <isin value="US674599CM50"/>
          <ticker value="OXY"/>
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        <balance>220000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>199650</valUSD>
        <pctVal>0.0278619932</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>FirstEnergy Corp.</name>
        <lei>549300SVYJS666PQJH88</lei>
        <title>FE 3.9 07/15/27 B</title>
        <cusip>337932AH0</cusip>
        <identifiers>
          <isin value="US337932AH00"/>
          <ticker value="FE"/>
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        <balance>340000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>319297.4</valUSD>
        <pctVal>0.0445592886</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA5019</title>
        <cusip>36179TSG1</cusip>
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          <isin value="US36179TSG12"/>
          <ticker value="GNR"/>
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        <balance>1829.73</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1665.16</valUSD>
        <pctVal>0.0002323800</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2048-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.</name>
        <lei>549300TPZNMN50BJ3745</lei>
        <title>CHTR 5.75 04/01/48</title>
        <cusip>161175BN3</cusip>
        <identifiers>
          <isin value="US161175BN35"/>
          <ticker value="CHTR"/>
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        <balance>120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>96249.75</valUSD>
        <pctVal>0.0134320555</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Danske Bank A/S</name>
        <lei>MAES062Z21O4RZ2U7M96</lei>
        <title>DANBNK 3.875 09/12/23 144A</title>
        <cusip>23636AAP6</cusip>
        <identifiers>
          <isin value="US23636AAP66"/>
          <ticker value="DANBNK"/>
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        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>391605.28</valUSD>
        <pctVal>0.0546501559</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>C 4.65 07/23/48</title>
        <cusip>172967MD0</cusip>
        <identifiers>
          <isin value="US172967MD09"/>
          <ticker value="C"/>
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        <balance>30000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24075.05</valUSD>
        <pctVal>0.0033597740</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-07-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Walmart Inc</name>
        <lei>Y87794H0US1R65VBXU25</lei>
        <title>WMT 1.8 09/22/31</title>
        <cusip>931142ET6</cusip>
        <identifiers>
          <isin value="US931142ET65"/>
          <ticker value="WMT"/>
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        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31634.23</valUSD>
        <pctVal>0.0044146892</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHR 5148 BI</title>
        <cusip>3137H2UH5</cusip>
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          <isin value="US3137H2UH51"/>
          <ticker value="FHLMC"/>
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        <balance>843123.2</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>121135.3</valUSD>
        <pctVal>0.0169049381</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Piedmont Natural Gas Company, Inc.</name>
        <lei>VXB4M3BDPKF3I2AZ3G89</lei>
        <title>DUK 2.5 03/15/31</title>
        <cusip>720186AN5</cusip>
        <identifiers>
          <isin value="US720186AN51"/>
          <ticker value="DUK"/>
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        <balance>41000</balance>
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        <curCd>USD</curCd>
        <valUSD>32134.19</valUSD>
        <pctVal>0.0044844607</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</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>HCA Inc.</name>
        <lei>L3CJ6J7LJ2DX62FTXD46</lei>
        <title>HCA 2.375 07/15/31</title>
        <cusip>404119CC1</cusip>
        <identifiers>
          <isin value="US404119CC14"/>
          <ticker value="HCA"/>
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        <balance>316000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>235553.63</valUSD>
        <pctVal>0.0328724950</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.375000000000</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>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>CMCSA 4.15 10/15/28</title>
        <cusip>20030NCT6</cusip>
        <identifiers>
          <isin value="US20030NCT63"/>
          <ticker value="CMCSA"/>
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        <balance>540000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>506599.46</valUSD>
        <pctVal>0.0706980751</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNR 2020-H04 FP</title>
        <cusip>38380L2S1</cusip>
        <identifiers>
          <isin value="US38380L2S14"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>189458.18</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>185472.83</valUSD>
        <pctVal>0.0258835097</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2069-06-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.857290000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Boeing Company</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BA 1.433 02/04/24</title>
        <cusip>097023DE2</cusip>
        <identifiers>
          <isin value="US097023DE26"/>
          <ticker value="BA"/>
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        <balance>110000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>104401.58</valUSD>
        <pctVal>0.0145696775</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.433000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UnitedHealth Group Inc.</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNH 2.3 05/15/31</title>
        <cusip>91324PED0</cusip>
        <identifiers>
          <isin value="US91324PED06"/>
          <ticker value="UNH"/>
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        <balance>30000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24043.17</valUSD>
        <pctVal>0.0033553250</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Emerson Electric Co.</name>
        <lei>FGLT0EWZSUIRRITFOA30</lei>
        <title>EMR 2.8 12/21/51</title>
        <cusip>291011BS2</cusip>
        <identifiers>
          <isin value="US291011BS25"/>
          <ticker value="EMR"/>
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        <balance>560000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>345223.2</valUSD>
        <pctVal>0.0481773425</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-12-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>General Motors Financial Company Inc</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GM 3.1 01/12/32</title>
        <cusip>37045XDS2</cusip>
        <identifiers>
          <isin value="US37045XDS27"/>
          <ticker value="GM"/>
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        <balance>60000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>45664.56</valUSD>
        <pctVal>0.0063726805</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UBS Group AG</name>
        <lei>549300SZJ9VS8SGXAN81</lei>
        <title>UBS V4.488 05/12/26 144A</title>
        <cusip>902613AM0</cusip>
        <identifiers>
          <isin value="US902613AM00"/>
          <ticker value="UBS"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>237367.41</valUSD>
        <pctVal>0.0331256156</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.488000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>C V4.658 05/24/28</title>
        <cusip>172967NS6</cusip>
        <identifiers>
          <isin value="US172967NS68"/>
          <ticker value="C"/>
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        <balance>70000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>66033.55</valUSD>
        <pctVal>0.0092152583</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.658000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="67491.750000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNA 2013-M6 1AC</title>
        <cusip>3136AC7M7</cusip>
        <identifiers>
          <isin value="US3136AC7M73"/>
          <ticker value="FNMA"/>
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        <balance>49233.13</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>45419.86</valUSD>
        <pctVal>0.0063385316</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.352000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AbbVie Inc.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>ABBV 3.6 05/14/25</title>
        <cusip>00287YAQ2</cusip>
        <identifiers>
          <isin value="US00287YAQ26"/>
          <ticker value="ABBV"/>
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        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38383.2</valUSD>
        <pctVal>0.0053565362</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SoFi Professional Loan Program 2018-B TR</name>
        <lei>N/A</lei>
        <title>SOFI 2018-B A2FX</title>
        <cusip>83404RAB4</cusip>
        <identifiers>
          <isin value="US83404RAB42"/>
          <ticker value="SOFI"/>
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        <balance>67529.3</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>65356.39</valUSD>
        <pctVal>0.0091207578</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.340000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA6217</title>
        <cusip>36179U4A7</cusip>
        <identifiers>
          <isin value="US36179U4A78"/>
          <ticker value="GNR"/>
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        <balance>82533.01</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>70438.66</valUSD>
        <pctVal>0.0098300098</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WHITEBOX CLO II LTD</name>
        <lei>549300C89ZJ5IWOT1F21</lei>
        <title>WBOX 2020-2A A1R</title>
        <cusip>96466CAL2</cusip>
        <identifiers>
          <isin value="US96466CAL28"/>
          <ticker value="WBOX"/>
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        <balance>290000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>277244.7</valUSD>
        <pctVal>0.0386906583</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-10-24</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.003000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Magallanes Inc.</name>
        <lei>549300DXR29GD4N0A520</lei>
        <title>WBD 5.05 03/15/42 144A</title>
        <cusip>55903VAN3</cusip>
        <identifiers>
          <isin value="US55903VAN38"/>
          <ticker value="WBD"/>
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        <balance>30000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21947.85</valUSD>
        <pctVal>0.0030629143</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.050000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="22145.640000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA2773</title>
        <cusip>31418CCK8</cusip>
        <identifiers>
          <isin value="US31418CCK80"/>
          <ticker value="FNMA"/>
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        <balance>494371.8</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>452070.62</valUSD>
        <pctVal>0.0630883472</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo &amp; Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WFC 4.75 12/07/46 MTN</title>
        <cusip>94974BGU8</cusip>
        <identifiers>
          <isin value="US94974BGU89"/>
          <ticker value="WFC"/>
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        <balance>370000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>285556.53</valUSD>
        <pctVal>0.0398506090</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-12-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB1428</title>
        <cusip>3140QLSS6</cusip>
        <identifiers>
          <isin value="US3140QLSS65"/>
          <ticker value="FN"/>
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        <balance>64938.85</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>59514.54</valUSD>
        <pctVal>0.0083055032</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA8636</title>
        <cusip>3140QGS24</cusip>
        <identifiers>
          <isin value="US3140QGS241"/>
          <ticker value="FN"/>
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        <balance>29803.79</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27384.93</valUSD>
        <pctVal>0.0038216816</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>C V3.98 03/20/30</title>
        <cusip>172967ME8</cusip>
        <identifiers>
          <isin value="US172967ME81"/>
          <ticker value="C"/>
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        <balance>550000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>484595.96</valUSD>
        <pctVal>0.0676273945</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.980000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BM5073</title>
        <cusip>3140J9T76</cusip>
        <identifiers>
          <isin value="US3140J9T766"/>
          <ticker value="FNMA"/>
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        <balance>548228.4</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>477793.54</valUSD>
        <pctVal>0.0666780883</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Paypal Holdings Incorporation</name>
        <lei>5493005X2GO78EFZ3E94</lei>
        <title>PYPL 2.3 06/01/30</title>
        <cusip>70450YAH6</cusip>
        <identifiers>
          <isin value="US70450YAH62"/>
          <ticker value="PYPL"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>120924.06</valUSD>
        <pctVal>0.0168754587</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UnitedHealth Group Inc.</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNH 3.25 05/15/51</title>
        <cusip>91324PEF5</cusip>
        <identifiers>
          <isin value="US91324PEF53"/>
          <ticker value="UNH"/>
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        <balance>390000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>264701.45</valUSD>
        <pctVal>0.0369401953</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Adobe Inc</name>
        <lei>FU4LY2G4933NH2E1CP29</lei>
        <title>ADBE 2.3 02/01/30</title>
        <cusip>00724PAD1</cusip>
        <identifiers>
          <isin value="US00724PAD15"/>
          <ticker value="ADBE"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>166212</valUSD>
        <pctVal>0.0231955803</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GS MORTGAGE SECURITIES CORPORTAION TRUST</name>
        <lei>N/A</lei>
        <title>GSMS 2020-DUNE A</title>
        <cusip>36258BAA6</cusip>
        <identifiers>
          <isin value="US36258BAA61"/>
          <ticker value="GSMS"/>
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        <balance>960000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>938676.58</valUSD>
        <pctVal>0.1309962456</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.675000400000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 BM7486</title>
        <cusip>3617JYJ79</cusip>
        <identifiers>
          <isin value="US3617JYJ799"/>
          <ticker value="GNR"/>
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        <balance>135178.78</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>124682.18</valUSD>
        <pctVal>0.0173999201</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNR 2020-123 IL</title>
        <cusip>38382HS35</cusip>
        <identifiers>
          <isin value="US38382HS351"/>
          <ticker value="GNR"/>
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        <balance>80744.04</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11806.5</valUSD>
        <pctVal>0.0016476465</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA5398</title>
        <cusip>36179T7K5</cusip>
        <identifiers>
          <isin value="US36179T7K59"/>
          <ticker value="GNR"/>
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        <balance>95210.39</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>88982.1</valUSD>
        <pctVal>0.0124178245</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>Nuveen LLC</name>
        <lei>N/A</lei>
        <title>TIAAGL 4 11/01/28 144A</title>
        <cusip>67080LAA3</cusip>
        <identifiers>
          <isin value="US67080LAA35"/>
          <ticker value="TIAAGL"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>91501.82</valUSD>
        <pctVal>0.0127694620</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>CMCSA 3.45 02/01/50</title>
        <cusip>20030NCZ2</cusip>
        <identifiers>
          <isin value="US20030NCZ24"/>
          <ticker value="CMCSA"/>
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        <balance>60000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40516.4</valUSD>
        <pctVal>0.0056542332</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNR 2020-181 WI</title>
        <cusip>38382LXR7</cusip>
        <identifiers>
          <isin value="US38382LXR76"/>
          <ticker value="GNR"/>
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        <balance>404005.76</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44662.59</valUSD>
        <pctVal>0.0062328514</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</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>Amazon.com, Inc.</name>
        <lei>ZXTILKJKG63JELOEG630</lei>
        <title>AMZN 2.1 05/12/31</title>
        <cusip>023135BZ8</cusip>
        <identifiers>
          <isin value="US023135BZ81"/>
          <ticker value="AMZN"/>
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        <balance>80000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>64047.17</valUSD>
        <pctVal>0.0089380506</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>T-Mobile USA, Inc.</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>TMUS 3.875 04/15/30</title>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR QC4818</title>
        <cusip>3133APK73</cusip>
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          <isin value="US3133APK735"/>
          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>ELLINGTON FINANCIAL MORTGAGE TRUST 2022-1</name>
        <lei>N/A</lei>
        <title>EFMT 2022-1 A1</title>
        <cusip>31573CAA3</cusip>
        <identifiers>
          <isin value="US31573CAA36"/>
          <ticker value="EFMT"/>
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        <balance>190687.22</balance>
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        <curCd>USD</curCd>
        <valUSD>150908.89</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Pepsico Inc</name>
        <lei>FJSUNZKFNQ5YPJ5OT455</lei>
        <title>PEP 1.625 05/01/30</title>
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        <identifiers>
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          <ticker value="PEP"/>
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        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31809.67</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Altria Group, Inc.</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
        <title>MO 2.35 05/06/25</title>
        <cusip>02209SBH5</cusip>
        <identifiers>
          <isin value="US02209SBH58"/>
          <ticker value="MO"/>
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        <balance>30000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27680.91</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.350000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CSMC 2022-NQM1 TRUST</name>
        <lei>N/A</lei>
        <title>CSMC 2022-NQM1 A1</title>
        <cusip>126416AA4</cusip>
        <identifiers>
          <isin value="US126416AA41"/>
          <ticker value="CSMC"/>
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        <balance>700262.24</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>571757.96</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.270000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM8171</title>
        <cusip>3140XCCH9</cusip>
        <identifiers>
          <isin value="US3140XCCH92"/>
          <ticker value="FN"/>
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        <balance>.01</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>.01</valUSD>
        <pctVal>0.0000000014</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FR SD0958</title>
        <cusip>3132DNB36</cusip>
        <identifiers>
          <isin value="US3132DNB362"/>
          <ticker value="FNMA"/>
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        <balance>163563.72</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>144850.85</valUSD>
        <pctVal>0.0202145424</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNS 409 C18</title>
        <cusip>3136FLFM3</cusip>
        <identifiers>
          <isin value="US3136FLFM32"/>
          <ticker value="FNMA"/>
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        <balance>8522.53</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1452.03</valUSD>
        <pctVal>0.0002026369</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>N/A</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Danone SA</name>
        <lei>969500KMUQ2B6CBAF162</lei>
        <title>BNFP 2.947 11/02/26 144A</title>
        <cusip>23636TAE0</cusip>
        <identifiers>
          <isin value="US23636TAE01"/>
          <ticker value="BNFP"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>182742.56</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.947000000000</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.</name>
        <lei>549300TPZNMN50BJ3745</lei>
        <title>CHTR 4.908 07/23/25</title>
        <cusip>161175AY0</cusip>
        <identifiers>
          <isin value="US161175AY09"/>
          <ticker value="CHTR"/>
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        <balance>570000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>553368.96</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.908000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNR 2022-3 IO</title>
        <cusip>38381ETV0</cusip>
        <identifiers>
          <isin value="US38381ETV01"/>
          <ticker value="GNR"/>
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        <balance>98634.86</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5382.21</valUSD>
        <pctVal>0.0007511099</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-02-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.640410000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS1112</title>
        <cusip>3140XGGW3</cusip>
        <identifiers>
          <isin value="US3140XGGW38"/>
          <ticker value="FN"/>
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        <balance>289953.44</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>231735.48</valUSD>
        <pctVal>0.0323396562</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2052-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VZ 4.5 08/10/33</title>
        <cusip>92343VEA8</cusip>
        <identifiers>
          <isin value="US92343VEA89"/>
          <ticker value="VZ"/>
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        <balance>1060000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>944385.33</valUSD>
        <pctVal>0.1317929256</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-08-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GS V4.223 05/01/29</title>
        <cusip>38141GWZ3</cusip>
        <identifiers>
          <isin value="US38141GWZ35"/>
          <ticker value="GS"/>
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        <balance>1530000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1384179.91</valUSD>
        <pctVal>0.1931681000</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.223000000000</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>BP Capital Markets America, Inc.</name>
        <lei>5493009NTB34VXE1T760</lei>
        <title>BPLN 3.937 09/21/28</title>
        <cusip>10373QAC4</cusip>
        <identifiers>
          <isin value="US10373QAC42"/>
          <ticker value="BPLN"/>
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        <balance>240000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>222817.56</valUSD>
        <pctVal>0.0310951231</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.937000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Cameron LNG LLC</name>
        <lei>549300C39FLHGVD73K22</lei>
        <title>CAMLNG 3.302 01/15/35 144A</title>
        <cusip>133434AB6</cusip>
        <identifiers>
          <isin value="US133434AB69"/>
          <ticker value="CAMLNG"/>
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        <balance>480000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>374937.94</valUSD>
        <pctVal>0.0523241589</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.302000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>Fnma Pass-Thru I</name>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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          <ticker value="FHLMC"/>
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      <invstOrSec>
        <name>Pfizer Inc.</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>Amazon.com, Inc.</name>
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        <name>Continental Resources, Inc.</name>
        <lei>XXRTID9RYWOZ0UPIVR53</lei>
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        <invCountry>US</invCountry>
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        <name>Kazakhstan (Republic Of)</name>
        <lei>5493007OEK8EF02UO833</lei>
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        <curCd>USD</curCd>
        <valUSD>459646.81</valUSD>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>KZ</invCountry>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS1877</title>
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        <name>Time Warner Cable Enterprises LLC</name>
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        <name>BHP Billiton Finance (USA) Ltd.</name>
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        <title>BHP 5 09/30/43</title>
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        <invCountry>AU</invCountry>
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      <invstOrSec>
        <name>Adjustable Rate Mortgage Trust</name>
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      <invstOrSec>
        <name>American International Group, Inc.</name>
        <lei>ODVCVCQG2BP6VHV36M30</lei>
        <title>AIG 2.5 06/30/25</title>
        <cusip>026874DQ7</cusip>
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        <name>Chile (Republic of)</name>
        <lei>549300FLZTJM5YJF8D34</lei>
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        <invCountry>CL</invCountry>
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      <invstOrSec>
        <name>Continental Resources, Inc.</name>
        <lei>XXRTID9RYWOZ0UPIVR53</lei>
        <title>CLR 4.5 04/15/23</title>
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          <ticker value="CLR"/>
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      <invstOrSec>
        <name>Freeport-McMoRan Inc.</name>
        <lei>549300IRDTHJQ1PVET45</lei>
        <title>FCX 5.45 03/15/43</title>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <name>Commonwealth Edison Company</name>
        <lei>D8YOXB8L2ZDC8P7Q0771</lei>
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        <cusip>202795JV3</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2052-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.850000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA6342</title>
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        <name>Ecopetrol S.A.</name>
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        <name>T-Mobile USA, Inc.</name>
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        <name>Federal Home Loan Mortgage Corporation</name>
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        <title>FH 841077</title>
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        <name>Sabine Pass Liquefaction, LLC</name>
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        <issuerCat>CORP</issuerCat>
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        <name>JPMorgan Chase &amp; Co.</name>
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          <ticker value="JPM"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BR4722</title>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM6134</title>
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          <ticker value="FN"/>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Tampa Electric Company</name>
        <lei>WS423EPRKJIIJUITXD73</lei>
        <title>TE 4.45 06/15/49</title>
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          <ticker value="TE"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G60972</title>
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        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR RA6332</title>
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        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 786095</title>
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        <name>Government National Mortgage Association</name>
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        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA7312</title>
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        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FR QA7256</title>
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        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BR3257</title>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Home Equity Asset Trust</name>
        <lei>N/A</lei>
        <title>HEAT 2006-4 2A4</title>
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        <curCd>USD</curCd>
        <valUSD>374630.86</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>CAS 2016-C02 1M2</title>
        <cusip>30711XCB8</cusip>
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          <isin value="US30711XCB82"/>
          <ticker value="FNMA"/>
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        <balance>166349.66</balance>
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        <curCd>USD</curCd>
        <valUSD>171876.44</valUSD>
        <pctVal>0.0239860766</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>9.083998100000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Kinder Morgan, Inc.</name>
        <lei>549300WR7IX8XE0TBO16</lei>
        <title>KMI 4.3 03/01/28</title>
        <cusip>49456BAP6</cusip>
        <identifiers>
          <isin value="US49456BAP67"/>
          <ticker value="KMI"/>
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        <balance>350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>327201</valUSD>
        <pctVal>0.0456622691</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.300000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Anheuser-Busch InBev Worldwide Inc.</name>
        <lei>549300CRGMZK3K53BF92</lei>
        <title>ABIBB 4.6 04/15/48</title>
        <cusip>035240AN0</cusip>
        <identifiers>
          <isin value="US035240AN09"/>
          <ticker value="ABIBB"/>
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        <balance>30000</balance>
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        <curCd>USD</curCd>
        <valUSD>24731.38</valUSD>
        <pctVal>0.0034513676</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.600000000000</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>Textron Inc.</name>
        <lei>3PPKBHUG1HD6BO7RNR87</lei>
        <title>TXT 3.9 09/17/29</title>
        <cusip>883203CA7</cusip>
        <identifiers>
          <isin value="US883203CA75"/>
          <ticker value="TXT"/>
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        <balance>256000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>225727.66</valUSD>
        <pctVal>0.0315012398</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM3619</title>
        <cusip>3140X7AV1</cusip>
        <identifiers>
          <isin value="US3140X7AV12"/>
          <ticker value="FN"/>
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        <balance>9897.84</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9348.05</valUSD>
        <pctVal>0.0013045595</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA5137</title>
        <cusip>36179TV69</cusip>
        <identifiers>
          <isin value="US36179TV691"/>
          <ticker value="GNR"/>
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        <balance>23395.73</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21908.08</valUSD>
        <pctVal>0.0030573643</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BAC V3.419 12/20/28</title>
        <cusip>06051GHD4</cusip>
        <identifiers>
          <isin value="US06051GHD43"/>
          <ticker value="BAC"/>
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        <balance>600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>529655.44</valUSD>
        <pctVal>0.0739156336</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.419000000000</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>BX COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>BX 2021-SOAR A</title>
        <cusip>05608WAA2</cusip>
        <identifiers>
          <isin value="US05608WAA27"/>
          <ticker value="BX"/>
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        <balance>664962.77</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>630830.63</valUSD>
        <pctVal>0.0880350548</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.270000000000</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>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM7675</title>
        <cusip>3140XBQ52</cusip>
        <identifiers>
          <isin value="US3140XBQ523"/>
          <ticker value="FN"/>
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        <balance>154565.04</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>127770.26</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</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>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM6597</title>
        <cusip>3140XAKK7</cusip>
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          <isin value="US3140XAKK73"/>
          <ticker value="FN"/>
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        <balance>346493.87</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>286402.63</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</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>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BR8518</title>
        <cusip>3140L7PC0</cusip>
        <identifiers>
          <isin value="US3140L7PC05"/>
          <ticker value="FN"/>
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        <balance>78499</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>62819.43</valUSD>
        <pctVal>0.0087667144</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BR4756</title>
        <cusip>3140L3JA0</cusip>
        <identifiers>
          <isin value="US3140L3JA09"/>
          <ticker value="FN"/>
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        <balance>76134.69</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>60786.58</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>CAS 2016-C03 1M2</title>
        <cusip>30711XCL6</cusip>
        <identifiers>
          <isin value="US30711XCL64"/>
          <ticker value="FNMA"/>
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        <balance>183855.11</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>189512.92</valUSD>
        <pctVal>0.0264473212</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.383998500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Glencore Funding LLC</name>
        <lei>213800STG1QDNBY87K49</lei>
        <title>GLENLN 4 03/27/27 144A</title>
        <cusip>378272AN8</cusip>
        <identifiers>
          <isin value="US378272AN87"/>
          <ticker value="GLENLN"/>
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        <balance>320000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>294189.71</valUSD>
        <pctVal>0.0410554054</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNR 2013-54 BS</title>
        <cusip>3136AETS6</cusip>
        <identifiers>
          <isin value="US3136AETS67"/>
          <ticker value="FNMA"/>
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        <balance>19689.61</balance>
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        <curCd>USD</curCd>
        <valUSD>1938.64</valUSD>
        <pctVal>0.0002705453</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.066000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Glencore Funding LLC</name>
        <lei>213800STG1QDNBY87K49</lei>
        <title>GLENLN 3.875 10/27/27 144A</title>
        <cusip>378272AQ1</cusip>
        <identifiers>
          <isin value="US378272AQ19"/>
          <ticker value="GLENLN"/>
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        <balance>70000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>63001.68</valUSD>
        <pctVal>0.0087921481</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
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        <name>Government National Mortgage Association</name>
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      <invstOrSec>
        <name>BNP Paribas SA</name>
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        <name>JPMorgan Chase &amp; Co.</name>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
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        <title>FN FM7987</title>
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        <name>Morgan Stanley</name>
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      <invstOrSec>
        <name>Merrill Lynch Mortgage Investors, Inc.</name>
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          <isin value="US59020UMF92"/>
          <ticker value="OPT"/>
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      <invstOrSec>
        <name>EOG Resources, Inc.</name>
        <lei>XWTZDRYZPBUHIQBKDB46</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <issuerCat>USGSE</issuerCat>
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        <name>HILDENE COMMUNITY FUNDING LTD</name>
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        <name>Mexico (United Mexican States)</name>
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        <issuerCat>NUSS</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3140MJ6K6</cusip>
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          <couponKind>Fixed</couponKind>
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        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA9390</title>
        <cusip>3140QHNG6</cusip>
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          <ticker value="FN"/>
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        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Cox Communications, Inc.</name>
        <lei>5493001NEDZNIFRP2R92</lei>
        <title>COXENT 2.95 10/01/50 144A</title>
        <cusip>224044CM7</cusip>
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        <name>Exxon Mobil Corporation</name>
        <lei>J3WHBG0MTS7O8ZVMDC91</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bank of Nova Scotia</name>
        <lei>L3I9ZG2KFGXZ61BMYR72</lei>
        <title>BNS 1.3 06/11/25</title>
        <cusip>064159VL7</cusip>
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        <valUSD>107716.98</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-06-11</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Magallanes Inc.</name>
        <lei>549300DXR29GD4N0A520</lei>
        <title>WBD 5.141 03/15/52 144A</title>
        <cusip>55903VAQ6</cusip>
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          <isin value="US55903VAQ68"/>
          <ticker value="WBD"/>
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        <balance>500000</balance>
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        <curCd>USD</curCd>
        <valUSD>349109.21</valUSD>
        <pctVal>0.0487196515</pctVal>
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        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2052-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Cintas Corporation No. 2</name>
        <lei>549300QVUQTTKMTE0G41</lei>
        <title>CTAS 4 05/01/32</title>
        <cusip>17252MAQ3</cusip>
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          <isin value="US17252MAQ33"/>
          <ticker value="CTAS"/>
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        <balance>120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>108611.69</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>2032-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNR 2020-144 IO</title>
        <cusip>38382JVC7</cusip>
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          <isin value="US38382JVC79"/>
          <ticker value="GNR"/>
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        <balance>148118.38</balance>
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        <curCd>USD</curCd>
        <valUSD>19518.06</valUSD>
        <pctVal>0.0027238270</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</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>Federal Home Loan Mortgage Corporation</name>
        <lei>2549001DPIFGXC1TOL40</lei>
        <title>FR SD7525</title>
        <cusip>3132DVLE3</cusip>
        <identifiers>
          <isin value="US3132DVLE38"/>
          <ticker value="FHLMC"/>
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        <balance>2805.5</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2330.82</valUSD>
        <pctVal>0.0003252757</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</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>Uruguay (Republic of)</name>
        <lei>549300RDR012H2V82H43</lei>
        <title>URUGUA 4.375 01/23/31</title>
        <cusip>917288BK7</cusip>
        <identifiers>
          <isin value="US917288BK78"/>
          <ticker value="URUGUA"/>
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        <balance>170000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>161742.56</valUSD>
        <pctVal>0.0225718512</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>UY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GN AB2892</title>
        <cusip>36178NF95</cusip>
        <identifiers>
          <isin value="US36178NF954"/>
          <ticker value="GNR"/>
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        <balance>100174.78</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>89793.82</valUSD>
        <pctVal>0.0125311034</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA5877</title>
        <cusip>36179UQ62</cusip>
        <identifiers>
          <isin value="US36179UQ624"/>
          <ticker value="GNR"/>
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        <balance>25420.5</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24359.77</valUSD>
        <pctVal>0.0033995079</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>New Residential Mortgage Loan Trust 2019-NQM1</name>
        <lei>N/A</lei>
        <title>NRZT 2019-NQM4 A1</title>
        <cusip>64828EAA3</cusip>
        <identifiers>
          <isin value="US64828EAA38"/>
          <ticker value="NRZT"/>
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        <balance>99513.09</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>89656.4</valUSD>
        <pctVal>0.0125119259</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.491880100000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SC0269</title>
        <cusip>3132D9JN5</cusip>
        <identifiers>
          <isin value="US3132D9JN51"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>190368.47</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>156877.4</valUSD>
        <pctVal>0.0218928978</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Devon Energy Corporation</name>
        <lei>54930042348RKR3ZPN35</lei>
        <title>DVN 4.75 05/15/42</title>
        <cusip>25179MAN3</cusip>
        <identifiers>
          <isin value="US25179MAN39"/>
          <ticker value="DVN"/>
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        <balance>440000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>359410.99</valUSD>
        <pctVal>0.0501573080</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB2115</title>
        <cusip>3140QMK52</cusip>
        <identifiers>
          <isin value="US3140QMK527"/>
          <ticker value="FN"/>
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        <balance>92837.64</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>78854.55</valUSD>
        <pctVal>0.0110044825</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Progress Energy, Inc.</name>
        <lei>549300FBMTW0JYWMNB26</lei>
        <title>DUK 7.75 03/01/31</title>
        <cusip>743263AE5</cusip>
        <identifiers>
          <isin value="US743263AE50"/>
          <ticker value="DUK"/>
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        <balance>180000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>197503.99</valUSD>
        <pctVal>0.0275625085</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GN BS8439</title>
        <cusip>3617MKLU1</cusip>
        <identifiers>
          <isin value="US3617MKLU18"/>
          <ticker value="GNR"/>
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        <balance>44882.74</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40905.2</valUSD>
        <pctVal>0.0057084919</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Union Pacific Corporation</name>
        <lei>549300LMMRSZZCZ8CL11</lei>
        <title>UNP 3.839 03/20/60</title>
        <cusip>907818FG8</cusip>
        <identifiers>
          <isin value="US907818FG88"/>
          <ticker value="UNP"/>
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        <balance>120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>85733.99</valUSD>
        <pctVal>0.0119645372</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.839000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>C 5.5 09/13/25</title>
        <cusip>172967HB0</cusip>
        <identifiers>
          <isin value="US172967HB08"/>
          <ticker value="C"/>
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        <balance>120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>118947.82</valUSD>
        <pctVal>0.0165996661</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kinder Morgan Energy Partners LP</name>
        <lei>549300PDHUGWPWGOT525</lei>
        <title>KMI 4.25 09/01/24</title>
        <cusip>494550BV7</cusip>
        <identifiers>
          <isin value="US494550BV76"/>
          <ticker value="KMI"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>97627.24</valUSD>
        <pctVal>0.0136242900</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Towd Point Mortgage Trust 2016</name>
        <lei>N/A</lei>
        <title>TPMT 2016-3 B1</title>
        <cusip>89172YAE0</cusip>
        <identifiers>
          <isin value="US89172YAE05"/>
          <ticker value="TPMF"/>
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        <balance>190000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>178570.09</valUSD>
        <pctVal>0.0249202035</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.097343000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM3347</title>
        <cusip>3140X6WH0</cusip>
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          <isin value="US3140X6WH07"/>
          <ticker value="FN"/>
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        <balance>139499.35</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>125824.84</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2047-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MPLX LP</name>
        <lei>5493000CZJ19CK4P3G36</lei>
        <title>MPLX 4 03/15/28</title>
        <cusip>55336VAR1</cusip>
        <identifiers>
          <isin value="US55336VAR15"/>
          <ticker value="MPLX"/>
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        <balance>200000</balance>
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        <curCd>USD</curCd>
        <valUSD>180929.78</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA5078</title>
        <cusip>36179TUB9</cusip>
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          <isin value="US36179TUB96"/>
          <ticker value="GNR"/>
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        <curCd>USD</curCd>
        <valUSD>135453.39</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <name>Johnson &amp; Johnson</name>
        <lei>549300G0CFPGEF6X2043</lei>
        <title>JNJ 2.1 09/01/40</title>
        <cusip>478160CR3</cusip>
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          <isin value="US478160CR35"/>
          <ticker value="JNJ"/>
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        <balance>350000</balance>
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        <curCd>USD</curCd>
        <valUSD>229915.43</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2040-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.100000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Point Au Roche Park Clo Ltd/Pt Au Roche Park Clo Llc</name>
        <lei>N/A</lei>
        <title>PARPK 2021-1A A</title>
        <cusip>73052VAA3</cusip>
        <identifiers>
          <isin value="US73052VAA35"/>
          <ticker value="PARPK"/>
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        <balance>620000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>593819.07</valUSD>
        <pctVal>0.0828699367</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.789860000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA5529</title>
        <cusip>36179UEA6</cusip>
        <identifiers>
          <isin value="US36179UEA60"/>
          <ticker value="GNR"/>
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        <balance>65800.31</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>63235.89</valUSD>
        <pctVal>0.0088248331</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>T 3.8 02/15/27</title>
        <cusip>00206RHW5</cusip>
        <identifiers>
          <isin value="US00206RHW51"/>
          <ticker value="T"/>
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        <balance>170000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>159225.5</valUSD>
        <pctVal>0.0222205850</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UNITED AIRLINES PASS THROUGH TRUSTS</name>
        <lei>N/A</lei>
        <title>UAL 4.875 01/15/26</title>
        <cusip>90932VAA3</cusip>
        <identifiers>
          <isin value="US90932VAA35"/>
          <ticker value="UAL"/>
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        <balance>49530</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>45967.64</valUSD>
        <pctVal>0.0064149766</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</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>Diamondback Energy Inc</name>
        <lei>549300R22LSX6OHWEN64</lei>
        <title>FANG 4.4 03/24/51</title>
        <cusip>25278XAQ2</cusip>
        <identifiers>
          <isin value="US25278XAQ25"/>
          <ticker value="FANG"/>
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        <balance>213000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>159690.27</valUSD>
        <pctVal>0.0222854456</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-03-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.400000000000</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>Kinder Morgan, Inc.</name>
        <lei>549300WR7IX8XE0TBO16</lei>
        <title>KMI 5.2 03/01/48</title>
        <cusip>49456BAQ4</cusip>
        <identifiers>
          <isin value="US49456BAQ41"/>
          <ticker value="KMI"/>
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        <balance>60000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49137.23</valUSD>
        <pctVal>0.0068573061</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.200000000000</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>Las Vegas Sands Corp</name>
        <lei>549300DUOO1KXOHPM605</lei>
        <title>LVS 2.9 06/25/25</title>
        <cusip>517834AH0</cusip>
        <identifiers>
          <isin value="US517834AH06"/>
          <ticker value="LVS"/>
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        <balance>380000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>344150.86</valUSD>
        <pctVal>0.0480276930</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.900000000000</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>Burlington Northern Santa Fe LLC</name>
        <lei>N/A</lei>
        <title>BNSF 3.3 09/15/51</title>
        <cusip>12189LBG5</cusip>
        <identifiers>
          <isin value="US12189LBG59"/>
          <ticker value="BNSF"/>
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        <balance>189000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>128976.21</valUSD>
        <pctVal>0.0179991699</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.300000000000</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>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB1805</title>
        <cusip>3140QMAF1</cusip>
        <identifiers>
          <isin value="US3140QMAF10"/>
          <ticker value="FN"/>
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        <balance>616098.73</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>509122.35</valUSD>
        <pctVal>0.0710501549</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</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>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM8620</title>
        <cusip>3140XCSJ8</cusip>
        <identifiers>
          <isin value="US3140XCSJ84"/>
          <ticker value="FN"/>
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        <balance>72876.68</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>62875.5</valUSD>
        <pctVal>0.0087745392</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Norfolk Southern Corporation</name>
        <lei>54930036C8MWP850MI84</lei>
        <title>NSC 3 03/15/32</title>
        <cusip>655844CM8</cusip>
        <identifiers>
          <isin value="US655844CM86"/>
          <ticker value="NSC"/>
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        <balance>105000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>86937.09</valUSD>
        <pctVal>0.0121324348</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>OWL ROCK CLO LTD</name>
        <lei>N/A</lei>
        <title>OR 2020-3A A1L</title>
        <cusip>691204AA9</cusip>
        <identifiers>
          <isin value="US691204AA99"/>
          <ticker value="OR"/>
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        <balance>270000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>262358.24</valUSD>
        <pctVal>0.0366131905</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.509860000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Nike, Inc.</name>
        <lei>787RXPR0UX0O0XUXPZ81</lei>
        <title>NKE 2.85 03/27/30</title>
        <cusip>654106AK9</cusip>
        <identifiers>
          <isin value="US654106AK94"/>
          <ticker value="NKE"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>86740.32</valUSD>
        <pctVal>0.0121049747</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="87017.400000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Intel Corporation</name>
        <lei>KNX4USFCNGPY45LOCE31</lei>
        <title>INTC 4.75 03/25/50</title>
        <cusip>458140BM1</cusip>
        <identifiers>
          <isin value="US458140BM12"/>
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        <name>Federal Home Loan Mortgage Corporation</name>
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        <name>Mexico (United Mexican States)</name>
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        <name>Federal Home Loan Mortgage Corporation</name>
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        <name>Fnma Pass-Thru I</name>
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        <name>Intel Corporation</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Pioneer Natural Resources Company</name>
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        <name>Federal National Mortgage Association</name>
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        <valUSD>48912.67</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Bank of America Corporation</name>
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        <curCd>USD</curCd>
        <valUSD>143690.44</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-07-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.593000000000</annualizedRt>
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      <invstOrSec>
        <name>Pepsico Inc</name>
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          <ticker value="PEP"/>
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        <curCd>USD</curCd>
        <valUSD>9420.7</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</annualizedRt>
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      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
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        <cusip>46647PAY2</cusip>
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          <ticker value="JPM"/>
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        <balance>470000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.023000000000</annualizedRt>
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      <invstOrSec>
        <name>Thornburg Mortgage Securities Trust</name>
        <lei>N/A</lei>
        <title>TMST 2004-2 A4</title>
        <cusip>885220FH1</cusip>
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          <isin value="US885220FH12"/>
          <ticker value="TMST"/>
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        <balance>271637.3</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>243583.55</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Amgen Inc.</name>
        <lei>62QBXGPJ34PQ72Z12S66</lei>
        <title>AMGN 4.05 08/18/29</title>
        <cusip>031162DH0</cusip>
        <identifiers>
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          <ticker value="AMGN"/>
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        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>276927.21</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.050000000000</annualizedRt>
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      <invstOrSec>
        <name>Petroleos Mexicanos</name>
        <lei>549300CAZKPF4HKMPX17</lei>
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        <cusip>71654QDL3</cusip>
        <identifiers>
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          <ticker value="PEMEX"/>
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        <balance>66000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>58805.62</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.750000000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>LEGACY MORTGAGE ASSET TRUST</name>
        <lei>N/A</lei>
        <title>LMAT 2021-GS2 A1</title>
        <cusip>52476DAA5</cusip>
        <identifiers>
          <isin value="US52476DAA54"/>
          <ticker value="LMAT"/>
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        <balance>293623.28</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>271388.98</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.691666700000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM7210</title>
        <cusip>3140XBAL4</cusip>
        <identifiers>
          <isin value="US3140XBAL40"/>
          <ticker value="FN"/>
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        <balance>.01</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>.01</valUSD>
        <pctVal>0.0000000014</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>BP Capital Markets America, Inc.</name>
        <lei>5493009NTB34VXE1T760</lei>
        <title>BPLN 3.41 02/11/26</title>
        <cusip>10373QBE9</cusip>
        <identifiers>
          <isin value="US10373QBE98"/>
          <ticker value="BPLN"/>
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        <balance>20000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18927.46</valUSD>
        <pctVal>0.0026414063</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.410000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G67721</title>
        <cusip>3132XCSJ5</cusip>
        <identifiers>
          <isin value="US3132XCSJ50"/>
          <ticker value="FHLMC"/>
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        <balance>45155.6</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43206.75</valUSD>
        <pctVal>0.0060296828</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>Northern Inst Fds</name>
        <lei>549300Y178DO5JBR1S04</lei>
        <title>Northern Inst Fds TREAS PRT PRMR</title>
        <cusip>665279873</cusip>
        <identifiers>
          <isin value="US6652798736"/>
          <ticker value="NTPXX"/>
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        <balance>52056.65</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>52056.65</valUSD>
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        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Paramount Global</name>
        <lei>5KYC8KF17ROCY24M3H09</lei>
        <title>PARA 5.85 09/01/43</title>
        <cusip>92553PAU6</cusip>
        <identifiers>
          <isin value="US92553PAU66"/>
          <ticker value="PARA"/>
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        <balance>70000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>56953.14</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>2043-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.850000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNA 2020-M36 X1</title>
        <cusip>3136BBBW1</cusip>
        <identifiers>
          <isin value="US3136BBBW14"/>
          <ticker value="FNMA"/>
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        <balance>554049.26</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44631.33</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
          <maturityDt>2034-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.492000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHR 5010 JI</title>
        <cusip>3137FVQG0</cusip>
        <identifiers>
          <isin value="US3137FVQG00"/>
          <ticker value="FHLMC"/>
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        <balance>332317.41</balance>
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        <curCd>USD</curCd>
        <valUSD>51360.09</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPM V2.58 04/22/32</title>
        <cusip>46647PCC8</cusip>
        <identifiers>
          <isin value="US46647PCC86"/>
          <ticker value="JPM"/>
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        <balance>320000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>246045.65</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.580000000000</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>T 3.5 09/15/53</title>
        <cusip>00206RKJ0</cusip>
        <identifiers>
          <isin value="US00206RKJ04"/>
          <ticker value="T"/>
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        <balance>363000.01</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>232984.25</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>2053-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Synchrony Financial</name>
        <lei>549300RS7EWPM9MA6C78</lei>
        <title>SYF 3.7 08/04/26</title>
        <cusip>87165BAL7</cusip>
        <identifiers>
          <isin value="US87165BAL71"/>
          <ticker value="SYF"/>
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        <balance>4000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3593.65</valUSD>
        <pctVal>0.0005015089</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-04</maturityDt>
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        <name>Federal National Mortgage Association</name>
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        <title>FN BN1623</title>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2048-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Raytheon Technologies Corporation</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-07-01</maturityDt>
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      <invstOrSec>
        <name>Pfizer Inc.</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-05-28</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>Government National Mortgage Association</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2052-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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          <ticker value="GNR"/>
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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>2052-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AY6181</title>
        <cusip>3138YK2P7</cusip>
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          <ticker value="FNMA"/>
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        <curCd>USD</curCd>
        <valUSD>.01</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNR 2020-160 IH</title>
        <cusip>38382KG64</cusip>
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          <isin value="US38382KG640"/>
          <ticker value="GNR"/>
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        <balance>85541.49</balance>
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        <curCd>USD</curCd>
        <valUSD>12679.3</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS0434</title>
        <cusip>3140XFPU9</cusip>
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          <isin value="US3140XFPU97"/>
          <ticker value="FN"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Magallanes Inc.</name>
        <lei>549300DXR29GD4N0A520</lei>
        <title>WBD 4.054 03/15/29 144A</title>
        <cusip>55903VAJ2</cusip>
        <identifiers>
          <isin value="US55903VAJ26"/>
          <ticker value="WBD"/>
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        <balance>140000</balance>
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        <curCd>USD</curCd>
        <valUSD>118950.88</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.054000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BM5984</title>
        <cusip>3140JAUJ5</cusip>
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          <isin value="US3140JAUJ56"/>
          <ticker value="FNMA"/>
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        <balance>163817</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Exelon Corporation</name>
        <lei>3SOUA6IRML7435B56G12</lei>
        <title>EXC 4.7 04/15/50</title>
        <cusip>30161NAY7</cusip>
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          <ticker value="EXC"/>
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        <balance>79000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>63525.73</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.700000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Exxon Mobil Corporation</name>
        <lei>J3WHBG0MTS7O8ZVMDC91</lei>
        <title>XOM 2.992 03/19/25</title>
        <cusip>30231GBH4</cusip>
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          <ticker value="XOM"/>
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        <balance>300000</balance>
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        <curCd>USD</curCd>
        <valUSD>287032.91</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-03-19</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Raytheon Technologies Corporation</name>
        <lei>I07WOS4YJ0N7YRFE7309</lei>
        <title>RTX 2.25 07/01/30</title>
        <cusip>75513EAD3</cusip>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Intercontinental Exchange Inc</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>ICE 4.6 03/15/33</title>
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          <ticker value="ICE"/>
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        <balance>100000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BF0560</title>
        <cusip>3140FXTS1</cusip>
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      <invstOrSec>
        <name>Octagon Investment Partners XXI Ltd.</name>
        <lei>549300XIS9D4AHDX5A35</lei>
        <title>OCT21 2014-1A AAR3</title>
        <cusip>67590QBK2</cusip>
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        <balance>260000</balance>
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        <curCd>USD</curCd>
        <valUSD>253178.17</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Np Spe X Lp 2019-2</name>
        <lei>N/A</lei>
        <title>NPRL 2021-1A A1</title>
        <cusip>62947AAF0</cusip>
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          <isin value="US62947AAF03"/>
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        <balance>779407.51</balance>
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        <curCd>USD</curCd>
        <valUSD>666092.41</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2051-03-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.230000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AU6735</title>
        <cusip>3138X6PV1</cusip>
        <identifiers>
          <isin value="US3138X6PV10"/>
          <ticker value="FNMA"/>
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        <balance>83196.29</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>72977.1</valUSD>
        <pctVal>0.0101842598</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BAC 5 01/21/44 MTN</title>
        <cusip>06051GFC8</cusip>
        <identifiers>
          <isin value="US06051GFC87"/>
          <ticker value="BAC"/>
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        <balance>170000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>145143.7</valUSD>
        <pctVal>0.0202554108</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-01-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Banco Santander, S.A.</name>
        <lei>5493006QMFDDMYWIAM13</lei>
        <title>SANTAN 2.746 05/28/25</title>
        <cusip>05971KAE9</cusip>
        <identifiers>
          <isin value="US05971KAE91"/>
          <ticker value="SANTAN"/>
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        <balance>800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>725642.15</valUSD>
        <pctVal>0.1012663993</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.746000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM2745</title>
        <cusip>3140X6BP5</cusip>
        <identifiers>
          <isin value="US3140X6BP51"/>
          <ticker value="FN"/>
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        <balance>29343.47</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27754.81</valUSD>
        <pctVal>0.0038732999</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Occidental Petroleum Corporation</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>OXY 4.2 03/15/48</title>
        <cusip>674599CN3</cusip>
        <identifiers>
          <isin value="US674599CN34"/>
          <ticker value="OXY"/>
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        <balance>230000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>182383.56</valUSD>
        <pctVal>0.0254523892</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Pepsico Inc</name>
        <lei>FJSUNZKFNQ5YPJ5OT455</lei>
        <title>PEP 2.875 10/15/49</title>
        <cusip>713448EP9</cusip>
        <identifiers>
          <isin value="US713448EP96"/>
          <ticker value="PEP"/>
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        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27106.36</valUSD>
        <pctVal>0.0037828060</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>New Residential Mortgage Loan Trust</name>
        <lei>N/A</lei>
        <title>NRZT 2018-RPL1 M2</title>
        <cusip>64829VAD8</cusip>
        <identifiers>
          <isin value="US64829VAD82"/>
          <ticker value="NRZT"/>
        </identifiers>
        <balance>280000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>219854.32</valUSD>
        <pctVal>0.0306815906</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.499999800000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM3773</title>
        <cusip>3140X7FP9</cusip>
        <identifiers>
          <isin value="US3140X7FP98"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>196745.2</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>176734.2</valUSD>
        <pctVal>0.0246639973</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA2523</title>
        <cusip>31418BYV2</cusip>
        <identifiers>
          <isin value="US31418BYV25"/>
          <ticker value="FNMA"/>
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        <balance>235498.79</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>213610.15</valUSD>
        <pctVal>0.0298101905</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VZ 2.625 08/15/26</title>
        <cusip>92343VDD3</cusip>
        <identifiers>
          <isin value="US92343VDD38"/>
          <ticker value="VZ"/>
        </identifiers>
        <balance>10000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9094.73</valUSD>
        <pctVal>0.0012692076</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Exxon Mobil Corporation</name>
        <lei>J3WHBG0MTS7O8ZVMDC91</lei>
        <title>XOM 3.482 03/19/30</title>
        <cusip>30231GBK7</cusip>
        <identifiers>
          <isin value="US30231GBK76"/>
          <ticker value="XOM"/>
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        <balance>120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>108748.85</valUSD>
        <pctVal>0.0151763572</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.482000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Procter &amp; Gamble Company</name>
        <lei>2572IBTT8CCZW6AU4141</lei>
        <title>PG 2.8 03/25/27</title>
        <cusip>742718FG9</cusip>
        <identifiers>
          <isin value="US742718FG98"/>
          <ticker value="PG"/>
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        <balance>20000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18439.83</valUSD>
        <pctVal>0.0025733555</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA6823</title>
        <cusip>36179VSL5</cusip>
        <identifiers>
          <isin value="US36179VSL52"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>8552.21</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8223.52</valUSD>
        <pctVal>0.0011476266</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>General Motors Financial Company Inc</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GM 2.35 01/08/31</title>
        <cusip>37045XDE3</cusip>
        <identifiers>
          <isin value="US37045XDE31"/>
          <ticker value="GM"/>
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        <balance>110000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>80527.75</valUSD>
        <pctVal>0.0112379846</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM6184</title>
        <cusip>3140X92S3</cusip>
        <identifiers>
          <isin value="US3140X92S39"/>
          <ticker value="FN"/>
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        <balance>396233.93</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>317830.99</valUSD>
        <pctVal>0.0443546450</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM6448</title>
        <cusip>3140XAEW8</cusip>
        <identifiers>
          <isin value="US3140XAEW85"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>265609.67</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>211282.33</valUSD>
        <pctVal>0.0294853335</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNR 2020-123 NI</title>
        <cusip>38382HM98</cusip>
        <identifiers>
          <isin value="US38382HM982"/>
          <ticker value="GNR"/>
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        <balance>163517.8</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22704.4</valUSD>
        <pctVal>0.0031684941</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
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        <title>FR RB5125</title>
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          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2041-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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      <invstOrSec>
        <name>CIM TRUST 2021-R6</name>
        <lei>N/A</lei>
        <title>CIM 2021-R6 A1</title>
        <cusip>12567RAA8</cusip>
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          <isin value="US12567RAA86"/>
          <ticker value="CIM"/>
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        <curCd>USD</curCd>
        <valUSD>242612.79</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
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        <title>FH 841076</title>
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          <isin value="US31288QFR65"/>
          <ticker value="FHLMC"/>
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        <balance>688568.52</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TRTX 2022-FL5 ISSUER, LTD</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Philip Morris International Inc.</name>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.100000000000</annualizedRt>
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        <name>The Coca-Cola Company</name>
        <lei>UWJKFUJFZ02DKWI3RY53</lei>
        <title>KO 2.6 06/01/50</title>
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          <ticker value="KO"/>
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        <balance>80000</balance>
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        <curCd>USD</curCd>
        <valUSD>50681.42</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.600000000000</annualizedRt>
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        <name>T-Mobile USA, Inc.</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>TMUS 3.75 04/15/27</title>
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        <curCd>USD</curCd>
        <valUSD>18451.12</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
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        <name>GCI FUNDING I LLC</name>
        <lei>N/A</lei>
        <title>GCI 2021-1 A</title>
        <cusip>36166VAE5</cusip>
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          <ticker value="GCI"/>
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        <balance>543705.03</balance>
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        <curCd>USD</curCd>
        <valUSD>456260.08</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNR 2020-32 PI</title>
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          <ticker value="FNMA"/>
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        <curCd>USD</curCd>
        <valUSD>18994.06</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MS V1.512 07/20/27 GMTN</title>
        <cusip>61747YEC5</cusip>
        <identifiers>
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          <ticker value="MS"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100900.69</valUSD>
        <pctVal>0.0140811136</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>1.512000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM8864</title>
        <cusip>3140XCZ68</cusip>
        <identifiers>
          <isin value="US3140XCZ688"/>
          <ticker value="FN"/>
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        <balance>268959.43</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>222258.14</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>STWD 2022-FL3 LTD</name>
        <lei>N/A</lei>
        <title>STWD 2022-FL3 A</title>
        <cusip>78485KAA3</cusip>
        <identifiers>
          <isin value="US78485KAA34"/>
          <ticker value="STWD"/>
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        <balance>430000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>413360.03</valUSD>
        <pctVal>0.0576861223</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>3.635030000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Chevron Corporation</name>
        <lei>N/A</lei>
        <title>CVX 1.995 05/11/27</title>
        <cusip>166764BX7</cusip>
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          <isin value="US166764BX70"/>
          <ticker value="CVX"/>
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        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35375.17</valUSD>
        <pctVal>0.0049367530</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>1.995000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UnitedHealth Group Inc.</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNH 2.75 05/15/40</title>
        <cusip>91324PDY5</cusip>
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          <ticker value="UNH"/>
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        <balance>90000</balance>
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        <curCd>USD</curCd>
        <valUSD>61708.64</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bluemountain CLO 2013-2 Ltd.</name>
        <lei>549300KGXMRFX2DKIX03</lei>
        <title>BLUEM 2013-2A A1R</title>
        <cusip>09626YAN0</cusip>
        <identifiers>
          <isin value="US09626YAN04"/>
          <ticker value="BLUEM"/>
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        <balance>245096.41</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>240459.68</valUSD>
        <pctVal>0.0335571548</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.939000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Occidental Petroleum Corporation</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>OXY 6.6 03/15/46</title>
        <cusip>674599DL6</cusip>
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          <ticker value="OXY"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>147642.75</valUSD>
        <pctVal>0.0206041637</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNR 2021-31 IB</title>
        <cusip>3136BHXV6</cusip>
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          <ticker value="FNMA"/>
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        <curCd>USD</curCd>
        <valUSD>25968.73</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD0837</title>
        <cusip>3132DM4W2</cusip>
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          <isin value="US3132DM4W27"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>New Residential Mortgage Loan Trust-2017</name>
        <lei>N/A</lei>
        <title>NRZT 2017-2A B2</title>
        <cusip>64829KAU4</cusip>
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          <isin value="US64829KAU43"/>
          <ticker value="NRZT"/>
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        <balance>257806.88</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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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR QC0160</title>
        <cusip>3133AJE90</cusip>
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          <isin value="US3133AJE905"/>
          <ticker value="FHLMC"/>
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        <balance>76499.52</balance>
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        <curCd>USD</curCd>
        <valUSD>61195.86</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Bristol-Myers Squibb Company</name>
        <lei>HLYYNH7UQUORYSJQCN42</lei>
        <title>BMY 2.9 07/26/24</title>
        <cusip>110122CM8</cusip>
        <identifiers>
          <isin value="US110122CM85"/>
          <ticker value="BMY"/>
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        <balance>192000</balance>
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        <curCd>USD</curCd>
        <valUSD>185677.27</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>2024-07-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.900000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Johnson &amp; Johnson</name>
        <lei>549300G0CFPGEF6X2043</lei>
        <title>JNJ 0.95 09/01/27</title>
        <cusip>478160CP7</cusip>
        <identifiers>
          <isin value="US478160CP78"/>
          <ticker value="JNJ"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>126924.89</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.950000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BR3286</title>
        <cusip>3140L1UL7</cusip>
        <identifiers>
          <isin value="US3140L1UL78"/>
          <ticker value="FN"/>
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        <balance>79946.84</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>64053.61</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNR 2021-21 AH</title>
        <cusip>38380RTP5</cusip>
        <identifiers>
          <isin value="US38380RTP54"/>
          <ticker value="GNR"/>
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        <balance>452025.73</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>343689.76</valUSD>
        <pctVal>0.0479633445</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2063-06-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FR RA3913</title>
        <cusip>3133KKK24</cusip>
        <identifiers>
          <isin value="US3133KKK248"/>
          <ticker value="FHLMC"/>
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        <balance>938998.64</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>778955.18</valUSD>
        <pctVal>0.1087064557</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>CMCSA 4 03/01/48</title>
        <cusip>20030NCK5</cusip>
        <identifiers>
          <isin value="US20030NCK54"/>
          <ticker value="CMCSA"/>
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        <balance>20000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15048.16</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Enterprise Products Operating LLC</name>
        <lei>5493004LGN656HWLDA30</lei>
        <title>EPD 5.1 02/15/45</title>
        <cusip>29379VBC6</cusip>
        <identifiers>
          <isin value="US29379VBC63"/>
          <ticker value="EPD"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>83993.82</valUSD>
        <pctVal>0.0117216891</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Kinder Morgan Energy Partners LP</name>
        <lei>549300PDHUGWPWGOT525</lei>
        <title>KMI 5.5 03/01/44</title>
        <cusip>494550BU9</cusip>
        <identifiers>
          <isin value="US494550BU93"/>
          <ticker value="KMI"/>
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        <balance>10000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8447.09</valUSD>
        <pctVal>0.0011788268</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPM V2.947 02/24/28</title>
        <cusip>46647PCW4</cusip>
        <identifiers>
          <isin value="US46647PCW41"/>
          <ticker value="JPM"/>
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        <balance>434000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>381898.62</valUSD>
        <pctVal>0.0532955509</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.947000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS1031</title>
        <cusip>3140XGED7</cusip>
        <identifiers>
          <isin value="US3140XGED74"/>
          <ticker value="FN"/>
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        <balance>52701.63</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>47439.68</valUSD>
        <pctVal>0.0066204059</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AM8700</title>
        <cusip>3138L9U26</cusip>
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          <isin value="US3138L9U269"/>
          <ticker value="FNMA"/>
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        <balance>19111.59</balance>
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        <curCd>USD</curCd>
        <valUSD>16924.32</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.930000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS0034</title>
        <cusip>3140XFBC4</cusip>
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          <isin value="US3140XFBC46"/>
          <ticker value="FN"/>
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        <balance>93864.31</balance>
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        <curCd>USD</curCd>
        <valUSD>81048.04</valUSD>
        <pctVal>0.0113105932</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA-30YR</title>
        <cusip>01F032617</cusip>
        <identifiers>
          <isin value="US01F0326177"/>
          <ticker value="FNMA"/>
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        <balance>3300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2897649.32</valUSD>
        <pctVal>0.4043790909</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Kraft Heinz Foods Company</name>
        <lei>5493003STKEZ2S0RNU91</lei>
        <title>KHC 3 06/01/26</title>
        <cusip>50077LAD8</cusip>
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          <ticker value="KHC"/>
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        <balance>102000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>94137.55</valUSD>
        <pctVal>0.0131372891</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM8786</title>
        <cusip>3140XCXQ6</cusip>
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          <ticker value="FN"/>
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        <balance>272595.02</balance>
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        <curCd>USD</curCd>
        <valUSD>224882.8</valUSD>
        <pctVal>0.0313833360</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHR 5230 PE</title>
        <cusip>3137H7XD0</cusip>
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          <isin value="US3137H7XD08"/>
          <ticker value="FHLMC"/>
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        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>228827.1</valUSD>
        <pctVal>0.0319337796</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-12-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
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          <ticker value="BAC"/>
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        <balance>60000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>58673.24</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.200000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Enterprise Products Operating LLC</name>
        <lei>5493004LGN656HWLDA30</lei>
        <title>EPD V5.375 02/15/78</title>
        <cusip>29379VBR3</cusip>
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          <isin value="US29379VBR33"/>
          <ticker value="EPD"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36222.47</valUSD>
        <pctVal>0.0050549973</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2078-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.375000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS1635</title>
        <cusip>3140XGY94</cusip>
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          <isin value="US3140XGY948"/>
          <ticker value="FN"/>
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        <balance>57994.1</balance>
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        <curCd>USD</curCd>
        <valUSD>55029.21</valUSD>
        <pctVal>0.0076795566</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Centerpoint Energy Houston Electric LLC</name>
        <lei>549300S8SEQBOJLKHW63</lei>
        <title>CNP 4.85 10/01/52 AJ</title>
        <cusip>15189XBA5</cusip>
        <identifiers>
          <isin value="US15189XBA54"/>
          <ticker value="CNP"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>88034.59</valUSD>
        <pctVal>0.0122855955</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CVS Health Corp</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS 5.05 03/25/48</title>
        <cusip>126650CZ1</cusip>
        <identifiers>
          <isin value="US126650CZ11"/>
          <ticker value="CVS"/>
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        <balance>540000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>458699.48</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.050000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Credit Suisse Group AG</name>
        <lei>549300506SI9CRFV9Z86</lei>
        <title>CS V2.593 09/11/25 144A</title>
        <cusip>225401AM0</cusip>
        <identifiers>
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          <ticker value="CS"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>222013.96</valUSD>
        <pctVal>0.0309829774</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.593000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SLM Private Cr Student Loan Trust</name>
        <lei>549300MJYMBTZU2FTV38</lei>
        <title>SLMA 2006-B A5</title>
        <cusip>78443CCU6</cusip>
        <identifiers>
          <isin value="US78443CCU62"/>
          <ticker value="SLMA"/>
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        <balance>193104.96</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>181586.11</valUSD>
        <pctVal>0.0253411017</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-12-15</maturityDt>
          <couponKind>Floating</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>C 3.3 04/27/25</title>
        <cusip>172967JP7</cusip>
        <identifiers>
          <isin value="US172967JP75"/>
          <ticker value="C"/>
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        <balance>180000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>170797.77</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K736 X1</title>
        <cusip>3137FNWZ9</cusip>
        <identifiers>
          <isin value="US3137FNWZ90"/>
          <ticker value="FHLMC"/>
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        <balance>971270.68</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36439.84</valUSD>
        <pctVal>0.0050853322</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.289569000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 784825</title>
        <cusip>3622AAHA5</cusip>
        <identifiers>
          <isin value="US3622AAHA58"/>
          <ticker value="GNR"/>
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        <balance>12961.65</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11731.65</valUSD>
        <pctVal>0.0016372009</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Occidental Petroleum Corporation</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>OXY 6.95 07/01/24</title>
        <cusip>674599DB8</cusip>
        <identifiers>
          <isin value="US674599DB86"/>
          <ticker value="OXY"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>204922</valUSD>
        <pctVal>0.0285977228</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Carrier Global Corporation</name>
        <lei>549300JE3W6CWY2NAN77</lei>
        <title>CARR 3.577 04/05/50</title>
        <cusip>14448CAS3</cusip>
        <identifiers>
          <isin value="US14448CAS35"/>
          <ticker value="CARR"/>
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        <balance>10000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6708.12</valUSD>
        <pctVal>0.0009361462</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-04-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.577000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Anheuser-Busch InBev Worldwide Inc.</name>
        <lei>549300CRGMZK3K53BF92</lei>
        <title>ABIBB 4.5 06/01/50</title>
        <cusip>035240AT7</cusip>
        <identifiers>
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          <ticker value="ABIBB"/>
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        <balance>430000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>351008.45</valUSD>
        <pctVal>0.0489846984</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNR 2020-H13 FM</title>
        <cusip>38380QGX4</cusip>
        <identifiers>
          <isin value="US38380QGX43"/>
          <ticker value="GNR"/>
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        <balance>176174.46</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>173851.42</valUSD>
        <pctVal>0.0242616933</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2070-08-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.757290000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Petroleos Mexicanos</name>
        <lei>549300CAZKPF4HKMPX17</lei>
        <title>PEMEX 4.875 01/18/24</title>
        <cusip>71654QBH4</cusip>
        <identifiers>
          <isin value="US71654QBH48"/>
          <ticker value="PEMEX"/>
        </identifiers>
        <balance>19000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18477.12</valUSD>
        <pctVal>0.0025785594</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>General Motors Financial Company Inc</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GM 3.7 05/09/23</title>
        <cusip>37045XBK1</cusip>
        <identifiers>
          <isin value="US37045XBK19"/>
          <ticker value="GM"/>
        </identifiers>
        <balance>7000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6933.58</valUSD>
        <pctVal>0.0009676101</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Diamondback Energy Inc</name>
        <lei>549300R22LSX6OHWEN64</lei>
        <title>FANG 3.25 12/01/26</title>
        <cusip>25278XAM1</cusip>
        <identifiers>
          <isin value="US25278XAM11"/>
          <ticker value="FANG"/>
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        <balance>80000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>73365</valUSD>
        <pctVal>0.0102383928</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fox Corporation</name>
        <lei>549300DDU6FDRBIELS05</lei>
        <title>FOXA 5.476 01/25/39</title>
        <cusip>35137LAJ4</cusip>
        <identifiers>
          <isin value="US35137LAJ44"/>
          <ticker value="FOXA"/>
        </identifiers>
        <balance>450000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>386446.89</valUSD>
        <pctVal>0.0539302810</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.476000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PRKCM 2021-AFC2 TRUST</name>
        <lei>N/A</lei>
        <title>PRKCM 2021-AFC2 A1</title>
        <cusip>69361JAA4</cusip>
        <identifiers>
          <isin value="US69361JAA43"/>
          <ticker value="PRKCM"/>
        </identifiers>
        <balance>190164.74</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>151403.31</valUSD>
        <pctVal>0.0211289656</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.071000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA8149</title>
        <cusip>36179XBS4</cusip>
        <identifiers>
          <isin value="US36179XBS45"/>
          <ticker value="GNR"/>
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        <balance>-199999.92</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-179329.54</valUSD>
        <pctVal>-0.0250261879</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Otis Worldwide Corp.</name>
        <lei>549300ZLBKR8VSU25153</lei>
        <title>OTIS 2.056 04/05/25</title>
        <cusip>68902VAH0</cusip>
        <identifiers>
          <isin value="US68902VAH06"/>
          <ticker value="OTIS"/>
        </identifiers>
        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>46258.58</valUSD>
        <pctVal>0.0064555785</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.056000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Orbia Advance Corp S A B De Cv</name>
        <lei>549300MVHZ20SBIOEQ79</lei>
        <title>ORBIA 2.875 05/11/31 144A</title>
        <cusip>68560EAB4</cusip>
        <identifiers>
          <isin value="US68560EAB48"/>
          <ticker value="ORBIA"/>
        </identifiers>
        <balance>270000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>199413.2</valUSD>
        <pctVal>0.0278289467</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AbbVie Inc.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>ABBV 4.25 11/21/49</title>
        <cusip>00287YCB3</cusip>
        <identifiers>
          <isin value="US00287YCB39"/>
          <ticker value="ABBV"/>
        </identifiers>
        <balance>350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>271532.99</valUSD>
        <pctVal>0.0378935653</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNR 2020-74 EI</title>
        <cusip>3136BCAY6</cusip>
        <identifiers>
          <isin value="US3136BCAY61"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>79619.28</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13501.55</valUSD>
        <pctVal>0.0018841978</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Home Depot Inc</name>
        <lei>QEKMOTMBBKA8I816DO57</lei>
        <title>HD 2.7 04/15/30</title>
        <cusip>437076CB6</cusip>
        <identifiers>
          <isin value="US437076CB65"/>
          <ticker value="HD"/>
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        <balance>80000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>67890.86</valUSD>
        <pctVal>0.0094744537</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA2047</title>
        <cusip>3140Q9HZ9</cusip>
        <identifiers>
          <isin value="US3140Q9HZ96"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>74924.62</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>71950.55</valUSD>
        <pctVal>0.0100410004</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Williams Partners L.P.</name>
        <lei>D71FAKCBLFS2O0RBPG08</lei>
        <title>WMB 4.85 03/01/48</title>
        <cusip>96949LAE5</cusip>
        <identifiers>
          <isin value="US96949LAE56"/>
          <ticker value="WMB"/>
        </identifiers>
        <balance>110000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>87798.73</valUSD>
        <pctVal>0.0122526803</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VENTURE 31 CLO LTD</name>
        <lei>549300WIVX6V4NHW6X79</lei>
        <title>VENTR 2018-31A A1</title>
        <cusip>92331VAA6</cusip>
        <identifiers>
          <isin value="US92331VAA61"/>
          <ticker value="VENTR"/>
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        <balance>410000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>398684.12</valUSD>
        <pctVal>0.0556380377</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.739860000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA-30YR</title>
        <cusip>01F052615</cusip>
        <identifiers>
          <isin value="US01F0526156"/>
          <ticker value="FNMA"/>
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        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>294783.54</valUSD>
        <pctVal>0.0411382768</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2-30YR-Multi</title>
        <cusip>21H042612</cusip>
        <identifiers>
          <isin value="US21H0426120"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>757250</valUSD>
        <pctVal>0.1056774070</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CVS Health Corp</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS 2.125 09/15/31</title>
        <cusip>126650DR8</cusip>
        <identifiers>
          <isin value="US126650DR85"/>
          <ticker value="CVS"/>
        </identifiers>
        <balance>130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>99476.33</valUSD>
        <pctVal>0.0138823382</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.125000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHR 5140 NI</title>
        <cusip>3137H24R2</cusip>
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          <isin value="US3137H24R20"/>
          <ticker value="FHLMC"/>
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        <balance>370660.85</balance>
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        <curCd>USD</curCd>
        <valUSD>51345.61</valUSD>
        <pctVal>0.0071654948</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2-30YR-Multi</title>
        <cusip>21H022614</cusip>
        <identifiers>
          <isin value="US21H0226140"/>
          <ticker value="GNR"/>
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        <balance>4600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3897453.78</valUSD>
        <pctVal>0.5439059881</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>CMCSA 3.25 11/01/39</title>
        <cusip>20030NCY5</cusip>
        <identifiers>
          <isin value="US20030NCY58"/>
          <ticker value="CMCSA"/>
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        <balance>20000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14478.28</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>2039-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ABPCI DIRECT LENDING FUND CLO LP</name>
        <lei>N/A</lei>
        <title>ABPCI 2020-10A A1A</title>
        <cusip>000848AA9</cusip>
        <identifiers>
          <isin value="US000848AA95"/>
          <ticker value="ABPCI"/>
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        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>391845.04</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.659860000000</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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNR 2021-3 QI</title>
        <cusip>3136BDR26</cusip>
        <identifiers>
          <isin value="US3136BDR265"/>
          <ticker value="FNMA"/>
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        <balance>752112.17</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>114151</valUSD>
        <pctVal>0.0159302498</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Boeing Company</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BA 2.196 02/04/26</title>
        <cusip>097023DG7</cusip>
        <identifiers>
          <isin value="US097023DG73"/>
          <ticker value="BA"/>
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        <balance>390000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>344640.99</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.196000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HERTZ VEHICLE FINANCING III LLC</name>
        <lei>5493004IHDYOZ9K9WF47</lei>
        <title>HERTZ 2021-1A C</title>
        <cusip>42806MAC3</cusip>
        <identifiers>
          <isin value="US42806MAC38"/>
          <ticker value="HERTZ"/>
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        <balance>420000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>376115.12</valUSD>
        <pctVal>0.0524884393</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.050000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM8577</title>
        <cusip>3140XCQ76</cusip>
        <identifiers>
          <isin value="US3140XCQ760"/>
          <ticker value="FN"/>
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        <balance>341402.25</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>295401.11</valUSD>
        <pctVal>0.0412244613</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD1218</title>
        <cusip>3132DNK77</cusip>
        <identifiers>
          <isin value="US3132DNK777"/>
          <ticker value="FNMA"/>
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        <balance>526985.93</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>489294.32</valUSD>
        <pctVal>0.0682830703</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>CGCMT 2017-C4 A4</title>
        <cusip>17326FAD9</cusip>
        <identifiers>
          <isin value="US17326FAD96"/>
          <ticker value="UBSC"/>
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        <balance>420000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>377671.98</valUSD>
        <pctVal>0.0527057056</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-10-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.471000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MS V3.772 01/24/29 GMTN</title>
        <cusip>61744YAP3</cusip>
        <identifiers>
          <isin value="US61744YAP34"/>
          <ticker value="MS"/>
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        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>267758.27</valUSD>
        <pctVal>0.0373667873</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.772000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SUNRUN VULCAN ISSUER LLC</name>
        <lei>N/A</lei>
        <title>SUNRN 2021-1A A</title>
        <cusip>86773QAA4</cusip>
        <identifiers>
          <isin value="US86773QAA40"/>
          <ticker value="SUNRN"/>
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        <balance>599129.88</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>485793.08</valUSD>
        <pctVal>0.0677944576</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.460000000000</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>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VZ 3.55 03/22/51</title>
        <cusip>92343VGB4</cusip>
        <identifiers>
          <isin value="US92343VGB45"/>
          <ticker value="VZ"/>
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        <balance>330000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>222749.03</valUSD>
        <pctVal>0.0310855595</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-03-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.550000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Credit Suisse Group AG</name>
        <lei>549300506SI9CRFV9Z86</lei>
        <title>CS V3.091 05/14/32 144A</title>
        <cusip>225401AU2</cusip>
        <identifiers>
          <isin value="US225401AU28"/>
          <ticker value="CS"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>342944.54</valUSD>
        <pctVal>0.0478593460</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-05-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.091000000000</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>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM8315</title>
        <cusip>3140XCGZ5</cusip>
        <identifiers>
          <isin value="US3140XCGZ54"/>
          <ticker value="FN"/>
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        <balance>94721.17</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>77887.63</valUSD>
        <pctVal>0.0108695448</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UnitedHealth Group Inc.</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNH 4 05/15/29</title>
        <cusip>91324PEH1</cusip>
        <identifiers>
          <isin value="US91324PEH10"/>
          <ticker value="UNH"/>
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        <balance>160000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>148754.14</valUSD>
        <pctVal>0.0207592629</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BC2817</title>
        <cusip>3140EXDX8</cusip>
        <identifiers>
          <isin value="US3140EXDX81"/>
          <ticker value="FNMA"/>
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        <balance>132458.72</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>115195.74</valUSD>
        <pctVal>0.0160760477</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BAC V2.972 02/04/33</title>
        <cusip>06051GKK4</cusip>
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          <isin value="US06051GKK49"/>
          <ticker value="BAC"/>
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        <balance>790000</balance>
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        <curCd>USD</curCd>
        <valUSD>612219.04</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-02-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.972000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB3031</title>
        <cusip>3140QNLM2</cusip>
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          <isin value="US3140QNLM25"/>
          <ticker value="FN"/>
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        <curCd>USD</curCd>
        <valUSD>309101.03</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BAC V4.376 04/27/28</title>
        <cusip>06051GKP3</cusip>
        <identifiers>
          <isin value="US06051GKP36"/>
          <ticker value="BAC"/>
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        <curCd>USD</curCd>
        <valUSD>399865.62</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-04-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.376000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM8166</title>
        <cusip>3140XCCC0</cusip>
        <identifiers>
          <isin value="US3140XCCC06"/>
          <ticker value="FN"/>
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        <balance>82046.76</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>70838.18</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MPLX LP</name>
        <lei>5493000CZJ19CK4P3G36</lei>
        <title>MPLX 4.7 04/15/48</title>
        <cusip>55336VAN0</cusip>
        <identifiers>
          <isin value="US55336VAN01"/>
          <ticker value="MPLX"/>
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        <balance>450000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>335603.86</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.700000000000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GN AB9108</title>
        <cusip>36178WDM8</cusip>
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          <isin value="US36178WDM82"/>
          <ticker value="GNR"/>
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        <balance>79121.58</balance>
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        <curCd>USD</curCd>
        <valUSD>70943.2</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2042-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>2549001DPIFGXC1TOL40</lei>
        <title>FR SD7534</title>
        <cusip>3132DVLP8</cusip>
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          <isin value="US3132DVLP84"/>
          <ticker value="FHLMC"/>
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        <balance>403470.54</balance>
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        <curCd>USD</curCd>
        <valUSD>335518.08</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FR SD0926</title>
        <cusip>3132DNA37</cusip>
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          <isin value="US3132DNA372"/>
          <ticker value="FNMA"/>
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        <balance>92441.82</balance>
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        <curCd>USD</curCd>
        <valUSD>76178.02</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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      <invstOrSec>
        <name>NatWest Group PLC</name>
        <lei>2138005O9XJIJN4JPN90</lei>
        <title>NWG V5.076 01/27/30</title>
        <cusip>78009PEH0</cusip>
        <identifiers>
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          <ticker value="NWG"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>178150.11</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.076000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Home Depot Inc</name>
        <lei>QEKMOTMBBKA8I816DO57</lei>
        <title>HD 3.9 12/06/28</title>
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          <ticker value="HD"/>
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        <balance>10000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9446.42</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.900000000000</annualizedRt>
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      <invstOrSec>
        <name>OCP SA</name>
        <lei>213800D26TAPVTCVWG40</lei>
        <title>OCPMR 4.5 10/22/25 144A</title>
        <cusip>67091TAC9</cusip>
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          <ticker value="OCPMR"/>
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        <balance>200000</balance>
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        <curCd>USD</curCd>
        <valUSD>190365.6</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MA</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-22</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GS 5.15 05/22/45</title>
        <cusip>38148LAF3</cusip>
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          <ticker value="GS"/>
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        <balance>410000</balance>
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        <curCd>USD</curCd>
        <valUSD>332747.76</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2045-05-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.150000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 890827</title>
        <cusip>31410LVU3</cusip>
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          <isin value="US31410LVU33"/>
          <ticker value="FNMA"/>
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        <valUSD>555046.81</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>Raytheon Technologies Corporation</name>
        <lei>I07WOS4YJ0N7YRFE7309</lei>
        <title>RTX 3.15 12/15/24</title>
        <cusip>75513EBX8</cusip>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.150000000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Stacr Remic Trust</name>
        <lei>N/A</lei>
        <title>STACR 2022-DNA4 M1A</title>
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          <ticker value="STACR"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>Raytheon Technologies Corporation</name>
        <lei>I07WOS4YJ0N7YRFE7309</lei>
        <title>RTX 4.5 06/01/42</title>
        <cusip>913017BT5</cusip>
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          <ticker value="RTX"/>
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        <curCd>USD</curCd>
        <valUSD>25498.22</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BL2454</title>
        <cusip>3140HTWQ8</cusip>
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          <ticker value="FNMA"/>
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        <balance>57277.71</balance>
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        <curCd>USD</curCd>
        <valUSD>51884.18</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2029-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.160000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BM5509</title>
        <cusip>3140JADP0</cusip>
        <identifiers>
          <isin value="US3140JADP00"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>50881.56</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49904.48</valUSD>
        <pctVal>0.0069643791</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Williams Partners LP / Williams Partners Finance Corporation</name>
        <lei>D71FAKCBLFS2O0RBPG08</lei>
        <title>WMB 4.9 01/15/45</title>
        <cusip>96950FAP9</cusip>
        <identifiers>
          <isin value="US96950FAP99"/>
          <ticker value="WMB"/>
        </identifiers>
        <balance>440000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>350281.23</valUSD>
        <pctVal>0.0488832118</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.</name>
        <lei>549300TPZNMN50BJ3745</lei>
        <title>CHTR 5.375 05/01/47</title>
        <cusip>161175BL7</cusip>
        <identifiers>
          <isin value="US161175BL78"/>
          <ticker value="CHTR"/>
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        <balance>20000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15384.39</valUSD>
        <pctVal>0.0021469560</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Navient Student Loan Trust 2017-2</name>
        <lei>N/A</lei>
        <title>NAVSL 2017-2A A</title>
        <cusip>63939RAA2</cusip>
        <identifiers>
          <isin value="US63939RAA23"/>
          <ticker value="NAVSL"/>
        </identifiers>
        <balance>105518.25</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>103767.57</valUSD>
        <pctVal>0.0144811987</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-12-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.781132900000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Northrop Grumman Corporation</name>
        <lei>RIMU48P07456QXSO0R61</lei>
        <title>NOC 2.93 01/15/25</title>
        <cusip>666807BM3</cusip>
        <identifiers>
          <isin value="US666807BM30"/>
          <ticker value="NOC"/>
        </identifiers>
        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38133.72</valUSD>
        <pctVal>0.0053217202</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.930000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA5762</title>
        <cusip>36179UMK5</cusip>
        <identifiers>
          <isin value="US36179UMK50"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>45313.69</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>41293.82</valUSD>
        <pctVal>0.0057627254</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA5818</title>
        <cusip>36179UPB2</cusip>
        <identifiers>
          <isin value="US36179UPB25"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>32630.91</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31339.14</valUSD>
        <pctVal>0.0043735082</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bluemountain Clo 2015-3 Limited/Llc</name>
        <lei>N/A</lei>
        <title>BLUEM 2015-3A A1R</title>
        <cusip>09628JAL5</cusip>
        <identifiers>
          <isin value="US09628JAL52"/>
          <ticker value="BLUEM"/>
        </identifiers>
        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>242911.15</valUSD>
        <pctVal>0.0338992677</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.709860000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Amazon.com, Inc.</name>
        <lei>ZXTILKJKG63JELOEG630</lei>
        <title>AMZN 4.25 08/22/57</title>
        <cusip>023135BM7</cusip>
        <identifiers>
          <isin value="US023135BM78"/>
          <ticker value="AMZN"/>
        </identifiers>
        <balance>240000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>193226.81</valUSD>
        <pctVal>0.0269656101</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-08-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Israel (State Of)</name>
        <lei>213800T8ZHTFZIBYPE21</lei>
        <title>ISRAEL 4.5 04/03/20</title>
        <cusip>46513JB59</cusip>
        <identifiers>
          <isin value="US46513JB593"/>
          <ticker value="ISRAEL"/>
        </identifiers>
        <balance>220000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>166302.05</valUSD>
        <pctVal>0.0232081471</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2120-04-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BJ9257</title>
        <cusip>3140HBJB5</cusip>
        <identifiers>
          <isin value="US3140HBJB50"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>28745.92</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27524.82</valUSD>
        <pctVal>0.0038412038</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Oncor Electric Delivery Company LLC</name>
        <lei>549300SP2X2BS1KERD24</lei>
        <title>ONCRTX 4.55 09/15/32 144A</title>
        <cusip>68233JCJ1</cusip>
        <identifiers>
          <isin value="US68233JCJ16"/>
          <ticker value="ONCRTX"/>
        </identifiers>
        <balance>120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>113153.86</valUSD>
        <pctVal>0.0157910948</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.550000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BH4095</title>
        <cusip>3140GSRR5</cusip>
        <identifiers>
          <isin value="US3140GSRR54"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>10748.23</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9946.78</valUSD>
        <pctVal>0.0013881148</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BK9818</title>
        <cusip>3140HP4C8</cusip>
        <identifiers>
          <isin value="US3140HP4C85"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>18011.25</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17637.19</valUSD>
        <pctVal>0.0024613437</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CVS Health Corp</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS 1.875 02/28/31</title>
        <cusip>126650DQ0</cusip>
        <identifiers>
          <isin value="US126650DQ03"/>
          <ticker value="CVS"/>
        </identifiers>
        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30352.03</valUSD>
        <pctVal>0.0042357528</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="30481.190000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BP2319</title>
        <cusip>3140K9SH3</cusip>
        <identifiers>
          <isin value="US3140K9SH31"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>112609.48</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>96743.67</valUSD>
        <pctVal>0.0135009841</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM4925</title>
        <cusip>3140X8PK7</cusip>
        <identifiers>
          <isin value="US3140X8PK74"/>
          <ticker value="FN"/>
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        <balance>54271.01</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>46593.96</valUSD>
        <pctVal>0.0065023821</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-01</maturityDt>
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      <invstOrSec>
        <name>Octagon Investment Partners XIV Ltd / Octagon Investment Partners XIV LLC</name>
        <lei>549300QEN35HTPJ3BX33</lei>
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        <cusip>67590ABP6</cusip>
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      <invstOrSec>
        <name>Applied Materials Inc.</name>
        <lei>41BNNE1AFPNAZELZ6K07</lei>
        <title>AMAT 1.75 06/01/30</title>
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        <assetCat>DBT</assetCat>
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      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2060-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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      <invstOrSec>
        <name>MORGAN STANLEY CAPITAL I TRUST</name>
        <lei>N/A</lei>
        <title>MSC 2019-BPR A</title>
        <cusip>61769GAA5</cusip>
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          <ticker value="MSC"/>
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        <balance>359482.48</balance>
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        <curCd>USD</curCd>
        <valUSD>344111.94</valUSD>
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        <assetCat>ABS-O</assetCat>
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        <invCountry>US</invCountry>
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          <maturityDt>2036-05-15</maturityDt>
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          <annualizedRt>3.950625000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD7509</title>
        <cusip>3132DVKW4</cusip>
        <identifiers>
          <isin value="US3132DVKW45"/>
          <ticker value="FHLMC"/>
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        <balance>151435.82</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>130634.49</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Elevance Health Inc.</name>
        <lei>8MYN82XMYQH89CTMTH67</lei>
        <title>ELV 3.65 12/01/27</title>
        <cusip>036752AB9</cusip>
        <identifiers>
          <isin value="US036752AB92"/>
          <ticker value="ELV"/>
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        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>276869.24</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Lloyds Banking Group PLC</name>
        <lei>549300PPXHEU2JF0AM85</lei>
        <title>LLOYDS 4.375 03/22/28</title>
        <cusip>539439AR0</cusip>
        <identifiers>
          <isin value="US539439AR07"/>
          <ticker value="LLOYDS"/>
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        <balance>290000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>257969.05</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.</name>
        <lei>549300TPZNMN50BJ3745</lei>
        <title>CHTR 3.5 06/01/41</title>
        <cusip>161175BZ6</cusip>
        <identifiers>
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          <ticker value="CHTR"/>
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        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>189514.31</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>2041-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR QC0041</title>
        <cusip>3133AJBJ1</cusip>
        <identifiers>
          <isin value="US3133AJBJ17"/>
          <ticker value="FHLMC"/>
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        <balance>78424.32</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>62614.64</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Energy Transfer LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
        <title>ET 5.5 06/01/27 *</title>
        <cusip>29278NAN3</cusip>
        <identifiers>
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          <ticker value="ET"/>
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        <balance>130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>126507.33</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Pfizer Inc.</name>
        <lei>765LHXWGK1KXCLTFYQ30</lei>
        <title>PFE 2.625 04/01/30</title>
        <cusip>717081EW9</cusip>
        <identifiers>
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          <ticker value="PFE"/>
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        <balance>270000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>230539.68</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.625000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2 11/15/41</title>
        <cusip>912810TC2</cusip>
        <identifiers>
          <isin value="US912810TC27"/>
          <ticker value="T"/>
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        <balance>1060000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>722621.88</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2041-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR QD4152</title>
        <cusip>3133B1TH4</cusip>
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          <isin value="US3133B1TH40"/>
          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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      <invstOrSec>
        <name>GOLUB CAPITAL PARTNERS CLO 25(M)-R LTD</name>
        <lei>254900XWTZJ46JGSP919</lei>
        <title>GOCAP 2015-25A AR</title>
        <cusip>38175NAA6</cusip>
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          <isin value="US38175NAA63"/>
          <ticker value="GOCAP"/>
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        <balance>587316.45</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

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      <invstOrSec>
        <name>Shell International Finance B.V.</name>
        <lei>213800ITMMKU4Z7I4F78</lei>
        <title>RDSALN 3.5 11/13/23</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BENCHMARK MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>BMARK 2021-B27 XA</title>
        <cusip>08163HAG3</cusip>
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          <isin value="US08163HAG39"/>
          <ticker value="BMARK"/>
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        <curCd>USD</curCd>
        <valUSD>373452.13</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>2054-07-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.267445000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNR 2021-69 IJ</title>
        <cusip>3136BJPW9</cusip>
        <identifiers>
          <isin value="US3136BJPW93"/>
          <ticker value="FNMA"/>
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        <balance>858097.65</balance>
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        <curCd>USD</curCd>
        <valUSD>125729.15</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-01-25</maturityDt>
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          <annualizedRt>2.500000000000</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>Costco Wholesale Corporation</name>
        <lei>29DX7H14B9S6O3FD6V18</lei>
        <title>COST 1.375 06/20/27</title>
        <cusip>22160KAN5</cusip>
        <identifiers>
          <isin value="US22160KAN54"/>
          <ticker value="COST"/>
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        <balance>190000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>163586.78</valUSD>
        <pctVal>0.0228292199</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Credit Suisse AG New York Branch</name>
        <lei>549300D0YARF5HYP1809</lei>
        <title>CS 1 05/05/23</title>
        <cusip>22550L2D2</cusip>
        <identifiers>
          <isin value="US22550L2D25"/>
          <ticker value="CS"/>
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        <balance>920000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>892074.59</valUSD>
        <pctVal>0.1244927429</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>EQT Corporation</name>
        <lei>4NT01YGM4X7ZX86ISY52</lei>
        <title>EQT 7 02/01/30</title>
        <cusip>26884LAG4</cusip>
        <identifiers>
          <isin value="US26884LAG41"/>
          <ticker value="EQT"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>153757.5</valUSD>
        <pctVal>0.0214575027</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Western Midstream Operating LP</name>
        <lei>L6D8A6MLSY454J2JXJ60</lei>
        <title>WES 3.1 02/01/25</title>
        <cusip>958667AB3</cusip>
        <identifiers>
          <isin value="US958667AB34"/>
          <ticker value="WES"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>47523.5</valUSD>
        <pctVal>0.0066321033</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Exxon Mobil Corporation</name>
        <lei>J3WHBG0MTS7O8ZVMDC91</lei>
        <title>XOM 4.327 03/19/50</title>
        <cusip>30231GBG6</cusip>
        <identifiers>
          <isin value="US30231GBG64"/>
          <ticker value="XOM"/>
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        <balance>10000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8306.39</valUSD>
        <pctVal>0.0011591915</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.327000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bank of Montreal</name>
        <lei>NQQ6HPCNCCU6TUTQYE16</lei>
        <title>BMO 1.85 05/01/25 MTN</title>
        <cusip>06367WB85</cusip>
        <identifiers>
          <isin value="US06367WB850"/>
          <ticker value="BMO"/>
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        <balance>210000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>192942.04</valUSD>
        <pctVal>0.0269258693</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="98308.560000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Coterra Energy Inc</name>
        <lei>FCNMH6O7VWU7LHXMK351</lei>
        <title>CTRA 3.9 05/15/27 144A</title>
        <cusip>127097AE3</cusip>
        <identifiers>
          <isin value="US127097AE33"/>
          <ticker value="CTRA"/>
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        <balance>280000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>257943.59</valUSD>
        <pctVal>0.0359971076</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Aercap Ireland Capital DAC</name>
        <lei>549300TI38531ODB1G63</lei>
        <title>AER 3 10/29/28</title>
        <cusip>00774MAW5</cusip>
        <identifiers>
          <isin value="US00774MAW55"/>
          <ticker value="AER"/>
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        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>323148.28</valUSD>
        <pctVal>0.0450966950</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UBS Group AG</name>
        <lei>549300SZJ9VS8SGXAN81</lei>
        <title>UBS V2.746 02/11/33 144A</title>
        <cusip>902613AK4</cusip>
        <identifiers>
          <isin value="US902613AK44"/>
          <ticker value="UBS"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>143911.49</valUSD>
        <pctVal>0.0200834508</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-02-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.746000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Reliance Industries Ltd.</name>
        <lei>5493003UOETFYRONLG31</lei>
        <title>RILIN 3.625 01/12/52 144A</title>
        <cusip>759470BD8</cusip>
        <identifiers>
          <isin value="US759470BD89"/>
          <ticker value="RILIN"/>
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        <balance>450000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>264143.77</valUSD>
        <pctVal>0.0368623687</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IN</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Vistra Operations Co LLC</name>
        <lei>549300ZH5GKBTJZ7NM23</lei>
        <title>VST 4.3 07/15/29 144A</title>
        <cusip>92840VAE2</cusip>
        <identifiers>
          <isin value="US92840VAE20"/>
          <ticker value="VST"/>
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        <balance>273000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>238162.21</valUSD>
        <pctVal>0.0332365333</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.300000000000</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>Enterprise Products Operating LLC</name>
        <lei>5493004LGN656HWLDA30</lei>
        <title>EPD 3.125 07/31/29</title>
        <cusip>29379VBV4</cusip>
        <identifiers>
          <isin value="US29379VBV45"/>
          <ticker value="EPD"/>
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        <balance>134000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>115188.01</valUSD>
        <pctVal>0.0160749689</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.125000000000</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>Tennessee Gas Pipeline Company</name>
        <lei>N/A</lei>
        <title>KMI 2.9 03/01/30 144A</title>
        <cusip>880451AZ2</cusip>
        <identifiers>
          <isin value="US880451AZ24"/>
          <ticker value="KMI"/>
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        <balance>390000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>317508.34</valUSD>
        <pctVal>0.0443096178</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Philip Morris International Inc.</name>
        <lei>HL3H1H2BGXWVG3BSWR90</lei>
        <title>PM 1.125 05/01/23</title>
        <cusip>718172CQ0</cusip>
        <identifiers>
          <isin value="US718172CQ07"/>
          <ticker value="PM"/>
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        <balance>70000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>68643.6</valUSD>
        <pctVal>0.0095795017</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR QC7127</title>
        <cusip>3133AR4L6</cusip>
        <identifiers>
          <isin value="US3133AR4L64"/>
          <ticker value="FHLMC"/>
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        <balance>92053.11</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>73259.86</valUSD>
        <pctVal>0.0102237201</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHR 5224 HL</title>
        <cusip>3137H7G72</cusip>
        <identifiers>
          <isin value="US3137H7G723"/>
          <ticker value="FHLMC"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>440350.7</valUSD>
        <pctVal>0.0614527833</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sinopec Group Overseas Development (2014) Ltd.</name>
        <lei>549300ZIMV82UUECOQ45</lei>
        <title>SINOPE 4.375 04/10/24 144A</title>
        <cusip>82937WAE5</cusip>
        <identifiers>
          <isin value="US82937WAE57"/>
          <ticker value="SINOPE"/>
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        <balance>290000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>287282.43</valUSD>
        <pctVal>0.0400914655</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>VG</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC Holdings PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC V2.099 06/04/26</title>
        <cusip>404280CG2</cusip>
        <identifiers>
          <isin value="US404280CG21"/>
          <ticker value="HSBC"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>175913.32</valUSD>
        <pctVal>0.0245494401</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.099000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo &amp; Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WFC V2.393 06/02/28 MTN</title>
        <cusip>95000U2S1</cusip>
        <identifiers>
          <isin value="US95000U2S19"/>
          <ticker value="WFC"/>
        </identifiers>
        <balance>130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>111044.74</valUSD>
        <pctVal>0.0154967583</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.393000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Amazon.com, Inc.</name>
        <lei>ZXTILKJKG63JELOEG630</lei>
        <title>AMZN 0.8 06/03/25</title>
        <cusip>023135BQ8</cusip>
        <identifiers>
          <isin value="US023135BQ82"/>
          <ticker value="AMZN"/>
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        <balance>130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>117433.79</valUSD>
        <pctVal>0.0163883769</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AbbVie Inc.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>ABBV 2.3 11/21/22</title>
        <cusip>00287YBM0</cusip>
        <identifiers>
          <isin value="US00287YBM03"/>
          <ticker value="ABBV"/>
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        <balance>430000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>429421.18</valUSD>
        <pctVal>0.0599275230</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA-30YR</title>
        <cusip>01F050619</cusip>
        <identifiers>
          <isin value="US01F0506190"/>
          <ticker value="FNMA"/>
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        <balance>600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>577359.37</valUSD>
        <pctVal>0.0805729167</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA-30YR</title>
        <cusip>01F042616</cusip>
        <identifiers>
          <isin value="US01F0426167"/>
          <ticker value="FNMA"/>
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        <balance>1800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1685671.87</valUSD>
        <pctVal>0.2352425650</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>Amazon.com, Inc.</name>
        <lei>ZXTILKJKG63JELOEG630</lei>
        <title>AMZN 2.5 06/03/50</title>
        <cusip>023135BT2</cusip>
        <identifiers>
          <isin value="US023135BT22"/>
          <ticker value="AMZN"/>
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        <balance>900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>534520.37</valUSD>
        <pctVal>0.0745945549</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</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>Prosus NV</name>
        <lei>635400Z5LQ5F9OLVT688</lei>
        <title>PRXNA 4.027 08/03/50 144A</title>
        <cusip>74365PAD0</cusip>
        <identifiers>
          <isin value="US74365PAD06"/>
          <ticker value="PRXNA"/>
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        <balance>380000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>203631.22</valUSD>
        <pctVal>0.0284175891</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.027000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2-30YR-Multi</title>
        <cusip>21H050615</cusip>
        <identifiers>
          <isin value="US21H0506152"/>
          <ticker value="GNR"/>
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        <balance>800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>776562.5</valUSD>
        <pctVal>0.1083725472</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2-30YR-Multi</title>
        <cusip>21H030617</cusip>
        <identifiers>
          <isin value="US21H0306173"/>
          <ticker value="GNR"/>
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        <balance>2500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2174707.03</valUSD>
        <pctVal>0.3034894684</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-NQM4</name>
        <lei>N/A</lei>
        <title>NRZT 2022-NQM4 A1</title>
        <cusip>64831UAA2</cusip>
        <identifiers>
          <isin value="US64831UAA25"/>
          <ticker value="NRZT"/>
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        <balance>240222.55</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>231022.75</valUSD>
        <pctVal>0.0322401917</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2062-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD1305</title>
        <cusip>3132DNNW9</cusip>
        <identifiers>
          <isin value="US3132DNNW91"/>
          <ticker value="FNMA"/>
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        <balance>88688.89</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>85736.2</valUSD>
        <pctVal>0.0119648456</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNR 2020-89 DI</title>
        <cusip>3136BCD80</cusip>
        <identifiers>
          <isin value="US3136BCD804"/>
          <ticker value="FNMA"/>
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        <balance>237421.85</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35108.45</valUSD>
        <pctVal>0.0048995311</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-12-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM3123</title>
        <cusip>3140X6PH8</cusip>
        <identifiers>
          <isin value="US3140X6PH89"/>
          <ticker value="FN"/>
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        <balance>154574.51</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>134791.26</valUSD>
        <pctVal>0.0188106845</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>CMCSA 3.75 04/01/40</title>
        <cusip>20030NDH1</cusip>
        <identifiers>
          <isin value="US20030NDH17"/>
          <ticker value="CMCSA"/>
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        <balance>180000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>138626.47</valUSD>
        <pctVal>0.0193459041</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>C V4.412 03/31/31</title>
        <cusip>172967MP3</cusip>
        <identifiers>
          <isin value="US172967MP39"/>
          <ticker value="C"/>
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        <balance>290000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>258786.47</valUSD>
        <pctVal>0.0361147351</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.412000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Strctrd Asset Invt</name>
        <lei>N/A</lei>
        <title>SAIL 2004-7 A8</title>
        <cusip>86358EKJ4</cusip>
        <identifiers>
          <isin value="US86358EKJ46"/>
          <ticker value="SAIL"/>
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        <balance>193588.4</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>186428.67</valUSD>
        <pctVal>0.0260169012</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.081978500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA-30YR</title>
        <cusip>01F040610</cusip>
        <identifiers>
          <isin value="US01F0406102"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>2400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2179181.16</valUSD>
        <pctVal>0.3041138520</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Harborview Mtg Loan Trust</name>
        <lei>N/A</lei>
        <title>HVMLT 2005-9 2A1B</title>
        <cusip>41161PSL8</cusip>
        <identifiers>
          <isin value="US41161PSL84"/>
          <ticker value="HVMLT"/>
        </identifiers>
        <balance>145225.44</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>130204.35</valUSD>
        <pctVal>0.0181705620</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.272964500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kinder Morgan, Inc.</name>
        <lei>549300WR7IX8XE0TBO16</lei>
        <title>KMI 4.3 06/01/25</title>
        <cusip>49456BAF8</cusip>
        <identifiers>
          <isin value="US49456BAF85"/>
          <ticker value="KMI"/>
        </identifiers>
        <balance>90000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>87575.88</valUSD>
        <pctVal>0.0122215806</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA5379</title>
        <cusip>3140QC6R2</cusip>
        <identifiers>
          <isin value="US3140QC6R28"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>183657.13</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>174347.27</valUSD>
        <pctVal>0.0243308913</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FR RA3882</title>
        <cusip>3133KKJ34</cusip>
        <identifiers>
          <isin value="US3133KKJ349"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>167592.64</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>133549.05</valUSD>
        <pctVal>0.0186373289</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ameren Illinois Company</name>
        <lei>RC71E2BZ6UOMFPDJSE79</lei>
        <title>AEE 3.25 03/15/50</title>
        <cusip>02361DAU4</cusip>
        <identifiers>
          <isin value="US02361DAU46"/>
          <ticker value="AEE"/>
        </identifiers>
        <balance>106000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>69724.59</valUSD>
        <pctVal>0.0097303584</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Global Payments Inc</name>
        <lei>549300NOMHGVQBX6S778</lei>
        <title>GPN 2.9 05/15/30</title>
        <cusip>37940XAD4</cusip>
        <identifiers>
          <isin value="US37940XAD49"/>
          <ticker value="GPN"/>
        </identifiers>
        <balance>178000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>141648</valUSD>
        <pctVal>0.0197675713</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CSMC Trust</name>
        <lei>N/A</lei>
        <title>CSMC 2021-RPL4 A1</title>
        <cusip>12662GAC2</cusip>
        <identifiers>
          <isin value="US12662GAC24"/>
          <ticker value="CS"/>
        </identifiers>
        <balance>161022.4</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>148909.65</valUSD>
        <pctVal>0.0207809649</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-12-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.795610000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>NRZT 2021-NQM3 A1</title>
        <cusip>64831TAA5</cusip>
        <identifiers>
          <isin value="US64831TAA51"/>
          <ticker value="NRZT"/>
        </identifiers>
        <balance>179593.89</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>144214.47</valUSD>
        <pctVal>0.0201257329</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-11-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.156120000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA3521</title>
        <cusip>36179R4E6</cusip>
        <identifiers>
          <isin value="US36179R4E62"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>57242.21</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>52165.96</valUSD>
        <pctVal>0.0072799781</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Petroleos Mexicanos</name>
        <lei>549300CAZKPF4HKMPX17</lei>
        <title>PEMEX 5.625 01/23/46</title>
        <cusip>71654QBX9</cusip>
        <identifiers>
          <isin value="US71654QBX97"/>
          <ticker value="PEMEX"/>
        </identifiers>
        <balance>620000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>347162.8</valUSD>
        <pctVal>0.0484480218</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-01-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="12665.870000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA-30YR</title>
        <cusip>01F030611</cusip>
        <identifiers>
          <isin value="US01F0306112"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>2500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2124023.45</valUSD>
        <pctVal>0.2964163627</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA-30YR</title>
        <cusip>01F022618</cusip>
        <identifiers>
          <isin value="US01F0226187"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>7500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6133938.75</valUSD>
        <pctVal>0.8560168266</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA3803</title>
        <cusip>36179SGL5</cusip>
        <identifiers>
          <isin value="US36179SGL51"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>31827.26</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28981.7</valUSD>
        <pctVal>0.0040445175</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo Commercial Mortgage Trust</name>
        <lei>549300DNBJ7A0SEFVK31</lei>
        <title>WFCM 2016-BNK1 B</title>
        <cusip>95000GBD5</cusip>
        <identifiers>
          <isin value="US95000GBD51"/>
          <ticker value="WFCM"/>
        </identifiers>
        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>241724.46</valUSD>
        <pctVal>0.0337336601</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-08-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.967000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>CGCMT 2014-GC23 B</title>
        <cusip>17322VAW6</cusip>
        <identifiers>
          <isin value="US17322VAW63"/>
          <ticker value="CGCMT"/>
        </identifiers>
        <balance>240000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>227529.62</valUSD>
        <pctVal>0.0317527108</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-07-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.175000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.</name>
        <lei>549300TPZNMN50BJ3745</lei>
        <title>CHTR 4.8 03/01/50</title>
        <cusip>161175BT0</cusip>
        <identifiers>
          <isin value="US161175BT05"/>
          <ticker value="CHTR"/>
        </identifiers>
        <balance>30000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21231.82</valUSD>
        <pctVal>0.0029629893</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM7126</title>
        <cusip>3140XA4L3</cusip>
        <identifiers>
          <isin value="US3140XA4L34"/>
          <ticker value="FN"/>
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        <balance>.01</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>.01</valUSD>
        <pctVal>0.0000000014</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Spectrum Management Holding Company LLC</name>
        <lei>B1WXCWLJVJXMWJX6O298</lei>
        <title>TWC 6.55 05/01/37</title>
        <cusip>88732JAJ7</cusip>
        <identifiers>
          <isin value="US88732JAJ79"/>
          <ticker value="TWC"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44594.95</valUSD>
        <pctVal>0.0062234119</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.550000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA6659</title>
        <cusip>36179VMG2</cusip>
        <identifiers>
          <isin value="US36179VMG22"/>
          <ticker value="GNR"/>
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        <balance>202320.76</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>193939.94</valUSD>
        <pctVal>0.0270651304</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>New Residential Mortgage Loan Trust 2019-6</name>
        <lei>N/A</lei>
        <title>NRZT 2019-6A B3C</title>
        <cusip>64828GBQ2</cusip>
        <identifiers>
          <isin value="US64828GBQ29"/>
          <ticker value="NRZT"/>
        </identifiers>
        <balance>554360.34</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>473541.48</valUSD>
        <pctVal>0.0660846956</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.750000500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Raytheon Technologies Corporation</name>
        <lei>I07WOS4YJ0N7YRFE7309</lei>
        <title>RTX 7.2 08/15/27</title>
        <cusip>75513EBY6</cusip>
        <identifiers>
          <isin value="US75513EBY68"/>
          <ticker value="RTX"/>
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        <balance>26000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28191.66</valUSD>
        <pctVal>0.0039342642</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM4282</title>
        <cusip>3140X7XL8</cusip>
        <identifiers>
          <isin value="US3140X7XL82"/>
          <ticker value="FN"/>
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        <balance>68972.1</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>61605.18</valUSD>
        <pctVal>0.0085972607</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 1.375 11/15/40</title>
        <cusip>912810ST6</cusip>
        <identifiers>
          <isin value="US912810ST60"/>
          <ticker value="T"/>
        </identifiers>
        <balance>3200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1976875.01</valUSD>
        <pctVal>0.2758811820</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BF0301</title>
        <cusip>3140FXKP6</cusip>
        <identifiers>
          <isin value="US3140FXKP65"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>409079.19</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>387892.9</valUSD>
        <pctVal>0.0541320778</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bank 2017-Bnk5 206</name>
        <lei>N/A</lei>
        <title>BANK 2017-BNK5 A4</title>
        <cusip>06541WAW2</cusip>
        <identifiers>
          <isin value="US06541WAW29"/>
          <ticker value="BANK"/>
        </identifiers>
        <balance>330000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>295222.62</valUSD>
        <pctVal>0.0411995523</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-06-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.131000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Benchmark Mortgage Trust</name>
        <lei>N/A</lei>
        <title>BMARK 2018-B2 A5</title>
        <cusip>08161CAE1</cusip>
        <identifiers>
          <isin value="US08161CAE12"/>
          <ticker value="BMARK"/>
        </identifiers>
        <balance>390000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>356180.76</valUSD>
        <pctVal>0.0497065159</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-02-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.881900000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UnitedHealth Group Inc.</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNH 3.75 07/15/25</title>
        <cusip>91324PCP5</cusip>
        <identifiers>
          <isin value="US91324PCP53"/>
          <ticker value="UNH"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>48533.52</valUSD>
        <pctVal>0.0067730559</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA3873</title>
        <cusip>36179SJS7</cusip>
        <identifiers>
          <isin value="US36179SJS77"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>91094.14</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>80649.77</valUSD>
        <pctVal>0.0112550130</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Becton, Dickinson and Company</name>
        <lei>ICE2EP6D98PQUILVRZ91</lei>
        <title>BDX 4.685 12/15/44</title>
        <cusip>075887BG3</cusip>
        <identifiers>
          <isin value="US075887BG35"/>
          <ticker value="BDX"/>
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        <balance>15000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12608.14</valUSD>
        <pctVal>0.0017595187</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.685000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Kinder Morgan, Inc.</name>
        <lei>549300WR7IX8XE0TBO16</lei>
        <title>KMI 5.05 02/15/46</title>
        <cusip>49456BAJ0</cusip>
        <identifiers>
          <isin value="US49456BAJ08"/>
          <ticker value="KMI"/>
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        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32352.74</valUSD>
        <pctVal>0.0045149603</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.050000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Suzano Austria GmbH</name>
        <lei>254900287ZNSGVP1R341</lei>
        <title>SUZANO 6 01/15/29</title>
        <cusip>86964WAF9</cusip>
        <identifiers>
          <isin value="US86964WAF95"/>
          <ticker value="SUZANO"/>
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        <balance>1150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1096525</valUSD>
        <pctVal>0.1530246533</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Exxon Mobil Corporation</name>
        <lei>J3WHBG0MTS7O8ZVMDC91</lei>
        <title>XOM 2.44 08/16/29</title>
        <cusip>30231GBE1</cusip>
        <identifiers>
          <isin value="US30231GBE17"/>
          <ticker value="XOM"/>
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        <balance>240000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>205614.44</valUSD>
        <pctVal>0.0286943557</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.440000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BR2641</title>
        <cusip>3140L05B9</cusip>
        <identifiers>
          <isin value="US3140L05B95"/>
          <ticker value="FN"/>
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        <balance>80006.97</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>64027.32</valUSD>
        <pctVal>0.0089352805</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3133KL6J1</cusip>
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          <ticker value="FHLMC"/>
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        <issuerCat>USGA</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Peru (Republic of)</name>
        <lei>254900STKLK2DBJJZ530</lei>
        <title>PERU 3.55 03/10/51</title>
        <cusip>715638DT6</cusip>
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          <ticker value="PERU"/>
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        <curCd>USD</curCd>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2051-03-10</maturityDt>
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      <invstOrSec>
        <name>Oracle Corporation</name>
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        <curCd>USD</curCd>
        <valUSD>406996.98</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2041-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.650000000000</annualizedRt>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
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        <title>FN BR6496</title>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 1.875 11/15/51</title>
        <cusip>912810TB4</cusip>
        <identifiers>
          <isin value="US912810TB44"/>
          <ticker value="T"/>
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        <balance>1059000</balance>
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        <curCd>USD</curCd>
        <valUSD>645079.92</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2051-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Walmart Inc</name>
        <lei>Y87794H0US1R65VBXU25</lei>
        <title>WMT 2.375 09/24/29</title>
        <cusip>931142EQ2</cusip>
        <identifiers>
          <isin value="US931142EQ27"/>
          <ticker value="WMT"/>
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        <balance>20000</balance>
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        <curCd>USD</curCd>
        <valUSD>17104.92</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-09-24</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Enterprise Products Operating LLC</name>
        <lei>5493004LGN656HWLDA30</lei>
        <title>EPD 3.95 01/31/60</title>
        <cusip>29379VBZ5</cusip>
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          <isin value="US29379VBZ58"/>
          <ticker value="EPD"/>
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        <balance>70000</balance>
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        <curCd>USD</curCd>
        <valUSD>46489.6</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>2060-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.950000000000</annualizedRt>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM6871</title>
        <cusip>3140XAT51</cusip>
        <identifiers>
          <isin value="US3140XAT511"/>
          <ticker value="FN"/>
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        <balance>88546.64</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>72857.65</valUSD>
        <pctVal>0.0101675900</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Cayuga Park Clo Ltd / Llc</name>
        <lei>N/A</lei>
        <title>CYGPK 2020-1A AR</title>
        <cusip>149791AP0</cusip>
        <identifiers>
          <isin value="US149791AP09"/>
          <ticker value="CYGPK"/>
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        <balance>440000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>422400</valUSD>
        <pctVal>0.0589476880</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-17</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Nike, Inc.</name>
        <lei>787RXPR0UX0O0XUXPZ81</lei>
        <title>NKE 3.375 03/27/50</title>
        <cusip>654106AM5</cusip>
        <identifiers>
          <isin value="US654106AM50"/>
          <ticker value="NKE"/>
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        <balance>20000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14583.24</valUSD>
        <pctVal>0.0020351522</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.375000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>McDonald's Corporation</name>
        <lei>UE2136O97NLB5BYP9H04</lei>
        <title>MCD 3.3 07/01/25 MTN</title>
        <cusip>58013MFN9</cusip>
        <identifiers>
          <isin value="US58013MFN92"/>
          <ticker value="MCD"/>
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        <balance>70000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>67183.89</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.300000000000</annualizedRt>
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      <invstOrSec>
        <name>Composite Resins Holding (AOC/Aliancys)</name>
        <lei>254900FPK7P5WNA66Y10</lei>
        <title>Composite Resins Holding (AOC/Aliancys) Term Loan B 375 2028-09-18</title>
        <cusip>50216YAB6</cusip>
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          <ticker value="COMRSN"/>
          <other otherDesc="IDII" value="7RMNYM9"/>
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        <curCd>USD</curCd>
        <valUSD>94566.79</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-09-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.870000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHR 5167 MI</title>
        <cusip>3137H3M33</cusip>
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          <isin value="US3137H3M332"/>
          <ticker value="FHLMC"/>
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        <balance>88607.97</balance>
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        <curCd>USD</curCd>
        <valUSD>11929.75</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2051-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.75 08/15/42</title>
        <cusip>912810QX9</cusip>
        <identifiers>
          <isin value="US912810QX90"/>
          <ticker value="T"/>
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        <balance>2960000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2288334.38</valUSD>
        <pctVal>0.3193466407</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2042-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Wells Fargo &amp; Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WFC 4.4 06/14/46 MTN</title>
        <cusip>94974BGT1</cusip>
        <identifiers>
          <isin value="US94974BGT17"/>
          <ticker value="WFC"/>
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        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29474.24</valUSD>
        <pctVal>0.0041132536</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-06-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Amgen Inc.</name>
        <lei>62QBXGPJ34PQ72Z12S66</lei>
        <title>AMGN 4.4 05/01/45</title>
        <cusip>031162BZ2</cusip>
        <identifiers>
          <isin value="US031162BZ23"/>
          <ticker value="AMGN"/>
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        <balance>20000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16136.75</valUSD>
        <pctVal>0.0022519510</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.400000000000</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>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>CMCSA 3.969 11/01/47</title>
        <cusip>20030NCC3</cusip>
        <identifiers>
          <isin value="US20030NCC39"/>
          <ticker value="CMCSA"/>
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        <balance>140000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>103693.17</valUSD>
        <pctVal>0.0144708159</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2047-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.969000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CVS Health Corp</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS 3.75 04/01/30</title>
        <cusip>126650DJ6</cusip>
        <identifiers>
          <isin value="US126650DJ69"/>
          <ticker value="CVS"/>
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        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>264906.55</valUSD>
        <pctVal>0.0369688178</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GS 3.5 04/01/25</title>
        <cusip>38141GXJ8</cusip>
        <identifiers>
          <isin value="US38141GXJ83"/>
          <ticker value="GS"/>
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        <balance>140000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>132646.04</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AbbVie Inc.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>ABBV 3.2 11/21/29</title>
        <cusip>00287YBX6</cusip>
        <identifiers>
          <isin value="US00287YBX67"/>
          <ticker value="ABBV"/>
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        <balance>880000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>769172.95</valUSD>
        <pctVal>0.1073413046</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.200000000000</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>AbbVie Inc.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>ABBV 3.8 03/15/25</title>
        <cusip>00287YCX5</cusip>
        <identifiers>
          <isin value="US00287YCX58"/>
          <ticker value="ABBV"/>
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        <balance>410000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>395498.01</valUSD>
        <pctVal>0.0551934027</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>Fixed</couponKind>
          <annualizedRt>3.800000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Altria Group, Inc.</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
        <title>MO 4.4 02/14/26</title>
        <cusip>02209SBC6</cusip>
        <identifiers>
          <isin value="US02209SBC61"/>
          <ticker value="MO"/>
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        <balance>172000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>165044.04</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>Myers Park CLO Ltd</name>
        <lei>N/A</lei>
        <title>MYERS 2018-1A B1</title>
        <cusip>62848FAE2</cusip>
        <identifiers>
          <isin value="US62848FAE25"/>
          <ticker value="MYERS"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>235258.03</valUSD>
        <pctVal>0.0328312428</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.309860000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bank of Montreal</name>
        <lei>NQQ6HPCNCCU6TUTQYE16</lei>
        <title>BMO V3.803 12/15/32</title>
        <cusip>06368BGS1</cusip>
        <identifiers>
          <isin value="US06368BGS16"/>
          <ticker value="BMO"/>
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        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34296.35</valUSD>
        <pctVal>0.0047861992</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.803000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BAC V4.083 03/20/51 MTN</title>
        <cusip>06051GJA8</cusip>
        <identifiers>
          <isin value="US06051GJA85"/>
          <ticker value="BAC"/>
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        <balance>450000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>334313.96</valUSD>
        <pctVal>0.0466549124</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.083000000000</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>NVIDIA Corp.</name>
        <lei>549300S4KLFTLO7GSQ80</lei>
        <title>NVDA 3.5 04/01/50</title>
        <cusip>67066GAH7</cusip>
        <identifiers>
          <isin value="US67066GAH74"/>
          <ticker value="NVDA"/>
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        <balance>420000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>296745.43</valUSD>
        <pctVal>0.0414120668</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K-1517 X1</title>
        <cusip>3137FWHG8</cusip>
        <identifiers>
          <isin value="US3137FWHG83"/>
          <ticker value="FHLMC"/>
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        <balance>234910.83</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24612.99</valUSD>
        <pctVal>0.0034348458</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.329987000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Boeing Company</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BA 3.25 02/01/35</title>
        <cusip>097023CP8</cusip>
        <identifiers>
          <isin value="US097023CP81"/>
          <ticker value="BA"/>
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        <balance>290000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>204933.25</valUSD>
        <pctVal>0.0285992928</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</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>Consolidated Edison Company of New York, Inc.</name>
        <lei>VZFZPMWDHTQCFKYOBP05</lei>
        <title>ED 3.95 04/01/50 20B</title>
        <cusip>209111FY4</cusip>
        <identifiers>
          <isin value="US209111FY40"/>
          <ticker value="ED"/>
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        <balance>20000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14718.68</valUSD>
        <pctVal>0.0020540534</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA2482</title>
        <cusip>3140Q9XL2</cusip>
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          <isin value="US3140Q9XL27"/>
          <ticker value="FN"/>
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        <balance>94872.1</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>91106.02</valUSD>
        <pctVal>0.0127142264</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UnitedHealth Group Inc.</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNH 2 05/15/30</title>
        <cusip>91324PDX7</cusip>
        <identifiers>
          <isin value="US91324PDX78"/>
          <ticker value="UNH"/>
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        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32060.68</valUSD>
        <pctVal>0.0044742021</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>COMM MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>COMM 2020-CX A</title>
        <cusip>12656KAA5</cusip>
        <identifiers>
          <isin value="US12656KAA51"/>
          <ticker value="COMM"/>
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        <balance>290000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>218513.93</valUSD>
        <pctVal>0.0304945335</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-11-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.173000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Small Business Administration</name>
        <lei>N/A</lei>
        <title>SBIC 2021-10A 1</title>
        <cusip>831641FR1</cusip>
        <identifiers>
          <isin value="US831641FR15"/>
          <ticker value="SBAP"/>
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        <balance>223914.57</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>186780.33</valUSD>
        <pctVal>0.0260659768</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.667000000000</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>U.S. Bancorp.</name>
        <lei>N1GZ7BBF3NP8GI976H15</lei>
        <title>USB 1.45 05/12/25</title>
        <cusip>91159HHZ6</cusip>
        <identifiers>
          <isin value="US91159HHZ64"/>
          <ticker value="USB"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>228445.86</valUSD>
        <pctVal>0.0318805759</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="92075.130000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Johnson &amp; Johnson</name>
        <lei>549300G0CFPGEF6X2043</lei>
        <title>JNJ 0.55 09/01/25</title>
        <cusip>478160CN2</cusip>
        <identifiers>
          <isin value="US478160CN21"/>
          <ticker value="JNJ"/>
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        <balance>80000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>71360</valUSD>
        <pctVal>0.0099585867</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.550000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Microsoft Corporation</name>
        <lei>INR2EJN1ERAN0W5ZP974</lei>
        <title>MSFT 2.525 06/01/50</title>
        <cusip>594918CC6</cusip>
        <identifiers>
          <isin value="US594918CC64"/>
          <ticker value="MSFT"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>125465.58</valUSD>
        <pctVal>0.0175092468</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.525000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Massmutual Global Funding II</name>
        <lei>549300K1IE3K7YU6VG29</lei>
        <title>MASSMU 0.85 06/09/23 144A</title>
        <cusip>57629WCU2</cusip>
        <identifiers>
          <isin value="US57629WCU27"/>
          <ticker value="MASSMU"/>
        </identifiers>
        <balance>330000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>321944.23</valUSD>
        <pctVal>0.0449286648</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UnitedHealth Group Inc.</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNH 3.125 05/15/60</title>
        <cusip>91324PEA6</cusip>
        <identifiers>
          <isin value="US91324PEA66"/>
          <ticker value="UNH"/>
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        <balance>20000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12368.53</valUSD>
        <pctVal>0.0017260801</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MPLX LP</name>
        <lei>5493000CZJ19CK4P3G36</lei>
        <title>MPLX 5.2 12/01/47</title>
        <cusip>55336VBP4</cusip>
        <identifiers>
          <isin value="US55336VBP40"/>
          <ticker value="MPLX"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>80027.54</valUSD>
        <pctVal>0.0111681782</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA4819</title>
        <cusip>3140QCK96</cusip>
        <identifiers>
          <isin value="US3140QCK965"/>
          <ticker value="FN"/>
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        <balance>82510.93</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>75934.71</valUSD>
        <pctVal>0.0105970066</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Skymiles Ip Limited &amp; Delta Air Lines Incorporated</name>
        <lei>Q2CCMS6R0AS67HJMBN42</lei>
        <title>DAL 4.75 10/20/28 144A</title>
        <cusip>830867AB3</cusip>
        <identifiers>
          <isin value="US830867AB33"/>
          <ticker value="DAL"/>
        </identifiers>
        <balance>260000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>241874.41</valUSD>
        <pctVal>0.0337545863</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA2749</title>
        <cusip>31418CBT0</cusip>
        <identifiers>
          <isin value="US31418CBT09"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>108712.12</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>94799.39</valUSD>
        <pctVal>0.0132296517</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cigna Corporation</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>CI 4.8 08/15/38</title>
        <cusip>125523AJ9</cusip>
        <identifiers>
          <isin value="US125523AJ93"/>
          <ticker value="CI"/>
        </identifiers>
        <balance>210000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>185048.71</valUSD>
        <pctVal>0.0258243220</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Paypal Holdings Incorporation</name>
        <lei>5493005X2GO78EFZ3E94</lei>
        <title>PYPL 4.4 06/01/32</title>
        <cusip>70450YAL7</cusip>
        <identifiers>
          <isin value="US70450YAL74"/>
          <ticker value="PYPL"/>
        </identifiers>
        <balance>70000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>64305.96</valUSD>
        <pctVal>0.0089741659</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="65691.950000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>T 5.55 08/15/41</title>
        <cusip>00206RBA9</cusip>
        <identifiers>
          <isin value="US00206RBA95"/>
          <ticker value="T"/>
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        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36587.5</valUSD>
        <pctVal>0.0051059388</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.550000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM9299</title>
        <cusip>3140XDKM7</cusip>
        <identifiers>
          <isin value="US3140XDKM78"/>
          <ticker value="FN"/>
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        <balance>91428.79</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>72626.07</valUSD>
        <pctVal>0.0101352721</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Targa Resources Corp. (Calif)</name>
        <lei>5493003QENHHS261UR94</lei>
        <title>TRGP 5.2 07/01/27</title>
        <cusip>87612KAA0</cusip>
        <identifiers>
          <isin value="US87612KAA07"/>
          <ticker value="TRGP"/>
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        <balance>260000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>250779.65</valUSD>
        <pctVal>0.0349973498</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Occidental Petroleum Corporation</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>OXY 7.875 09/15/31</title>
        <cusip>674599DE2</cusip>
        <identifiers>
          <isin value="US674599DE26"/>
          <ticker value="OXY"/>
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        <balance>210000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>228545.1</valUSD>
        <pctVal>0.0318944253</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="230704.150000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo &amp; Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WFC V2.879 10/30/30 MTN</title>
        <cusip>95000U2G7</cusip>
        <identifiers>
          <isin value="US95000U2G70"/>
          <ticker value="WFC"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>205115.8</valUSD>
        <pctVal>0.0286247684</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.879000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VZ 2.55 03/21/31</title>
        <cusip>92343VGJ7</cusip>
        <identifiers>
          <isin value="US92343VGJ70"/>
          <ticker value="VZ"/>
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        <balance>420000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>331893.74</valUSD>
        <pctVal>0.0463171606</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.550000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ares XLIV CLO Ltd.</name>
        <lei>N/A</lei>
        <title>ARES 2017-44A A1R</title>
        <cusip>04016NAM5</cusip>
        <identifiers>
          <isin value="US04016NAM56"/>
          <ticker value="ARES"/>
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        <balance>460000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>440354.46</valUSD>
        <pctVal>0.0614533080</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.592000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Enterprise Products Operating LLC</name>
        <lei>5493004LGN656HWLDA30</lei>
        <title>EPD 4.85 03/15/44</title>
        <cusip>29379VBA0</cusip>
        <identifiers>
          <isin value="US29379VBA08"/>
          <ticker value="EPD"/>
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        <balance>80000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>65758.95</valUSD>
        <pctVal>0.0091769367</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA3736</title>
        <cusip>36179SEH6</cusip>
        <identifiers>
          <isin value="US36179SEH67"/>
          <ticker value="GNR"/>
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        <balance>63281.07</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>57695.54</valUSD>
        <pctVal>0.0080516541</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BP7009</title>
        <cusip>3140KEYF9</cusip>
        <identifiers>
          <isin value="US3140KEYF91"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>.01</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>.01</valUSD>
        <pctVal>0.0000000014</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>2549001DPIFGXC1TOL40</lei>
        <title>FR SD7525</title>
        <cusip>3132DVLE3</cusip>
        <identifiers>
          <isin value="US3132DVLE38"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>379944.02</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>315658.35</valUSD>
        <pctVal>0.0440514440</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FR SD1143</title>
        <cusip>3132DNHU0</cusip>
        <identifiers>
          <isin value="US3132DNHU00"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>185106.07</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>176324.88</valUSD>
        <pctVal>0.0246068750</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Spectrum Management Holding Company LLC</name>
        <lei>B1WXCWLJVJXMWJX6O298</lei>
        <title>TWC 5.875 11/15/40</title>
        <cusip>88732JAY4</cusip>
        <identifiers>
          <isin value="US88732JAY47"/>
          <ticker value="TWC"/>
        </identifiers>
        <balance>130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>105451.42</valUSD>
        <pctVal>0.0147161870</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>CMCSA 4 08/15/47</title>
        <cusip>20030NBZ3</cusip>
        <identifiers>
          <isin value="US20030NBZ33"/>
          <ticker value="CMCSA"/>
        </identifiers>
        <balance>30000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22451.47</valUSD>
        <pctVal>0.0031331966</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VZ 4.329 09/21/28</title>
        <cusip>92343VER1</cusip>
        <identifiers>
          <isin value="US92343VER15"/>
          <ticker value="VZ"/>
        </identifiers>
        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>234366.8</valUSD>
        <pctVal>0.0327068679</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.329000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CSMC TRUST</name>
        <lei>N/A</lei>
        <title>CSMC 2021-RPL6 A1</title>
        <cusip>12657GAA3</cusip>
        <identifiers>
          <isin value="US12657GAA31"/>
          <ticker value="CSMC"/>
        </identifiers>
        <balance>157554.95</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>136344.11</valUSD>
        <pctVal>0.0190273912</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA3875</title>
        <cusip>36179SJU2</cusip>
        <identifiers>
          <isin value="US36179SJU24"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>97538.19</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>91249.42</valUSD>
        <pctVal>0.0127342385</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPM 3.625 12/01/27</title>
        <cusip>46625HRX0</cusip>
        <identifiers>
          <isin value="US46625HRX07"/>
          <ticker value="JPM"/>
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        <balance>190000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>171652.75</valUSD>
        <pctVal>0.0239548597</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA4899</title>
        <cusip>36179TNQ4</cusip>
        <identifiers>
          <isin value="US36179TNQ49"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>45833.29</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40412.27</valUSD>
        <pctVal>0.0056397014</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>General Motors Company</name>
        <lei>54930070NSV60J38I987</lei>
        <title>GM 4.875 10/02/23</title>
        <cusip>37045VAE0</cusip>
        <identifiers>
          <isin value="US37045VAE02"/>
          <ticker value="GM"/>
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        <balance>560000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>554588.65</valUSD>
        <pctVal>0.0773951674</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Rr 3 Ltd</name>
        <lei>549300YH0VOGWM5JZF65</lei>
        <title>RRAM 2018-3A A1R2</title>
        <cusip>74988LAA2</cusip>
        <identifiers>
          <isin value="US74988LAA26"/>
          <ticker value="ALM"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>244862.78</valUSD>
        <pctVal>0.0341716258</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.602000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM7630</title>
        <cusip>3140XBPQ7</cusip>
        <identifiers>
          <isin value="US3140XBPQ71"/>
          <ticker value="FN"/>
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        <balance>169917.7</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>141126.31</valUSD>
        <pctVal>0.0196947673</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM7786</title>
        <cusip>3140XBUL2</cusip>
        <identifiers>
          <isin value="US3140XBUL20"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>578788.72</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>539539.47</valUSD>
        <pctVal>0.0752949913</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bank 2017-Bnk4</name>
        <lei>N/A</lei>
        <title>BANK 2018-BN13 A5</title>
        <cusip>06539LBB5</cusip>
        <identifiers>
          <isin value="US06539LBB53"/>
          <ticker value="BANK"/>
        </identifiers>
        <balance>480000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>443406.53</valUSD>
        <pctVal>0.0618792372</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-08-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.217000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AbbVie Inc.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>ABBV 3.75 11/14/23</title>
        <cusip>00287YBC2</cusip>
        <identifiers>
          <isin value="US00287YBC21"/>
          <ticker value="ABBV"/>
        </identifiers>
        <balance>20000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19734.95</valUSD>
        <pctVal>0.0027540949</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GS 3.2 02/23/23</title>
        <cusip>38141GWT7</cusip>
        <identifiers>
          <isin value="US38141GWT74"/>
          <ticker value="GS"/>
        </identifiers>
        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39776.78</valUSD>
        <pctVal>0.0055510161</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UnitedHealth Group Inc.</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNH 4.45 12/15/48</title>
        <cusip>91324PDQ2</cusip>
        <identifiers>
          <isin value="US91324PDQ28"/>
          <ticker value="UNH"/>
        </identifiers>
        <balance>20000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16617.57</valUSD>
        <pctVal>0.0023190514</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNR 2020-190 IO</title>
        <cusip>38380RJM3</cusip>
        <identifiers>
          <isin value="US38380RJM34"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>3199575.62</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>238984.3</valUSD>
        <pctVal>0.0333512594</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2062-11-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.026690000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 1.875 02/15/41</title>
        <cusip>912810SW9</cusip>
        <identifiers>
          <isin value="US912810SW99"/>
          <ticker value="T"/>
        </identifiers>
        <balance>3750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2535058.58</valUSD>
        <pctVal>0.3537780355</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Southern Copper Corporation</name>
        <lei>2549007U6NAP46Q9TU15</lei>
        <title>SCCO 5.25 11/08/42</title>
        <cusip>84265VAG0</cusip>
        <identifiers>
          <isin value="US84265VAG05"/>
          <ticker value="SCCO"/>
        </identifiers>
        <balance>870000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>753985.5</valUSD>
        <pctVal>0.1052218324</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-11-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EQUATE Petrochemical B.V.</name>
        <lei>635400Y3Z5R4NJSMQ630</lei>
        <title>EQPTRC 4.25 11/03/26 144A</title>
        <cusip>29441WAC9</cusip>
        <identifiers>
          <isin value="US29441WAC91"/>
          <ticker value="EQPTRC"/>
        </identifiers>
        <balance>210000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>194460</valUSD>
        <pctVal>0.0271377069</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.</name>
        <lei>549300TPZNMN50BJ3745</lei>
        <title>CHTR 5.05 03/30/29</title>
        <cusip>161175BR4</cusip>
        <identifiers>
          <isin value="US161175BR49"/>
          <ticker value="CHTR"/>
        </identifiers>
        <balance>700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>643389.26</valUSD>
        <pctVal>0.0897876642</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.050000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo &amp; Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WFC 4.15 01/24/29 MTN</title>
        <cusip>95000U2D4</cusip>
        <identifiers>
          <isin value="US95000U2D40"/>
          <ticker value="WFC"/>
        </identifiers>
        <balance>820000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>746301.63</valUSD>
        <pctVal>0.1041495162</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR RA1877</title>
        <cusip>3133KHCN4</cusip>
        <identifiers>
          <isin value="US3133KHCN44"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>70039.21</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>68358.41</valUSD>
        <pctVal>0.0095397022</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KKR CLO 32 LTD</name>
        <lei>5493004Y6G18HN4CQ515</lei>
        <title>KKR 32A A1</title>
        <cusip>48254HAA2</cusip>
        <identifiers>
          <isin value="US48254HAA23"/>
          <ticker value="KKR"/>
        </identifiers>
        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>147158.82</valUSD>
        <pctVal>0.0205366293</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.832000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.375 05/15/51</title>
        <cusip>912810SX7</cusip>
        <identifiers>
          <isin value="US912810SX72"/>
          <ticker value="T"/>
        </identifiers>
        <balance>6950000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4812603.53</valUSD>
        <pctVal>0.6716189661</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPG TRUST 2021-PORT</name>
        <lei>N/A</lei>
        <title>OPG 2021-PORT A</title>
        <cusip>67118AAA3</cusip>
        <identifiers>
          <isin value="US67118AAA34"/>
          <ticker value="OPG"/>
        </identifiers>
        <balance>575714.27</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>542610.3</valUSD>
        <pctVal>0.0757235385</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.095625000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Applebees's Funding LLC / IHOP Funding LLC</name>
        <lei>N/A</lei>
        <title>DIN 2019-1A A2I</title>
        <cusip>03789XAD0</cusip>
        <identifiers>
          <isin value="US03789XAD03"/>
          <ticker value="DIN"/>
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        <balance>376200</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>354313.44</valUSD>
        <pctVal>0.0494459236</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-06-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.194000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Barclays PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>BACR V5.088 06/20/30</title>
        <cusip>06738EBK0</cusip>
        <identifiers>
          <isin value="US06738EBK01"/>
          <ticker value="BACR"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>168113.64</valUSD>
        <pctVal>0.0234609621</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.088000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AbbVie Inc.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>ABBV 4.875 11/14/48</title>
        <cusip>00287YBD0</cusip>
        <identifiers>
          <isin value="US00287YBD04"/>
          <ticker value="ABBV"/>
        </identifiers>
        <balance>20000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17029.91</valUSD>
        <pctVal>0.0023765952</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-11-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 784674</title>
        <cusip>3622AACK8</cusip>
        <identifiers>
          <isin value="US3622AACK85"/>
          <ticker value="GNR"/>
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        <balance>87801.08</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>80661.63</valUSD>
        <pctVal>0.0112566681</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>General Dynamics Corporation</name>
        <lei>9C1X8XOOTYY2FNYTVH06</lei>
        <title>GD 4.25 04/01/50</title>
        <cusip>369550BJ6</cusip>
        <identifiers>
          <isin value="US369550BJ68"/>
          <ticker value="GD"/>
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        <balance>70000</balance>
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        <curCd>USD</curCd>
        <valUSD>58317.14</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>General Dynamics Corporation</name>
        <lei>9C1X8XOOTYY2FNYTVH06</lei>
        <title>GD 4.25 04/01/40</title>
        <cusip>369550BH0</cusip>
        <identifiers>
          <isin value="US369550BH03"/>
          <ticker value="GD"/>
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        <balance>10000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8588.5</valUSD>
        <pctVal>0.0011985611</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM9185</title>
        <cusip>3140XDF35</cusip>
        <identifiers>
          <isin value="US3140XDF357"/>
          <ticker value="FN"/>
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        <balance>186653.41</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>153582.31</valUSD>
        <pctVal>0.0214330542</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Canadian Pacific Railway Company</name>
        <lei>54930036474DURYNB481</lei>
        <title>CP 3 12/02/41</title>
        <cusip>13645RBG8</cusip>
        <identifiers>
          <isin value="US13645RBG83"/>
          <ticker value="CP"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>103953.48</valUSD>
        <pctVal>0.0145071432</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-12-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BM5629</title>
        <cusip>3140JAHF8</cusip>
        <identifiers>
          <isin value="US3140JAHF81"/>
          <ticker value="FNMA"/>
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        <balance>24166.76</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23095.19</valUSD>
        <pctVal>0.0032230304</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNA 2019-M6 A2</title>
        <cusip>3136B4KJ6</cusip>
        <identifiers>
          <isin value="US3136B4KJ62"/>
          <ticker value="FNMA"/>
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        <balance>63437.14</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>59481.96</valUSD>
        <pctVal>0.0083009565</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BR4753</title>
        <cusip>3140L3H79</cusip>
        <identifiers>
          <isin value="US3140L3H794"/>
          <ticker value="FN"/>
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        <balance>84968.38</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>67997.37</valUSD>
        <pctVal>0.0094893176</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR QC0297</title>
        <cusip>3133AJKJ1</cusip>
        <identifiers>
          <isin value="US3133AJKJ16"/>
          <ticker value="FHLMC"/>
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        <balance>.01</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>.01</valUSD>
        <pctVal>0.0000000014</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Cigna Corporation</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>CI 4.375 10/15/28</title>
        <cusip>125523AH3</cusip>
        <identifiers>
          <isin value="US125523AH38"/>
          <ticker value="CI"/>
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        <balance>670000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>630684.54</valUSD>
        <pctVal>0.0880146673</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VZ 3.15 03/22/30</title>
        <cusip>92343VFE9</cusip>
        <identifiers>
          <isin value="US92343VFE92"/>
          <ticker value="VZ"/>
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        <balance>90000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>76046.62</valUSD>
        <pctVal>0.0106126241</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.150000000000</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>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>CMCSA 4.95 10/15/58</title>
        <cusip>20030NCN9</cusip>
        <identifiers>
          <isin value="US20030NCN93"/>
          <ticker value="CMCSA"/>
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        <balance>20000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16821.79</valUSD>
        <pctVal>0.0023475512</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA5596</title>
        <cusip>36179UGD8</cusip>
        <identifiers>
          <isin value="US36179UGD81"/>
          <ticker value="GNR"/>
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        <balance>262850.67</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>252594.57</valUSD>
        <pctVal>0.0352506295</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>American Express Company</name>
        <lei>R4PP93JZOLY261QX3811</lei>
        <title>AXP 2.5 07/30/24</title>
        <cusip>025816CG2</cusip>
        <identifiers>
          <isin value="US025816CG27"/>
          <ticker value="AXP"/>
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        <balance>410000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>389734.28</valUSD>
        <pctVal>0.0543890500</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Indonesia (Republic of)</name>
        <lei>529900FWX0GRR7WG5W79</lei>
        <title>INDON 3.7 10/30/49</title>
        <cusip>455780CN4</cusip>
        <identifiers>
          <isin value="US455780CN45"/>
          <ticker value="INDON"/>
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        <balance>530000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>369674.18</valUSD>
        <pctVal>0.0515895791</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.700000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Small Business Administration</name>
        <lei>N/A</lei>
        <title>SBIC 2019-10A 1</title>
        <cusip>831641FM2</cusip>
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          <isin value="US831641FM28"/>
          <ticker value="SBAP"/>
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        <balance>65792.83</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>61023.36</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.113000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BM4696</title>
        <cusip>3140J9GE5</cusip>
        <identifiers>
          <isin value="US3140J9GE55"/>
          <ticker value="FNMA"/>
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        <balance>689816.24</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>605375.89</valUSD>
        <pctVal>0.0844827393</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHR 5069 MI</title>
        <cusip>3137F9CW9</cusip>
        <identifiers>
          <isin value="US3137F9CW93"/>
          <ticker value="FHLMC"/>
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        <balance>81190.03</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12070.46</valUSD>
        <pctVal>0.0016844832</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR QB8975</title>
        <cusip>3133AF6L0</cusip>
        <identifiers>
          <isin value="US3133AF6L00"/>
          <ticker value="FHLMC"/>
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        <balance>92371.7</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>73665.28</valUSD>
        <pctVal>0.0102802982</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VZ 4.125 08/15/46</title>
        <cusip>92343VDC5</cusip>
        <identifiers>
          <isin value="US92343VDC54"/>
          <ticker value="VZ"/>
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        <balance>70000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>52671.79</valUSD>
        <pctVal>0.0073505688</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA3937</title>
        <cusip>36179SLS4</cusip>
        <identifiers>
          <isin value="US36179SLS40"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>35001.85</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31962.07</valUSD>
        <pctVal>0.0044604406</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Boeing Company</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BA 5.93 05/01/60</title>
        <cusip>097023CX1</cusip>
        <identifiers>
          <isin value="US097023CX16"/>
          <ticker value="BA"/>
        </identifiers>
        <balance>140000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>118346.34</valUSD>
        <pctVal>0.0165157271</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.930000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Metropolitan Life Global Funding I</name>
        <lei>635400MMSOCXNNNZDZ82</lei>
        <title>MET 0.9 06/08/23 144A</title>
        <cusip>59217GEH8</cusip>
        <identifiers>
          <isin value="US59217GEH83"/>
          <ticker value="MET"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>243967.01</valUSD>
        <pctVal>0.0340466174</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.900000000000</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>3M Company</name>
        <lei>LUZQVYP4VS22CLWDAR65</lei>
        <title>MMM 2.375 08/26/29</title>
        <cusip>88579YBJ9</cusip>
        <identifiers>
          <isin value="US88579YBJ91"/>
          <ticker value="MMM"/>
        </identifiers>
        <balance>410000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>337574.57</valUSD>
        <pctVal>0.0471099442</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 1.625 11/15/50</title>
        <cusip>912810SS8</cusip>
        <identifiers>
          <isin value="US912810SS87"/>
          <ticker value="T"/>
        </identifiers>
        <balance>8620000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4929562.5</valUSD>
        <pctVal>0.6879410799</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NVIDIA Corp.</name>
        <lei>549300S4KLFTLO7GSQ80</lei>
        <title>NVDA 3.7 04/01/60</title>
        <cusip>67066GAJ3</cusip>
        <identifiers>
          <isin value="US67066GAJ31"/>
          <ticker value="NVDA"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>102306.71</valUSD>
        <pctVal>0.0142773296</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Chevron Corporation</name>
        <lei>N/A</lei>
        <title>CVX 1.554 05/11/25</title>
        <cusip>166764BW9</cusip>
        <identifiers>
          <isin value="US166764BW97"/>
          <ticker value="CVX"/>
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        <balance>130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>119931.7</valUSD>
        <pctVal>0.0167369707</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.554000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 1.75 08/15/41</title>
        <cusip>912810TA6</cusip>
        <identifiers>
          <isin value="US912810TA60"/>
          <ticker value="T"/>
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        <balance>2570000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1677326.56</valUSD>
        <pctVal>0.2340779420</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.</name>
        <lei>549300TPZNMN50BJ3745</lei>
        <title>CHTR 3.5 03/01/42</title>
        <cusip>161175CE2</cusip>
        <identifiers>
          <isin value="US161175CE27"/>
          <ticker value="CHTR"/>
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        <balance>60000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37489.58</valUSD>
        <pctVal>0.0052318278</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR QB9290</title>
        <cusip>3133AGKB4</cusip>
        <identifiers>
          <isin value="US3133AGKB41"/>
          <ticker value="FHLMC"/>
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        <balance>175220.54</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>139898.63</valUSD>
        <pctVal>0.0195234394</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR RA5117</title>
        <cusip>3133KLVJ3</cusip>
        <identifiers>
          <isin value="US3133KLVJ33"/>
          <ticker value="FHLMC"/>
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        <balance>487790.45</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>388981.51</valUSD>
        <pctVal>0.0542839978</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</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>Humana Inc.</name>
        <lei>529900YLDW34GJAO4J06</lei>
        <title>HUM 3.125 08/15/29</title>
        <cusip>444859BK7</cusip>
        <identifiers>
          <isin value="US444859BK72"/>
          <ticker value="HUM"/>
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        <balance>310000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>264765.34</valUSD>
        <pctVal>0.0369491114</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="4304.260000000000"/>
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      <invstOrSec>
        <name>Cigna Corporation</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>CI 4.9 12/15/48</title>
        <cusip>125523AK6</cusip>
        <identifiers>
          <isin value="US125523AK66"/>
          <ticker value="CI"/>
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        <balance>130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>110377.83</valUSD>
        <pctVal>0.0154036882</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Alphabet Inc.</name>
        <lei>5493006MHB84DD0ZWV18</lei>
        <title>GOOGL 1.1 08/15/30</title>
        <cusip>02079KAD9</cusip>
        <identifiers>
          <isin value="US02079KAD90"/>
          <ticker value="GOOGL"/>
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        <balance>60000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>46078.14</valUSD>
        <pctVal>0.0064303973</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNR 2020-160 YI</title>
        <cusip>38382KQ97</cusip>
        <identifiers>
          <isin value="US38382KQ979"/>
          <ticker value="GNR"/>
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        <balance>254171.11</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34764.48</valUSD>
        <pctVal>0.0048515287</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Nordea Bank ABP</name>
        <lei>529900ODI3047E2LIV03</lei>
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        <cusip>65557CBE2</cusip>
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          <isin value="US65557CBE21"/>
          <ticker value="NDASS"/>
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        <balance>210000</balance>
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        <curCd>USD</curCd>
        <valUSD>204501.57</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FI</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-06-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.000000000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CERBERUS LOAN FUNDING XXVIII LP</name>
        <lei>5493001KVNFMAC4U9384</lei>
        <title>CERB 2020-1A A</title>
        <cusip>15673EAA1</cusip>
        <identifiers>
          <isin value="US15673EAA10"/>
          <ticker value="CERB"/>
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        <balance>107767.63</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>106788.56</valUSD>
        <pctVal>0.0149027905</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.362000000000</annualizedRt>
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      <invstOrSec>
        <name>Cigna Corporation</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>CI 4.125 11/15/25</title>
        <cusip>125523AG5</cusip>
        <identifiers>
          <isin value="US125523AG54"/>
          <ticker value="CI"/>
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        <balance>20000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19333.72</valUSD>
        <pctVal>0.0026981015</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>New Residential Mortgage Loan Trust 2019-6</name>
        <lei>N/A</lei>
        <title>NRZT 2019-6A A1B</title>
        <cusip>64828GAD2</cusip>
        <identifiers>
          <isin value="US64828GAD25"/>
          <ticker value="NRZT"/>
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        <balance>602522.96</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>555576.66</valUSD>
        <pctVal>0.0775330483</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Honeywell International Inc.</name>
        <lei>ISRPG12PN4EIEOEMW547</lei>
        <title>HON 1.35 06/01/25</title>
        <cusip>438516CB0</cusip>
        <identifiers>
          <isin value="US438516CB04"/>
          <ticker value="HON"/>
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        <balance>70000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>64209.2</valUSD>
        <pctVal>0.0089606626</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UnitedHealth Group Inc.</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNH 2.9 05/15/50</title>
        <cusip>91324PDZ2</cusip>
        <identifiers>
          <isin value="US91324PDZ27"/>
          <ticker value="UNH"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>64039.97</valUSD>
        <pctVal>0.0089370459</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA8962</title>
        <cusip>3140QG5Y9</cusip>
        <identifiers>
          <isin value="US3140QG5Y96"/>
          <ticker value="FN"/>
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        <balance>80783.04</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>66486.57</valUSD>
        <pctVal>0.0092784791</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHR 5148 CI</title>
        <cusip>3137H2UN2</cusip>
        <identifiers>
          <isin value="US3137H2UN20"/>
          <ticker value="FHLMC"/>
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        <balance>470121.15</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>53584.74</valUSD>
        <pctVal>0.0074779748</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FirstEnergy Corp.</name>
        <lei>549300SVYJS666PQJH88</lei>
        <title>FE 1.6 01/15/26 A</title>
        <cusip>337932AN7</cusip>
        <identifiers>
          <isin value="US337932AN77"/>
          <ticker value="FE"/>
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        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34786.84</valUSD>
        <pctVal>0.0048546491</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Toronto-Dominion Bank</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TD 0.75 06/12/23 MTN</title>
        <cusip>89114QCG1</cusip>
        <identifiers>
          <isin value="US89114QCG10"/>
          <ticker value="TD"/>
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        <balance>210000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>204333.29</valUSD>
        <pctVal>0.0285155659</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 784985</title>
        <cusip>3622AANA8</cusip>
        <identifiers>
          <isin value="US3622AANA84"/>
          <ticker value="GNR"/>
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        <balance>187130.12</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>170077.95</valUSD>
        <pctVal>0.0237350898</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.</name>
        <lei>549300TPZNMN50BJ3745</lei>
        <title>CHTR 3.9 06/01/52</title>
        <cusip>161175CA0</cusip>
        <identifiers>
          <isin value="US161175CA05"/>
          <ticker value="CHTR"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>309621.03</valUSD>
        <pctVal>0.0432089107</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.900000000000</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>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BQ6334</title>
        <cusip>3140KSBC0</cusip>
        <identifiers>
          <isin value="US3140KSBC04"/>
          <ticker value="FN"/>
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        <balance>45371.69</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35915.83</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNR 2021-176 IA</title>
        <cusip>38383CCM0</cusip>
        <identifiers>
          <isin value="US38383CCM01"/>
          <ticker value="GNR"/>
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        <balance>73198.7</balance>
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        <curCd>USD</curCd>
        <valUSD>10212.24</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AREIT 2021-CRE6 LTD</name>
        <lei>N/A</lei>
        <title>AREIT 2022-CRE6 A</title>
        <cusip>04002VAA9</cusip>
        <identifiers>
          <isin value="US04002VAA98"/>
          <ticker value="AREIT"/>
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        <balance>798576.45</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>757647.17</valUSD>
        <pctVal>0.1057328338</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.299330000000</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>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BP8713</title>
        <cusip>3140KGVF7</cusip>
        <identifiers>
          <isin value="US3140KGVF76"/>
          <ticker value="FN"/>
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        <balance>66419.18</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>56721.37</valUSD>
        <pctVal>0.0079157046</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>McDonald's Corporation</name>
        <lei>UE2136O97NLB5BYP9H04</lei>
        <title>MCD 2.125 03/01/30 MTN</title>
        <cusip>58013MFM1</cusip>
        <identifiers>
          <isin value="US58013MFM10"/>
          <ticker value="MCD"/>
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        <balance>170000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>138212.2</valUSD>
        <pctVal>0.0192880910</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>Lowes Companies, Inc.</name>
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        <name>Federal Home Loan Mortgage Corporation</name>
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        <name>BCRED MML CLO 2022-1</name>
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      <invstOrSec>
        <name>Voya CLO 2017-3 Ltd/ LLC</name>
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      <invstOrSec>
        <name>Northern Inst Fds</name>
        <lei>549300Y178DO5JBR1S04</lei>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>T-Mobile USA, Inc.</name>
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      <invstOrSec>
        <name>Cooperatieve Rabobank U.A.</name>
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        <title>RABOBK 4.375 08/04/25</title>
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        <invCountry>NL</invCountry>
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        <name>Government National Mortgage Association</name>
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        <name>McDonald's Corporation</name>
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        <name>JPMorgan Chase &amp; Co.</name>
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        <name>Mars Inc. (Del)</name>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FR SD8135</title>
        <cusip>3132DWBC6</cusip>
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          <ticker value="FHLMC"/>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD0745</title>
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        <name>Barrick North America Finance LLC</name>
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        <title>ABXCN 5.75 05/01/43</title>
        <cusip>06849RAK8</cusip>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA7024</title>
        <cusip>3140QEYW6</cusip>
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          <ticker value="FN"/>
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      <invstOrSec>
        <name>American Airlines, Inc.</name>
        <lei>N/A</lei>
        <title>AAL 3.6 09/22/27</title>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Cigna Corporation</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>CI 3.75 07/15/23</title>
        <cusip>125523AF7</cusip>
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          <ticker value="CI"/>
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        <balance>101000</balance>
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        <curCd>USD</curCd>
        <valUSD>99957.95</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA-30YR</title>
        <cusip>01F0206C8</cusip>
        <identifiers>
          <isin value="US01F0206C85"/>
          <ticker value="FNMA"/>
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        <balance>4200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3308976.55</valUSD>
        <pctVal>0.4617815275</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHR 5010 IK</title>
        <cusip>3137FVQ54</cusip>
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          <isin value="US3137FVQ540"/>
          <ticker value="FHLMC"/>
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        <balance>69969.85</balance>
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        <curCd>USD</curCd>
        <valUSD>10403.05</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Diamondback Energy Inc</name>
        <lei>549300R22LSX6OHWEN64</lei>
        <title>FANG 4.4 03/24/51</title>
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          <ticker value="FANG"/>
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        <balance>110000</balance>
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        <curCd>USD</curCd>
        <valUSD>82469.15</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-03-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.400000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>T-Mobile USA, Inc.</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>TMUS 3 02/15/41</title>
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          <ticker value="TMUS"/>
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        <curCd>USD</curCd>
        <valUSD>127772.92</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2041-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Qatar Energy</name>
        <lei>254900QTESJKJ3P87J26</lei>
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        <cusip>74730DAE3</cusip>
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        <balance>200000</balance>
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        <curCd>USD</curCd>
        <valUSD>141760</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>QA</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-07-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.125000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>OHA Credit Funding 7 Ltd/OHA Credit Funding 7 LLC</name>
        <lei>N/A</lei>
        <title>OAKC 2020-7A AR</title>
        <cusip>67098WAN1</cusip>
        <identifiers>
          <isin value="US67098WAN11"/>
          <ticker value="OAKC"/>
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        <balance>350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>335184.92</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>2037-02-24</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.853200000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Lockheed Martin Corporation</name>
        <lei>DPRBOZP0K5RM2YE8UU08</lei>
        <title>LMT 3.9 06/15/32</title>
        <cusip>539830BR9</cusip>
        <identifiers>
          <isin value="US539830BR92"/>
          <ticker value="LMT"/>
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        <balance>90000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>82264.77</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>2032-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BR5458</title>
        <cusip>3140L4B40</cusip>
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          <ticker value="FN"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>.02</valUSD>
        <pctVal>0.0000000028</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR QB9391</title>
        <cusip>3133AGNG0</cusip>
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          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>965988.5</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB1273</title>
        <cusip>3140QLMX1</cusip>
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        <curCd>USD</curCd>
        <valUSD>146174.84</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd/LLC</name>
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        <title>ARCLO 2022-FL1 A</title>
        <cusip>03880XAA4</cusip>
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          <ticker value="ARCLO"/>
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        <curCd>USD</curCd>
        <valUSD>363054.64</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM5660</title>
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          <ticker value="FN"/>
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        <issuerCat>USGSE</issuerCat>
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      <invstOrSec>
        <name>HERTZ VEHICLE FINANCING III LLC</name>
        <lei>5493004IHDYOZ9K9WF47</lei>
        <title>HERTZ 2021-1A A</title>
        <cusip>42806MAA7</cusip>
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          <isin value="US42806MAA71"/>
          <ticker value="HERTZ"/>
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        <balance>630000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>572393.3</valUSD>
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        <assetCat>ABS-O</assetCat>
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        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>1.210000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BV4142</title>
        <cusip>3140MHS83</cusip>
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          <ticker value="FN"/>
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        <balance>94965.64</balance>
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        <curCd>USD</curCd>
        <valUSD>82044.46</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD1439</title>
        <cusip>3132DNS46</cusip>
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          <isin value="US3132DNS465"/>
          <ticker value="FNMA"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR QC1164</title>
        <cusip>3133AKJH4</cusip>
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          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>63936.67</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR RA2114</title>
        <cusip>3133KHK39</cusip>
        <identifiers>
          <isin value="US3133KHK392"/>
          <ticker value="FHLMC"/>
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        <balance>113771.02</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>101167.31</valUSD>
        <pctVal>0.0141183216</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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      <invstOrSec>
        <name>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>T 6 08/15/40</title>
        <cusip>00206RDF6</cusip>
        <identifiers>
          <isin value="US00206RDF64"/>
          <ticker value="T"/>
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        <balance>103000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>98067.75</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2040-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>T 4.3 02/15/30 144A</title>
        <cusip>00206RES7</cusip>
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          <isin value="US00206RES76"/>
          <ticker value="T"/>
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        <balance>105000</balance>
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        <curCd>USD</curCd>
        <valUSD>95734.1</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-02-15</maturityDt>
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          <annualizedRt>4.300000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA-30YR</title>
        <cusip>01F020612</cusip>
        <identifiers>
          <isin value="US01F0206122"/>
          <ticker value="FNMA"/>
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        <balance>2400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1891593.74</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 1.875 02/15/51</title>
        <cusip>912810SU3</cusip>
        <identifiers>
          <isin value="US912810SU34"/>
          <ticker value="T"/>
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        <balance>22130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13548573.77</valUSD>
        <pctVal>1.8907601782</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.875000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.</name>
        <lei>549300TPZNMN50BJ3745</lei>
        <title>CHTR 5.75 04/01/48</title>
        <cusip>161175BN3</cusip>
        <identifiers>
          <isin value="US161175BN35"/>
          <ticker value="CHTR"/>
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        <balance>106000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>85020.61</valUSD>
        <pctVal>0.0118649820</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</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>Ohio Power Company</name>
        <lei>06ZODLC132CY1O2Y7D77</lei>
        <title>AEP 4 06/01/49</title>
        <cusip>677415CR0</cusip>
        <identifiers>
          <isin value="US677415CR01"/>
          <ticker value="AEP"/>
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        <balance>63000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>45601.77</valUSD>
        <pctVal>0.0063639179</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GS 3.85 07/08/24 MTN</title>
        <cusip>38141EC23</cusip>
        <identifiers>
          <isin value="US38141EC238"/>
          <ticker value="GS"/>
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        <balance>30000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29329.59</valUSD>
        <pctVal>0.0040930670</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>McDonald's Corporation</name>
        <lei>UE2136O97NLB5BYP9H04</lei>
        <title>MCD 3.7 01/30/26 MTN</title>
        <cusip>58013MEY6</cusip>
        <identifiers>
          <isin value="US58013MEY66"/>
          <ticker value="MCD"/>
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        <balance>60000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>57566.64</valUSD>
        <pctVal>0.0080336656</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PLACEHOLD FNMA 10YR POOL</name>
        <lei>N/A</lei>
        <title>PLACEHOLD FNMA 10YR POOL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="Z176504"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>98460.94</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0</annualizedRt>
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      <invstOrSec>
        <name>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2022-1</name>
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        <title>DRMT 2022-1 A1</title>
        <cusip>24382JAA4</cusip>
        <identifiers>
          <isin value="US24382JAA43"/>
          <ticker value="DRMT"/>
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        <balance>418573.52</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>359989.51</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2067-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.204999400000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS0582</title>
        <cusip>3140XFUG4</cusip>
        <identifiers>
          <isin value="US3140XFUG49"/>
          <ticker value="FN"/>
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        <balance>96051.03</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>79230.63</valUSD>
        <pctVal>0.0110569660</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
          <maturityDt>2052-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.25 05/15/41</title>
        <cusip>912810SY5</cusip>
        <identifiers>
          <isin value="US912810SY55"/>
          <ticker value="T"/>
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        <balance>1130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>814791.8</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2 08/15/51</title>
        <cusip>912810SZ2</cusip>
        <identifiers>
          <isin value="US912810SZ21"/>
          <ticker value="T"/>
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        <balance>3240000</balance>
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        <curCd>USD</curCd>
        <valUSD>2041073.45</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>McDonald's Corporation</name>
        <lei>UE2136O97NLB5BYP9H04</lei>
        <title>MCD 3.8 04/01/28 MTN</title>
        <cusip>58013MFF6</cusip>
        <identifiers>
          <isin value="US58013MFF68"/>
          <ticker value="MCD"/>
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        <balance>270000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>251843.59</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.</name>
        <lei>549300TPZNMN50BJ3745</lei>
        <title>CHTR 5.375 04/01/38</title>
        <cusip>161175BM5</cusip>
        <identifiers>
          <isin value="US161175BM51"/>
          <ticker value="CHTR"/>
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        <balance>60000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>48215.45</valUSD>
        <pctVal>0.0067286679</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM7141</title>
        <cusip>3140XA5B4</cusip>
        <identifiers>
          <isin value="US3140XA5B43"/>
          <ticker value="FN"/>
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        <balance>50588.98</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>47331.72</valUSD>
        <pctVal>0.0066053396</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bank of America Corporation</name>
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        <curCd>USD</curCd>
        <valUSD>203699.12</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Lukoil Capital Designated Activity Company</name>
        <lei>984500BEC55D7EHC4M56</lei>
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        <curCd>USD</curCd>
        <valUSD>334640</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Elevance Health Inc.</name>
        <lei>8MYN82XMYQH89CTMTH67</lei>
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        <curCd>USD</curCd>
        <valUSD>32795.52</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>LEGACY MORTGAGE ASSET TRUST</name>
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        <cusip>52475XAA2</cusip>
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        <balance>176682.45</balance>
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        <curCd>USD</curCd>
        <valUSD>160739.46</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Bayview Finl Secs</name>
        <lei>N/A</lei>
        <title>BAYV 2006-A M3</title>
        <cusip>07325NDA7</cusip>
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          <isin value="US07325NDA72"/>
          <ticker value="BAYV"/>
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        <balance>73351.72</balance>
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        <curCd>USD</curCd>
        <valUSD>72971.84</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2041-02-28</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.088140800000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Bank of Nova Scotia</name>
        <lei>L3I9ZG2KFGXZ61BMYR72</lei>
        <title>BNS V4.588 05/04/37</title>
        <cusip>06417XAG6</cusip>
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          <isin value="US06417XAG60"/>
          <ticker value="BNS"/>
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        <balance>140000</balance>
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        <curCd>USD</curCd>
        <valUSD>115029.87</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM8648</title>
        <cusip>3140XCTE8</cusip>
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          <isin value="US3140XCTE88"/>
          <ticker value="FN"/>
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        <balance>171440.3</balance>
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        <curCd>USD</curCd>
        <valUSD>146791.47</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Amazon.com, Inc.</name>
        <lei>ZXTILKJKG63JELOEG630</lei>
        <title>AMZN 3.15 08/22/27</title>
        <cusip>023135BC9</cusip>
        <identifiers>
          <isin value="US023135BC96"/>
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        <balance>140000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>129528.6</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.150000000000</annualizedRt>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA5265</title>
        <cusip>36179TZ65</cusip>
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          <isin value="US36179TZ650"/>
          <ticker value="GNR"/>
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        <balance>161191.43</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>155106.78</valUSD>
        <pctVal>0.0216458004</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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        <name>Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.</name>
        <lei>549300TPZNMN50BJ3745</lei>
        <title>CHTR 5.5 04/01/63</title>
        <cusip>161175CL6</cusip>
        <identifiers>
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          <ticker value="CHTR"/>
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        <balance>110000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>83112.22</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2063-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.</name>
        <lei>549300TPZNMN50BJ3745</lei>
        <title>CHTR 4.4 04/01/33</title>
        <cusip>161175CJ1</cusip>
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          <ticker value="CHTR"/>
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        <balance>400000</balance>
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        <curCd>USD</curCd>
        <valUSD>332299.43</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>2033-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.400000000000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>American Express Company</name>
        <lei>R4PP93JZOLY261QX3811</lei>
        <title>AXP 4.05 05/03/29</title>
        <cusip>025816CW7</cusip>
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          <isin value="US025816CW76"/>
          <ticker value="AXP"/>
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        <balance>210000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>190753.86</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.050000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>MF1 2022-FL10 LLC</name>
        <lei>N/A</lei>
        <title>MF1 2022-FL10 A</title>
        <cusip>55285BAA3</cusip>
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          <isin value="US55285BAA35"/>
          <ticker value="MF1"/>
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        <balance>800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>790956.08</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-09-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.659380000000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR QC7411</title>
        <cusip>3133ASGU1</cusip>
        <identifiers>
          <isin value="US3133ASGU16"/>
          <ticker value="FHLMC"/>
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        <balance>92622.53</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>76420.5</valUSD>
        <pctVal>0.0106648006</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS1462</title>
        <cusip>3140XGTU3</cusip>
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          <isin value="US3140XGTU35"/>
          <ticker value="FN"/>
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        <balance>188018.23</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>167291.86</valUSD>
        <pctVal>0.0233462793</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>Reliance Industries Ltd.</name>
        <lei>5493003UOETFYRONLG31</lei>
        <title>RILIN 2.875 01/12/32 144A</title>
        <cusip>759470BB2</cusip>
        <identifiers>
          <isin value="US759470BB24"/>
          <ticker value="RILIN"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>188429.85</valUSD>
        <pctVal>0.0262961743</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IN</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Small Business Administration</name>
        <lei>N/A</lei>
        <title>SBAP 2019-25G 1</title>
        <cusip>83162CC68</cusip>
        <identifiers>
          <isin value="US83162CC687"/>
          <ticker value="SBAP"/>
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        <balance>60153.41</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51787.33</valUSD>
        <pctVal>0.0072271387</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.690000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Boeing Company</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BA 3.75 02/01/50</title>
        <cusip>097023CQ6</cusip>
        <identifiers>
          <isin value="US097023CQ64"/>
          <ticker value="BA"/>
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        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>191950.82</valUSD>
        <pctVal>0.0267875404</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>C V3.52 10/27/28</title>
        <cusip>172967LS8</cusip>
        <identifiers>
          <isin value="US172967LS86"/>
          <ticker value="C"/>
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        <balance>1110000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>984296.04</valUSD>
        <pctVal>0.1373626322</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.520000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Lloyds Banking Group PLC</name>
        <lei>549300PPXHEU2JF0AM85</lei>
        <title>LLOYDS V2.907 11/07/23 .</title>
        <cusip>539439AP4</cusip>
        <identifiers>
          <isin value="US539439AP41"/>
          <ticker value="LLOYDS"/>
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        <balance>270000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>269875.89</valUSD>
        <pctVal>0.0376623100</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.907000000000</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>Las Vegas Sands Corp</name>
        <lei>549300DUOO1KXOHPM605</lei>
        <title>LVS 3.2 08/08/24</title>
        <cusip>517834AG2</cusip>
        <identifiers>
          <isin value="US517834AG23"/>
          <ticker value="LVS"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>95218.13</valUSD>
        <pctVal>0.0132880886</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.200000000000</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>Oracle Corporation</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>ORCL 2.95 04/01/30</title>
        <cusip>68389XBV6</cusip>
        <identifiers>
          <isin value="US68389XBV64"/>
          <ticker value="ORCL"/>
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        <balance>30000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24428.99</valUSD>
        <pctVal>0.0034091678</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 786134</title>
        <cusip>3622ABV33</cusip>
        <identifiers>
          <isin value="US3622ABV338"/>
          <ticker value="GNR"/>
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        <balance>384077.36</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>328663.19</valUSD>
        <pctVal>0.0458663238</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UnitedHealth Group Inc.</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNH 4.2 05/15/32</title>
        <cusip>91324PEJ7</cusip>
        <identifiers>
          <isin value="US91324PEJ75"/>
          <ticker value="UNH"/>
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        <balance>110000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>101255.35</valUSD>
        <pctVal>0.0141306079</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS0366</title>
        <cusip>3140XFMQ1</cusip>
        <identifiers>
          <isin value="US3140XFMQ13"/>
          <ticker value="FN"/>
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        <balance>94382.28</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>78617.62</valUSD>
        <pctVal>0.0109714179</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS1015</title>
        <cusip>3140XGDV8</cusip>
        <identifiers>
          <isin value="US3140XGDV81"/>
          <ticker value="FN"/>
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        <balance>383260.87</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>304265.21</valUSD>
        <pctVal>0.0424614836</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA4838</title>
        <cusip>36179TLT0</cusip>
        <identifiers>
          <isin value="US36179TLT06"/>
          <ticker value="GNR"/>
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        <balance>78624.6</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>73647.48</valUSD>
        <pctVal>0.0102778141</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CARLYLE GLOBAL MARKET STRATEGIES CLO LTD</name>
        <lei>549300KW8WXBEPNZQZ89</lei>
        <title>CGMS 2014-2RA A1</title>
        <cusip>14314LAC9</cusip>
        <identifiers>
          <isin value="US14314LAC90"/>
          <ticker value="CGMS"/>
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        <balance>729370.32</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>708617.77</valUSD>
        <pctVal>0.0988905758</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.461290000000</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>NXP B V / NXP Funding LLC &amp; NXP USA Inc</name>
        <lei>724500RKKW4NOJ9YQF60</lei>
        <title>NXPI 2.7 05/01/25</title>
        <cusip>62954HAW8</cusip>
        <identifiers>
          <isin value="US62954HAW88"/>
          <ticker value="NXPI"/>
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        <balance>80000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>74033.41</valUSD>
        <pctVal>0.0103316722</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.700000000000</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>Babson CLO 2015-I LLC</name>
        <lei>549300QR3VQZ1T0JUI29</lei>
        <title>BABSN 2015-IA AR</title>
        <cusip>056162AN0</cusip>
        <identifiers>
          <isin value="US056162AN09"/>
          <ticker value="BABSN"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>243041.55</valUSD>
        <pctVal>0.0339174656</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.699860000000</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>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS0408</title>
        <cusip>3140XFN23</cusip>
        <identifiers>
          <isin value="US3140XFN232"/>
          <ticker value="FN"/>
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        <balance>91842.44</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>79233.44</valUSD>
        <pctVal>0.0110573582</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS0028</title>
        <cusip>3140XFA68</cusip>
        <identifiers>
          <isin value="US3140XFA684"/>
          <ticker value="FN"/>
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        <balance>93630.24</balance>
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        <curCd>USD</curCd>
        <valUSD>77241.72</valUSD>
        <pctVal>0.0107794053</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BN1623</title>
        <cusip>3140JHYV9</cusip>
        <identifiers>
          <isin value="US3140JHYV91"/>
          <ticker value="FNMA"/>
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        <balance>59173.59</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>56451.19</valUSD>
        <pctVal>0.0078779998</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Anheuser-Busch Companies LLC / Anheuser-Busch InBev Worldwide Inc</name>
        <lei>5493002J2SVENP0PVK27</lei>
        <title>ABIBB 4.9 02/01/46 *</title>
        <cusip>03522AAJ9</cusip>
        <identifiers>
          <isin value="US03522AAJ97"/>
          <ticker value="ABIBB"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>171534.51</valUSD>
        <pctVal>0.0239383588</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>MORTGAGE REPURCHASE AGREEMENT FINANCING TRUST II</name>
        <lei>N/A</lei>
        <title>MRAFT 2022-S1 A1</title>
        <cusip>61916TAE1</cusip>
        <identifiers>
          <isin value="US61916TAE10"/>
          <ticker value="MRAFT"/>
          <other otherDesc="NT_ID" value="6AYE30U"/>
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        <curCd>USD</curCd>
        <valUSD>500670.57</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-31</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPM 4.95 06/01/45</title>
        <cusip>46625HLL2</cusip>
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          <isin value="US46625HLL23"/>
          <ticker value="JPM"/>
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        <balance>220000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>182005.08</valUSD>
        <pctVal>0.0253995707</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.950000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BN3960</title>
        <cusip>3140JLMJ0</cusip>
        <identifiers>
          <isin value="US3140JLMJ04"/>
          <ticker value="FNMA"/>
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        <balance>305629.94</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>291567.56</valUSD>
        <pctVal>0.0406894734</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>UNITED AIR LINES INC PASS-THROUGH TRUSTS</name>
        <lei>N/A</lei>
        <title>UAL 3.5 05/01/28 B</title>
        <cusip>90932KAA7</cusip>
        <identifiers>
          <isin value="US90932KAA79"/>
          <ticker value="UAL"/>
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        <balance>47298.57</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40188.16</valUSD>
        <pctVal>0.0056084259</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Israel (State Of)</name>
        <lei>213800T8ZHTFZIBYPE21</lei>
        <title>ISRAEL 2.75 07/03/30</title>
        <cusip>46513JB34</cusip>
        <identifiers>
          <isin value="US46513JB346"/>
          <ticker value="ISRAEL"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>433875</valUSD>
        <pctVal>0.0605490723</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</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>Shell International Finance B.V.</name>
        <lei>213800ITMMKU4Z7I4F78</lei>
        <title>RDSALN 3.25 04/06/50</title>
        <cusip>822582CH3</cusip>
        <identifiers>
          <isin value="US822582CH36"/>
          <ticker value="RDSALN"/>
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        <balance>420000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>288626.1</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-04-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CVS Health Corp</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS 4.78 03/25/38</title>
        <cusip>126650CY4</cusip>
        <identifiers>
          <isin value="US126650CY46"/>
          <ticker value="CVS"/>
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        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>347183.2</valUSD>
        <pctVal>0.0484508687</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.780000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <loanByFundCondition isLoanByFund="Y" loanVal="349148.280000000000"/>
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      <invstOrSec>
        <name>Amazon.com, Inc.</name>
        <lei>ZXTILKJKG63JELOEG630</lei>
        <title>AMZN 4.05 08/22/47</title>
        <cusip>023135BJ4</cusip>
        <identifiers>
          <isin value="US023135BJ40"/>
          <ticker value="AMZN"/>
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        <balance>140000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>113810.39</valUSD>
        <pctVal>0.0158827163</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-08-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.050000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <loanByFundCondition isLoanByFund="Y" loanVal="114928.630000000000"/>
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      <invstOrSec>
        <name>MasterCard Incorporated</name>
        <lei>AR5L2ODV9HN37376R084</lei>
        <title>MA 3.85 03/26/50</title>
        <cusip>57636QAQ7</cusip>
        <identifiers>
          <isin value="US57636QAQ73"/>
          <ticker value="MA"/>
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        <balance>380000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>298120.65</valUSD>
        <pctVal>0.0416039845</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.850000000000</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>Nike, Inc.</name>
        <lei>787RXPR0UX0O0XUXPZ81</lei>
        <title>NKE 3.25 03/27/40</title>
        <cusip>654106AL7</cusip>
        <identifiers>
          <isin value="US654106AL77"/>
          <ticker value="NKE"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37915.91</valUSD>
        <pctVal>0.0052913239</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-03-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>EOG Resources, Inc.</name>
        <lei>XWTZDRYZPBUHIQBKDB46</lei>
        <title>EOG 4.375 04/15/30</title>
        <cusip>26875PAU5</cusip>
        <identifiers>
          <isin value="US26875PAU57"/>
          <ticker value="EOG"/>
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        <balance>270000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>255795.5</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNR 2020-127 IN</title>
        <cusip>38382HY87</cusip>
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          <isin value="US38382HY870"/>
          <ticker value="GNR"/>
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        <balance>80937.96</balance>
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        <curCd>USD</curCd>
        <valUSD>11903.8</valUSD>
        <pctVal>0.0016612251</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Credit Agricole S.A. London Branch</name>
        <lei>N/A</lei>
        <title>ACAFP V1.907 06/16/26 144A</title>
        <cusip>22535WAG2</cusip>
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          <isin value="US22535WAG24"/>
          <ticker value="ACAFP"/>
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        <balance>250000</balance>
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        <curCd>USD</curCd>
        <valUSD>221412.44</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>1.907000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BQ6341</title>
        <cusip>3140KSBK2</cusip>
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          <isin value="US3140KSBK20"/>
          <ticker value="FN"/>
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        <balance>56619.87</balance>
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        <curCd>USD</curCd>
        <valUSD>48899.18</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Lam Research Corporation</name>
        <lei>549300I4GMO6D34U1T02</lei>
        <title>LRCX 2.875 06/15/50</title>
        <cusip>512807AW8</cusip>
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          <isin value="US512807AW84"/>
          <ticker value="LRCX"/>
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        <curCd>USD</curCd>
        <valUSD>72625.04</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.875000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>N/A</lei>
        <title>FR SD0478</title>
        <cusip>3132DMQ73</cusip>
        <identifiers>
          <isin value="US3132DMQ735"/>
          <ticker value="FHLMC"/>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FR QD8675</title>
        <cusip>3133B6T83</cusip>
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          <isin value="US3133B6T835"/>
          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>79830.77</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 BT0812</title>
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          <isin value="US3617MN3V36"/>
          <ticker value="GNR"/>
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        <balance>115004.44</balance>
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        <curCd>USD</curCd>
        <valUSD>97990.14</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNR 2021-1 IG</title>
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        <balance>174963.27</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM4946</title>
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          <ticker value="FN"/>
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        <balance>693660.85</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>683181.39</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Oracle Corporation</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>ORCL 2.875 03/25/31</title>
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          <isin value="US68389XCE31"/>
          <ticker value="ORCL"/>
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        <balance>430000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>338889.36</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Wells Fargo &amp; Company</name>
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        <curCd>USD</curCd>
        <valUSD>270034.55</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-05-22</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA4511</title>
        <cusip>36179TAL9</cusip>
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          <isin value="US36179TAL98"/>
          <ticker value="GNR"/>
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        <balance>64911.65</balance>
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        <curCd>USD</curCd>
        <valUSD>60797.89</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR QB9961</title>
        <cusip>3133AHB63</cusip>
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          <isin value="US3133AHB632"/>
          <ticker value="FHLMC"/>
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        <balance>89656.28</balance>
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        <curCd>USD</curCd>
        <valUSD>71499.29</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
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        <identifiers>
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          <ticker value="T"/>
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        <balance>260000</balance>
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        <curCd>USD</curCd>
        <valUSD>165454.14</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR QK0914</title>
        <cusip>3133D4AP8</cusip>
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          <ticker value="FHLMC"/>
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        <balance>278671.09</balance>
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        <curCd>USD</curCd>
        <valUSD>229640.41</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>WHITEBOX CLO III LTD</name>
        <lei>N/A</lei>
        <title>WBOX 2021-3A A1</title>
        <cusip>96467HAA4</cusip>
        <identifiers>
          <isin value="US96467HAA41"/>
          <ticker value="WBOX"/>
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        <balance>420000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>400952.12</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>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BQ9453</title>
        <cusip>3140KVQF0</cusip>
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          <isin value="US3140KVQF09"/>
          <ticker value="FN"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>69070.17</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
          <maturityDt>2051-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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      <invstOrSec>
        <name>GS MORTGAGE SECURITIES CORPORTAION TRUST 2021-ROSS</name>
        <lei>N/A</lei>
        <title>GSMS 2021-ROSS A</title>
        <cusip>36264YAA8</cusip>
        <identifiers>
          <isin value="US36264YAA82"/>
          <ticker value="GSMS"/>
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        <balance>700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>649410.02</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-06-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.720000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Penske Truck Leasing Co., L.P.</name>
        <lei>549300ZX07JYMI8GHQ39</lei>
        <title>PENSKE 1.7 06/15/26 144A</title>
        <cusip>709599BM5</cusip>
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          <isin value="US709599BM55"/>
          <ticker value="PENSKE"/>
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        <balance>241000</balance>
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        <curCd>USD</curCd>
        <valUSD>206105.12</valUSD>
        <pctVal>0.0287628322</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MS V1.593 05/04/27</title>
        <cusip>61772BAB9</cusip>
        <identifiers>
          <isin value="US61772BAB99"/>
          <ticker value="MS"/>
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        <balance>190000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>162593.46</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.593000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Exxon Mobil Corporation</name>
        <lei>J3WHBG0MTS7O8ZVMDC91</lei>
        <title>XOM 4.114 03/01/46</title>
        <cusip>30231GAW2</cusip>
        <identifiers>
          <isin value="US30231GAW24"/>
          <ticker value="XOM"/>
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        <balance>20000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16027.93</valUSD>
        <pctVal>0.0022367647</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.114000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Transcontinental Gas Pipe Line Company, LLC</name>
        <lei>N/A</lei>
        <title>WMB 7.85 02/01/26</title>
        <cusip>893574AH6</cusip>
        <identifiers>
          <isin value="US893574AH62"/>
          <ticker value="WMB"/>
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        <balance>760000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>800823.76</valUSD>
        <pctVal>0.1117583076</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Fanatics Commerce</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA7768</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
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      <invstOrSec>
        <name>OBX 2022-NQM1 TRUST</name>
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      <invstOrSec>
        <name>Becton, Dickinson and Company</name>
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          <ticker value="BDX"/>
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        <curCd>USD</curCd>
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        <name>Goldman Sachs Group, Inc.</name>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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        <name>Gs Mortgage Securities Trust 2015-Gc32</name>
        <lei>549300WZ62L3Y22NOZ64</lei>
        <title>GSMS 2017-GS8 A4</title>
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        <curCd>USD</curCd>
        <valUSD>215899.46</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-11</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>MPLX LP</name>
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        <title>MPLX 4.5 04/15/38</title>
        <cusip>55336VAM2</cusip>
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        <balance>90000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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        <name>GSK Consumer Healthcare Capital US LLC</name>
        <lei>549300N8C3A3L0UVQB07</lei>
        <title>HLNLN 3.625 03/24/32 144A</title>
        <cusip>36264FAD3</cusip>
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        <balance>480000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BM6912</title>
        <cusip>3140JBVE3</cusip>
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          <ticker value="FNMA"/>
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        <balance>97605.4</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS0760</title>
        <cusip>3140XFZ20</cusip>
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      <invstOrSec>
        <name>Anglo American Capital PLC</name>
        <lei>TINT358G1SSHR3L3PW36</lei>
        <title>AALLN 3.875 03/16/29 144A</title>
        <cusip>034863BB5</cusip>
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        <balance>444000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Intel Corporation</name>
        <lei>KNX4USFCNGPY45LOCE31</lei>
        <title>INTC 1.6 08/12/28</title>
        <cusip>458140BT6</cusip>
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          <ticker value="INTC"/>
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        <curCd>USD</curCd>
        <valUSD>140235.58</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FH 841081</title>
        <cusip>31288QFW5</cusip>
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          <isin value="US31288QFW50"/>
          <ticker value="FHLMC"/>
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        <balance>335340.39</balance>
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        <valUSD>319517.69</valUSD>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA5817</title>
        <cusip>36179UPA4</cusip>
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          <isin value="US36179UPA42"/>
          <ticker value="GNR"/>
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        <balance>180900.45</balance>
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        <invCountry>US</invCountry>
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          <maturityDt>2049-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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        <name>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VZ 3 03/22/27</title>
        <cusip>92343VFF6</cusip>
        <identifiers>
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          <ticker value="VZ"/>
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        <balance>30000</balance>
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        <curCd>USD</curCd>
        <valUSD>27197.66</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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        <name>Bank of Nova Scotia</name>
        <lei>L3I9ZG2KFGXZ61BMYR72</lei>
        <title>BNS 3.45 04/11/25</title>
        <cusip>06417XAH4</cusip>
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          <ticker value="BNS"/>
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        <balance>430000</balance>
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        <curCd>USD</curCd>
        <valUSD>409751.73</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB0458</title>
        <cusip>3140QKQL5</cusip>
        <identifiers>
          <isin value="US3140QKQL57"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>.01</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>.01</valUSD>
        <pctVal>0.0000000014</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BP Capital Markets America, Inc.</name>
        <lei>5493009NTB34VXE1T760</lei>
        <title>BPLN 3.119 05/04/26 *</title>
        <cusip>10373QAT7</cusip>
        <identifiers>
          <isin value="US10373QAT76"/>
          <ticker value="BPLN"/>
        </identifiers>
        <balance>220000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>205123.71</valUSD>
        <pctVal>0.0286258723</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.119000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Energy Transfer LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
        <title>ET 5.25 04/15/29</title>
        <cusip>29278NAG8</cusip>
        <identifiers>
          <isin value="US29278NAG88"/>
          <ticker value="ET"/>
        </identifiers>
        <balance>60000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>56227.24</valUSD>
        <pctVal>0.0078467467</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>McDonald's Corporation</name>
        <lei>UE2136O97NLB5BYP9H04</lei>
        <title>MCD 3.6 07/01/30 MTN</title>
        <cusip>58013MFQ2</cusip>
        <identifiers>
          <isin value="US58013MFQ24"/>
          <ticker value="MCD"/>
        </identifiers>
        <balance>80000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>71722.52</valUSD>
        <pctVal>0.0100091779</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Home Depot Inc</name>
        <lei>QEKMOTMBBKA8I816DO57</lei>
        <title>HD 2.5 04/15/27</title>
        <cusip>437076CA8</cusip>
        <identifiers>
          <isin value="US437076CA82"/>
          <ticker value="HD"/>
        </identifiers>
        <balance>60000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>54212.72</valUSD>
        <pctVal>0.0075656120</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Aercap Ireland Capital DAC</name>
        <lei>549300TI38531ODB1G63</lei>
        <title>AER 3.3 01/30/32</title>
        <cusip>00774MAX3</cusip>
        <identifiers>
          <isin value="US00774MAX39"/>
          <ticker value="AER"/>
        </identifiers>
        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>112582.7</valUSD>
        <pctVal>0.0157113870</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Peru (Republic of)</name>
        <lei>254900STKLK2DBJJZ530</lei>
        <title>PERU 3.6 01/15/72</title>
        <cusip>715638DW9</cusip>
        <identifiers>
          <isin value="US715638DW93"/>
          <ticker value="PERU"/>
        </identifiers>
        <balance>120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>70711.2</valUSD>
        <pctVal>0.0098680439</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2072-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Home Depot Inc</name>
        <lei>QEKMOTMBBKA8I816DO57</lei>
        <title>HD 3.35 04/15/50</title>
        <cusip>437076CD2</cusip>
        <identifiers>
          <isin value="US437076CD22"/>
          <ticker value="HD"/>
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        <balance>210000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>145831.49</valUSD>
        <pctVal>0.0203513948</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Consolidated Edison Company of New York, Inc.</name>
        <lei>VZFZPMWDHTQCFKYOBP05</lei>
        <title>ED 3.35 04/01/30 20A</title>
        <cusip>209111FX6</cusip>
        <identifiers>
          <isin value="US209111FX66"/>
          <ticker value="ED"/>
        </identifiers>
        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43311.51</valUSD>
        <pctVal>0.0060443025</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Devon Energy Corporation</name>
        <lei>54930042348RKR3ZPN35</lei>
        <title>DVN 4.5 01/15/30</title>
        <cusip>25179MBF9</cusip>
        <identifiers>
          <isin value="US25179MBF95"/>
          <ticker value="DVN"/>
        </identifiers>
        <balance>112000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>102172.42</valUSD>
        <pctVal>0.0142585889</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Amazon.com, Inc.</name>
        <lei>ZXTILKJKG63JELOEG630</lei>
        <title>AMZN 3.3 04/13/27</title>
        <cusip>023135CF1</cusip>
        <identifiers>
          <isin value="US023135CF19"/>
          <ticker value="AMZN"/>
        </identifiers>
        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>46930.9</valUSD>
        <pctVal>0.0065494035</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SILVER ROCK CLO LTD</name>
        <lei>N/A</lei>
        <title>SLVRK 2020-1A A</title>
        <cusip>82811RAA5</cusip>
        <identifiers>
          <isin value="US82811RAA59"/>
          <ticker value="SLVRK"/>
        </identifiers>
        <balance>440000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>430072.98</valUSD>
        <pctVal>0.0600184845</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.359860000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNR 2020-129 IE</title>
        <cusip>38382JZK5</cusip>
        <identifiers>
          <isin value="US38382JZK59"/>
          <ticker value="GNR"/>
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        <balance>84004.33</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12510.06</valUSD>
        <pctVal>0.0017458312</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ALLEGRO CLO XI LTD</name>
        <lei>2549008FHFGEJOVBP855</lei>
        <title>ALLEG 2019-2A A1A</title>
        <cusip>01750HAA0</cusip>
        <identifiers>
          <isin value="US01750HAA05"/>
          <ticker value="ALLEG"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>243459.15</valUSD>
        <pctVal>0.0339757434</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.127570000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Apple Inc.</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>AAPL 1.125 05/11/25</title>
        <cusip>037833DT4</cusip>
        <identifiers>
          <isin value="US037833DT41"/>
          <ticker value="AAPL"/>
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        <balance>260000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>237747.71</valUSD>
        <pctVal>0.0331786880</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS1539</title>
        <cusip>3140XGV97</cusip>
        <identifiers>
          <isin value="US3140XGV977"/>
          <ticker value="FN"/>
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        <balance>93296.15</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>81667.09</valUSD>
        <pctVal>0.0113969842</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNR 2022-82 Z</title>
        <cusip>38381HCN9</cusip>
        <identifiers>
          <isin value="US38381HCN98"/>
          <ticker value="GNR"/>
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        <balance>906017.52</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>572962.94</valUSD>
        <pctVal>0.0799593765</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2064-02-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Union Pacific Corporation</name>
        <lei>549300LMMRSZZCZ8CL11</lei>
        <title>UNP 3.75 02/05/70</title>
        <cusip>907818FL7</cusip>
        <identifiers>
          <isin value="US907818FL73"/>
          <ticker value="UNP"/>
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        <balance>130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>86867.58</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>2070-02-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA2199</title>
        <cusip>3140Q9NR0</cusip>
        <identifiers>
          <isin value="US3140Q9NR07"/>
          <ticker value="FN"/>
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        <balance>99056.07</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>94733.67</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>USAA Capital Corp.</name>
        <lei>5493007XLF4LU3U2W757</lei>
        <title>USAACA 2.125 05/01/30</title>
        <cusip>90327QD55</cusip>
        <identifiers>
          <isin value="US90327QD552"/>
          <ticker value="USAACA"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>118999.5</valUSD>
        <pctVal>0.0166068783</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MS V2.188 04/28/26</title>
        <cusip>6174468Q5</cusip>
        <identifiers>
          <isin value="US6174468Q59"/>
          <ticker value="MS"/>
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        <balance>460000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>419810.3</valUSD>
        <pctVal>0.0585862845</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.188000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPM V1.514 06/01/24</title>
        <cusip>46647PBQ8</cusip>
        <identifiers>
          <isin value="US46647PBQ81"/>
          <ticker value="JPM"/>
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        <balance>310000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>302668.07</valUSD>
        <pctVal>0.0422385960</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.514000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bristol-Myers Squibb Company</name>
        <lei>HLYYNH7UQUORYSJQCN42</lei>
        <title>BMY 3.4 07/26/29</title>
        <cusip>110122CP1</cusip>
        <identifiers>
          <isin value="US110122CP17"/>
          <ticker value="BMY"/>
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        <balance>65000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>59046.92</valUSD>
        <pctVal>0.0082402448</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.400000000000</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>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>CMCSA 2.887 11/01/51</title>
        <cusip>20030NDS7</cusip>
        <identifiers>
          <isin value="US20030NDS71"/>
          <ticker value="CMCSA"/>
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        <balance>120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>72090.79</valUSD>
        <pctVal>0.0100605715</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.887000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Eaton Corporation</name>
        <lei>0NZWDMRCE180888QQE14</lei>
        <title>ETN 4.15 11/02/42</title>
        <cusip>278062AE4</cusip>
        <identifiers>
          <isin value="US278062AE43"/>
          <ticker value="ETN"/>
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        <balance>30000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24193.01</valUSD>
        <pctVal>0.0033762358</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-11-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Texas Instruments Incorporated</name>
        <lei>WDJNR2L6D8RWOEB8T652</lei>
        <title>TXN 1.75 05/04/30</title>
        <cusip>882508BJ2</cusip>
        <identifiers>
          <isin value="US882508BJ22"/>
          <ticker value="TXN"/>
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        <balance>70000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>55724.07</valUSD>
        <pctVal>0.0077765272</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA4280</title>
        <cusip>31418DXJ6</cusip>
        <identifiers>
          <isin value="US31418DXJ61"/>
          <ticker value="FNMA"/>
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        <balance>618796.17</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>461355.92</valUSD>
        <pctVal>0.0643841497</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</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>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM3572</title>
        <cusip>3140X66J5</cusip>
        <identifiers>
          <isin value="US3140X66J57"/>
          <ticker value="FN"/>
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        <balance>292495.16</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>280267.72</valUSD>
        <pctVal>0.0391125334</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNR 2020-H13 FA</title>
        <cusip>38380QGQ9</cusip>
        <identifiers>
          <isin value="US38380QGQ91"/>
          <ticker value="GNR"/>
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        <balance>729725.1</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>696609.45</valUSD>
        <pctVal>0.0972147645</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2070-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.807290000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ecopetrol S.A.</name>
        <lei>254900IDGKCJICKBPA66</lei>
        <title>ECOPET 5.875 05/28/45</title>
        <cusip>279158AJ8</cusip>
        <identifiers>
          <isin value="US279158AJ82"/>
          <ticker value="ECOPET"/>
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        <balance>1220000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>742760.4</valUSD>
        <pctVal>0.1036553227</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-05-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Teachers Insurance and Annuity Association of America</name>
        <lei>O06XD7BJ4EPXNABVFN69</lei>
        <title>TIAAGL 4.9 09/15/44 144A</title>
        <cusip>878091BD8</cusip>
        <identifiers>
          <isin value="US878091BD86"/>
          <ticker value="TIAAGL"/>
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        <balance>80000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>68064.46</valUSD>
        <pctVal>0.0094986803</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2044-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 785359</title>
        <cusip>3622AAZY3</cusip>
        <identifiers>
          <isin value="US3622AAZY33"/>
          <ticker value="GNR"/>
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        <balance>172274.27</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>140825.35</valUSD>
        <pctVal>0.0196527670</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BR7745</title>
        <cusip>3140L6TB0</cusip>
        <identifiers>
          <isin value="US3140L6TB03"/>
          <ticker value="FN"/>
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        <balance>78750.62</balance>
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        <curCd>USD</curCd>
        <valUSD>63045.44</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Continental Resources, Inc.</name>
        <lei>XXRTID9RYWOZ0UPIVR53</lei>
        <title>CLR 5.75 01/15/31 144A</title>
        <cusip>212015AT8</cusip>
        <identifiers>
          <isin value="US212015AT84"/>
          <ticker value="CLR"/>
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        <balance>20000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18133.11</valUSD>
        <pctVal>0.0025305514</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM5434</title>
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          <ticker value="FN"/>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS1183</title>
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          <ticker value="FN"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2052-03-01</maturityDt>
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      <invstOrSec>
        <name>Motorola Solutions Inc</name>
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        <title>MSI 5.6 06/01/32</title>
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        <balance>140000</balance>
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        <curCd>USD</curCd>
        <valUSD>131820.65</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM5783</title>
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          <ticker value="FN"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2038-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR QC4690</title>
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          <isin value="US3133APF792"/>
          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Stacr Remic Trust</name>
        <lei>N/A</lei>
        <title>STACR 2022-DNA2 M1A</title>
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          <isin value="US35564KRE19"/>
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        <balance>533076.82</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2042-02-25</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GS 4.75 10/21/45</title>
        <cusip>38141GVS0</cusip>
        <identifiers>
          <isin value="US38141GVS01"/>
          <ticker value="GS"/>
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        <balance>230000</balance>
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        <curCd>USD</curCd>
        <valUSD>185378.25</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2045-10-21</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Visa Inc</name>
        <lei>549300JZ4OKEHW3DPJ59</lei>
        <title>V 3.15 12/14/25</title>
        <cusip>92826CAD4</cusip>
        <identifiers>
          <isin value="US92826CAD48"/>
          <ticker value="V"/>
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        <balance>230000</balance>
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        <curCd>USD</curCd>
        <valUSD>219201.84</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.150000000000</annualizedRt>
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      <invstOrSec>
        <name>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>CMCSA 3.15 03/01/26</title>
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          <ticker value="CMCSA"/>
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        <balance>50000</balance>
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        <curCd>USD</curCd>
        <valUSD>46965.12</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.150000000000</annualizedRt>
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      <invstOrSec>
        <name>Salesforce Inc</name>
        <lei>RCGZFPDMRW58VJ54VR07</lei>
        <title>CRM 3.7 04/11/28</title>
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        <curCd>USD</curCd>
        <valUSD>235569.98</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.700000000000</annualizedRt>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BR3256</title>
        <cusip>3140L1TN5</cusip>
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          <ticker value="FN"/>
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        <balance>78144.37</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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      <invstOrSec>
        <name>MADISON PARK FUNDING XL LTD</name>
        <lei>549300UTF8S11AHH4P70</lei>
        <title>ATRM 9A AR2</title>
        <cusip>55821CAA2</cusip>
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          <isin value="US55821CAA27"/>
          <ticker value="ATRM"/>
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        <balance>529622.25</balance>
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        <curCd>USD</curCd>
        <valUSD>519876.04</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>C V4.075 04/23/29</title>
        <cusip>172967LW9</cusip>
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          <ticker value="C"/>
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        <balance>150000</balance>
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        <curCd>USD</curCd>
        <valUSD>135095.68</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.075000000000</annualizedRt>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA6544</title>
        <cusip>36179VHV5</cusip>
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          <isin value="US36179VHV53"/>
          <ticker value="GNR"/>
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        <balance>20409.5</balance>
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        <curCd>USD</curCd>
        <valUSD>19633.6</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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        <name>NXP B V / NXP Funding LLC &amp; NXP USA Inc</name>
        <lei>724500RKKW4NOJ9YQF60</lei>
        <title>NXPI 3.4 05/01/30</title>
        <cusip>62954HAY4</cusip>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>2549001DPIFGXC1TOL40</lei>
        <title>FR SD7556</title>
        <cusip>3132DVMD4</cusip>
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          <isin value="US3132DVMD46"/>
          <ticker value="FHLMC"/>
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        <balance>1454522.07</balance>
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        <curCd>USD</curCd>
        <valUSD>1243102.24</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2052-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GS V2.908 07/21/42</title>
        <cusip>38141GYK4</cusip>
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        <balance>160000</balance>
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        <curCd>USD</curCd>
        <valUSD>100632.28</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2042-07-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.908000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOHO TRUST 2021-SOHO</name>
        <lei>N/A</lei>
        <title>SOHO 2021-SOHO A</title>
        <cusip>83410JAA6</cusip>
        <identifiers>
          <isin value="US83410JAA60"/>
          <ticker value="SOHO"/>
        </identifiers>
        <balance>846000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>664546.87</valUSD>
        <pctVal>0.0927402972</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-08-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.696589000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Oracle Corporation</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>ORCL 4.375 05/15/55</title>
        <cusip>68389XBG9</cusip>
        <identifiers>
          <isin value="US68389XBG97"/>
          <ticker value="ORCL"/>
        </identifiers>
        <balance>165000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>111933.95</valUSD>
        <pctVal>0.0156208512</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Enable Midstream Partners LP</name>
        <lei>549300TLGDBYE711G509</lei>
        <title>ET 3.9 05/15/24</title>
        <cusip>292480AH3</cusip>
        <identifiers>
          <isin value="US292480AH37"/>
          <ticker value="ET"/>
        </identifiers>
        <balance>102000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>99099.58</valUSD>
        <pctVal>0.0138297612</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Shell International Finance B.V.</name>
        <lei>213800ITMMKU4Z7I4F78</lei>
        <title>RDSALN 2.75 04/06/30</title>
        <cusip>822582CG5</cusip>
        <identifiers>
          <isin value="US822582CG52"/>
          <ticker value="RDSALN"/>
        </identifiers>
        <balance>260000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>222374.12</valUSD>
        <pctVal>0.0310332392</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Exxon Mobil Corporation</name>
        <lei>J3WHBG0MTS7O8ZVMDC91</lei>
        <title>XOM 3.452 04/15/51</title>
        <cusip>30231GBM3</cusip>
        <identifiers>
          <isin value="US30231GBM33"/>
          <ticker value="XOM"/>
        </identifiers>
        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>214422.37</valUSD>
        <pctVal>0.0299235392</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.452000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SMB Private Education Loan Trust 2021-A</name>
        <lei>N/A</lei>
        <title>SMB 2021-A A2B</title>
        <cusip>78448YAC5</cusip>
        <identifiers>
          <isin value="US78448YAC57"/>
          <ticker value="SMB"/>
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        <balance>606823.58</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>513794.31</valUSD>
        <pctVal>0.0717021465</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.590000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BR2643</title>
        <cusip>3140L05D5</cusip>
        <identifiers>
          <isin value="US3140L05D51"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>75215.15</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>60052.61</valUSD>
        <pctVal>0.0083805931</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Panama (Republic of)</name>
        <lei>549300SHS4T08CL0LP14</lei>
        <title>PANAMA 3.875 03/17/28</title>
        <cusip>698299BF0</cusip>
        <identifiers>
          <isin value="US698299BF03"/>
          <ticker value="PANAMA"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>180977.52</valUSD>
        <pctVal>0.0252561704</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>American Airlines, Inc.</name>
        <lei>IWUQB36BXD6OWD6X4T14</lei>
        <title>AAL 3.2 06/15/28 AA</title>
        <cusip>023765AA8</cusip>
        <identifiers>
          <isin value="US023765AA88"/>
          <ticker value="AAL"/>
        </identifiers>
        <balance>22260</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18552.17</valUSD>
        <pctVal>0.0025890330</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 785218</title>
        <cusip>3622AAVK7</cusip>
        <identifiers>
          <isin value="US3622AAVK74"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>32650.71</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26648.73</valUSD>
        <pctVal>0.0037189418</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OBX TRUST</name>
        <lei>N/A</lei>
        <title>OBX 2021-NQM2 A1</title>
        <cusip>670857AA9</cusip>
        <identifiers>
          <isin value="US670857AA93"/>
          <ticker value="OBX"/>
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        <balance>543984.56</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>418860.22</valUSD>
        <pctVal>0.0584536969</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.100999900000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.</name>
        <lei>549300TPZNMN50BJ3745</lei>
        <title>CHTR 6.484 10/23/45</title>
        <cusip>161175BA1</cusip>
        <identifiers>
          <isin value="US161175BA14"/>
          <ticker value="CHTR"/>
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        <balance>372000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>329380</valUSD>
        <pctVal>0.0459663576</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-10-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.484000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Gol Finance SA</name>
        <lei>5299007RH8MA67ZC6J07</lei>
        <title>GOLLBZ 7 01/31/25 144A</title>
        <cusip>36254VAA6</cusip>
        <identifiers>
          <isin value="US36254VAA61"/>
          <ticker value="GOLLBZ"/>
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        <balance>51000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22185</valUSD>
        <pctVal>0.0030960096</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BX COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>BX 2021-XL2 A</title>
        <cusip>05609KAA7</cusip>
        <identifiers>
          <isin value="US05609KAA79"/>
          <ticker value="BX"/>
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        <balance>982317.97</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>929116.32</valUSD>
        <pctVal>0.1296620713</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.287343700000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Tsmc Arizona Corp.</name>
        <lei>2549005GOBWLCSY63Q97</lei>
        <title>TAISEM 2.5 10/25/31</title>
        <cusip>872898AC5</cusip>
        <identifiers>
          <isin value="US872898AC52"/>
          <ticker value="TAISEM"/>
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        <balance>1020000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>792226.31</valUSD>
        <pctVal>0.1105584975</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CASCADE MH ASSET TRUST</name>
        <lei>N/A</lei>
        <title>CMHAT 2021-MH1 A1</title>
        <cusip>14731QAA7</cusip>
        <identifiers>
          <isin value="US14731QAA76"/>
          <ticker value="CMHAT"/>
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        <balance>134406.61</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>112421.18</valUSD>
        <pctVal>0.0156888462</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.753000100000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BR5587</title>
        <cusip>3140L4F53</cusip>
        <identifiers>
          <isin value="US3140L4F531"/>
          <ticker value="FN"/>
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        <balance>84739.55</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>67892.61</valUSD>
        <pctVal>0.0094746979</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Hgi Cre Clo 2021-Fl1 Ltd / Llc</name>
        <lei>N/A</lei>
        <title>HGI 2021-FL1 A</title>
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          <ticker value="HGI"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>581544.84</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-06-19</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
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          <ticker value="BAC"/>
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        <balance>112000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>96404</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G61677</title>
        <cusip>31335B2J4</cusip>
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          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>56464.52</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SC0211</title>
        <cusip>3132D9GU2</cusip>
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          <isin value="US3132D9GU22"/>
          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>77493.86</valUSD>
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        <issuerCat>USGA</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Wells Fargo &amp; Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
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        <balance>80000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>64491.74</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.350000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BM6019</title>
        <cusip>3140JAVM7</cusip>
        <identifiers>
          <isin value="US3140JAVM76"/>
          <ticker value="FNMA"/>
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        <balance>159107.53</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>150443.44</valUSD>
        <pctVal>0.0209950117</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>United Airlines Pass Through Trust 2019-2AA</name>
        <lei>N/A</lei>
        <title>UAL 2.7 05/01/32 AA</title>
        <cusip>90932JAA0</cusip>
        <identifiers>
          <isin value="US90932JAA07"/>
          <ticker value="UAL"/>
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        <balance>54603.07</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43280.68</valUSD>
        <pctVal>0.0060400000</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>Freddie Mac Stacr Remic Trust</name>
        <lei>N/A</lei>
        <title>STACR 2021-DNA6 M2</title>
        <cusip>35564KKY4</cusip>
        <identifiers>
          <isin value="US35564KKY46"/>
          <ticker value="STACR"/>
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        <balance>580000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>532306.66</valUSD>
        <pctVal>0.0742856224</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.780690000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPM V2.545 11/08/32</title>
        <cusip>46647PCR5</cusip>
        <identifiers>
          <isin value="US46647PCR55"/>
          <ticker value="JPM"/>
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        <balance>130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>98105.08</valUSD>
        <pctVal>0.0136909745</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-11-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.545000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Workday Inc</name>
        <lei>549300J0DYC0N31V7G13</lei>
        <title>WDAY 3.5 04/01/27</title>
        <cusip>98138HAG6</cusip>
        <identifiers>
          <isin value="US98138HAG65"/>
          <ticker value="WDAY"/>
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        <balance>70000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>64568.8</valUSD>
        <pctVal>0.0090108463</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 786108</title>
        <cusip>3622ABU91</cusip>
        <identifiers>
          <isin value="US3622ABU918"/>
          <ticker value="GNR"/>
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        <balance>98457.05</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>87241.59</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Norfolk Southern Corporation</name>
        <lei>54930036C8MWP850MI84</lei>
        <title>NSC 3.05 05/15/50</title>
        <cusip>655844CF3</cusip>
        <identifiers>
          <isin value="US655844CF36"/>
          <ticker value="NSC"/>
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        <balance>210000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>132584.34</valUSD>
        <pctVal>0.0185026996</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.050000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AbbVie Inc.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>ABBV 2.3 11/21/22</title>
        <cusip>00287YBM0</cusip>
        <identifiers>
          <isin value="US00287YBM03"/>
          <ticker value="ABBV"/>
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        <balance>57000</balance>
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        <curCd>USD</curCd>
        <valUSD>56923.27</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.300000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHS 334 S7</title>
        <cusip>31325VKQ6</cusip>
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          <isin value="US31325VKQ67"/>
          <ticker value="FHLMC"/>
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        <balance>22322.03</balance>
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        <curCd>USD</curCd>
        <valUSD>2148.08</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
          <maturityDt>2044-08-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>N/A</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Petroleos del Peru - Petroperu SA</name>
        <lei>549300ZMGDLC9JT2OR80</lei>
        <title>PETRPE 5.625 06/19/47 144A</title>
        <cusip>716564AB5</cusip>
        <identifiers>
          <isin value="US716564AB55"/>
          <ticker value="PETRPE"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>128286</valUSD>
        <pctVal>0.0179028483</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PE</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-06-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNR 2020-103 AD</title>
        <cusip>38380PXV1</cusip>
        <identifiers>
          <isin value="US38380PXV11"/>
          <ticker value="GNR"/>
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        <balance>599413.19</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>476391.07</valUSD>
        <pctVal>0.0664823678</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2063-01-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.450000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNR 2022-4 Z</title>
        <cusip>38381EQD3</cusip>
        <identifiers>
          <isin value="US38381EQD30"/>
          <ticker value="GNR"/>
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        <balance>202868.12</balance>
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        <curCd>USD</curCd>
        <valUSD>102042.81</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2064-03-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.900000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM9335</title>
        <cusip>3140XDLR5</cusip>
        <identifiers>
          <isin value="US3140XDLR56"/>
          <ticker value="FN"/>
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        <balance>91279.09</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>75028.59</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CSMC 2021-NQM7 TRUST</name>
        <lei>N/A</lei>
        <title>CSMC 2021-NQM7 A1</title>
        <cusip>12662QAA4</cusip>
        <identifiers>
          <isin value="US12662QAA40"/>
          <ticker value="CSMC"/>
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        <balance>155020.3</balance>
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        <curCd>USD</curCd>
        <valUSD>122188.19</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.756000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Option One Mortgage Loan Trust</name>
        <lei>N/A</lei>
        <title>OOMLT 2004-3 M1</title>
        <cusip>68389FFT6</cusip>
        <identifiers>
          <isin value="US68389FFT66"/>
          <ticker value="OOMLT"/>
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        <balance>102164.8</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>97045.66</valUSD>
        <pctVal>0.0135431280</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.863998200000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Panama (Republic of)</name>
        <lei>549300SHS4T08CL0LP14</lei>
        <title>PANAMA 6.7 01/26/36</title>
        <cusip>698299AW4</cusip>
        <identifiers>
          <isin value="US698299AW45"/>
          <ticker value="PANAMA"/>
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        <balance>690000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>670381.85</valUSD>
        <pctVal>0.0935545931</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>WFCM 2017-C38 A5</title>
        <cusip>95001MAF7</cusip>
        <identifiers>
          <isin value="US95001MAF77"/>
          <ticker value="WFCM"/>
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        <balance>315000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>284315.72</valUSD>
        <pctVal>0.0396774488</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.453000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AMMC CLO 21 Ltd. / AMMC CLO 21 LLC</name>
        <lei>549300DYK366J47FIO80</lei>
        <title>AMMC 2017-21A A</title>
        <cusip>00178LAB5</cusip>
        <identifiers>
          <isin value="US00178LAB53"/>
          <ticker value="AMMC"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>244286.23</valUSD>
        <pctVal>0.0340911659</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-11-04</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.536000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR QC5830</title>
        <cusip>3133AQPP6</cusip>
        <identifiers>
          <isin value="US3133AQPP63"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>364682.39</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>300626.25</valUSD>
        <pctVal>0.0419536515</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>KREF 2022-FL3 LTD</name>
        <lei>549300DG0FGL1EU1CT79</lei>
        <title>KREF 2022-FL3 A</title>
        <cusip>48275EAA4</cusip>
        <identifiers>
          <isin value="US48275EAA47"/>
          <ticker value="KREF"/>
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        <balance>820000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>785897.76</valUSD>
        <pctVal>0.1096753218</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-02-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.325234000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Lockheed Martin Corporation</name>
        <lei>DPRBOZP0K5RM2YE8UU08</lei>
        <title>LMT 4.15 06/15/53</title>
        <cusip>539830BS7</cusip>
        <identifiers>
          <isin value="US539830BS75"/>
          <ticker value="LMT"/>
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        <balance>540000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>430958.89</valUSD>
        <pctVal>0.0601421169</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>C V4.91 05/24/33</title>
        <cusip>172967NU1</cusip>
        <identifiers>
          <isin value="US172967NU15"/>
          <ticker value="C"/>
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        <balance>210000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>190775.2</valUSD>
        <pctVal>0.0266234777</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-05-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.910000000000</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>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>T 5.35 09/01/40</title>
        <cusip>04650NAB0</cusip>
        <identifiers>
          <isin value="US04650NAB01"/>
          <ticker value="T"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44250.71</valUSD>
        <pctVal>0.0061753718</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.350000000000</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>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>T 4.8 06/15/44</title>
        <cusip>00206RCG5</cusip>
        <identifiers>
          <isin value="US00206RCG56"/>
          <ticker value="T"/>
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        <balance>22000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17866.1</valUSD>
        <pctVal>0.0024932890</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.800000000000</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>Continental Resources, Inc.</name>
        <lei>XXRTID9RYWOZ0UPIVR53</lei>
        <title>CLR 4.9 06/01/44</title>
        <cusip>212015AQ4</cusip>
        <identifiers>
          <isin value="US212015AQ46"/>
          <ticker value="CLR"/>
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        <balance>160000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>113502.2</valUSD>
        <pctVal>0.0158397071</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.900000000000</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>CSMC TRUST</name>
        <lei>549300818AKCJ4Q9TD76</lei>
        <title>CSMC 2014-USA B</title>
        <cusip>12649AAJ8</cusip>
        <identifiers>
          <isin value="US12649AAJ88"/>
          <ticker value="CSMC"/>
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        <balance>530000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>452477.64</valUSD>
        <pctVal>0.0631451485</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-09-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.184600000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Juniper Networks, Inc.</name>
        <lei>AUHIXNGG7U2U7JEHM527</lei>
        <title>JNPR 2 12/10/30</title>
        <cusip>48203RAP9</cusip>
        <identifiers>
          <isin value="US48203RAP91"/>
          <ticker value="JNPR"/>
        </identifiers>
        <balance>70000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>50682.6</valUSD>
        <pctVal>0.0070729690</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-12-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>N/A</lei>
        <title>FR SD0519</title>
        <cusip>3132DMSG1</cusip>
        <identifiers>
          <isin value="US3132DMSG14"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>473248.38</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>410583.98</valUSD>
        <pctVal>0.0572987129</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
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      </invstOrSec>
      <invstOrSec>
        <name>Western Midstream Operating LP</name>
        <lei>L6D8A6MLSY454J2JXJ60</lei>
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        <balance>90000</balance>
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        <curCd>USD</curCd>
        <valUSD>85275</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.650000000000</annualizedRt>
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      <invstOrSec>
        <name>Perusahaan Listrik Negara PT</name>
        <lei>254900OYVDRYS9J51J61</lei>
        <title>PLNIJ 5.45 05/21/28 144A</title>
        <cusip>71568PAE9</cusip>
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          <ticker value="PLNIJ"/>
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        <balance>770000</balance>
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        <curCd>USD</curCd>
        <valUSD>729598.1</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G67713</title>
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          <isin value="US3132XCSA42"/>
          <ticker value="FHLMC"/>
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        <balance>715030.92</balance>
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        <curCd>USD</curCd>
        <valUSD>665867.22</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Enterprise Products Operating LLC</name>
        <lei>5493004LGN656HWLDA30</lei>
        <title>EPD 4.15 10/16/28</title>
        <cusip>29379VBT9</cusip>
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          <isin value="US29379VBT98"/>
          <ticker value="EPD"/>
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        <balance>270000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>248551.16</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.150000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Equinix, Inc.</name>
        <lei>549300EVUN2BTLJ3GT74</lei>
        <title>EQIX 2.5 05/15/31</title>
        <cusip>29444UBS4</cusip>
        <identifiers>
          <isin value="US29444UBS42"/>
          <ticker value="EQIX"/>
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        <balance>104000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>79194.44</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>2031-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNR 2021-161 IB</title>
        <cusip>38383AV92</cusip>
        <identifiers>
          <isin value="US38383AV929"/>
          <ticker value="GNR"/>
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        <balance>69280.15</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10978.38</valUSD>
        <pctVal>0.0015320789</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>GLP Capital L.P. and GLP Financing II, Inc.</name>
        <lei>2549005PXW31DRW8EC44</lei>
        <title>GLPI 3.25 01/15/32</title>
        <cusip>361841AR0</cusip>
        <identifiers>
          <isin value="US361841AR08"/>
          <ticker value="GLPI"/>
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        <balance>393000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>292946.13</valUSD>
        <pctVal>0.0408818586</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</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>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS0211</title>
        <cusip>3140XFGV7</cusip>
        <identifiers>
          <isin value="US3140XFGV71"/>
          <ticker value="FN"/>
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        <balance>255787.22</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>203087.99</valUSD>
        <pctVal>0.0283417790</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS2528</title>
        <cusip>3140XHY27</cusip>
        <identifiers>
          <isin value="US3140XHY276"/>
          <ticker value="FN"/>
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        <balance>198470.84</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>148067.5</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Aetna, Inc.</name>
        <lei>549300QKBENKLBXQ8968</lei>
        <title>AET 2.8 06/15/23</title>
        <cusip>00817YAV0</cusip>
        <identifiers>
          <isin value="US00817YAV02"/>
          <ticker value="AET"/>
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        <balance>90000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>88682.96</valUSD>
        <pctVal>0.0123760783</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.800000000000</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>Vodafone Group PLC</name>
        <lei>213800TB53ELEUKM7Q61</lei>
        <title>VOD 4.375 05/30/28</title>
        <cusip>92857WBK5</cusip>
        <identifiers>
          <isin value="US92857WBK53"/>
          <ticker value="VOD"/>
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        <balance>130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>122332.91</valUSD>
        <pctVal>0.0170720696</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</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>American Express Company</name>
        <lei>R4PP93JZOLY261QX3811</lei>
        <title>AXP 4.2 11/06/25</title>
        <cusip>025816CA5</cusip>
        <identifiers>
          <isin value="US025816CA56"/>
          <ticker value="AXP"/>
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        <balance>70000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>67953.65</valUSD>
        <pctVal>0.0094832163</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM7973</title>
        <cusip>3140XB2F6</cusip>
        <identifiers>
          <isin value="US3140XB2F65"/>
          <ticker value="FN"/>
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        <balance>100990.5</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>93418.4</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS1182</title>
        <cusip>3140XGJ42</cusip>
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          <isin value="US3140XGJ428"/>
          <ticker value="FN"/>
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        <balance>71356.55</balance>
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        <curCd>USD</curCd>
        <valUSD>62960.52</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Cheniere Corpus Christi Holdings, LLC</name>
        <lei>549300I7CIEWU1BBLQ53</lei>
        <title>CHCOCH 2.742 12/31/39</title>
        <cusip>16412XAL9</cusip>
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          <isin value="US16412XAL91"/>
          <ticker value="CHCOCH"/>
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        <balance>202000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>149890.39</valUSD>
        <pctVal>0.0209178313</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-12-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.742000000000</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>Burlington Northern Santa Fe LLC</name>
        <lei>N/A</lei>
        <title>BNSF 4.45 01/15/53</title>
        <cusip>12189LBJ9</cusip>
        <identifiers>
          <isin value="US12189LBJ98"/>
          <ticker value="BNSF"/>
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        <balance>55000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>46148.85</valUSD>
        <pctVal>0.0064402652</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FR ZS9826</title>
        <cusip>3132AA4K7</cusip>
        <identifiers>
          <isin value="US3132AA4K71"/>
          <ticker value="FHLMC"/>
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        <balance>34191.64</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29718.71</valUSD>
        <pctVal>0.0041473704</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>RESIDENTIAL MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>RMLT 2019-2 A1</title>
        <cusip>76119DAA7</cusip>
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          <isin value="US76119DAA72"/>
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        <balance>48615.07</balance>
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        <curCd>USD</curCd>
        <valUSD>47578.69</valUSD>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Danske Bank A/S</name>
        <lei>MAES062Z21O4RZ2U7M96</lei>
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        <cusip>23636AAT8</cusip>
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        <balance>400000</balance>
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        <curCd>USD</curCd>
        <valUSD>394190.54</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 784905</title>
        <cusip>3622AAKS2</cusip>
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          <isin value="US3622AAKS20"/>
          <ticker value="GNR"/>
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        <balance>63651.35</balance>
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        <curCd>USD</curCd>
        <valUSD>54223.93</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Regency Energy Partners LP/Regency Energy Finance Corp.</name>
        <lei>N/A</lei>
        <title>ET 4.5 11/01/23</title>
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          <isin value="US75886AAJ79"/>
          <ticker value="ET"/>
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        <balance>28000</balance>
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        <curCd>USD</curCd>
        <valUSD>27659.94</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Oracle Corporation</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>ORCL 4 07/15/46</title>
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        <balance>311000</balance>
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        <curCd>USD</curCd>
        <valUSD>207788.84</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Credit Suisse Group AG</name>
        <lei>549300506SI9CRFV9Z86</lei>
        <title>CS V4.194 04/01/31 144A</title>
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        <balance>250000</balance>
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        <curCd>USD</curCd>
        <valUSD>193063.23</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>CH</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.194000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMR 2020-RR07 BX</title>
        <cusip>3137FRVE8</cusip>
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          <isin value="US3137FRVE84"/>
          <ticker value="FHLMC"/>
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        <balance>4160000</balance>
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        <curCd>USD</curCd>
        <valUSD>475842.02</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-10-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.608230000000</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>Apple Inc.</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>AAPL 2.45 08/04/26</title>
        <cusip>037833BZ2</cusip>
        <identifiers>
          <isin value="US037833BZ29"/>
          <ticker value="AAPL"/>
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        <balance>100000</balance>
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        <curCd>USD</curCd>
        <valUSD>92052.39</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-08-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.450000000000</annualizedRt>
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      <invstOrSec>
        <name>Humana Inc.</name>
        <lei>529900YLDW34GJAO4J06</lei>
        <title>HUM 3.95 03/15/27</title>
        <cusip>444859BF8</cusip>
        <identifiers>
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        <balance>140000</balance>
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        <curCd>USD</curCd>
        <valUSD>130825.3</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.950000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VZ 2.875 11/20/50</title>
        <cusip>92343VFU3</cusip>
        <identifiers>
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          <ticker value="VZ"/>
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        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>236048.98</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>2050-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.875000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM6117</title>
        <cusip>3140X9YP4</cusip>
        <identifiers>
          <isin value="US3140X9YP44"/>
          <ticker value="FN"/>
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        <balance>58292.78</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>50557.27</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BNP Paribas SA</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
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        <cusip>09659W2L7</cusip>
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          <isin value="US09659W2L77"/>
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        <balance>600000</balance>
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        <curCd>USD</curCd>
        <valUSD>536531.06</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-06-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.219000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Guardian Life Global Funding</name>
        <lei>635400NHILJ5JEKILC36</lei>
        <title>GUARDN 1.1 06/23/25 144A</title>
        <cusip>40139LAG8</cusip>
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          <isin value="US40139LAG86"/>
          <ticker value="GUARDN"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44745.31</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <annualizedRt>1.100000000000</annualizedRt>
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      <invstOrSec>
        <name>Union Pacific Corporation</name>
        <lei>549300LMMRSZZCZ8CL11</lei>
        <title>UNP 2.4 02/05/30</title>
        <cusip>907818FH6</cusip>
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          <ticker value="UNP"/>
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        <balance>220000</balance>
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        <curCd>USD</curCd>
        <valUSD>182816.11</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-02-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.400000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST</name>
        <lei>N/A</lei>
        <title>JPMCC 2020-MKST D</title>
        <cusip>46652DAG0</cusip>
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          <isin value="US46652DAG07"/>
          <ticker value="JPMCC"/>
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        <balance>710000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>636687.1</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.048125100000</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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNR 2020-56 DI</title>
        <cusip>3136BBMQ2</cusip>
        <identifiers>
          <isin value="US3136BBMQ27"/>
          <ticker value="FNMA"/>
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        <balance>160774.19</balance>
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        <curCd>USD</curCd>
        <valUSD>25439.33</valUSD>
        <pctVal>0.0035501650</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AbbVie Inc.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>ABBV 2.6 11/21/24</title>
        <cusip>00287YBZ1</cusip>
        <identifiers>
          <isin value="US00287YBZ16"/>
          <ticker value="ABBV"/>
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        <balance>490000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>465607.8</valUSD>
        <pctVal>0.0649775173</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-21</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>VASA TRUST 2021-VASA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>American Transmission Systems, Incorporated</name>
        <lei>N/A</lei>
        <title>FE 2.65 01/15/32 144A</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Northrop Grumman Corporation</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Mondelez International, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Magallanes Inc.</name>
        <lei>549300DXR29GD4N0A520</lei>
        <title>WBD 4.279 03/15/32 144A</title>
        <cusip>55903VAL7</cusip>
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        <balance>670000</balance>
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        <curCd>USD</curCd>
        <valUSD>541191.34</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.279000000000</annualizedRt>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FR ZT1970</title>
        <cusip>3132AEFK7</cusip>
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          <ticker value="FNMA"/>
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        <balance>40852.12</balance>
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        <curCd>USD</curCd>
        <valUSD>38831.18</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FR ZS9316</title>
        <cusip>3132AAK52</cusip>
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          <ticker value="FHLMC"/>
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        <balance>104217.11</balance>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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        <name>The Boeing Company</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BA 4.875 05/01/25</title>
        <cusip>097023CT0</cusip>
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          <ticker value="BA"/>
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        <balance>360000</balance>
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        <curCd>USD</curCd>
        <valUSD>351286.61</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
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      <invstOrSec>
        <name>Pfizer Inc.</name>
        <lei>765LHXWGK1KXCLTFYQ30</lei>
        <title>PFE 2.7 05/28/50</title>
        <cusip>717081FA6</cusip>
        <identifiers>
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          <ticker value="PFE"/>
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        <balance>310000</balance>
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        <curCd>USD</curCd>
        <valUSD>201665</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-05-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.700000000000</annualizedRt>
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        <name>Royal Bank of Canada</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>RY 3.875 05/04/32</title>
        <cusip>78016FZQ0</cusip>
        <identifiers>
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          <ticker value="RY"/>
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        <balance>340000</balance>
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        <curCd>USD</curCd>
        <valUSD>293752.47</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-05-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Stacr Remic Trust</name>
        <lei>N/A</lei>
        <title>STACR 2022-DNA3 M1B</title>
        <cusip>35564KUX5</cusip>
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          <ticker value="STACR"/>
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        <balance>550000</balance>
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        <curCd>USD</curCd>
        <valUSD>510125.44</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
          <annualizedRt>5.180690000000</annualizedRt>
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      <invstOrSec>
        <name>Voya Clo 2018-4 Ltd / Llc</name>
        <lei>N/A</lei>
        <title>VOYA 2018-4A A1AR</title>
        <cusip>92917WBG2</cusip>
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          <ticker value="VOYA"/>
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        <balance>680000</balance>
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        <curCd>USD</curCd>
        <valUSD>662943.49</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

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          <couponKind>Floating</couponKind>
          <annualizedRt>2.084290000000</annualizedRt>
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      <invstOrSec>
        <name>ELLINGTON FINANCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>EFMT 2021-2 A1</title>
        <cusip>31572LAA4</cusip>
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          <isin value="US31572LAA44"/>
          <ticker value="EFMT"/>
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        <balance>323986.38</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>AEP Transmission Company, LLC</name>
        <lei>549300X123Z1I0LA3Y84</lei>
        <title>AEP 3.15 09/15/49</title>
        <cusip>00115AAL3</cusip>
        <identifiers>
          <isin value="US00115AAL35"/>
          <ticker value="AEP"/>
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        <balance>52000</balance>
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        <curCd>USD</curCd>
        <valUSD>33036.67</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Relx Capital Inc.</name>
        <lei>2R15C3RTKJN1RCBOV146</lei>
        <title>RELLN 3 05/22/30</title>
        <cusip>74949LAD4</cusip>
        <identifiers>
          <isin value="US74949LAD47"/>
          <ticker value="RELLN"/>
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        <balance>33000</balance>
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        <curCd>USD</curCd>
        <valUSD>27514.83</valUSD>
        <pctVal>0.0038398097</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Sands China Ltd</name>
        <lei>549300EVO6UZDGY05787</lei>
        <title>SANLTD 3.8 01/08/26</title>
        <cusip>80007RAK1</cusip>
        <identifiers>
          <isin value="US80007RAK14"/>
          <ticker value="SANLTD"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>818020</valUSD>
        <pctVal>0.1141581149</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-08</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>Fnma Pass-Thru I</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac Stacr Remic Trust</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM7869</title>
        <cusip>3140XBW71</cusip>
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          <isin value="US3140XBW711"/>
          <ticker value="FN"/>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BT3270</title>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM7607</title>
        <cusip>3140XBNZ9</cusip>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Amazon.com, Inc.</name>
        <lei>ZXTILKJKG63JELOEG630</lei>
        <title>AMZN 3.45 04/13/29</title>
        <cusip>023135CG9</cusip>
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          <isin value="US023135CG91"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-04-13</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FR SD0952</title>
        <cusip>3132DNBV4</cusip>
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          <isin value="US3132DNBV47"/>
          <ticker value="FNMA"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Intercontinental Exchange Inc</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>ICE 4.95 06/15/52</title>
        <cusip>45866FAX2</cusip>
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          <isin value="US45866FAX24"/>
          <ticker value="ICE"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2052-06-15</maturityDt>
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        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 CN1774</title>
        <cusip>3617YY6K7</cusip>
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          <isin value="US3617YY6K79"/>
          <ticker value="GNR"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AR7399</title>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>CAS 2014-C04 1M2</title>
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        <name>Union Pacific Corporation</name>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>Goldman Sachs Group, Inc.</name>
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        <name>Renaissance Mtg Ac</name>
        <lei>N/A</lei>
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          <isin value="US75970NAG25"/>
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        <name>Corporacion Nacional del Cobre de Chile</name>
        <lei>549300UVMBCBCIPSUI70</lei>
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        <invCountry>CL</invCountry>
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        <name>ConnectWise</name>
        <lei>N/A</lei>
        <title>ConnectWise Term Loan B 350 2028-09-07</title>
        <cusip>20786NAC1</cusip>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA4492</title>
        <cusip>31418D7E6</cusip>
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          <isin value="US31418D7E66"/>
          <ticker value="FNMA"/>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>JSC National Company KazMunayGas</name>
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        <title>KZOKZ 6.375 10/24/48 144A</title>
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        <curCd>USD</curCd>
        <valUSD>301375.2</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KZ</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2048-10-24</maturityDt>
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      <invstOrSec>
        <name>Voya CLO Limited</name>
        <lei>N/A</lei>
        <title>VOYA 2018-2A A1</title>
        <cusip>92917JAA5</cusip>
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          <ticker value="VOYA"/>
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        <curCd>USD</curCd>
        <valUSD>555503.48</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.044290000000</annualizedRt>
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      <invstOrSec>
        <name>Kinder Morgan, Inc.</name>
        <lei>549300WR7IX8XE0TBO16</lei>
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        <cusip>49456BAH4</cusip>
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          <ticker value="KMI"/>
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        <curCd>USD</curCd>
        <valUSD>181508.91</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2045-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.550000000000</annualizedRt>
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      <invstOrSec>
        <name>Gnma Pass-Thru M Single Family</name>
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        <title>G2 MA2678</title>
        <cusip>36179Q6P1</cusip>
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        <curCd>USD</curCd>
        <valUSD>9885.16</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>American Transmission Systems, Incorporated</name>
        <lei>N/A</lei>
        <title>FE 2.65 01/15/32 144A</title>
        <cusip>030288AC8</cusip>
        <identifiers>
          <isin value="US030288AC89"/>
          <ticker value="FE"/>
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        <balance>143000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>111026.06</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.650000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB2601</title>
        <cusip>3140QM3K8</cusip>
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          <isin value="US3140QM3K84"/>
          <ticker value="FN"/>
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        <balance>232686.2</balance>
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        <curCd>USD</curCd>
        <valUSD>185486.85</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Anheuser-Busch InBev Worldwide Inc.</name>
        <lei>549300CRGMZK3K53BF92</lei>
        <title>ABIBB 4.75 01/23/29</title>
        <cusip>035240AQ3</cusip>
        <identifiers>
          <isin value="US035240AQ30"/>
          <ticker value="ABIBB"/>
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        <balance>420000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>408540.59</valUSD>
        <pctVal>0.0570135493</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BAC V3.974 02/07/30 MTN</title>
        <cusip>06051GHQ5</cusip>
        <identifiers>
          <isin value="US06051GHQ55"/>
          <ticker value="BAC"/>
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        <balance>960000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>849010.12</valUSD>
        <pctVal>0.1184829158</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.974000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>T 2.55 12/01/33</title>
        <cusip>00206RMM1</cusip>
        <identifiers>
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          <ticker value="T"/>
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        <balance>320000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>235822.46</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>2033-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.550000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS0331</title>
        <cusip>3140XFLM1</cusip>
        <identifiers>
          <isin value="US3140XFLM18"/>
          <ticker value="FN"/>
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        <balance>188198.45</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>160639.08</valUSD>
        <pctVal>0.0224178560</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Boeing Company</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BA 3.1 05/01/26</title>
        <cusip>097023CH6</cusip>
        <identifiers>
          <isin value="US097023CH65"/>
          <ticker value="BA"/>
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        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36118.69</valUSD>
        <pctVal>0.0050405144</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.100000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Occidental Petroleum Corporation</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>OXY 4.5 07/15/44</title>
        <cusip>674599DK8</cusip>
        <identifiers>
          <isin value="US674599DK85"/>
          <ticker value="OXY"/>
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        <balance>80000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>66029.49</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>2044-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Wells Fargo &amp; Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WFC 4.3 07/22/27 GMTN</title>
        <cusip>94974BGL8</cusip>
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          <isin value="US94974BGL80"/>
          <ticker value="WFC"/>
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        <balance>270000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>252544.64</valUSD>
        <pctVal>0.0352436616</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Gilead Sciences, Inc.</name>
        <lei>549300WTZWR07K8MNV44</lei>
        <title>GILD 4.75 03/01/46</title>
        <cusip>375558BD4</cusip>
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          <ticker value="GILD"/>
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        <balance>120000</balance>
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        <curCd>USD</curCd>
        <valUSD>103083.72</valUSD>
        <pctVal>0.0143857646</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR ZS8673</title>
        <cusip>3132A9T64</cusip>
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          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>21801.73</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BO7625</title>
        <cusip>3140K3PK2</cusip>
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          <isin value="US3140K3PK27"/>
          <ticker value="FN"/>
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        <curCd>USD</curCd>
        <valUSD>.03</valUSD>
        <pctVal>0.0000000042</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>General Motors Company</name>
        <lei>54930070NSV60J38I987</lei>
        <title>GM 6.6 04/01/36</title>
        <cusip>37045VAK6</cusip>
        <identifiers>
          <isin value="US37045VAK61"/>
          <ticker value="GM"/>
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        <balance>10000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9430.82</valUSD>
        <pctVal>0.0013161104</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Exxon Mobil Corporation</name>
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        <curCd>USD</curCd>
        <valUSD>65901.93</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.043000000000</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>Amazon.com, Inc.</name>
        <lei>ZXTILKJKG63JELOEG630</lei>
        <title>AMZN 1.5 06/03/30</title>
        <cusip>023135BS4</cusip>
        <identifiers>
          <isin value="US023135BS49"/>
          <ticker value="AMZN"/>
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        <balance>70000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>54644.87</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Hershey Co (The)</name>
        <lei>21X2CX66SU2BR6QTAD08</lei>
        <title>HSY 0.9 06/01/25</title>
        <cusip>427866BF4</cusip>
        <identifiers>
          <isin value="US427866BF42"/>
          <ticker value="HSY"/>
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        <balance>30000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27086.87</valUSD>
        <pctVal>0.0037800861</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BS6215</title>
        <cusip>3140LG3Z3</cusip>
        <identifiers>
          <isin value="US3140LG3Z31"/>
          <ticker value="FN"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>91924.49</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.840000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PLACEHOLD FNMA 10YR POOL</name>
        <lei>N/A</lei>
        <title>PLACEHOLD FNMA 10YR POOL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="Z176901"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100289.06</valUSD>
        <pctVal>0.0139957581</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM1727</title>
        <cusip>3140X44M5</cusip>
        <identifiers>
          <isin value="US3140X44M59"/>
          <ticker value="FN"/>
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        <balance>186571.98</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>182697.94</valUSD>
        <pctVal>0.0254962622</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BQ5876</title>
        <cusip>3140KRQ69</cusip>
        <identifiers>
          <isin value="US3140KRQ690"/>
          <ticker value="FN"/>
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        <balance>83383.31</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>69266.47</valUSD>
        <pctVal>0.0096664258</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Pioneer Natural Resources Company</name>
        <lei>FY8JBF7CCL2VE4F1B628</lei>
        <title>PXD 2.15 01/15/31</title>
        <cusip>723787AR8</cusip>
        <identifiers>
          <isin value="US723787AR88"/>
          <ticker value="PXD"/>
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        <balance>570000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>441021.89</valUSD>
        <pctVal>0.0615464507</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BF0338</title>
        <cusip>3140FXLU4</cusip>
        <identifiers>
          <isin value="US3140FXLU42"/>
          <ticker value="FNMA"/>
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        <balance>291397.51</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>277027.21</valUSD>
        <pctVal>0.0386603067</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA3597</title>
        <cusip>36179R7J2</cusip>
        <identifiers>
          <isin value="US36179R7J23"/>
          <ticker value="GNR"/>
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        <balance>76514.49</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>69729</valUSD>
        <pctVal>0.0097309738</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA2672</title>
        <cusip>31418B6J0</cusip>
        <identifiers>
          <isin value="US31418B6J09"/>
          <ticker value="FNMA"/>
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        <balance>238420.27</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>218021.74</valUSD>
        <pctVal>0.0304258464</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM5944</title>
        <cusip>3140X9TA3</cusip>
        <identifiers>
          <isin value="US3140X9TA30"/>
          <ticker value="FN"/>
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        <balance>146628.4</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>120870.59</valUSD>
        <pctVal>0.0168679967</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</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>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM5309</title>
        <cusip>3140X83T2</cusip>
        <identifiers>
          <isin value="US3140X83T21"/>
          <ticker value="FN"/>
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        <balance>87296.78</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>71965.49</valUSD>
        <pctVal>0.0100430853</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Amazon.com, Inc.</name>
        <lei>ZXTILKJKG63JELOEG630</lei>
        <title>AMZN 3.875 08/22/37</title>
        <cusip>023135BF2</cusip>
        <identifiers>
          <isin value="US023135BF28"/>
          <ticker value="AMZN"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>170038.89</valUSD>
        <pctVal>0.0237296388</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-08-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UnitedHealth Group Inc.</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNH 3.875 08/15/59</title>
        <cusip>91324PDV1</cusip>
        <identifiers>
          <isin value="US91324PDV13"/>
          <ticker value="UNH"/>
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        <balance>70000</balance>
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        <curCd>USD</curCd>
        <valUSD>51227.18</valUSD>
        <pctVal>0.0071489674</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM8576</title>
        <cusip>3140XCQ68</cusip>
        <identifiers>
          <isin value="US3140XCQ687"/>
          <ticker value="FN"/>
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        <balance>589067.2</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>511228</valUSD>
        <pctVal>0.0713440072</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Devon Energy Corporation</name>
        <lei>54930042348RKR3ZPN35</lei>
        <title>DVN 5.25 10/15/27</title>
        <cusip>25179MBD4</cusip>
        <identifiers>
          <isin value="US25179MBD48"/>
          <ticker value="DVN"/>
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        <balance>12000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11898.96</valUSD>
        <pctVal>0.0016605497</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD0786</title>
        <cusip>3132DM2T1</cusip>
        <identifiers>
          <isin value="US3132DM2T16"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>148030.4</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>118049.16</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>NXP B V / NXP Funding LLC &amp; NXP USA Inc</name>
        <lei>724500RKKW4NOJ9YQF60</lei>
        <title>NXPI 4.3 06/18/29</title>
        <cusip>62954HAV0</cusip>
        <identifiers>
          <isin value="US62954HAV06"/>
          <ticker value="NXPI"/>
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        <balance>393000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>353639.5</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.300000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Wamu Mortgage Pass-Through CTFS TR</name>
        <lei>N/A</lei>
        <title>WAMU 2006-AR13 1A</title>
        <cusip>93363RAA4</cusip>
        <identifiers>
          <isin value="US93363RAA41"/>
          <ticker value="WAMU"/>
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        <balance>280873.98</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>233861.29</valUSD>
        <pctVal>0.0326363219</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.983722700000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Master Asset Securitization Trust</name>
        <lei>N/A</lei>
        <title>MASTR 2007-1 1A4</title>
        <cusip>55292AAD0</cusip>
        <identifiers>
          <isin value="US55292AAD00"/>
          <ticker value="MASTR"/>
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        <balance>616221.17</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>159356.52</valUSD>
        <pctVal>0.0222388694</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BV3089</title>
        <cusip>3140MGNF4</cusip>
        <identifiers>
          <isin value="US3140MGNF41"/>
          <ticker value="FN"/>
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        <balance>95998.09</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>79187.03</valUSD>
        <pctVal>0.0110508815</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS1403</title>
        <cusip>3140XGRZ4</cusip>
        <identifiers>
          <isin value="US3140XGRZ40"/>
          <ticker value="FN"/>
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        <balance>91582.18</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>80315.37</valUSD>
        <pctVal>0.0112083460</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UnitedHealth Group Inc.</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNH 3.7 08/15/49</title>
        <cusip>91324PDU3</cusip>
        <identifiers>
          <isin value="US91324PDU30"/>
          <ticker value="UNH"/>
        </identifiers>
        <balance>130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>96462.87</valUSD>
        <pctVal>0.0134617973</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>N/A</lei>
        <title>FHMS K095 XAM</title>
        <cusip>3137FNAJ9</cusip>
        <identifiers>
          <isin value="US3137FNAJ96"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33921.45</valUSD>
        <pctVal>0.0047338803</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.240070000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Northrop Grumman Corporation</name>
        <lei>RIMU48P07456QXSO0R61</lei>
        <title>NOC 4.03 10/15/47</title>
        <cusip>666807BP6</cusip>
        <identifiers>
          <isin value="US666807BP60"/>
          <ticker value="NOC"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>78675.58</valUSD>
        <pctVal>0.0109795065</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.030000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CVS Health Corp</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS 4.3 03/25/28</title>
        <cusip>126650CX6</cusip>
        <identifiers>
          <isin value="US126650CX62"/>
          <ticker value="CVS"/>
        </identifiers>
        <balance>217000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>203616.49</valUSD>
        <pctVal>0.0284155334</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Gilead Sciences, Inc.</name>
        <lei>549300WTZWR07K8MNV44</lei>
        <title>GILD 4.75 03/01/46</title>
        <cusip>375558BD4</cusip>
        <identifiers>
          <isin value="US375558BD48"/>
          <ticker value="GILD"/>
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        <balance>33000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28348.02</valUSD>
        <pctVal>0.0039560848</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United Air Lines, Inc.</name>
        <lei>N/A</lei>
        <title>UAL 3.1 07/07/28 AA</title>
        <cusip>90931LAA6</cusip>
        <identifiers>
          <isin value="US90931LAA61"/>
          <ticker value="UAL"/>
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        <balance>2208.5</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1902.92</valUSD>
        <pctVal>0.0002655605</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HCA Inc.</name>
        <lei>L3CJ6J7LJ2DX62FTXD46</lei>
        <title>HCA 4.5 02/15/27</title>
        <cusip>404119BU2</cusip>
        <identifiers>
          <isin value="US404119BU21"/>
          <ticker value="HCA"/>
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        <balance>335000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>313633.83</valUSD>
        <pctVal>0.0437689137</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Marathon Petroleum Company</name>
        <lei>3BNYRYQHD39K4LCKQF12</lei>
        <title>MPC 4.5 04/01/48</title>
        <cusip>56585ABE1</cusip>
        <identifiers>
          <isin value="US56585ABE10"/>
          <ticker value="MPC"/>
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        <balance>35000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26289.06</valUSD>
        <pctVal>0.0036687484</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Carlyle Global Market Strategies Clo 2016-1 Ltd/Llc</name>
        <lei>N/A</lei>
        <title>CGMS 2014-3RA A1A</title>
        <cusip>14315LAA2</cusip>
        <identifiers>
          <isin value="US14315LAA26"/>
          <ticker value="CGMS"/>
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        <balance>247958.18</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>242073.17</valUSD>
        <pctVal>0.0337823241</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-28</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.819290000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GN 784571</title>
        <cusip>3622A3CG3</cusip>
        <identifiers>
          <isin value="US3622A3CG34"/>
          <ticker value="GNR"/>
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        <balance>68694.15</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>63255.83</valUSD>
        <pctVal>0.0088276158</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR ZA2471</title>
        <cusip>31329KW83</cusip>
        <identifiers>
          <isin value="US31329KW835"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>6890.37</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6205.99</valUSD>
        <pctVal>0.0008660719</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>Biogen Inc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Raytheon Technologies Corporation</name>
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      <invstOrSec>
        <name>Applied Materials Inc.</name>
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        <name>Government National Mortgage Association</name>
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      <invstOrSec>
        <name>BP Capital Markets America, Inc.</name>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Sands China Ltd</name>
        <lei>549300EVO6UZDGY05787</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
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        <issuerCat>CORP</issuerCat>
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        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>Goldman Sachs Group, Inc.</name>
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        <name>Goldman Sachs Group, Inc.</name>
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        <name>Swedbank AB (publ)</name>
        <lei>M312WZV08Y7LYUC71685</lei>
        <title>SWEDA 1.3 06/02/23 144A</title>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
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        <name>The Toronto-Dominion Bank</name>
        <lei>PT3QB789TSUIDF371261</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Alphabet Inc.</name>
        <lei>5493006MHB84DD0ZWV18</lei>
        <title>GOOGL 2.05 08/15/50</title>
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        <name>Alphabet Inc.</name>
        <lei>5493006MHB84DD0ZWV18</lei>
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      <invstOrSec>
        <name>Sands China Ltd</name>
        <lei>549300EVO6UZDGY05787</lei>
        <title>SANLTD 4.375 06/18/30</title>
        <cusip>80007RAL9</cusip>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS1092</title>
        <cusip>3140XGGA1</cusip>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>Basswood Park Clo Ltd / Llc</name>
        <lei>N/A</lei>
        <title>BARK 2021-1A A</title>
        <cusip>070252AA9</cusip>
        <identifiers>
          <isin value="US070252AA97"/>
          <ticker value="BARK"/>
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        <balance>800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>765469.68</valUSD>
        <pctVal>0.1068244978</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.062710000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SMB Private Education Loan Trust 2021-E</name>
        <lei>N/A</lei>
        <title>SMB 2021-E A1A</title>
        <cusip>78450MAA0</cusip>
        <identifiers>
          <isin value="US78450MAA09"/>
          <ticker value="SMB"/>
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        <balance>189509.56</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>167876.76</valUSD>
        <pctVal>0.0234279045</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.680000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ARES LXIII CLO LTD</name>
        <lei>N/A</lei>
        <title>ARES 2022-63A A1A</title>
        <cusip>039937AA5</cusip>
        <identifiers>
          <isin value="US039937AA53"/>
          <ticker value="ARES"/>
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        <balance>540000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>519902.5</valUSD>
        <pctVal>0.0725545700</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Workday Inc</name>
        <lei>549300J0DYC0N31V7G13</lei>
        <title>WDAY 3.7 04/01/29</title>
        <cusip>98138HAH4</cusip>
        <identifiers>
          <isin value="US98138HAH49"/>
          <ticker value="WDAY"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>89042.53</valUSD>
        <pctVal>0.0124262578</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS1240</title>
        <cusip>3140XGLW7</cusip>
        <identifiers>
          <isin value="US3140XGLW72"/>
          <ticker value="FN"/>
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        <balance>92947.02</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>81964</valUSD>
        <pctVal>0.0114384193</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BS6688</title>
        <cusip>3140LHNE6</cusip>
        <identifiers>
          <isin value="US3140LHNE67"/>
          <ticker value="FN"/>
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        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>366938.83</valUSD>
        <pctVal>0.0512078496</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.895000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>L3 Harris Technologies Inc</name>
        <lei>549300UTE50ZMDBG8A20</lei>
        <title>LHX 4.854 04/27/35</title>
        <cusip>413875AS4</cusip>
        <identifiers>
          <isin value="US413875AS47"/>
          <ticker value="LHX"/>
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        <balance>60000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>53668.89</valUSD>
        <pctVal>0.0074897182</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.854000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Shell International Finance B.V.</name>
        <lei>213800ITMMKU4Z7I4F78</lei>
        <title>RDSALN 4.375 05/11/45</title>
        <cusip>822582BF8</cusip>
        <identifiers>
          <isin value="US822582BF88"/>
          <ticker value="RDSALN"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>124056.83</valUSD>
        <pctVal>0.0173126499</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-05-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BAC V2.299 07/21/32</title>
        <cusip>06051GKA6</cusip>
        <identifiers>
          <isin value="US06051GKA66"/>
          <ticker value="BAC"/>
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        <balance>260000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>192535.56</valUSD>
        <pctVal>0.0268691433</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.299000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Southwestern Energy Services</name>
        <lei>EFWMP121W54QV9MGOP87</lei>
        <title>Southwestern Energy Services Term Loan B 250 2027-05-30</title>
        <cusip>84546SAU7</cusip>
        <identifiers>
          <isin value="US84546SAU78"/>
          <ticker value="SWN"/>
          <other otherDesc="IDII" value="7RQHPF7"/>
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        <balance>74437.5</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>73181.74</valUSD>
        <pctVal>0.0102128181</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.700000000000</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>Lockheed Martin Corporation</name>
        <lei>DPRBOZP0K5RM2YE8UU08</lei>
        <title>LMT 3.55 01/15/26</title>
        <cusip>539830BH1</cusip>
        <identifiers>
          <isin value="US539830BH11"/>
          <ticker value="LMT"/>
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        <balance>60000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>57698.71</valUSD>
        <pctVal>0.0080520965</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.550000000000</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>McDonald's Corporation</name>
        <lei>UE2136O97NLB5BYP9H04</lei>
        <title>MCD 4.875 12/09/45 MTN</title>
        <cusip>58013MFA7</cusip>
        <identifiers>
          <isin value="US58013MFA71"/>
          <ticker value="MCD"/>
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        <balance>30000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25957.04</valUSD>
        <pctVal>0.0036224136</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-12-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GS V3.615 03/15/28</title>
        <cusip>38141GZR8</cusip>
        <identifiers>
          <isin value="US38141GZR81"/>
          <ticker value="GS"/>
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        <balance>325000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>292985.21</valUSD>
        <pctVal>0.0408873124</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.615000000000</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>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS1180</title>
        <cusip>3140XGJ26</cusip>
        <identifiers>
          <isin value="US3140XGJ261"/>
          <ticker value="FN"/>
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        <balance>113497.07</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100512.28</valUSD>
        <pctVal>0.0140269094</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB1309</title>
        <cusip>3140QLN36</cusip>
        <identifiers>
          <isin value="US3140QLN366"/>
          <ticker value="FN"/>
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        <balance>524301.11</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>414735.19</valUSD>
        <pctVal>0.0578780317</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNR 2020-80 EI</title>
        <cusip>3136BCZH6</cusip>
        <identifiers>
          <isin value="US3136BCZH63"/>
          <ticker value="FNMA"/>
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        <balance>59686.71</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11849.87</valUSD>
        <pctVal>0.0016536990</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA6032</title>
        <cusip>3140QDV27</cusip>
        <identifiers>
          <isin value="US3140QDV275"/>
          <ticker value="FN"/>
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        <balance>939261.69</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>780581.11</valUSD>
        <pctVal>0.1089333611</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-01</maturityDt>
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          <annualizedRt>2.500000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA3376</title>
        <cusip>36179RXD6</cusip>
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          <isin value="US36179RXD69"/>
          <ticker value="GNR"/>
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        <balance>7842.41</balance>
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        <curCd>USD</curCd>
        <valUSD>7159.5</valUSD>
        <pctVal>0.0009991382</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA5020</title>
        <cusip>36179TSH9</cusip>
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          <isin value="US36179TSH94"/>
          <ticker value="GNR"/>
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        <balance>28896.65</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27119.33</valUSD>
        <pctVal>0.0037846160</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Anheuser-Busch InBev Worldwide Inc.</name>
        <lei>549300CRGMZK3K53BF92</lei>
        <title>ABIBB 4 04/13/28</title>
        <cusip>035240AL4</cusip>
        <identifiers>
          <isin value="US035240AL43"/>
          <ticker value="ABIBB"/>
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        <balance>140000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>132280.16</valUSD>
        <pctVal>0.0184602500</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Raytheon Technologies Corporation</name>
        <lei>I07WOS4YJ0N7YRFE7309</lei>
        <title>RTX 3.75 11/01/46</title>
        <cusip>913017CJ6</cusip>
        <identifiers>
          <isin value="US913017CJ69"/>
          <ticker value="RTX"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36600.47</valUSD>
        <pctVal>0.0051077488</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA3149</title>
        <cusip>31418CQB3</cusip>
        <identifiers>
          <isin value="US31418CQB36"/>
          <ticker value="FNMA"/>
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        <balance>41938.61</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38973.53</valUSD>
        <pctVal>0.0054389192</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Continental Resources, Inc.</name>
        <lei>XXRTID9RYWOZ0UPIVR53</lei>
        <title>CLR 4.375 01/15/28</title>
        <cusip>212015AS0</cusip>
        <identifiers>
          <isin value="US212015AS02"/>
          <ticker value="CLR"/>
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        <balance>360000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>322783.2</valUSD>
        <pctVal>0.0450457466</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</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>Republic Services, Inc.</name>
        <lei>NKNQHM6BLECKVOQP7O46</lei>
        <title>RSG 2.5 08/15/24</title>
        <cusip>760759AU4</cusip>
        <identifiers>
          <isin value="US760759AU48"/>
          <ticker value="RSG"/>
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        <balance>70000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>66641.67</valUSD>
        <pctVal>0.0093001240</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VZ 2.65 11/20/40</title>
        <cusip>92343VFT6</cusip>
        <identifiers>
          <isin value="US92343VFT61"/>
          <ticker value="VZ"/>
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        <balance>460000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>291990.7</valUSD>
        <pctVal>0.0407485243</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR QB9482</title>
        <cusip>3133AGRB7</cusip>
        <identifiers>
          <isin value="US3133AGRB77"/>
          <ticker value="FHLMC"/>
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        <balance>79578.12</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>63541.19</valUSD>
        <pctVal>0.0088674390</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BF0499</title>
        <cusip>3140FXRV6</cusip>
        <identifiers>
          <isin value="US3140FXRV60"/>
          <ticker value="FNMA"/>
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        <balance>404400.75</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>349821.03</valUSD>
        <pctVal>0.0488189889</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM6780</title>
        <cusip>3140XARA2</cusip>
        <identifiers>
          <isin value="US3140XARA29"/>
          <ticker value="FN"/>
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        <balance>155962.32</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>128965.33</valUSD>
        <pctVal>0.0179976516</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>522 FUNDING CLO 2020-6 LTD</name>
        <lei>549300KX0ZCDOS2UGJ09</lei>
        <title>MORGN 2020-6A A1R</title>
        <cusip>33835AAJ8</cusip>
        <identifiers>
          <isin value="US33835AAJ88"/>
          <ticker value="MORGN"/>
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        <balance>610000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>585506.91</valUSD>
        <pctVal>0.0817099400</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-10-23</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.933000000000</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>SREIT COMMERCIAL MORTGAGE TRUST 2021-MFP</name>
        <lei>N/A</lei>
        <title>SREIT 2021-MFP A</title>
        <cusip>78472UAA6</cusip>
        <identifiers>
          <isin value="US78472UAA60"/>
          <ticker value="SREIT"/>
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        <balance>800000</balance>
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        <curCd>USD</curCd>
        <valUSD>759297.76</valUSD>
        <pctVal>0.1059631805</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

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          <maturityDt>2038-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.327000000000</annualizedRt>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 786082</title>
        <cusip>3622ABUF7</cusip>
        <identifiers>
          <isin value="US3622ABUF71"/>
          <ticker value="GNR"/>
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        <balance>96092.7</balance>
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        <curCd>USD</curCd>
        <valUSD>84136.65</valUSD>
        <pctVal>0.0117416217</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2051-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Devon Energy Corporation</name>
        <lei>54930042348RKR3ZPN35</lei>
        <title>DVN 5.85 12/15/25</title>
        <cusip>25179MAV5</cusip>
        <identifiers>
          <isin value="US25179MAV54"/>
          <ticker value="DVN"/>
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        <balance>90000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>90576.97</valUSD>
        <pctVal>0.0126403953</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Shell International Finance B.V.</name>
        <lei>213800ITMMKU4Z7I4F78</lei>
        <title>RDSALN 2.875 05/10/26</title>
        <cusip>822582BT8</cusip>
        <identifiers>
          <isin value="US822582BT82"/>
          <ticker value="RDSALN"/>
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        <balance>140000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>130318.98</valUSD>
        <pctVal>0.0181865591</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Petroleos del Peru - Petroperu SA</name>
        <lei>549300ZMGDLC9JT2OR80</lei>
        <title>PETRPE 4.75 06/19/32 144A</title>
        <cusip>716564AA7</cusip>
        <identifiers>
          <isin value="US716564AA72"/>
          <ticker value="PETRPE"/>
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        <balance>700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>515384.04</valUSD>
        <pctVal>0.0719240000</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PE</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA5138</title>
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        <curCd>USD</curCd>
        <valUSD>31754.86</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2048-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Mid-Atlantic Interstate Transmission Llc</name>
        <lei>N/A</lei>
        <title>FE 4.1 05/15/28 144A</title>
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          <ticker value="FE"/>
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        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36689.58</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Shell International Finance B.V.</name>
        <lei>213800ITMMKU4Z7I4F78</lei>
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          <ticker value="RDSALN"/>
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        <curCd>USD</curCd>
        <valUSD>168622.61</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR RA4703</title>
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          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>203002.78</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Avis Budget Rental Car Funding AESOP LLC</name>
        <lei>IHXLB8SL0QWSSG2VG640</lei>
        <title>AESOP 2021-1A A</title>
        <cusip>05377REH3</cusip>
        <identifiers>
          <isin value="US05377REH30"/>
          <ticker value="AESOP"/>
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        <balance>770000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>655997.65</valUSD>
        <pctVal>0.0915472178</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.380000000000</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>T-Mobile USA, Inc.</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>TMUS 2.55 02/15/31</title>
        <cusip>87264ACB9</cusip>
        <identifiers>
          <isin value="US87264ACB98"/>
          <ticker value="TMUS"/>
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        <balance>70000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>55365.57</valUSD>
        <pctVal>0.0077264970</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.550000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM8669</title>
        <cusip>3140XCT32</cusip>
        <identifiers>
          <isin value="US3140XCT327"/>
          <ticker value="FN"/>
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        <balance>143469.56</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>129284.78</valUSD>
        <pctVal>0.0180422322</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AW9453</title>
        <cusip>3138XZQF1</cusip>
        <identifiers>
          <isin value="US3138XZQF12"/>
          <ticker value="FNMA"/>
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        <balance>31307.58</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28269.45</valUSD>
        <pctVal>0.0039451201</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.</name>
        <lei>549300TPZNMN50BJ3745</lei>
        <title>CHTR 5.375 05/01/47</title>
        <cusip>161175BL7</cusip>
        <identifiers>
          <isin value="US161175BL78"/>
          <ticker value="CHTR"/>
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        <balance>161000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>123844.33</valUSD>
        <pctVal>0.0172829946</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.375000000000</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>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BH9277</title>
        <cusip>3140GYJX8</cusip>
        <identifiers>
          <isin value="US3140GYJX82"/>
          <ticker value="FN"/>
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        <balance>57131.96</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51296.41</valUSD>
        <pctVal>0.0071586287</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR ZM1677</title>
        <cusip>3131XU2J5</cusip>
        <identifiers>
          <isin value="US3131XU2J52"/>
          <ticker value="FHLMC"/>
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        <balance>669542.25</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>582234.11</valUSD>
        <pctVal>0.0812532070</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Midamerican Energy Company</name>
        <lei>NINLOILYRTLIMK26MZ18</lei>
        <title>BRKHEC 3.15 04/15/50</title>
        <cusip>595620AV7</cusip>
        <identifiers>
          <isin value="US595620AV77"/>
          <ticker value="BRKHEC"/>
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        <balance>99000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>64643.81</valUSD>
        <pctVal>0.0090213143</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 785944</title>
        <cusip>3622ABP55</cusip>
        <identifiers>
          <isin value="US3622ABP553"/>
          <ticker value="GNR"/>
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        <balance>289582.43</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>253259.06</valUSD>
        <pctVal>0.0353433619</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.</name>
        <lei>549300TPZNMN50BJ3745</lei>
        <title>CHTR 5.125 07/01/49</title>
        <cusip>161175BS2</cusip>
        <identifiers>
          <isin value="US161175BS22"/>
          <ticker value="CHTR"/>
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        <balance>70000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51616.25</valUSD>
        <pctVal>0.0072032637</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Energy Transfer LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
        <title>ET 5 05/15/50</title>
        <cusip>29278NAR4</cusip>
        <identifiers>
          <isin value="US29278NAR44"/>
          <ticker value="ET"/>
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        <balance>274000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>208061.89</valUSD>
        <pctVal>0.0290359076</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="214531.290000000000"/>
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      <invstOrSec>
        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GS 3.5 04/01/25</title>
        <cusip>38141GXJ8</cusip>
        <identifiers>
          <isin value="US38141GXJ83"/>
          <ticker value="GS"/>
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        <balance>292000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>276661.73</valUSD>
        <pctVal>0.0386093024</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Diamondback Energy Inc</name>
        <lei>549300R22LSX6OHWEN64</lei>
        <title>FANG 3.5 12/01/29</title>
        <cusip>25278XAN9</cusip>
        <identifiers>
          <isin value="US25278XAN93"/>
          <ticker value="FANG"/>
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        <balance>330000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>284569.98</valUSD>
        <pctVal>0.0397129318</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BR5634</title>
        <cusip>3140L4HL6</cusip>
        <identifiers>
          <isin value="US3140L4HL64"/>
          <ticker value="FN"/>
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        <balance>86068.99</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>68449.81</valUSD>
        <pctVal>0.0095524575</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BENCHMARK MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>BMARK 2021-B25 XA</title>
        <cusip>08163DAG2</cusip>
        <identifiers>
          <isin value="US08163DAG25"/>
          <ticker value="BMARK"/>
        </identifiers>
        <balance>6731510.3</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>425716.87</valUSD>
        <pctVal>0.0594105711</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-04-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.103343800000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR QC3690</title>
        <cusip>3133ANC36</cusip>
        <identifiers>
          <isin value="US3133ANC364"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>90575.95</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>74872.25</valUSD>
        <pctVal>0.0104487359</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Canadian Pacific Railway Company</name>
        <lei>54930036474DURYNB481</lei>
        <title>CP 2.45 12/02/31</title>
        <cusip>13645RBF0</cusip>
        <identifiers>
          <isin value="US13645RBF01"/>
          <ticker value="CP"/>
        </identifiers>
        <balance>670000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>531534.03</valUSD>
        <pctVal>0.0741777987</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-12-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS0037</title>
        <cusip>3140XFBF7</cusip>
        <identifiers>
          <isin value="US3140XFBF76"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>82995.48</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>71646.41</valUSD>
        <pctVal>0.0099985564</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Amazon.com, Inc.</name>
        <lei>ZXTILKJKG63JELOEG630</lei>
        <title>AMZN 3.6 04/13/32</title>
        <cusip>023135CH7</cusip>
        <identifiers>
          <isin value="US023135CH74"/>
          <ticker value="AMZN"/>
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        <balance>460000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>411859.56</valUSD>
        <pctVal>0.0574767255</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS1241</title>
        <cusip>3140XGLX5</cusip>
        <identifiers>
          <isin value="US3140XGLX55"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>98857.15</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>87145.69</valUSD>
        <pctVal>0.0121615458</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Panama (Republic of)</name>
        <lei>549300SHS4T08CL0LP14</lei>
        <title>PANAMA 4.5 04/01/56</title>
        <cusip>698299BM5</cusip>
        <identifiers>
          <isin value="US698299BM53"/>
          <ticker value="PANAMA"/>
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        <balance>247000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>161921.67</valUSD>
        <pctVal>0.0225968468</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.</name>
        <lei>549300TPZNMN50BJ3745</lei>
        <title>CHTR 3.7 04/01/51</title>
        <cusip>161175BV5</cusip>
        <identifiers>
          <isin value="US161175BV50"/>
          <ticker value="CHTR"/>
        </identifiers>
        <balance>211000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>126485.13</valUSD>
        <pctVal>0.0176515293</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MS V0.529 01/25/24 MTN</title>
        <cusip>6174468W2</cusip>
        <identifiers>
          <isin value="US6174468W28"/>
          <ticker value="MS"/>
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        <balance>631000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>621552</valUSD>
        <pctVal>0.0867401832</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>Fixed</couponKind>
          <annualizedRt>0.529000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNR 2021-15 GI</title>
        <cusip>38382MY37</cusip>
        <identifiers>
          <isin value="US38382MY375"/>
          <ticker value="GNR"/>
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        <balance>77325.85</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13430.46</valUSD>
        <pctVal>0.0018742769</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>National Retail Properties, Inc.</name>
        <lei>5493008JKH5SOTI0JS97</lei>
        <title>NNN 3.5 04/15/51</title>
        <cusip>637417AQ9</cusip>
        <identifiers>
          <isin value="US637417AQ97"/>
          <ticker value="NNN"/>
        </identifiers>
        <balance>107000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>66361.65</valUSD>
        <pctVal>0.0092610460</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VZ 2.55 03/21/31</title>
        <cusip>92343VGJ7</cusip>
        <identifiers>
          <isin value="US92343VGJ70"/>
          <ticker value="VZ"/>
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        <balance>132000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>104309.46</valUSD>
        <pctVal>0.0145568217</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.550000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VMware Inc</name>
        <lei>549300BUDHS3LRWBE814</lei>
        <title>VMW 2.2 08/15/31</title>
        <cusip>928563AL9</cusip>
        <identifiers>
          <isin value="US928563AL97"/>
          <ticker value="VMW"/>
        </identifiers>
        <balance>271000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>197251.18</valUSD>
        <pctVal>0.0275272278</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Gray Television</name>
        <lei>529900TM5726KDN7UU35</lei>
        <title>Gray Television Term Loan D (Incremental) 300 2028-10-17</title>
        <cusip>389376AZ7</cusip>
        <identifiers>
          <isin value="US389376AZ77"/>
          <ticker value="GTN"/>
          <other otherDesc="IDII" value="7RNXG55"/>
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        <balance>110167.5</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>108446.68</valUSD>
        <pctVal>0.0151341881</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.140000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Moodys Corp</name>
        <lei>549300GCEDD8YCF5WU84</lei>
        <title>MCO 3.1 11/29/61</title>
        <cusip>615369AX3</cusip>
        <identifiers>
          <isin value="US615369AX35"/>
          <ticker value="MCO"/>
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        <balance>63000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36357.97</valUSD>
        <pctVal>0.0050739069</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-11-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Dell International L.L.C. and EMC Corporation</name>
        <lei>N/A</lei>
        <title>DELL 3.45 12/15/51 144A</title>
        <cusip>24703DBG5</cusip>
        <identifiers>
          <isin value="US24703DBG51"/>
          <ticker value="DELL"/>
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        <balance>85000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>48096.31</valUSD>
        <pctVal>0.0067120414</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-12-15</maturityDt>
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          <annualizedRt>3.450000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPM V4.565 06/14/30</title>
        <cusip>46647PDF0</cusip>
        <identifiers>
          <isin value="US46647PDF09"/>
          <ticker value="JPM"/>
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        <balance>391000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>358141.15</valUSD>
        <pctVal>0.0499800965</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.565000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>N/A</lei>
        <title>FN FS2773</title>
        <cusip>3140XJCK7</cusip>
        <identifiers>
          <isin value="US3140XJCK74"/>
          <ticker value="FN"/>
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        <balance>121203.21</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100037.65</valUSD>
        <pctVal>0.0139606728</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United Air Lines, Inc.</name>
        <lei>K1OQBWM7XEOO08LDNP29</lei>
        <title>UAL 3.45 12/01/27</title>
        <cusip>90932LAA5</cusip>
        <identifiers>
          <isin value="US90932LAA52"/>
          <ticker value="UAL"/>
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        <balance>709.86</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>620.03</valUSD>
        <pctVal>0.0000865278</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.450000000000</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>Devon Energy Corporation</name>
        <lei>54930042348RKR3ZPN35</lei>
        <title>DVN 5.85 12/15/25</title>
        <cusip>25179MAV5</cusip>
        <identifiers>
          <isin value="US25179MAV54"/>
          <ticker value="DVN"/>
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        <balance>30000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30192.32</valUSD>
        <pctVal>0.0042134646</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.850000000000</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>Exelon Corporation</name>
        <lei>3SOUA6IRML7435B56G12</lei>
        <title>EXC 5.1 06/15/45</title>
        <cusip>30161NAS0</cusip>
        <identifiers>
          <isin value="US30161NAS09"/>
          <ticker value="EXC"/>
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        <balance>16000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13797.6</valUSD>
        <pctVal>0.0019255128</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.100000000000</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>Crown Castle Inc.</name>
        <lei>54930012H97VSM0I2R19</lei>
        <title>CCI 3.15 07/15/23</title>
        <cusip>22822VAJ0</cusip>
        <identifiers>
          <isin value="US22822VAJ08"/>
          <ticker value="CCI"/>
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        <balance>6000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5906.85</valUSD>
        <pctVal>0.0008243256</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Altria Group, Inc.</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
        <title>MO 2.2 06/15/27</title>
        <cusip>02209SAY9</cusip>
        <identifiers>
          <isin value="XS1843443190"/>
          <ticker value="MO"/>
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        <balance>100000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="1.0118897"/>
        <valUSD>87338.05</valUSD>
        <pctVal>0.0121883904</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G61886</title>
        <cusip>31335CCX0</cusip>
        <identifiers>
          <isin value="US31335CCX02"/>
          <ticker value="FHLMC"/>
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        <balance>31961.41</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31410.1</valUSD>
        <pctVal>0.0043834109</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G61079</title>
        <cusip>31335BFU5</cusip>
        <identifiers>
          <isin value="US31335BFU52"/>
          <ticker value="FHLMC"/>
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        <balance>22531.49</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21556.63</valUSD>
        <pctVal>0.0030083179</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>AEP Transmission Company, LLC</name>
        <lei>549300X123Z1I0LA3Y84</lei>
        <title>AEP 3.65 04/01/50 M</title>
        <cusip>00115AAM1</cusip>
        <identifiers>
          <isin value="US00115AAM18"/>
          <ticker value="AEP"/>
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        <balance>39000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27383.55</valUSD>
        <pctVal>0.0038214890</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Microsoft Corporation</name>
        <lei>INR2EJN1ERAN0W5ZP974</lei>
        <title>MSFT 2.525 06/01/50</title>
        <cusip>594918CC6</cusip>
        <identifiers>
          <isin value="US594918CC64"/>
          <ticker value="MSFT"/>
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        <balance>84000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>52695.54</valUSD>
        <pctVal>0.0073538832</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.525000000000</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>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM1543</title>
        <cusip>3140X4WD4</cusip>
        <identifiers>
          <isin value="US3140X4WD45"/>
          <ticker value="FN"/>
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        <balance>1714.52</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1539.74</valUSD>
        <pctVal>0.0002148772</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA4157</title>
        <cusip>31418DTP7</cusip>
        <identifiers>
          <isin value="US31418DTP77"/>
          <ticker value="FNMA"/>
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        <balance>252859.77</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>188645.49</valUSD>
        <pctVal>0.0263262677</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</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>Atento Luxco 1 S.A.</name>
        <lei>549300MLFF3HYCZQTC48</lei>
        <title>ATENTO 8 02/10/26 REGS</title>
        <cusip>L0427PAD8</cusip>
        <identifiers>
          <isin value="USL0427PAD89"/>
          <ticker value="ATENTO"/>
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        <balance>5000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1950</valUSD>
        <pctVal>0.0002721307</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.000000000000</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>T-Mobile USA, Inc.</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>TMUS 2.625 04/15/26</title>
        <cusip>87264ABU8</cusip>
        <identifiers>
          <isin value="US87264ABU88"/>
          <ticker value="TMUS"/>
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        <balance>174000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>157029.78</valUSD>
        <pctVal>0.0219141631</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.625000000000</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>MS V0.731 04/05/24</title>
        <cusip>61772BAA1</cusip>
        <identifiers>
          <isin value="US61772BAA17"/>
          <ticker value="MS"/>
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        <balance>1602000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1562911.94</valUSD>
        <pctVal>0.2181109029</pctVal>
        <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>Fixed</couponKind>
          <annualizedRt>0.731000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BAC V2.572 10/20/32</title>
        <cusip>06051GKD0</cusip>
        <identifiers>
          <isin value="US06051GKD06"/>
          <ticker value="BAC"/>
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        <balance>201000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>151642.68</valUSD>
        <pctVal>0.0211623707</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.572000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Banco Mercantil del Norte S.A.</name>
        <lei>N/A</lei>
        <title>BANORT V6.625 PERP REGS</title>
        <cusip>P1401KAB7</cusip>
        <identifiers>
          <isin value="USP1401KAB72"/>
          <ticker value="BANORT"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>150000</valUSD>
        <pctVal>0.0209331278</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="105206.110000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB2622</title>
        <cusip>3140QM4G6</cusip>
        <identifiers>
          <isin value="US3140QM4G63"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>493799.11</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>408056.65</valUSD>
        <pctVal>0.0569460135</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NXP B V / NXP Funding LLC &amp; NXP USA Inc</name>
        <lei>724500RKKW4NOJ9YQF60</lei>
        <title>NXPI 2.65 02/15/32</title>
        <cusip>62954HAJ7</cusip>
        <identifiers>
          <isin value="US62954HAJ77"/>
          <ticker value="NXPI"/>
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        <balance>108000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>80458.32</valUSD>
        <pctVal>0.0112282953</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="81078.410000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA7598</title>
        <cusip>3140QFNQ8</cusip>
        <identifiers>
          <isin value="US3140QFNQ86"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>560610.58</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>467326.99</valUSD>
        <pctVal>0.0652174375</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MS V6.296 10/18/28</title>
        <cusip>61747YEV3</cusip>
        <identifiers>
          <isin value="US61747YEV39"/>
          <ticker value="MS"/>
        </identifiers>
        <balance>188000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>189690.93</valUSD>
        <pctVal>0.0264721632</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.296000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>General Motors Financial Company Inc</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GM 4 01/15/25</title>
        <cusip>37045XAS5</cusip>
        <identifiers>
          <isin value="US37045XAS53"/>
          <ticker value="GM"/>
        </identifiers>
        <balance>506000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>485761.06</valUSD>
        <pctVal>0.0677899891</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Bank of New York Mellon Corporation</name>
        <lei>WFLLPEPC7FZXENRZV188</lei>
        <title>BK V4.625 PERP F</title>
        <cusip>064058AF7</cusip>
        <identifiers>
          <isin value="US064058AF75"/>
          <ticker value="BK"/>
        </identifiers>
        <balance>79000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>68222.03</valUSD>
        <pctVal>0.0095206698</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>American Airlines, Inc.</name>
        <lei>IWUQB36BXD6OWD6X4T14</lei>
        <title>AAL 3 10/15/28</title>
        <cusip>023771R91</cusip>
        <identifiers>
          <isin value="US023771R919"/>
          <ticker value="AAL"/>
        </identifiers>
        <balance>106878.44</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>91391.27</valUSD>
        <pctVal>0.0127540343</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA3121</title>
        <cusip>31418CPF5</cusip>
        <identifiers>
          <isin value="US31418CPF58"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>6184.99</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5753.62</valUSD>
        <pctVal>0.0008029418</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA3182</title>
        <cusip>31418CRC0</cusip>
        <identifiers>
          <isin value="US31418CRC00"/>
          <ticker value="FNMA"/>
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        <balance>123482.67</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>110601.89</valUSD>
        <pctVal>0.0154349567</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA4838</title>
        <cusip>36179TLT0</cusip>
        <identifiers>
          <isin value="US36179TLT06"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>47961.06</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44925.02</valUSD>
        <pctVal>0.0062694746</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA4901</title>
        <cusip>36179TNS0</cusip>
        <identifiers>
          <isin value="US36179TNS05"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>23505.72</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22016.97</valUSD>
        <pctVal>0.0030725603</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.</name>
        <lei>549300TPZNMN50BJ3745</lei>
        <title>CHTR 5.125 07/01/49</title>
        <cusip>161175BS2</cusip>
        <identifiers>
          <isin value="US161175BS22"/>
          <ticker value="CHTR"/>
        </identifiers>
        <balance>216000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>159272.99</valUSD>
        <pctVal>0.0222272124</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Diamondback Energy Inc</name>
        <lei>549300R22LSX6OHWEN64</lei>
        <title>FANG 3.5 12/01/29</title>
        <cusip>25278XAN9</cusip>
        <identifiers>
          <isin value="US25278XAN93"/>
          <ticker value="FANG"/>
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        <balance>1079000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>930457.61</valUSD>
        <pctVal>0.1298492540</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Anglo American Capital PLC</name>
        <lei>TINT358G1SSHR3L3PW36</lei>
        <title>AALLN 5.625 04/01/30 144A</title>
        <cusip>034863AW0</cusip>
        <identifiers>
          <isin value="US034863AW07"/>
          <ticker value="AALLN"/>
        </identifiers>
        <balance>725000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>684213.08</valUSD>
        <pctVal>0.0954847991</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UnitedHealth Group Inc.</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNH 2.9 05/15/50</title>
        <cusip>91324PDZ2</cusip>
        <identifiers>
          <isin value="US91324PDZ27"/>
          <ticker value="UNH"/>
        </identifiers>
        <balance>42000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26896.79</valUSD>
        <pctVal>0.0037535596</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Northern States Power Company</name>
        <lei>3S1GHB0TEH85KX44SB51</lei>
        <title>XEL 2.6 06/01/51</title>
        <cusip>665772CS6</cusip>
        <identifiers>
          <isin value="US665772CS69"/>
          <ticker value="XEL"/>
        </identifiers>
        <balance>104000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>61916.86</valUSD>
        <pctVal>0.0086407570</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AbbVie Inc.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
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          <ticker value="GNR"/>
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      <invstOrSec>
        <name>Electronic Arts Inc.</name>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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          <isin value="US31307UV477"/>
          <ticker value="FHLMC"/>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM7477</title>
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          <ticker value="FN"/>
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        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <issuerCat>USGSE</issuerCat>
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      <invstOrSec>
        <name>Rogers Communications Inc.</name>
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        <name>Comcast Corporation</name>
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        <issuerCat>CORP</issuerCat>
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        <name>PLACE HOLD FNS427C71</name>
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      <invstOrSec>
        <name>FirstEnergy Corp.</name>
        <lei>549300SVYJS666PQJH88</lei>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA3239</title>
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        <name>Delta Air Lines, Inc. Pass Thru Trust</name>
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        <title>DAL 3.204 04/25/24 AA</title>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BJ4916</title>
        <cusip>3140H6PA1</cusip>
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        <name>Consumers Energy Company</name>
        <lei>7NKTFWJ1G6MELP9TU740</lei>
        <title>CMS 3.75 02/15/50</title>
        <cusip>210518DE3</cusip>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Oracle Corporation</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>ORCL 3.6 04/01/50</title>
        <cusip>68389XBX2</cusip>
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          <ticker value="ORCL"/>
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        <balance>509000</balance>
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        <curCd>USD</curCd>
        <valUSD>313301.69</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.600000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHR 4995 BI</title>
        <cusip>3137FUW83</cusip>
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          <isin value="US3137FUW839"/>
          <ticker value="FHLMC"/>
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        <balance>39540.87</balance>
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        <curCd>USD</curCd>
        <valUSD>8067.25</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Microsoft Corporation</name>
        <lei>INR2EJN1ERAN0W5ZP974</lei>
        <title>MSFT 2.921 03/17/52</title>
        <cusip>594918CE2</cusip>
        <identifiers>
          <isin value="US594918CE21"/>
          <ticker value="MSFT"/>
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        <balance>58000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39187.73</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2052-03-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.921000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BAC V2.687 04/22/32</title>
        <cusip>06051GJT7</cusip>
        <identifiers>
          <isin value="US06051GJT76"/>
          <ticker value="BAC"/>
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        <balance>133000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>102789.45</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>2032-04-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.687000000000</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>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS0026</title>
        <cusip>3140XFA43</cusip>
        <identifiers>
          <isin value="US3140XFA437"/>
          <ticker value="FN"/>
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        <balance>123861.08</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>102841.63</valUSD>
        <pctVal>0.0143519799</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Alexandria Real Estate Equities, Inc.</name>
        <lei>MGCJBT4MKTQBVLNUIS88</lei>
        <title>ARE 2.95 03/15/34</title>
        <cusip>015271AY5</cusip>
        <identifiers>
          <isin value="US015271AY59"/>
          <ticker value="ARE"/>
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        <balance>106000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>79773.94</valUSD>
        <pctVal>0.0111327872</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM9051</title>
        <cusip>3140XDBV7</cusip>
        <identifiers>
          <isin value="US3140XDBV78"/>
          <ticker value="FN"/>
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        <balance>106658.09</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>91202.74</valUSD>
        <pctVal>0.0127277241</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Targa Resources Co</name>
        <lei>5493003QENHHS261UR94</lei>
        <title>TRGP 4.95 04/15/52</title>
        <cusip>87612GAB7</cusip>
        <identifiers>
          <isin value="US87612GAB77"/>
          <ticker value="TRGP"/>
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        <balance>133000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>99794.92</valUSD>
        <pctVal>0.0139267988</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.950000000000</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>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS1520</title>
        <cusip>3140XGVN6</cusip>
        <identifiers>
          <isin value="US3140XGVN63"/>
          <ticker value="FN"/>
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        <balance>45407.98</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38934.35</valUSD>
        <pctVal>0.0054334515</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Wells Fargo &amp; Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WFC V4.897 07/25/33 MTN</title>
        <cusip>95000U3B7</cusip>
        <identifiers>
          <isin value="US95000U3B74"/>
          <ticker value="WFC"/>
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        <balance>670000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>613013.26</valUSD>
        <pctVal>0.0855485662</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.897000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BE3702</title>
        <cusip>3140FPDG1</cusip>
        <identifiers>
          <isin value="US3140FPDG16"/>
          <ticker value="FNMA"/>
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        <balance>578340.91</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>536737.2</valUSD>
        <pctVal>0.0749039228</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Cox Communications, Inc.</name>
        <lei>5493001NEDZNIFRP2R92</lei>
        <title>COXENT 3.15 08/15/24 144A</title>
        <cusip>224044CH8</cusip>
        <identifiers>
          <isin value="US224044CH86"/>
          <ticker value="COXENT"/>
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        <balance>71000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>67920.2</valUSD>
        <pctVal>0.0094785482</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Energy Transfer LP</name>
        <lei>5493006LL0CKP8WQW329</lei>
        <title>ET 5.4 10/01/47</title>
        <cusip>86765BAV1</cusip>
        <identifiers>
          <isin value="US86765BAV18"/>
          <ticker value="ET"/>
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        <balance>145000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>115129.05</valUSD>
        <pctVal>0.0160667408</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA3238</title>
        <cusip>31418CS47</cusip>
        <identifiers>
          <isin value="US31418CS476"/>
          <ticker value="FNMA"/>
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        <balance>74286.28</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>66796.07</valUSD>
        <pctVal>0.0093216711</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA0559</title>
        <cusip>3140Q7TR8</cusip>
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          <isin value="US3140Q7TR86"/>
          <ticker value="FNMA"/>
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        <balance>6982.12</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6679.04</valUSD>
        <pctVal>0.0009320880</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>B.A.T. Capital Corporation</name>
        <lei>2138005GYEXN7XRHFA84</lei>
        <title>BATSLN 5.282 04/02/50</title>
        <cusip>05526DBQ7</cusip>
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          <isin value="US05526DBQ79"/>
          <ticker value="BATSLN"/>
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        <balance>38000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27134.54</valUSD>
        <pctVal>0.0037867386</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-04-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.282000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Servicenow Inc</name>
        <lei>549300HJTQM36M0E1G39</lei>
        <title>NOW 1.4 09/01/30</title>
        <cusip>81762PAE2</cusip>
        <identifiers>
          <isin value="US81762PAE25"/>
          <ticker value="NOW"/>
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        <balance>243000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>178993.02</valUSD>
        <pctVal>0.0249792251</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Glencore Funding LLC</name>
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        <name>Apple Inc.</name>
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        <name>Huntington Ingalls Industries, Inc.</name>
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        <name>Federal Home Loan Mortgage Corporation</name>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
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        <name>Federal Home Loan Mortgage Corporation</name>
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        <name>Government National Mortgage Association</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
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        <title>FR RA5077</title>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>FactSet Research Systems Inc.</name>
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        <name>Federal Home Loan Mortgage Corporation</name>
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        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS2040</title>
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        <name>Celanese US Holdings Llc</name>
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        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM8309</title>
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        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA3173</title>
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        <name>American Airlines, Inc.</name>
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        <title>AAL 5.25 01/15/24 B</title>
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      <invstOrSec>
        <name>Cheniere Corpus Christi Holdings, LLC</name>
        <lei>549300I7CIEWU1BBLQ53</lei>
        <title>CHCOCH 5.875 03/31/25</title>
        <cusip>16412XAC9</cusip>
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          <maturityDt>2025-03-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.875000000000</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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AS2947</title>
        <cusip>3138WCHZ9</cusip>
        <identifiers>
          <isin value="US3138WCHZ90"/>
          <ticker value="FNMA"/>
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        <balance>346988.55</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>324778.61</valUSD>
        <pctVal>0.0453242144</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BM5304</title>
        <cusip>3140J93N9</cusip>
        <identifiers>
          <isin value="US3140J93N98"/>
          <ticker value="FNMA"/>
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        <balance>28460.28</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26766.72</valUSD>
        <pctVal>0.0037354078</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Atmos Energy Corporation</name>
        <lei>QVLWEGTD2S8GJMO8D383</lei>
        <title>ATO 4.125 03/15/49</title>
        <cusip>049560AQ8</cusip>
        <identifiers>
          <isin value="US049560AQ82"/>
          <ticker value="ATO"/>
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        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30389.24</valUSD>
        <pctVal>0.0042409456</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Crown Castle Inc.</name>
        <lei>54930012H97VSM0I2R19</lei>
        <title>CCI 3.3 07/01/30</title>
        <cusip>22822VAR2</cusip>
        <identifiers>
          <isin value="US22822VAR24"/>
          <ticker value="CCI"/>
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        <balance>174000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>145143.05</valUSD>
        <pctVal>0.0202553201</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Interpublic Group of Companies, Inc.</name>
        <lei>5493008IUOJ5VWTRC333</lei>
        <title>IPG 4.75 03/30/30</title>
        <cusip>460690BR0</cusip>
        <identifiers>
          <isin value="US460690BR09"/>
          <ticker value="IPG"/>
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        <balance>60000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>54475.97</valUSD>
        <pctVal>0.0076023496</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Duke Energy Progress Inc</name>
        <lei>0NIFZ782LS46WOC9QK20</lei>
        <title>DUK 2.5 08/15/50</title>
        <cusip>26442UAK0</cusip>
        <identifiers>
          <isin value="US26442UAK07"/>
          <ticker value="DUK"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>55874.59</valUSD>
        <pctVal>0.0077975329</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GS V1.431 03/09/27</title>
        <cusip>38141GYA6</cusip>
        <identifiers>
          <isin value="US38141GYA65"/>
          <ticker value="GS"/>
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        <balance>277000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>236979.03</valUSD>
        <pctVal>0.0330714155</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.431000000000</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>Broadcom Inc</name>
        <lei>549300WV6GIDOZJTV909</lei>
        <title>AVGO 3.469 04/15/34 144A</title>
        <cusip>11135FBL4</cusip>
        <identifiers>
          <isin value="US11135FBL40"/>
          <ticker value="AVGO"/>
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        <balance>280000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>209581.91</valUSD>
        <pctVal>0.0292480328</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.469000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FHR 5142 IP</title>
        <cusip>3137H2DS0</cusip>
        <identifiers>
          <isin value="US3137H2DS00"/>
          <ticker value="FHLMC"/>
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        <balance>79531.53</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13016.87</valUSD>
        <pctVal>0.0018165587</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS0599</title>
        <cusip>3140XFUZ2</cusip>
        <identifiers>
          <isin value="US3140XFUZ20"/>
          <ticker value="FN"/>
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        <balance>42418.79</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33802.85</valUSD>
        <pctVal>0.0047173292</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>2549001DPIFGXC1TOL40</lei>
        <title>FR SD7553</title>
        <cusip>3132DVMA0</cusip>
        <identifiers>
          <isin value="US3132DVMA07"/>
          <ticker value="FHLMC"/>
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        <balance>1939076.53</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1663344.25</valUSD>
        <pctVal>0.2321266521</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB2054</title>
        <cusip>3140QMH80</cusip>
        <identifiers>
          <isin value="US3140QMH804"/>
          <ticker value="FN"/>
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        <balance>271834.2</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>216469.57</valUSD>
        <pctVal>0.0302092345</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR RA6015</title>
        <cusip>3133KMVG7</cusip>
        <identifiers>
          <isin value="US3133KMVG76"/>
          <ticker value="FHLMC"/>
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        <balance>92095.24</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>78821.48</valUSD>
        <pctVal>0.0109998674</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD7555</title>
        <cusip>3132DVMC6</cusip>
        <identifiers>
          <isin value="US3132DVMC62"/>
          <ticker value="FHLMC"/>
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        <balance>1081315.89</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>926363.89</valUSD>
        <pctVal>0.1292779582</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Kinder Morgan Energy Partners LP</name>
        <lei>549300PDHUGWPWGOT525</lei>
        <title>KMI 6.375 03/01/41</title>
        <cusip>494550BH8</cusip>
        <identifiers>
          <isin value="US494550BH82"/>
          <ticker value="KMI"/>
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        <balance>110000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>101654.49</valUSD>
        <pctVal>0.0141863096</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>International Paper Company</name>
        <lei>824LMFJDH41EY779Q875</lei>
        <title>IP 6 11/15/41</title>
        <cusip>460146CH4</cusip>
        <identifiers>
          <isin value="US460146CH42"/>
          <ticker value="IP"/>
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        <balance>45000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>41936.09</valUSD>
        <pctVal>0.0058523569</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Anheuser-Busch InBev Finance Inc.</name>
        <lei>5493000EYEKDT0FBSQ91</lei>
        <title>ABIBB 4 01/17/43</title>
        <cusip>035242AB2</cusip>
        <identifiers>
          <isin value="US035242AB27"/>
          <ticker value="ABIBB"/>
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        <balance>62000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>47956.89</valUSD>
        <pctVal>0.0066925847</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-01-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA3736</title>
        <cusip>36179SEH6</cusip>
        <identifiers>
          <isin value="US36179SEH67"/>
          <ticker value="GNR"/>
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        <balance>379686.32</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>346173.12</valUSD>
        <pctVal>0.0483099078</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>C V3.668 07/24/28</title>
        <cusip>172967LP4</cusip>
        <identifiers>
          <isin value="US172967LP48"/>
          <ticker value="C"/>
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        <balance>105000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>94182.75</valUSD>
        <pctVal>0.0131435970</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.668000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA3384</title>
        <cusip>31418CXN9</cusip>
        <identifiers>
          <isin value="US31418CXN90"/>
          <ticker value="FNMA"/>
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        <balance>9151.22</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8487.19</valUSD>
        <pctVal>0.0011844229</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cfk Trust 2019-Fax</name>
        <lei>N/A</lei>
        <title>CFK 2019-FAX D</title>
        <cusip>12528XAJ4</cusip>
        <identifiers>
          <isin value="US12528XAJ46"/>
          <ticker value="CFK"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>83525.99</valUSD>
        <pctVal>0.0116564015</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.636605600000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AEP Transmission Company, LLC</name>
        <lei>549300X123Z1I0LA3Y84</lei>
        <title>AEP 3.8 06/15/49</title>
        <cusip>00115AAK5</cusip>
        <identifiers>
          <isin value="US00115AAK51"/>
          <ticker value="AEP"/>
        </identifiers>
        <balance>65000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>46819.48</valUSD>
        <pctVal>0.0065338544</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Marsh &amp; McLennan Companies, Inc.</name>
        <lei>549300XMP3KDCKJXIU47</lei>
        <title>MMC 2.25 11/15/30</title>
        <cusip>571748BN1</cusip>
        <identifiers>
          <isin value="US571748BN17"/>
          <ticker value="MMC"/>
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        <balance>176000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>137898.38</valUSD>
        <pctVal>0.0192442961</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Indonesia (Republic of)</name>
        <lei>529900FWX0GRR7WG5W79</lei>
        <title>INDON 3.05 03/12/51</title>
        <cusip>455780CW4</cusip>
        <identifiers>
          <isin value="US455780CW44"/>
          <ticker value="INDON"/>
        </identifiers>
        <balance>222000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>141374.67</valUSD>
        <pctVal>0.0197294269</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-03-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.050000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.</name>
        <lei>549300TPZNMN50BJ3745</lei>
        <title>CHTR 3.9 06/01/52</title>
        <cusip>161175CA0</cusip>
        <identifiers>
          <isin value="US161175CA05"/>
          <ticker value="CHTR"/>
        </identifiers>
        <balance>192000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>118894.48</valUSD>
        <pctVal>0.0165922223</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PECO Energy Company</name>
        <lei>YH65D4JBECK76IFEJ279</lei>
        <title>EXC 3.05 03/15/51</title>
        <cusip>693304BA4</cusip>
        <identifiers>
          <isin value="US693304BA44"/>
          <ticker value="EXC"/>
        </identifiers>
        <balance>144000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>92078.84</valUSD>
        <pctVal>0.0128499875</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.050000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VZ 2.1 03/22/28</title>
        <cusip>92343VGH1</cusip>
        <identifiers>
          <isin value="US92343VGH15"/>
          <ticker value="VZ"/>
        </identifiers>
        <balance>36000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30253.84</valUSD>
        <pctVal>0.0042220500</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Motorola Solutions Inc</name>
        <lei>6S552MUG6KGJVEBSEC55</lei>
        <title>MSI 2.75 05/24/31</title>
        <cusip>620076BU2</cusip>
        <identifiers>
          <isin value="US620076BU23"/>
          <ticker value="MSI"/>
        </identifiers>
        <balance>511000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>390783.36</valUSD>
        <pctVal>0.0545354535</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS0598</title>
        <cusip>3140XFUY5</cusip>
        <identifiers>
          <isin value="US3140XFUY54"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>41774.26</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33585.78</valUSD>
        <pctVal>0.0046870362</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS1334</title>
        <cusip>3140XGPU7</cusip>
        <identifiers>
          <isin value="US3140XGPU70"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>246320.21</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>194911.2</valUSD>
        <pctVal>0.0272006738</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD0876</title>
        <cusip>3132DM6M2</cusip>
        <identifiers>
          <isin value="US3132DM6M27"/>
          <ticker value="FHLMC"/>
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        <balance>17487.3</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16294.2</valUSD>
        <pctVal>0.0022739238</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB3101</title>
        <cusip>3140QNNT5</cusip>
        <identifiers>
          <isin value="US3140QNNT59"/>
          <ticker value="FN"/>
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        <balance>213393.2</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>169622.98</valUSD>
        <pctVal>0.0236715968</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHR 5164 IB</title>
        <cusip>3137H3PZ9</cusip>
        <identifiers>
          <isin value="US3137H3PZ97"/>
          <ticker value="FHLMC"/>
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        <balance>78712.51</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12427.79</valUSD>
        <pctVal>0.0017343501</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>General Motors Company</name>
        <lei>54930070NSV60J38I987</lei>
        <title>GM 5.6 10/15/32</title>
        <cusip>37045VAZ3</cusip>
        <identifiers>
          <isin value="US37045VAZ31"/>
          <ticker value="GM"/>
        </identifiers>
        <balance>269000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>244137.28</valUSD>
        <pctVal>0.0340703793</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <ticker value="FN"/>
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        <valUSD>872188.26</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Devon Energy Corporation</name>
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        <cusip>25179MAL7</cusip>
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        <curCd>USD</curCd>
        <valUSD>137928.48</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Peru (Republic of)</name>
        <lei>254900STKLK2DBJJZ530</lei>
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        <balance>137000</balance>
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        <curCd>USD</curCd>
        <valUSD>128787.27</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Oracle Corporation</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>ORCL 4 11/15/47</title>
        <cusip>68389XBQ7</cusip>
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          <isin value="US68389XBQ79"/>
          <ticker value="ORCL"/>
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        <balance>60000</balance>
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        <curCd>USD</curCd>
        <valUSD>39752.49</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2047-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Commonwealth Edison Company</name>
        <lei>D8YOXB8L2ZDC8P7Q0771</lei>
        <title>EXC 4 03/01/49</title>
        <cusip>202795JP6</cusip>
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          <ticker value="EXC"/>
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        <balance>67000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>50272.07</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>2049-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>American Tower Corporation</name>
        <lei>5493006ORUSIL88JOE18</lei>
        <title>AMT 3.8 08/15/29</title>
        <cusip>03027XAW0</cusip>
        <identifiers>
          <isin value="US03027XAW02"/>
          <ticker value="AMT"/>
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        <balance>511000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>445724.75</valUSD>
        <pctVal>0.0622027545</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.800000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR ZN2699</title>
        <cusip>3131Y87L3</cusip>
        <identifiers>
          <isin value="US3131Y87L33"/>
          <ticker value="FHLMC"/>
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        <balance>276159.75</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>263453.09</valUSD>
        <pctVal>0.0367659814</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MS V2.699 01/22/31 GMTN</title>
        <cusip>6174468L6</cusip>
        <identifiers>
          <isin value="US6174468L62"/>
          <ticker value="MS"/>
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        <balance>491000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>393167.48</valUSD>
        <pctVal>0.0548681675</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.699000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FirstEnergy Corp.</name>
        <lei>549300SVYJS666PQJH88</lei>
        <title>FE 2.05 03/01/25</title>
        <cusip>337932AK3</cusip>
        <identifiers>
          <isin value="US337932AK39"/>
          <ticker value="FE"/>
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        <balance>22000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20223.53</valUSD>
        <pctVal>0.0028222783</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.050000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Broadcom Inc</name>
        <lei>549300WV6GIDOZJTV909</lei>
        <title>AVGO 4.15 11/15/30</title>
        <cusip>11135FAQ4</cusip>
        <identifiers>
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          <ticker value="AVGO"/>
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        <balance>154000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>132451.08</valUSD>
        <pctVal>0.0184841026</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>2549001DPIFGXC1TOL40</lei>
        <title>FR SD7528</title>
        <cusip>3132DVLH6</cusip>
        <identifiers>
          <isin value="US3132DVLH68"/>
          <ticker value="FHLMC"/>
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        <balance>71543.46</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>57010.58</valUSD>
        <pctVal>0.0079560651</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA7535</title>
        <cusip>36179WLQ9</cusip>
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          <isin value="US36179WLQ95"/>
          <ticker value="GNR"/>
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        <balance>842837.98</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>738556.85</valUSD>
        <pctVal>0.1030686997</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Genneia S.A.</name>
        <lei>529900YZ70LX0XWS9P67</lei>
        <title>GNNEIA 8.75 09/02/27 144A</title>
        <cusip>372319AB9</cusip>
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          <isin value="US372319AB97"/>
          <ticker value="GNNEIA"/>
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        <balance>16330</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15146.08</valUSD>
        <pctVal>0.0021136989</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AR</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>8.750000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MS V2.511 10/20/32 MTN</title>
        <cusip>61747YEH4</cusip>
        <identifiers>
          <isin value="US61747YEH45"/>
          <ticker value="MS"/>
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        <balance>496000</balance>
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        <curCd>USD</curCd>
        <valUSD>373432.94</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.511000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Raytheon Technologies Corporation</name>
        <lei>I07WOS4YJ0N7YRFE7309</lei>
        <title>RTX 3.03 03/15/52</title>
        <cusip>75513ECP4</cusip>
        <identifiers>
          <isin value="US75513ECP43"/>
          <ticker value="RTX"/>
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        <balance>122000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>77771.59</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>2052-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.030000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD0615</title>
        <cusip>3132DMVG7</cusip>
        <identifiers>
          <isin value="US3132DMVG76"/>
          <ticker value="FHLMC"/>
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        <balance>52536.4</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>50136.08</valUSD>
        <pctVal>0.0069966998</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB2780</title>
        <cusip>3140QNCS9</cusip>
        <identifiers>
          <isin value="US3140QNCS95"/>
          <ticker value="FN"/>
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        <balance>154777.31</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>132182.02</valUSD>
        <pctVal>0.0184465541</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo &amp; Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WFC V3.35 03/02/33 MTN</title>
        <cusip>95000U2U6</cusip>
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          <isin value="US95000U2U64"/>
          <ticker value="WFC"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40307.34</valUSD>
        <pctVal>0.0056250580</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HCA Inc.</name>
        <lei>L3CJ6J7LJ2DX62FTXD46</lei>
        <title>HCA 3.625 03/15/32 144A</title>
        <cusip>404119CF4</cusip>
        <identifiers>
          <isin value="US404119CF45"/>
          <ticker value="HCA"/>
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        <balance>351000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>284586.02</valUSD>
        <pctVal>0.0397151702</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD0702</title>
        <cusip>3132DMX75</cusip>
        <identifiers>
          <isin value="US3132DMX756"/>
          <ticker value="FHLMC"/>
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        <balance>270504.81</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>226184</valUSD>
        <pctVal>0.0315649239</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA6711</title>
        <cusip>3140QEN57</cusip>
        <identifiers>
          <isin value="US3140QEN577"/>
          <ticker value="FN"/>
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        <balance>121275.23</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100670.93</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</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>KLA Corporation</name>
        <lei>549300H0BF5JCG96TJ81</lei>
        <title>KLAC 5.25 07/15/62</title>
        <cusip>482480AN0</cusip>
        <identifiers>
          <isin value="US482480AN02"/>
          <ticker value="KLAC"/>
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        <balance>121000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>106777.75</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>2062-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</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>Blackstone Private Credit Fund</name>
        <lei>549300ORP3TTCNXSYO43</lei>
        <title>BCRED 4 01/15/29</title>
        <cusip>09261HAR8</cusip>
        <identifiers>
          <isin value="US09261HAR84"/>
          <ticker value="BCRED"/>
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        <balance>154000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>125363.07</valUSD>
        <pctVal>0.0174949411</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB2045</title>
        <cusip>3140QMHX5</cusip>
        <identifiers>
          <isin value="US3140QMHX52"/>
          <ticker value="FN"/>
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        <balance>341803.73</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>282457.01</valUSD>
        <pctVal>0.0394180580</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM9492</title>
        <cusip>3140XDRN8</cusip>
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          <isin value="US3140XDRN88"/>
          <ticker value="FN"/>
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        <balance>276613.84</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>228585.09</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Alabama Power Company</name>
        <lei>0RL818ELFOHP5JHOFU19</lei>
        <title>SO 3.75 03/01/45</title>
        <cusip>010392FM5</cusip>
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          <ticker value="SO"/>
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        <balance>38000</balance>
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        <curCd>USD</curCd>
        <valUSD>27613.71</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2045-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>American Airlines, Inc.</name>
        <lei>N/A</lei>
        <title>AAL 3.575 01/15/28 AA</title>
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          <ticker value="AAL"/>
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        <curCd>USD</curCd>
        <valUSD>62799.03</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.575000000000</annualizedRt>
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      <invstOrSec>
        <name>FirstEnergy Corp.</name>
        <lei>549300SVYJS666PQJH88</lei>
        <title>FE 3.9 07/15/27 B</title>
        <cusip>337932AH0</cusip>
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          <ticker value="FE"/>
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        <balance>159000</balance>
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        <curCd>USD</curCd>
        <valUSD>149318.49</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.400000000000</annualizedRt>
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      <invstOrSec>
        <name>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>CMCSA 3.969 11/01/47</title>
        <cusip>20030NCC3</cusip>
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          <isin value="US20030NCC39"/>
          <ticker value="CMCSA"/>
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        <curCd>USD</curCd>
        <valUSD>38514.61</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Shell International Finance B.V.</name>
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        <title>RDSALN 3.875 11/13/28</title>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BN1628</title>
        <cusip>3140JHY23</cusip>
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          <isin value="US3140JHY234"/>
          <ticker value="FNMA"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BK1958</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>N/A</lei>
        <title>MSC 2019-L2 XA</title>
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          <isin value="US61768HAX44"/>
          <ticker value="MS"/>
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        <balance>2508891.75</balance>
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        <curCd>USD</curCd>
        <valUSD>121327.5</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>1.004460300000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Commonwealth Edison Company</name>
        <lei>D8YOXB8L2ZDC8P7Q0771</lei>
        <title>EXC 3 03/01/50</title>
        <cusip>202795JS0</cusip>
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          <ticker value="EXC"/>
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        <balance>106000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>67379.25</valUSD>
        <pctVal>0.0094030564</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Dessert Holdings</name>
        <lei>254900AGB0JDUDNIJC95</lei>
        <title>Dessert Holdings First-lien Term Loan 400 2028-05-17</title>
        <cusip>05552DAD4</cusip>
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          <isin value="US05552DAD49"/>
          <ticker value="BCPENO"/>
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        <balance>84360.88</balance>
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        <curCd>USD</curCd>
        <valUSD>78033.81</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.130000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNR 2021-209 TJ</title>
        <cusip>38383DW46</cusip>
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          <isin value="US38383DW467"/>
          <ticker value="GNR"/>
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        <balance>74280.54</balance>
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        <curCd>USD</curCd>
        <valUSD>11197.29</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Rogers Communications Inc.</name>
        <lei>54930030NVF3Y2OL0A78</lei>
        <title>RCICN 3.8 03/15/32 144A</title>
        <cusip>775109CC3</cusip>
        <identifiers>
          <isin value="US775109CC35"/>
          <ticker value="RCICN"/>
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        <balance>406000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>345664.99</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FS1335</title>
        <cusip>3140XGPV5</cusip>
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          <isin value="US3140XGPV53"/>
          <ticker value="FN"/>
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        <balance>39446.22</balance>
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        <curCd>USD</curCd>
        <valUSD>36664.35</valUSD>
        <pctVal>0.0051166635</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA4511</title>
        <cusip>36179TAL9</cusip>
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          <isin value="US36179TAL98"/>
          <ticker value="GNR"/>
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        <balance>113313.21</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>106132.01</valUSD>
        <pctVal>0.0148111662</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BJ0648</title>
        <cusip>3140H1WJ5</cusip>
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          <isin value="US3140H1WJ52"/>
          <ticker value="FNMA"/>
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        <balance>39246.55</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35229.62</valUSD>
        <pctVal>0.0049164409</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AS0496</title>
        <cusip>3138W9RS1</cusip>
        <identifiers>
          <isin value="US3138W9RS12"/>
          <ticker value="FNMA"/>
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        <balance>12425.78</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11890.84</valUSD>
        <pctVal>0.0016594165</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BM5896</title>
        <cusip>3140JARS9</cusip>
        <identifiers>
          <isin value="US3140JARS92"/>
          <ticker value="FNMA"/>
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        <balance>82360.88</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>79705.76</valUSD>
        <pctVal>0.0111232724</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Northern States Power Company</name>
        <lei>3S1GHB0TEH85KX44SB51</lei>
        <title>XEL 2.9 03/01/50</title>
        <cusip>665772CR8</cusip>
        <identifiers>
          <isin value="US665772CR86"/>
          <ticker value="XEL"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31761.41</valUSD>
        <pctVal>0.0044324377</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA4158</title>
        <cusip>31418DTQ5</cusip>
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          <isin value="US31418DTQ50"/>
          <ticker value="FNMA"/>
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        <balance>226356.95</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>179706.32</valUSD>
        <pctVal>0.0250787691</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA4280</title>
        <cusip>31418DXJ6</cusip>
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          <isin value="US31418DXJ61"/>
          <ticker value="FNMA"/>
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        <balance>292615.45</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>218165.33</valUSD>
        <pctVal>0.0304458849</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</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>Northern States Power Company</name>
        <lei>3S1GHB0TEH85KX44SB51</lei>
        <title>XEL 3.2 04/01/52</title>
        <cusip>665772CU1</cusip>
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          <isin value="US665772CU16"/>
          <ticker value="XEL"/>
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        <balance>81000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>53763.51</valUSD>
        <pctVal>0.0075029229</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Westlake Corporation</name>
        <lei>GOXNEVUM0LL78B1OS344</lei>
        <title>WLK 3.375 08/15/61</title>
        <cusip>960413BA9</cusip>
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          <isin value="US960413BA94"/>
          <ticker value="WLK"/>
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        <balance>103000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>56615.51</valUSD>
        <pctVal>0.0079009314</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM9708</title>
        <cusip>3140XDYE0</cusip>
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          <isin value="US3140XDYE07"/>
          <ticker value="FN"/>
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        <balance>95748.23</balance>
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        <curCd>USD</curCd>
        <valUSD>85142.75</valUSD>
        <pctVal>0.0118820271</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB2863</title>
        <cusip>3140QNFD9</cusip>
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          <isin value="US3140QNFD99"/>
          <ticker value="FN"/>
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        <balance>51101.26</balance>
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        <curCd>USD</curCd>
        <valUSD>42517.38</valUSD>
        <pctVal>0.0059334783</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</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>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM5386</title>
        <cusip>3140X86Y8</cusip>
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          <isin value="US3140X86Y88"/>
          <ticker value="FN"/>
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        <balance>77811.44</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>67284.04</valUSD>
        <pctVal>0.0093897694</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA6341</title>
        <cusip>3140QEBK7</cusip>
        <identifiers>
          <isin value="US3140QEBK79"/>
          <ticker value="FN"/>
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        <balance>321667.72</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>266229.51</valUSD>
        <pctVal>0.0371534424</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR QD0776</title>
        <cusip>3133AW2H6</cusip>
        <identifiers>
          <isin value="US3133AW2H62"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>42178.35</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36183.07</valUSD>
        <pctVal>0.0050494989</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA8042</title>
        <cusip>36179W5B0</cusip>
        <identifiers>
          <isin value="US36179W5B07"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>405946.14</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>344326.79</valUSD>
        <pctVal>0.0480522448</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CB1310</title>
        <cusip>3140QLN44</cusip>
        <identifiers>
          <isin value="US3140QLN440"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>582465.36</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>460744.56</valUSD>
        <pctVal>0.0642988318</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NXP B V / NXP Funding LLC &amp; NXP USA Inc</name>
        <lei>724500RKKW4NOJ9YQF60</lei>
        <title>NXPI 2.5 05/11/31</title>
        <cusip>62954HBA5</cusip>
        <identifiers>
          <isin value="US62954HBA59"/>
          <ticker value="NXPI"/>
        </identifiers>
        <balance>462000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>347464.16</valUSD>
        <pctVal>0.0484900779</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHR 5196 DI</title>
        <cusip>3137H5WD5</cusip>
        <identifiers>
          <isin value="US3137H5WD50"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>200747.01</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32023.22</valUSD>
        <pctVal>0.0044689744</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Meta Platforms Inc</name>
        <lei>BQ4BKCS1HXDV9HN80Z93</lei>
        <title>META 4.45 08/15/52 144A</title>
        <cusip>30303M8E5</cusip>
        <identifiers>
          <isin value="US30303M8E53"/>
          <ticker value="META"/>
        </identifiers>
        <balance>146000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>108351.85</valUSD>
        <pctVal>0.0151209542</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="52676.350000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AW1281</title>
        <cusip>3138XQM73</cusip>
        <identifiers>
          <isin value="US3138XQM730"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>5182.68</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4849.74</valUSD>
        <pctVal>0.0006768015</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VZ 4.4 11/01/34</title>
        <cusip>92343VCQ5</cusip>
        <identifiers>
          <isin value="US92343VCQ59"/>
          <ticker value="VZ"/>
        </identifiers>
        <balance>178000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>154104.51</valUSD>
        <pctVal>0.0215059294</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cheniere Corpus Christi Holdings, LLC</name>
        <lei>549300I7CIEWU1BBLQ53</lei>
        <title>CHCOCH 7 06/30/24</title>
        <cusip>16412XAD7</cusip>
        <identifiers>
          <isin value="US16412XAD75"/>
          <ticker value="CHCOCH"/>
        </identifiers>
        <balance>455000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>460511.09</valUSD>
        <pctVal>0.0642662501</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Northrop Grumman Corporation</name>
        <lei>RIMU48P07456QXSO0R61</lei>
        <title>NOC 4.03 10/15/47</title>
        <cusip>666807BP6</cusip>
        <identifiers>
          <isin value="US666807BP60"/>
          <ticker value="NOC"/>
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        <balance>146000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>114866.35</valUSD>
        <pctVal>0.0160300799</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.030000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citygroup Commercial Mortgage 2015-P1</name>
        <lei>N/A</lei>
        <title>CGCMT 2016-C1 D</title>
        <cusip>17290YAA6</cusip>
        <identifiers>
          <isin value="US17290YAA64"/>
          <ticker value="CGCMT"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>206564.95</valUSD>
        <pctVal>0.0288270034</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-05-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.942219800000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Lam Research Corporation</name>
        <lei>549300I4GMO6D34U1T02</lei>
        <title>LRCX 4.875 03/15/49</title>
        <cusip>512807AT5</cusip>
        <identifiers>
          <isin value="US512807AT55"/>
          <ticker value="LRCX"/>
        </identifiers>
        <balance>34000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29975.43</valUSD>
        <pctVal>0.0041831967</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BJ9172</title>
        <cusip>3140HBFN3</cusip>
        <identifiers>
          <isin value="US3140HBFN35"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>133507.38</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>127733.58</valUSD>
        <pctVal>0.0178257557</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>KLA Corporation</name>
        <lei>549300H0BF5JCG96TJ81</lei>
        <title>KLAC 3.3 03/01/50</title>
        <cusip>482480AJ9</cusip>
        <identifiers>
          <isin value="US482480AJ99"/>
          <ticker value="KLAC"/>
        </identifiers>
        <balance>355000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>238598.12</valUSD>
        <pctVal>0.0332973663</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <loanByFundCondition isLoanByFund="Y" loanVal="170102.450000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VZ 1.5 09/18/30</title>
        <cusip>92343VFL3</cusip>
        <identifiers>
          <isin value="US92343VFL36"/>
          <ticker value="VZ"/>
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        <balance>610000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>452954.57</valUSD>
        <pctVal>0.0632117061</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-09-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHR 5052 KI</title>
        <cusip>3137F7HN8</cusip>
        <identifiers>
          <isin value="US3137F7HN83"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>140480.91</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26329.69</valUSD>
        <pctVal>0.0036744184</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-12-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA7137</title>
        <cusip>36179V4W7</cusip>
        <identifiers>
          <isin value="US36179V4W70"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>658395.7</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>577923.3</valUSD>
        <pctVal>0.0806516155</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>CURRENCY CONTRACT - ZAR</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CURRENCY CONTRACT - ZAR</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>CURRENCY CONTRACT - ZAR</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>CURRENCY CONTRACT - ZAR</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>MOSCOW EXCHANGE</name>
        <lei>N/A</lei>
        <title>MOSCOW EXCHANGE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="EDH3"/>
          <other otherDesc="NT_ID" value="9B8VZRU"/>
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        <curCd>USD</curCd>
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        <assetCat>DIR</assetCat>
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        <fairValLevel>1</fairValLevel>
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              <counterpartyName>International Monetary Market</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <indexName>Euro$ 3Mo TD</indexName>
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        <securityLending>
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      <invstOrSec>
        <name>NEW ZEALAND FUTURES &amp; OPTIONS</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
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          <isin value="N/A"/>
          <ticker value="EDM3"/>
          <other otherDesc="NT_ID" value="9BYKRFU"/>
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        <assetCat>DIR</assetCat>
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        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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            <payOffProf>Long</payOffProf>
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        <securityLending>
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      <invstOrSec>
        <name>CME GLOBEX</name>
        <lei>N/A</lei>
        <title>Eurodollar Futures,Dec-2023,ETH</title>
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          <isin value="N/A"/>
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          <other otherDesc="NT_ID" value="9D2CXUU"/>
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        <fairValLevel>1</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>CME GLOBEX</name>
        <lei>N/A</lei>
        <title>Eurodollar Futures,Sep-2023,ETH</title>
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        <name>MOSCOW EXCHANGE</name>
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      <invstOrSec>
        <name>ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION</name>
        <lei>549300UF4R84F48NCH34</lei>
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        <name>CME GLOBEX</name>
        <lei>N/A</lei>
        <title>Three-Month SOFR Futures,Sep-2022,ETH</title>
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        <name>ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION</name>
        <lei>549300UF4R84F48NCH34</lei>
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        <name>ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION</name>
        <lei>549300UF4R84F48NCH34</lei>
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        <name>Chicago Board of Trade</name>
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        <name>EUREX DEUTSCHLAND</name>
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        <name>OSAKA EXCHANGE</name>
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        <name>CALL DEC 22 T-NOTECALL DE</name>
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        <name>FXO AUDUSD CALL 0.653 101</name>
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      <invstOrSec>
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      <invstOrSec>
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        <name>FXO EURUSD CALL 1.04 0401</name>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>OTCEXCH</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>FXO EURUSD PUT 0.95 03112</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>OTCEXCH</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>FXO EURUSD PUT 0.95 03112</name>
        <lei>N/A</lei>
        <title>FXO EURUSD PUT 0.95 03112</title>
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          <isin value="N/A"/>
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              <counterpartyName>OTCEXCH</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>FXO EURUSD PUT 0.955 1511</name>
        <lei>N/A</lei>
        <title>FXO EURUSD PUT 0.955 1511</title>
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          <isin value="N/A"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>OTCEXCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Put</putOrCall>
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            <descRefInstrmnt>
              <indexBasketInfo>
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            <delta>XXXX</delta>
            <unrealizedAppr>-32780.48</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FXO EURUSD PUT 0.955 1511</name>
        <lei>N/A</lei>
        <title>FXO EURUSD PUT 0.955 1511</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>OTCEXCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Put</putOrCall>
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            <descRefInstrmnt>
              <indexBasketInfo>
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            <delta>XXXX</delta>
            <unrealizedAppr>14679.57</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FXO EURUSD PUT 0.97 23112</name>
        <lei>N/A</lei>
        <title>FXO EURUSD PUT 0.97 23112</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L9P61U"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>OTCEXCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Put</putOrCall>
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            <descRefInstrmnt>
              <indexBasketInfo>
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            <unrealizedAppr>38.76</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FXO EURUSD PUT 0.97 23112</name>
        <lei>N/A</lei>
        <title>FXO EURUSD PUT 0.97 23112</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>OTCEXCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Put</putOrCall>
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            <descRefInstrmnt>
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            <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FXO EURUSD PUT 0.98 03112</name>
        <lei>N/A</lei>
        <title>FXO EURUSD PUT 0.98 03112</title>
        <cusip>000000000</cusip>
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          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L9D96U"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>OTCEXCH</counterpartyName>
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            <descRefInstrmnt>
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            <delta>XXXX</delta>
            <unrealizedAppr>-224.17</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FXO EURUSD PUT 0.98 03112</name>
        <lei>N/A</lei>
        <title>FXO EURUSD PUT 0.98 03112</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L9D95U"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>OTCEXCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Put</putOrCall>
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            <descRefInstrmnt>
              <indexBasketInfo>
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            <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FXO USDBRL PUT 5.3 231122</name>
        <lei>N/A</lei>
        <title>FXO USDBRL PUT 5.3 231122</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L9MK2U"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>OTCEXCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Put</putOrCall>
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            <descRefInstrmnt>
              <indexBasketInfo>
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            <delta>XXXX</delta>
            <unrealizedAppr>260.04</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>FXO USDBRL PUT 5.3 231122</name>
        <lei>N/A</lei>
        <title>FXO USDBRL PUT 5.3 231122</title>
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        <identifiers>
          <isin value="N/A"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>OTCEXCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Put</putOrCall>
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            <descRefInstrmnt>
              <indexBasketInfo>
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            <delta>XXXX</delta>
            <unrealizedAppr>260.04</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FXO USDCLP CALL 940 03112</name>
        <lei>N/A</lei>
        <title>FXO USDCLP CALL 940 03112</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L9D90U"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>OTCEXCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
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                <indexIdentifier>N/A</indexIdentifier>
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            <principalAmt>1</principalAmt>
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            <exercisePrice>940.000000000000</exercisePrice>
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            <delta>XXXX</delta>
            <unrealizedAppr>-465.3</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FXO USDCLP CALL 940 03112</name>
        <lei>N/A</lei>
        <title>FXO USDCLP CALL 940 03112</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L9D91U"/>
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        <balance>29000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>OTCEXCH</counterpartyName>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
        <name>FXO USDCLP CALL 960 29122</name>
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      </invstOrSec>
      <invstOrSec>
        <name>FXO USDCLP CALL 960 29122</name>
        <lei>N/A</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>FXO USDCLP CALL 980 03112</name>
        <lei>N/A</lei>
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          <isin value="N/A"/>
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        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>OTCEXCH</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FXO USDCLP CALL 980 03112</name>
        <lei>N/A</lei>
        <title>FXO USDCLP CALL 980 03112</title>
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          <isin value="N/A"/>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>OTCEXCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FXO USDCLP CALL 990 29122</name>
        <lei>N/A</lei>
        <title>FXO USDCLP CALL 990 29122</title>
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        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L9QT6U"/>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>OTCEXCH</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>FXO USDCLP CALL 990 29122</name>
        <lei>N/A</lei>
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          <isin value="N/A"/>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>OTCEXCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FXO USDCNH CALL 7.2 10112</name>
        <lei>N/A</lei>
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          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L9FWHU"/>
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        <derivativeInfo>
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              <counterpartyName>OTCEXCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
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        <securityLending>
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      <invstOrSec>
        <name>FXO USDCNH CALL 7.2 10112</name>
        <lei>N/A</lei>
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          <isin value="N/A"/>
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        <derivativeInfo>
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      <invstOrSec>
        <name>FXO USDCNH CALL 7.35 1011</name>
        <lei>N/A</lei>
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          <isin value="N/A"/>
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        <derivativeInfo>
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            <descRefInstrmnt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FXO USDCNH CALL 7.35 1011</name>
        <lei>N/A</lei>
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          <isin value="N/A"/>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <putOrCall>Call</putOrCall>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FXO USDCNH CALL 7.42 2311</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>OTCEXCH</counterpartyName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FXO USDCNH CALL 7.42 2311</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>OTCEXCH</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FXO USDCNH CALL 7.52 2311</name>
        <lei>N/A</lei>
        <title>FXO USDCNH CALL 7.52 2311</title>
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          <isin value="N/A"/>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>OTCEXCH</counterpartyName>
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            <putOrCall>Call</putOrCall>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FXO USDCNH CALL 7.52 2311</name>
        <lei>N/A</lei>
        <title>FXO USDCNH CALL 7.52 2311</title>
        <cusip>000000000</cusip>
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          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L9QBPU"/>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>OTCEXCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
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                <indexName>Other</indexName>
                <indexIdentifier>N/A</indexIdentifier>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FXO USDTRY CALL 20 091222</name>
        <lei>N/A</lei>
        <title>FXO USDTRY CALL 20 091222</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L9FWNU"/>
        </identifiers>
        <balance>22000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>184.8</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>OTCEXCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Other</indexName>
                <indexIdentifier>N/A</indexIdentifier>
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            <principalAmt>1</principalAmt>
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            <exercisePrice>20.000000000000</exercisePrice>
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            <delta>XXXX</delta>
            <unrealizedAppr>-422.18</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FXO USDTRY CALL 20 091222</name>
        <lei>N/A</lei>
        <title>FXO USDTRY CALL 20 091222</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L9FWMU"/>
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        <balance>22000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>OTCEXCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Other</indexName>
                <indexIdentifier>N/A</indexIdentifier>
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            <delta>XXXX</delta>
            <unrealizedAppr>-422.18</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FXO USDTRY CALL 21 091222</name>
        <lei>N/A</lei>
        <title>FXO USDTRY CALL 21 091222</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L9FWPU"/>
        </identifiers>
        <balance>-22000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-97.85</valUSD>
        <pctVal>-0.0000136554</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>OTCEXCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Other</indexName>
                <indexIdentifier>N/A</indexIdentifier>
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            <delta>XXXX</delta>
            <unrealizedAppr>267.35</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FXO USDTRY CALL 21 091222</name>
        <lei>N/A</lei>
        <title>FXO USDTRY CALL 21 091222</title>
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        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L9FWQU"/>
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        <balance>-22000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>OTCEXCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
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              <indexBasketInfo>
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                <indexIdentifier>N/A</indexIdentifier>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FXO USDZAR CALL 18.5 1011</name>
        <lei>N/A</lei>
        <title>FXO USDZAR CALL 18.5 1011</title>
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        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L9FXJU"/>
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        <balance>-22000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>OTCEXCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
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                <indexIdentifier>N/A</indexIdentifier>
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            <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FXO USDZAR CALL 18.5 1011</name>
        <lei>N/A</lei>
        <title>FXO USDZAR CALL 18.5 1011</title>
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        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L9FXGU"/>
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        <balance>-22000</balance>
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        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>OTCEXCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
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                <indexIdentifier>N/A</indexIdentifier>
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            <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FXOBAR GBPUSD PUT 1.04 DO</name>
        <lei>N/A</lei>
        <title>FXOBAR GBPUSD PUT 1.04 DO</title>
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          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L9BRHU"/>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>OTCEXCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>N/A</indexName>
                <indexIdentifier>N/A</indexIdentifier>
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            <expDt>2022-11-08</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-4239.4</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FXOBAR GBPUSD PUT 1.04 DO</name>
        <lei>N/A</lei>
        <title>FXOBAR GBPUSD PUT 1.04 DO</title>
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          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L9CBKU"/>
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        <balance>35000</balance>
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        <assetCat>DIR</assetCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>OTCEXCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>N/A</indexName>
                <indexIdentifier>N/A</indexIdentifier>
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            <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FXODIG USDBRL PUT 4.65 2</name>
        <lei>N/A</lei>
        <title>FXODIG USDBRL PUT 4.65 2</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L97D7U"/>
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        <balance>5000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <pctVal>0.0000789612</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>OTCEXCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
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            <delta>XXXX</delta>
            <unrealizedAppr>-147.69</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FXODIG USDBRL PUT 4.65 2</name>
        <lei>N/A</lei>
        <title>FXODIG USDBRL PUT 4.65 2</title>
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        <balance>5000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>565.81</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>OTCEXCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
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            <curCd>USD</curCd>
            <exercisePrice>4.650000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
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            <delta>XXXX</delta>
            <unrealizedAppr>-147.69</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FXODIG USDJPY PUT 122 1T</name>
        <lei>N/A</lei>
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          <isin value="N/A"/>
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        </identifiers>
        <balance>12000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>.05</valUSD>
        <pctVal>0.0000000070</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>OTCEXCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
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            <curCd>USD</curCd>
            <exercisePrice>122.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
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            <delta>XXXX</delta>
            <unrealizedAppr>-1366.75</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FXODIG USDJPY PUT 122 1T</name>
        <lei>N/A</lei>
        <title>FXODIG USDJPY PUT 122 1T</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L7CE2U"/>
        </identifiers>
        <balance>12000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>.05</valUSD>
        <pctVal>0.0000000070</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>OTCEXCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Other</indexName>
                <indexIdentifier>N/A</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
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            <curCd>USD</curCd>
            <exercisePrice>122.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-12-08</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-1366.75</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PUT DEC 22 5YR PUT DEC</name>
        <lei>N/A</lei>
        <title>PUT DEC 22 5YR PUT DEC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="FVZ2P"/>
          <other otherDesc="NT_ID" value="9L9GS2U"/>
        </identifiers>
        <balance>-1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-203.13</valUSD>
        <pctVal>-0.0000283476</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>FUT PUT DEC 22 5YR T-NOTE OP 1050</indexName>
                <indexIdentifier>FVZ2</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
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            <curCd>USD</curCd>
            <exercisePrice>1.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-11-25</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>225.04</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PUT DEC 22 US 2YR PUT DEC</name>
        <lei>N/A</lei>
        <title>PUT DEC 22 US 2YR PUT DEC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="TUZ2P"/>
          <other otherDesc="NT_ID" value="9L95LMU"/>
        </identifiers>
        <balance>-1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-656.25</valUSD>
        <pctVal>-0.0000915824</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>FUT PUT DEC 22 US 2YR T-NOTE 1022</indexName>
                <indexIdentifier>TUZ2</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
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            <curCd>USD</curCd>
            <exercisePrice>1.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-11-25</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-189.02</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SWO EUR RCV 1.821 PAY EUR</name>
        <lei>N/A</lei>
        <title>SWO EUR RCV 1.821 PAY EUR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L8EFGU"/>
        </identifiers>
        <balance>-78500</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="1.0118897"/>
        <valUSD>-8185.25</valUSD>
        <pctVal>-0.0011422859</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
            <counterparties>
              <counterpartyName>OTCEXCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <swapDeriv derivCat="SWP">
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                    <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
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                  </counterparties>
                  <derivAddlInfo>
                    <name>SWO EUR RCV 1.821 PAY EUR</name>
                    <lei>N/A</lei>
                    <title>SWO EUR RCV 1.821 PAY EUR</title>
                    <cusip>000000000</cusip>
                    <identifiers>
                      <other otherDesc="NT_ID_REF" value="9L8EFGU_ref"/>
                    </identifiers>
                    <balance>-78500</balance>
                    <units>OU</units>
                    <descOthUnits>NOTIONAL</descOthUnits>
                    <currencyConditional curCd="EUR" exchangeRt="1.0118897"/>
                    <valUSD>-8185.25</valUSD>
                    <pctVal>-0.000011422859</pctVal>
                    <assetCat>DIR</assetCat>
                    <issuerCat>CORP</issuerCat>
                  </derivAddlInfo>
                  <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="6M EURIBOR" floatingRtSpread="0" pmntAmt="0">
                    <rtResetTenors>
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                    </rtResetTenors>
                  </floatingRecDesc>
                  <fixedPmntDesc amount="0" curCd="EUR" fixedOrFloating="Fixed" fixedRt="1.821"/>
                  <terminationDt>2032-11-15</terminationDt>
                  <upfrontPmnt>0</upfrontPmnt>
                  <pmntCurCd>EUR</pmntCurCd>
                  <upfrontRcpt>0</upfrontRcpt>
                  <rcptCurCd>EUR</rcptCurCd>
                  <notionalAmt>-78500</notionalAmt>
                  <curCd>EUR</curCd>
                </swapDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <principalAmt>1</principalAmt>
            <curCd>EUR</curCd>
            <exercisePrice>1.821000000000</exercisePrice>
            <exercisePriceCurCd>EUR</exercisePriceCurCd>
            <expDt>2022-11-11</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-6551.56</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SWO EUR RCV EURIB 6M PAY</name>
        <lei>N/A</lei>
        <title>SWO EUR RCV EURIB 6M PAY</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L8EFFU"/>
        </identifiers>
        <balance>-78500</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="1.0118897"/>
        <valUSD>-.01</valUSD>
        <pctVal>-0.0000000014</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
            <counterparties>
              <counterpartyName>OTCEXCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <swapDeriv derivCat="SWP">
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                    <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
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                  </counterparties>
                  <derivAddlInfo>
                    <name>SWO EUR RCV EURIB 6M PAY</name>
                    <lei>N/A</lei>
                    <title>SWO EUR RCV EURIB 6M PAY</title>
                    <cusip>000000000</cusip>
                    <identifiers>
                      <other otherDesc="NT_ID_REF" value="9L8EFFU_ref"/>
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                    <balance>-78500</balance>
                    <units>OU</units>
                    <descOthUnits>NOTIONAL</descOthUnits>
                    <currencyConditional curCd="EUR" exchangeRt="1.0118897"/>
                    <valUSD>-0.01</valUSD>
                    <pctVal>-0.000000000014</pctVal>
                    <assetCat>DIR</assetCat>
                    <issuerCat>CORP</issuerCat>
                  </derivAddlInfo>
                  <fixedRecDesc amount="0" curCd="EUR" fixedOrFloating="Fixed" fixedRt="1.82"/>
                  <floatingPmntDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="6M EURIBOR" floatingRtSpread="0" pmntAmt="0">
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                      <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
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                  <pmntCurCd>EUR</pmntCurCd>
                  <upfrontRcpt>0</upfrontRcpt>
                  <rcptCurCd>EUR</rcptCurCd>
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                  <curCd>EUR</curCd>
                </swapDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
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            <curCd>EUR</curCd>
            <exercisePrice>1.821000000000</exercisePrice>
            <exercisePriceCurCd>EUR</exercisePriceCurCd>
            <expDt>2022-11-11</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>1791.95</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SWO USD RCV 2.96 PAY SOFR</name>
        <lei>N/A</lei>
        <title>SWO USD RCV 2.96 PAY SOFR</title>
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        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L8RSPU"/>
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        <balance>558300</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
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              <counterpartyName>OTCEXCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
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                    <counterpartyName>MORGAN STANLEY AND CO</counterpartyName>
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                  </counterparties>
                  <derivAddlInfo>
                    <name>SWO USD RCV 2.96 PAY SOFR</name>
                    <lei>N/A</lei>
                    <title>SWO USD RCV 2.96 PAY SOFR</title>
                    <cusip>000000000</cusip>
                    <identifiers>
                      <other otherDesc="NT_ID_REF" value="9L8RSPU_ref"/>
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                    <descOthUnits>NOTIONAL</descOthUnits>
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                  <rcptCurCd>USD</rcptCurCd>
                  <notionalAmt>558300</notionalAmt>
                  <curCd>USD</curCd>
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              </nestedDerivInfo>
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            <curCd>USD</curCd>
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            <delta>XXXX</delta>
            <unrealizedAppr>-12372.1</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SWO USD RCV 3.1 PAY SOFR</name>
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        <title>SWO USD RCV 3.1 PAY SOFR</title>
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        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L8JRLU"/>
        </identifiers>
        <balance>-2513685</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-172551.15</valUSD>
        <pctVal>-0.0240802352</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
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              <counterpartyName>OTCEXCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
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                    <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
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                  </counterparties>
                  <derivAddlInfo>
                    <name>SWO USD RCV 3.1 PAY SOFR</name>
                    <lei>N/A</lei>
                    <title>SWO USD RCV 3.1 PAY SOFR</title>
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                    <identifiers>
                      <other otherDesc="NT_ID_REF" value="9L8JRLU_ref"/>
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                    <balance>-2513685</balance>
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                    <issuerCat>CORP</issuerCat>
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                  <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOFR" floatingRtSpread="0" pmntAmt="0">
                    <rtResetTenors>
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                  <fixedPmntDesc amount="0" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.1"/>
                  <terminationDt>2033-08-14</terminationDt>
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                  <pmntCurCd>USD</pmntCurCd>
                  <upfrontRcpt>0</upfrontRcpt>
                  <rcptCurCd>USD</rcptCurCd>
                  <notionalAmt>-2513685</notionalAmt>
                  <curCd>USD</curCd>
                </swapDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <principalAmt>1</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>3.100000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-08-10</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-115301.97</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SWO USD RCV 3.14 PAY SOFR</name>
        <lei>N/A</lei>
        <title>SWO USD RCV 3.14 PAY SOFR</title>
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          <other otherDesc="NT_ID" value="9L97SSU"/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>10465.59</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
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              <counterpartyName>OTCEXCH</counterpartyName>
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            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
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                    <counterpartyName>BNP PARIBAS LONDON BRANCH</counterpartyName>
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                  </counterparties>
                  <derivAddlInfo>
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                    <lei>N/A</lei>
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                    <descOthUnits>NOTIONAL</descOthUnits>
                    <curCd>USD</curCd>
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                  <fixedRecDesc amount="0" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.14"/>
                  <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOFR" floatingRtSpread="0" pmntAmt="0">
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                  <curCd>USD</curCd>
                </swapDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
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            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2025-09-23</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-5049.16</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SWO USD RCV 3.2 PAY SOFR</name>
        <lei>N/A</lei>
        <title>SWO USD RCV 3.2 PAY SOFR</title>
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        <identifiers>
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          <other otherDesc="NT_ID" value="9L8KLCU"/>
        </identifiers>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-158542.13</valUSD>
        <pctVal>-0.0221252178</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
            <counterparties>
              <counterpartyName>OTCEXCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <swapDeriv derivCat="SWP">
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                    <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>SWO USD RCV 3.2 PAY SOFR</name>
                    <lei>N/A</lei>
                    <title>SWO USD RCV 3.2 PAY SOFR</title>
                    <cusip>000000000</cusip>
                    <identifiers>
                      <other otherDesc="NT_ID_REF" value="9L8KLCU_ref"/>
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                    <descOthUnits>NOTIONAL</descOthUnits>
                    <curCd>USD</curCd>
                    <valUSD>-158542.13</valUSD>
                    <pctVal>-0.000221252178</pctVal>
                    <assetCat>DIR</assetCat>
                    <issuerCat>CORP</issuerCat>
                  </derivAddlInfo>
                  <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOFR" floatingRtSpread="0" pmntAmt="0">
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                    </rtResetTenors>
                  </floatingRecDesc>
                  <fixedPmntDesc amount="0" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.2"/>
                  <terminationDt>2033-08-14</terminationDt>
                  <upfrontPmnt>0</upfrontPmnt>
                  <pmntCurCd>USD</pmntCurCd>
                  <upfrontRcpt>0</upfrontRcpt>
                  <rcptCurCd>USD</rcptCurCd>
                  <notionalAmt>-2513685</notionalAmt>
                  <curCd>USD</curCd>
                </swapDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
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            <curCd>USD</curCd>
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            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-08-10</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-105126.32</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SWO USD RCV 3.28 PAY SOFR</name>
        <lei>N/A</lei>
        <title>SWO USD RCV 3.28 PAY SOFR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L97YCU"/>
        </identifiers>
        <balance>592600</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>21954.59</valUSD>
        <pctVal>0.0030638549</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
            <counterparties>
              <counterpartyName>OTCEXCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <swapDeriv derivCat="SWP">
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                    <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>SWO USD RCV 3.28 PAY SOFR</name>
                    <lei>N/A</lei>
                    <title>SWO USD RCV 3.28 PAY SOFR</title>
                    <cusip>000000000</cusip>
                    <identifiers>
                      <other otherDesc="NT_ID_REF" value="9L97YCU_ref"/>
                    </identifiers>
                    <balance>592600</balance>
                    <units>OU</units>
                    <descOthUnits>NOTIONAL</descOthUnits>
                    <curCd>USD</curCd>
                    <valUSD>21954.59</valUSD>
                    <pctVal>0.000030638549</pctVal>
                    <assetCat>DIR</assetCat>
                    <issuerCat>CORP</issuerCat>
                  </derivAddlInfo>
                  <fixedRecDesc amount="0" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.28"/>
                  <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOFR" floatingRtSpread="0" pmntAmt="0">
                    <rtResetTenors>
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                    </rtResetTenors>
                  </floatingPmntDesc>
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                  <upfrontPmnt>0</upfrontPmnt>
                  <pmntCurCd>USD</pmntCurCd>
                  <upfrontRcpt>0</upfrontRcpt>
                  <rcptCurCd>USD</rcptCurCd>
                  <notionalAmt>592600</notionalAmt>
                  <curCd>USD</curCd>
                </swapDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
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            <curCd>USD</curCd>
            <exercisePrice>3.280000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2024-09-23</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-8534.68</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SWO USD RCV 3.395 PAY SOF</name>
        <lei>N/A</lei>
        <title>SWO USD RCV 3.395 PAY SOF</title>
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        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L9FLYU"/>
        </identifiers>
        <balance>300123</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>14184.17</valUSD>
        <pctVal>0.0019794603</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
            <counterparties>
              <counterpartyName>OTCEXCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <swapDeriv derivCat="SWP">
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                    <counterpartyName>GOLDMAN SACHS INT LONDON</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>SWO USD RCV 3.395 PAY SOF</name>
                    <lei>N/A</lei>
                    <title>SWO USD RCV 3.395 PAY SOF</title>
                    <cusip>000000000</cusip>
                    <identifiers>
                      <other otherDesc="NT_ID_REF" value="9L9FLYU_ref"/>
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                    <descOthUnits>NOTIONAL</descOthUnits>
                    <curCd>USD</curCd>
                    <valUSD>14184.17</valUSD>
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                    <assetCat>DIR</assetCat>
                    <issuerCat>CORP</issuerCat>
                  </derivAddlInfo>
                  <fixedRecDesc amount="0" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.395"/>
                  <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOFR" floatingRtSpread="0" pmntAmt="0">
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                    </rtResetTenors>
                  </floatingPmntDesc>
                  <terminationDt>2035-10-09</terminationDt>
                  <upfrontPmnt>0</upfrontPmnt>
                  <pmntCurCd>USD</pmntCurCd>
                  <upfrontRcpt>0</upfrontRcpt>
                  <rcptCurCd>USD</rcptCurCd>
                  <notionalAmt>300123</notionalAmt>
                  <curCd>USD</curCd>
                </swapDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
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            <curCd>USD</curCd>
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            <delta>XXXX</delta>
            <unrealizedAppr>-2922.84</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SWO USD RCV 3.44 PAY SOFR</name>
        <lei>N/A</lei>
        <title>SWO USD RCV 3.44 PAY SOFR</title>
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        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L9G38U"/>
        </identifiers>
        <balance>300123</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>14691.89</valUSD>
        <pctVal>0.0020503147</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
            <counterparties>
              <counterpartyName>OTCEXCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <swapDeriv derivCat="SWP">
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                    <counterpartyName>MORGAN STANLEY &amp; CO INT LTD LONDON</counterpartyName>
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                  </counterparties>
                  <derivAddlInfo>
                    <name>SWO USD RCV 3.44 PAY SOFR</name>
                    <lei>N/A</lei>
                    <title>SWO USD RCV 3.44 PAY SOFR</title>
                    <cusip>000000000</cusip>
                    <identifiers>
                      <other otherDesc="NT_ID_REF" value="9L9G38U_ref"/>
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                    <descOthUnits>NOTIONAL</descOthUnits>
                    <curCd>USD</curCd>
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                    <assetCat>DIR</assetCat>
                    <issuerCat>CORP</issuerCat>
                  </derivAddlInfo>
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                  <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOFR" floatingRtSpread="0" pmntAmt="0">
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                  <pmntCurCd>USD</pmntCurCd>
                  <upfrontRcpt>0</upfrontRcpt>
                  <rcptCurCd>USD</rcptCurCd>
                  <notionalAmt>300123</notionalAmt>
                  <curCd>USD</curCd>
                </swapDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
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            <delta>XXXX</delta>
            <unrealizedAppr>-2610.2</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SWO USD RCV 3.475 PAY SOF</name>
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        <title>SWO USD RCV 3.475 PAY SOF</title>
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        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L9QX8U"/>
        </identifiers>
        <balance>235134</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
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              <counterpartyName>OTCEXCH</counterpartyName>
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            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <swapDeriv derivCat="SWP">
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                  </counterparties>
                  <derivAddlInfo>
                    <name>SWO USD RCV 3.475 PAY SOF</name>
                    <lei>N/A</lei>
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                    <identifiers>
                      <other otherDesc="NT_ID_REF" value="9L9QX8U_ref"/>
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                  <pmntCurCd>USD</pmntCurCd>
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                  <rcptCurCd>USD</rcptCurCd>
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                  <curCd>USD</curCd>
                </swapDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
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            <curCd>USD</curCd>
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            <delta>XXXX</delta>
            <unrealizedAppr>-1045.65</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SWO USD RCV 3.48 PAY SOFR</name>
        <lei>N/A</lei>
        <title>SWO USD RCV 3.48 PAY SOFR</title>
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        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L8EJSU"/>
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        <balance>-33990022</balance>
        <units>NC</units>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
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              <counterpartyName>OTCEXCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
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                  </counterparties>
                  <derivAddlInfo>
                    <name>SWO USD RCV 3.48 PAY SOFR</name>
                    <lei>N/A</lei>
                    <title>SWO USD RCV 3.48 PAY SOFR</title>
                    <cusip>000000000</cusip>
                    <identifiers>
                      <other otherDesc="NT_ID_REF" value="9L8EJSU_ref"/>
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                    <balance>-33990022</balance>
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                    <valUSD>-405891.85</valUSD>
                    <pctVal>-0.000566439066</pctVal>
                    <assetCat>DIR</assetCat>
                    <issuerCat>CORP</issuerCat>
                  </derivAddlInfo>
                  <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOFR" floatingRtSpread="0" pmntAmt="0">
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                      <rtResetTenor rateTenor="Month" rateTenorUnit="12" resetDt="Day" resetDtUnit="1"/>
                    </rtResetTenors>
                  </floatingRecDesc>
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                  <terminationDt>2024-08-14</terminationDt>
                  <upfrontPmnt>0</upfrontPmnt>
                  <pmntCurCd>USD</pmntCurCd>
                  <upfrontRcpt>0</upfrontRcpt>
                  <rcptCurCd>USD</rcptCurCd>
                  <notionalAmt>-33990022</notionalAmt>
                  <curCd>USD</curCd>
                </swapDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <principalAmt>1</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>3.480000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-08-10</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-284213.83</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SWO USD RCV 3.48 PAY SOFR</name>
        <lei>N/A</lei>
        <title>SWO USD RCV 3.48 PAY SOFR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L8DB5U"/>
        </identifiers>
        <balance>-33990022</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-405891.85</valUSD>
        <pctVal>-0.0566439066</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
            <counterparties>
              <counterpartyName>OTCEXCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <swapDeriv derivCat="SWP">
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                  </counterparties>
                  <derivAddlInfo>
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                    <lei>N/A</lei>
                    <title>SWO USD RCV 3.48 PAY SOFR</title>
                    <cusip>000000000</cusip>
                    <identifiers>
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                    <descOthUnits>NOTIONAL</descOthUnits>
                    <curCd>USD</curCd>
                    <valUSD>-405891.85</valUSD>
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                    <issuerCat>CORP</issuerCat>
                  </derivAddlInfo>
                  <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOFR" floatingRtSpread="0" pmntAmt="0">
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                    </rtResetTenors>
                  </floatingRecDesc>
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                  <upfrontPmnt>0</upfrontPmnt>
                  <pmntCurCd>USD</pmntCurCd>
                  <upfrontRcpt>0</upfrontRcpt>
                  <rcptCurCd>USD</rcptCurCd>
                  <notionalAmt>-33990022</notionalAmt>
                  <curCd>USD</curCd>
                </swapDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
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            <curCd>USD</curCd>
            <exercisePrice>3.480000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-08-10</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-274686.79</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SWO USD RCV 4.42 PAY SOFR</name>
        <lei>N/A</lei>
        <title>SWO USD RCV 4.42 PAY SOFR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L9QV3U"/>
        </identifiers>
        <balance>-4752045</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-98422.46</valUSD>
        <pctVal>-0.0137352662</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
            <counterparties>
              <counterpartyName>OTCEXCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <swapDeriv derivCat="SWP">
                  <counterparties>
                    <counterpartyName>GOLDMAN SACHS INT LONDON</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>SWO USD RCV 4.42 PAY SOFR</name>
                    <lei>N/A</lei>
                    <title>SWO USD RCV 4.42 PAY SOFR</title>
                    <cusip>000000000</cusip>
                    <identifiers>
                      <other otherDesc="NT_ID_REF" value="9L9QV3U_ref"/>
                    </identifiers>
                    <balance>-4752045</balance>
                    <units>OU</units>
                    <descOthUnits>NOTIONAL</descOthUnits>
                    <curCd>USD</curCd>
                    <valUSD>-98422.46</valUSD>
                    <pctVal>-0.000137352662</pctVal>
                    <assetCat>DIR</assetCat>
                    <issuerCat>CORP</issuerCat>
                  </derivAddlInfo>
                  <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOFR" floatingRtSpread="0" pmntAmt="0">
                    <rtResetTenors>
                      <rtResetTenor rateTenor="Month" rateTenorUnit="12" resetDt="Day" resetDtUnit="1"/>
                    </rtResetTenors>
                  </floatingRecDesc>
                  <fixedPmntDesc amount="0" curCd="USD" fixedOrFloating="Fixed" fixedRt="4.42"/>
                  <terminationDt>2033-10-31</terminationDt>
                  <upfrontPmnt>0</upfrontPmnt>
                  <pmntCurCd>USD</pmntCurCd>
                  <upfrontRcpt>0</upfrontRcpt>
                  <rcptCurCd>USD</rcptCurCd>
                  <notionalAmt>-4752045</notionalAmt>
                  <curCd>USD</curCd>
                </swapDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
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            <curCd>USD</curCd>
            <exercisePrice>4.420000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-10-27</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-12689.83</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SWO USD RCV 5 PAY SOFR 1D</name>
        <lei>N/A</lei>
        <title>SWO USD RCV 5 PAY SOFR 1D</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L9NB2U"/>
        </identifiers>
        <balance>-16523309</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-75822.16</valUSD>
        <pctVal>-0.0105812998</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
            <counterparties>
              <counterpartyName>OTCEXCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <swapDeriv derivCat="SWP">
                  <counterparties>
                    <counterpartyName>MORGAN STANLEY &amp; CO INC. NEW YORK</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>SWO USD RCV 5 PAY SOFR 1D</name>
                    <lei>N/A</lei>
                    <title>SWO USD RCV 5 PAY SOFR 1D</title>
                    <cusip>000000000</cusip>
                    <identifiers>
                      <other otherDesc="NT_ID_REF" value="9L9NB2U_ref"/>
                    </identifiers>
                    <balance>-16523309</balance>
                    <units>OU</units>
                    <descOthUnits>NOTIONAL</descOthUnits>
                    <curCd>USD</curCd>
                    <valUSD>-75822.16</valUSD>
                    <pctVal>-0.000105812998</pctVal>
                    <assetCat>DIR</assetCat>
                    <issuerCat>CORP</issuerCat>
                  </derivAddlInfo>
                  <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOFR" floatingRtSpread="0" pmntAmt="0">
                    <rtResetTenors>
                      <rtResetTenor rateTenor="Month" rateTenorUnit="12" resetDt="Day" resetDtUnit="1"/>
                    </rtResetTenors>
                  </floatingRecDesc>
                  <fixedPmntDesc amount="0" curCd="USD" fixedOrFloating="Fixed" fixedRt="5"/>
                  <terminationDt>2025-11-02</terminationDt>
                  <upfrontPmnt>0</upfrontPmnt>
                  <pmntCurCd>USD</pmntCurCd>
                  <upfrontRcpt>0</upfrontRcpt>
                  <rcptCurCd>USD</rcptCurCd>
                  <notionalAmt>-16523309</notionalAmt>
                  <curCd>USD</curCd>
                </swapDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
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            <curCd>USD</curCd>
            <exercisePrice>5.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-10-31</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>20196.88</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SWO USD RCV 5.2 PAY SOFR</name>
        <lei>N/A</lei>
        <title>SWO USD RCV 5.2 PAY SOFR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L9NB3U"/>
        </identifiers>
        <balance>-18622200</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-69714.07</valUSD>
        <pctVal>-0.0097288903</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
            <counterparties>
              <counterpartyName>OTCEXCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <swapDeriv derivCat="SWP">
                  <counterparties>
                    <counterpartyName>MORGAN STANLEY &amp; CO INC. NEW YORK</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>SWO USD RCV 5.2 PAY SOFR</name>
                    <lei>N/A</lei>
                    <title>SWO USD RCV 5.2 PAY SOFR</title>
                    <cusip>000000000</cusip>
                    <identifiers>
                      <other otherDesc="NT_ID_REF" value="9L9NB3U_ref"/>
                    </identifiers>
                    <balance>-18622200</balance>
                    <units>OU</units>
                    <descOthUnits>NOTIONAL</descOthUnits>
                    <curCd>USD</curCd>
                    <valUSD>-69714.07</valUSD>
                    <pctVal>-0.000097288903</pctVal>
                    <assetCat>DIR</assetCat>
                    <issuerCat>CORP</issuerCat>
                  </derivAddlInfo>
                  <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOFR" floatingRtSpread="0" pmntAmt="0">
                    <rtResetTenors>
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                    </rtResetTenors>
                  </floatingRecDesc>
                  <fixedPmntDesc amount="0" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.2"/>
                  <terminationDt>2025-10-24</terminationDt>
                  <upfrontPmnt>0</upfrontPmnt>
                  <pmntCurCd>USD</pmntCurCd>
                  <upfrontRcpt>0</upfrontRcpt>
                  <rcptCurCd>USD</rcptCurCd>
                  <notionalAmt>-18622200</notionalAmt>
                  <curCd>USD</curCd>
                </swapDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <principalAmt>1</principalAmt>
            <curCd>USD</curCd>
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            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-10-20</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>41651.37</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SWO USD RCV SOFR 1D PAY 2</name>
        <lei>N/A</lei>
        <title>SWO USD RCV SOFR 1D PAY 2</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L8EJTU"/>
        </identifiers>
        <balance>3775000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>401057.89</valUSD>
        <pctVal>0.0559693072</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
            <counterparties>
              <counterpartyName>OTCEXCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <swapDeriv derivCat="SWP">
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                    <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>SWO USD RCV SOFR 1D PAY 2</name>
                    <lei>N/A</lei>
                    <title>SWO USD RCV SOFR 1D PAY 2</title>
                    <cusip>000000000</cusip>
                    <identifiers>
                      <other otherDesc="NT_ID_REF" value="9L8EJTU_ref"/>
                    </identifiers>
                    <balance>3775000</balance>
                    <units>OU</units>
                    <descOthUnits>NOTIONAL</descOthUnits>
                    <curCd>USD</curCd>
                    <valUSD>401057.89</valUSD>
                    <pctVal>0.000559693072</pctVal>
                    <assetCat>DIR</assetCat>
                    <issuerCat>CORP</issuerCat>
                  </derivAddlInfo>
                  <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOFR" floatingRtSpread="0" pmntAmt="0">
                    <rtResetTenors>
                      <rtResetTenor rateTenor="Month" rateTenorUnit="12" resetDt="Day" resetDtUnit="1"/>
                    </rtResetTenors>
                  </floatingRecDesc>
                  <fixedPmntDesc amount="0" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.51"/>
                  <terminationDt>2033-08-14</terminationDt>
                  <upfrontPmnt>0</upfrontPmnt>
                  <pmntCurCd>USD</pmntCurCd>
                  <upfrontRcpt>0</upfrontRcpt>
                  <rcptCurCd>USD</rcptCurCd>
                  <notionalAmt>3775000</notionalAmt>
                  <curCd>USD</curCd>
                </swapDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
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            <curCd>USD</curCd>
            <exercisePrice>2.510000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-08-10</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>277804.14</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SWO USD RCV SOFR 1D PAY 2</name>
        <lei>N/A</lei>
        <title>SWO USD RCV SOFR 1D PAY 2</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L8RSNU"/>
        </identifiers>
        <balance>558300</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>44854.94</valUSD>
        <pctVal>0.0062596946</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
            <counterparties>
              <counterpartyName>OTCEXCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <swapDeriv derivCat="SWP">
                  <counterparties>
                    <counterpartyName>MORGAN STANLEY AND CO</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>SWO USD RCV SOFR 1D PAY 2</name>
                    <lei>N/A</lei>
                    <title>SWO USD RCV SOFR 1D PAY 2</title>
                    <cusip>000000000</cusip>
                    <identifiers>
                      <other otherDesc="NT_ID_REF" value="9L8RSNU_ref"/>
                    </identifiers>
                    <balance>558300</balance>
                    <units>OU</units>
                    <descOthUnits>NOTIONAL</descOthUnits>
                    <curCd>USD</curCd>
                    <valUSD>44854.94</valUSD>
                    <pctVal>0.000062596946</pctVal>
                    <assetCat>DIR</assetCat>
                    <issuerCat>CORP</issuerCat>
                  </derivAddlInfo>
                  <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOFR" floatingRtSpread="0" pmntAmt="0">
                    <rtResetTenors>
                      <rtResetTenor rateTenor="Month" rateTenorUnit="12" resetDt="Day" resetDtUnit="1"/>
                    </rtResetTenors>
                  </floatingRecDesc>
                  <fixedPmntDesc amount="0" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.96"/>
                  <terminationDt>2034-09-05</terminationDt>
                  <upfrontPmnt>0</upfrontPmnt>
                  <pmntCurCd>USD</pmntCurCd>
                  <upfrontRcpt>0</upfrontRcpt>
                  <rcptCurCd>USD</rcptCurCd>
                  <notionalAmt>558300</notionalAmt>
                  <curCd>USD</curCd>
                </swapDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <principalAmt>1</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>2.960000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2024-09-03</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>17428.45</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SWO USD RCV SOFR 1D PAY 2</name>
        <lei>N/A</lei>
        <title>SWO USD RCV SOFR 1D PAY 2</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L8DB4U"/>
        </identifiers>
        <balance>3775000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>408921.21</valUSD>
        <pctVal>0.0570666664</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
            <counterparties>
              <counterpartyName>OTCEXCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <swapDeriv derivCat="SWP">
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                    <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>SWO USD RCV SOFR 1D PAY 2</name>
                    <lei>N/A</lei>
                    <title>SWO USD RCV SOFR 1D PAY 2</title>
                    <cusip>000000000</cusip>
                    <identifiers>
                      <other otherDesc="NT_ID_REF" value="9L8DB4U_ref"/>
                    </identifiers>
                    <balance>3775000</balance>
                    <units>OU</units>
                    <descOthUnits>NOTIONAL</descOthUnits>
                    <curCd>USD</curCd>
                    <valUSD>408921.21</valUSD>
                    <pctVal>0.000570666664</pctVal>
                    <assetCat>DIR</assetCat>
                    <issuerCat>CORP</issuerCat>
                  </derivAddlInfo>
                  <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOFR" floatingRtSpread="0" pmntAmt="0">
                    <rtResetTenors>
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                    </rtResetTenors>
                  </floatingRecDesc>
                  <fixedPmntDesc amount="0" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.48"/>
                  <terminationDt>2033-08-14</terminationDt>
                  <upfrontPmnt>0</upfrontPmnt>
                  <pmntCurCd>USD</pmntCurCd>
                  <upfrontRcpt>0</upfrontRcpt>
                  <rcptCurCd>USD</rcptCurCd>
                  <notionalAmt>3775000</notionalAmt>
                  <curCd>USD</curCd>
                </swapDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <principalAmt>1</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>2.480000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-08-10</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>277928.71</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SWO USD RCV SOFR 1D PAY 2</name>
        <lei>N/A</lei>
        <title>SWO USD RCV SOFR 1D PAY 2</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L9QV4U"/>
        </identifiers>
        <balance>-4752045</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-50959.03</valUSD>
        <pctVal>-0.0071115459</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
            <counterparties>
              <counterpartyName>OTCEXCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <swapDeriv derivCat="SWP">
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                    <counterpartyName>GOLDMAN SACHS INT LONDON</counterpartyName>
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                  </counterparties>
                  <derivAddlInfo>
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                    <lei>N/A</lei>
                    <title>SWO USD RCV SOFR 1D PAY 2</title>
                    <cusip>000000000</cusip>
                    <identifiers>
                      <other otherDesc="NT_ID_REF" value="9L9QV4U_ref"/>
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                    <balance>-4752045</balance>
                    <units>OU</units>
                    <descOthUnits>NOTIONAL</descOthUnits>
                    <curCd>USD</curCd>
                    <valUSD>-50959.03</valUSD>
                    <pctVal>-0.000071115459</pctVal>
                    <assetCat>DIR</assetCat>
                    <issuerCat>CORP</issuerCat>
                  </derivAddlInfo>
                  <fixedRecDesc amount="0" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.62"/>
                  <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOFR" floatingRtSpread="0" pmntAmt="0">
                    <rtResetTenors>
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                    </rtResetTenors>
                  </floatingPmntDesc>
                  <terminationDt>2033-10-31</terminationDt>
                  <upfrontPmnt>0</upfrontPmnt>
                  <pmntCurCd>USD</pmntCurCd>
                  <upfrontRcpt>0</upfrontRcpt>
                  <rcptCurCd>USD</rcptCurCd>
                  <notionalAmt>-4752045</notionalAmt>
                  <curCd>USD</curCd>
                </swapDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <principalAmt>1</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>2.620000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-10-27</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>7873.42</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SWO USD RCV SOFR 1D PAY 3</name>
        <lei>N/A</lei>
        <title>SWO USD RCV SOFR 1D PAY 3</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L97STU"/>
        </identifiers>
        <balance>271000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>20554</valUSD>
        <pctVal>0.0028683967</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
            <counterparties>
              <counterpartyName>OTCEXCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <swapDeriv derivCat="SWP">
                  <counterparties>
                    <counterpartyName>BNP PARIBAS LONDON BRANCH</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>SWO USD RCV SOFR 1D PAY 3</name>
                    <lei>N/A</lei>
                    <title>SWO USD RCV SOFR 1D PAY 3</title>
                    <cusip>000000000</cusip>
                    <identifiers>
                      <other otherDesc="NT_ID_REF" value="9L97STU_ref"/>
                    </identifiers>
                    <balance>271000</balance>
                    <units>OU</units>
                    <descOthUnits>NOTIONAL</descOthUnits>
                    <curCd>USD</curCd>
                    <valUSD>20554.00</valUSD>
                    <pctVal>0.000028683967</pctVal>
                    <assetCat>DIR</assetCat>
                    <issuerCat>CORP</issuerCat>
                  </derivAddlInfo>
                  <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOFR" floatingRtSpread="0" pmntAmt="0">
                    <rtResetTenors>
                      <rtResetTenor rateTenor="Month" rateTenorUnit="12" resetDt="Day" resetDtUnit="1"/>
                    </rtResetTenors>
                  </floatingRecDesc>
                  <fixedPmntDesc amount="0" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.14"/>
                  <terminationDt>2035-09-25</terminationDt>
                  <upfrontPmnt>0</upfrontPmnt>
                  <pmntCurCd>USD</pmntCurCd>
                  <upfrontRcpt>0</upfrontRcpt>
                  <rcptCurCd>USD</rcptCurCd>
                  <notionalAmt>271000</notionalAmt>
                  <curCd>USD</curCd>
                </swapDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <principalAmt>1</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>3.140000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2025-09-23</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>5039.25</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SWO USD RCV SOFR 1D PAY 3</name>
        <lei>N/A</lei>
        <title>SWO USD RCV SOFR 1D PAY 3</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L9FKPU"/>
        </identifiers>
        <balance>300123</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>19720.66</valUSD>
        <pctVal>0.0027521006</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
            <counterparties>
              <counterpartyName>OTCEXCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <swapDeriv derivCat="SWP">
                  <counterparties>
                    <counterpartyName>GOLDMAN SACHS INT LONDON</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>SWO USD RCV SOFR 1D PAY 3</name>
                    <lei>N/A</lei>
                    <title>SWO USD RCV SOFR 1D PAY 3</title>
                    <cusip>000000000</cusip>
                    <identifiers>
                      <other otherDesc="NT_ID_REF" value="9L9FKPU_ref"/>
                    </identifiers>
                    <balance>300123</balance>
                    <units>OU</units>
                    <descOthUnits>NOTIONAL</descOthUnits>
                    <curCd>USD</curCd>
                    <valUSD>19720.66</valUSD>
                    <pctVal>0.000027521006</pctVal>
                    <assetCat>DIR</assetCat>
                    <issuerCat>CORP</issuerCat>
                  </derivAddlInfo>
                  <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOFR" floatingRtSpread="0" pmntAmt="0">
                    <rtResetTenors>
                      <rtResetTenor rateTenor="Month" rateTenorUnit="12" resetDt="Day" resetDtUnit="1"/>
                    </rtResetTenors>
                  </floatingRecDesc>
                  <fixedPmntDesc amount="0" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.395"/>
                  <terminationDt>2035-10-09</terminationDt>
                  <upfrontPmnt>0</upfrontPmnt>
                  <pmntCurCd>USD</pmntCurCd>
                  <upfrontRcpt>0</upfrontRcpt>
                  <rcptCurCd>USD</rcptCurCd>
                  <notionalAmt>300123</notionalAmt>
                  <curCd>USD</curCd>
                </swapDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <principalAmt>1</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>3.395000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2025-10-07</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>2613.65</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SWO USD RCV SOFR 1D PAY 3</name>
        <lei>N/A</lei>
        <title>SWO USD RCV SOFR 1D PAY 3</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L9G40U"/>
        </identifiers>
        <balance>300123</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>19231.16</valUSD>
        <pctVal>0.0026837889</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
            <counterparties>
              <counterpartyName>OTCEXCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <swapDeriv derivCat="SWP">
                  <counterparties>
                    <counterpartyName>MORGAN STANLEY &amp; CO INT LTD LONDON</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>SWO USD RCV SOFR 1D PAY 3</name>
                    <lei>N/A</lei>
                    <title>SWO USD RCV SOFR 1D PAY 3</title>
                    <cusip>000000000</cusip>
                    <identifiers>
                      <other otherDesc="NT_ID_REF" value="9L9G40U_ref"/>
                    </identifiers>
                    <balance>300123</balance>
                    <units>OU</units>
                    <descOthUnits>NOTIONAL</descOthUnits>
                    <curCd>USD</curCd>
                    <valUSD>19231.16</valUSD>
                    <pctVal>0.000026837889</pctVal>
                    <assetCat>DIR</assetCat>
                    <issuerCat>CORP</issuerCat>
                  </derivAddlInfo>
                  <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOFR" floatingRtSpread="0" pmntAmt="0">
                    <rtResetTenors>
                      <rtResetTenor rateTenor="Month" rateTenorUnit="12" resetDt="Day" resetDtUnit="1"/>
                    </rtResetTenors>
                  </floatingRecDesc>
                  <fixedPmntDesc amount="0" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.44"/>
                  <terminationDt>2035-10-16</terminationDt>
                  <upfrontPmnt>0</upfrontPmnt>
                  <pmntCurCd>USD</pmntCurCd>
                  <upfrontRcpt>0</upfrontRcpt>
                  <rcptCurCd>USD</rcptCurCd>
                  <notionalAmt>300123</notionalAmt>
                  <curCd>USD</curCd>
                </swapDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <principalAmt>1</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>3.440000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2025-10-14</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>1929.07</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SWO USD RCV SOFR 1D PAY 3</name>
        <lei>N/A</lei>
        <title>SWO USD RCV SOFR 1D PAY 3</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L97YDU"/>
        </identifiers>
        <balance>592600</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>38966.24</valUSD>
        <pctVal>0.0054379019</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
            <counterparties>
              <counterpartyName>OTCEXCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <swapDeriv derivCat="SWP">
                  <counterparties>
                    <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>SWO USD RCV SOFR 1D PAY 3</name>
                    <lei>N/A</lei>
                    <title>SWO USD RCV SOFR 1D PAY 3</title>
                    <cusip>000000000</cusip>
                    <identifiers>
                      <other otherDesc="NT_ID_REF" value="9L97YDU_ref"/>
                    </identifiers>
                    <balance>592600</balance>
                    <units>OU</units>
                    <descOthUnits>NOTIONAL</descOthUnits>
                    <curCd>USD</curCd>
                    <valUSD>38966.24</valUSD>
                    <pctVal>0.000054379019</pctVal>
                    <assetCat>DIR</assetCat>
                    <issuerCat>CORP</issuerCat>
                  </derivAddlInfo>
                  <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOFR" floatingRtSpread="0" pmntAmt="0">
                    <rtResetTenors>
                      <rtResetTenor rateTenor="Month" rateTenorUnit="12" resetDt="Day" resetDtUnit="1"/>
                    </rtResetTenors>
                  </floatingRecDesc>
                  <fixedPmntDesc amount="0" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.28"/>
                  <terminationDt>2034-09-25</terminationDt>
                  <upfrontPmnt>0</upfrontPmnt>
                  <pmntCurCd>USD</pmntCurCd>
                  <upfrontRcpt>0</upfrontRcpt>
                  <rcptCurCd>USD</rcptCurCd>
                  <notionalAmt>592600</notionalAmt>
                  <curCd>USD</curCd>
                </swapDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
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            <curCd>USD</curCd>
            <exercisePrice>3.280000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2024-09-23</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>8476.97</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SWO USD RCV SOFR 1D PAY 3</name>
        <lei>N/A</lei>
        <title>SWO USD RCV SOFR 1D PAY 3</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L9NB1U"/>
        </identifiers>
        <balance>-16523309</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-82973.45</valUSD>
        <pctVal>-0.0115792922</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
            <counterparties>
              <counterpartyName>OTCEXCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <swapDeriv derivCat="SWP">
                  <counterparties>
                    <counterpartyName>MORGAN STANLEY &amp; CO INC. NEW YORK</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>SWO USD RCV SOFR 1D PAY 3</name>
                    <lei>N/A</lei>
                    <title>SWO USD RCV SOFR 1D PAY 3</title>
                    <cusip>000000000</cusip>
                    <identifiers>
                      <other otherDesc="NT_ID_REF" value="9L9NB1U_ref"/>
                    </identifiers>
                    <balance>-16523309</balance>
                    <units>OU</units>
                    <descOthUnits>NOTIONAL</descOthUnits>
                    <curCd>USD</curCd>
                    <valUSD>-82973.45</valUSD>
                    <pctVal>-0.000115792922</pctVal>
                    <assetCat>DIR</assetCat>
                    <issuerCat>CORP</issuerCat>
                  </derivAddlInfo>
                  <fixedRecDesc amount="0" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.2"/>
                  <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOFR" floatingRtSpread="0" pmntAmt="0">
                    <rtResetTenors>
                      <rtResetTenor rateTenor="Month" rateTenorUnit="12" resetDt="Day" resetDtUnit="1"/>
                    </rtResetTenors>
                  </floatingPmntDesc>
                  <terminationDt>2025-11-02</terminationDt>
                  <upfrontPmnt>0</upfrontPmnt>
                  <pmntCurCd>USD</pmntCurCd>
                  <upfrontRcpt>0</upfrontRcpt>
                  <rcptCurCd>USD</rcptCurCd>
                  <notionalAmt>-16523309</notionalAmt>
                  <curCd>USD</curCd>
                </swapDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <principalAmt>1</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>3.200000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-10-31</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>5652.1</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SWO USD RCV SOFR 1D PAY 3</name>
        <lei>N/A</lei>
        <title>SWO USD RCV SOFR 1D PAY 3</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L9QY1U"/>
        </identifiers>
        <balance>235134</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>14557.38</valUSD>
        <pctVal>0.0020315433</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
            <counterparties>
              <counterpartyName>OTCEXCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <swapDeriv derivCat="SWP">
                  <counterparties>
                    <counterpartyName>BANK OF AMERICA</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>SWO USD RCV SOFR 1D PAY 3</name>
                    <lei>N/A</lei>
                    <title>SWO USD RCV SOFR 1D PAY 3</title>
                    <cusip>000000000</cusip>
                    <identifiers>
                      <other otherDesc="NT_ID_REF" value="9L9QY1U_ref"/>
                    </identifiers>
                    <balance>235134</balance>
                    <units>OU</units>
                    <descOthUnits>NOTIONAL</descOthUnits>
                    <curCd>USD</curCd>
                    <valUSD>14557.38</valUSD>
                    <pctVal>0.000020315433</pctVal>
                    <assetCat>DIR</assetCat>
                    <issuerCat>CORP</issuerCat>
                  </derivAddlInfo>
                  <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOFR" floatingRtSpread="0" pmntAmt="0">
                    <rtResetTenors>
                      <rtResetTenor rateTenor="Month" rateTenorUnit="12" resetDt="Day" resetDtUnit="1"/>
                    </rtResetTenors>
                  </floatingRecDesc>
                  <fixedPmntDesc amount="0" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.475"/>
                  <terminationDt>2035-10-29</terminationDt>
                  <upfrontPmnt>0</upfrontPmnt>
                  <pmntCurCd>USD</pmntCurCd>
                  <upfrontRcpt>0</upfrontRcpt>
                  <rcptCurCd>USD</rcptCurCd>
                  <notionalAmt>235134</notionalAmt>
                  <curCd>USD</curCd>
                </swapDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <principalAmt>1</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>3.475000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2025-10-27</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>1037.17</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SWO USD RCV SOFR 1D PAY 3</name>
        <lei>N/A</lei>
        <title>SWO USD RCV SOFR 1D PAY 3</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L9NYLU"/>
        </identifiers>
        <balance>-18622200</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-83101.57</valUSD>
        <pctVal>-0.0115971719</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
            <counterparties>
              <counterpartyName>OTCEXCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <swapDeriv derivCat="SWP">
                  <counterparties>
                    <counterpartyName>MORGAN STANLEY &amp; CO INT LTD LONDON</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>SWO USD RCV SOFR 1D PAY 3</name>
                    <lei>N/A</lei>
                    <title>SWO USD RCV SOFR 1D PAY 3</title>
                    <cusip>000000000</cusip>
                    <identifiers>
                      <other otherDesc="NT_ID_REF" value="9L9NYLU_ref"/>
                    </identifiers>
                    <balance>-18622200</balance>
                    <units>OU</units>
                    <descOthUnits>NOTIONAL</descOthUnits>
                    <curCd>USD</curCd>
                    <valUSD>-83101.57</valUSD>
                    <pctVal>-0.000115971719</pctVal>
                    <assetCat>DIR</assetCat>
                    <issuerCat>CORP</issuerCat>
                  </derivAddlInfo>
                  <fixedRecDesc amount="0" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.2"/>
                  <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOFR" floatingRtSpread="0" pmntAmt="0">
                    <rtResetTenors>
                      <rtResetTenor rateTenor="Month" rateTenorUnit="12" resetDt="Day" resetDtUnit="1"/>
                    </rtResetTenors>
                  </floatingPmntDesc>
                  <terminationDt>2025-10-24</terminationDt>
                  <upfrontPmnt>0</upfrontPmnt>
                  <pmntCurCd>USD</pmntCurCd>
                  <upfrontRcpt>0</upfrontRcpt>
                  <rcptCurCd>USD</rcptCurCd>
                  <notionalAmt>-18622200</notionalAmt>
                  <curCd>USD</curCd>
                </swapDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <principalAmt>1</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>3.200000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-10-20</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>9355.45</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CALL DEC 22 CBT 5YCALL DE</name>
        <lei>N/A</lei>
        <title>CALL DEC 22 CBT 5YCALL DE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="FVZ2C"/>
          <other otherDesc="NT_ID" value="9L98AYU"/>
        </identifiers>
        <balance>-60</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-14531.25</valUSD>
        <pctVal>-0.0020278968</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>FUT CALL DEC 22 CBT 5Y T-NOTE 1080</indexName>
                <indexIdentifier>FVZ2</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <principalAmt>1000</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>1.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-11-25</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>6997.77</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CALL DEC 22 CBT 5YCALL DE</name>
        <lei>N/A</lei>
        <title>CALL DEC 22 CBT 5YCALL DE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="FVZ2C"/>
          <other otherDesc="NT_ID" value="9L96FGU"/>
        </identifiers>
        <balance>-19</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2375</valUSD>
        <pctVal>-0.0003314412</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>FUT CALL DEC 22 CBT 5Y T-NOTE 1087</indexName>
                <indexIdentifier>FVZ2</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <principalAmt>1000</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>1.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-11-25</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>4420.26</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CALL DEC 22 CBT 5YCALL DE</name>
        <lei>N/A</lei>
        <title>CALL DEC 22 CBT 5YCALL DE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="FVZ2C"/>
          <other otherDesc="NT_ID" value="9L9KQ7U"/>
        </identifiers>
        <balance>16</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>10625</valUSD>
        <pctVal>0.0014827632</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>FUT CALL DEC 22 CBT 5Y T-NOTE 1067</indexName>
                <indexIdentifier>FVZ2</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <principalAmt>1000</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>1.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-11-25</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-27.68</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CALL DEC 22 CBT 5YCALL DE</name>
        <lei>N/A</lei>
        <title>CALL DEC 22 CBT 5YCALL DE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="FVZ2C"/>
          <other otherDesc="NT_ID" value="9L9MS7U"/>
        </identifiers>
        <balance>-20</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-15781.25</valUSD>
        <pctVal>-0.0022023395</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>FUT CALL DEC 22 CBT 5Y T-NOTE 1065</indexName>
                <indexIdentifier>FVZ2</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <principalAmt>1000</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>1.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-11-25</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-2378.35</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CALL DEC 22 CBT 5YCALL DE</name>
        <lei>N/A</lei>
        <title>CALL DEC 22 CBT 5YCALL DE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="FVZ2C"/>
          <other otherDesc="NT_ID" value="9L9JSCU"/>
        </identifiers>
        <balance>-44</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-16156.25</valUSD>
        <pctVal>-0.0022546723</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>FUT CALL DEC 22 CBT 5Y T-NOTE 1075</indexName>
                <indexIdentifier>FVZ2</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <principalAmt>1000</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>1.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-11-25</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>6361.38</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CALL DEC 22 CBT 5YCALL DE</name>
        <lei>N/A</lei>
        <title>CALL DEC 22 CBT 5YCALL DE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="FVZ2C"/>
          <other otherDesc="NT_ID" value="9L9LWCU"/>
        </identifiers>
        <balance>8</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7437.5</valUSD>
        <pctVal>0.0010379343</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>FUT CALL DEC 22 CBT 5Y T-NOTE 1062</indexName>
                <indexIdentifier>FVZ2</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <principalAmt>1000</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>1.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-11-25</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>1861.16</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CALL DEC 22 CBT 5YCALL DE</name>
        <lei>N/A</lei>
        <title>CALL DEC 22 CBT 5YCALL DE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="FVZ2C"/>
          <other otherDesc="NT_ID" value="9L9654U"/>
        </identifiers>
        <balance>-12</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1875</valUSD>
        <pctVal>-0.0002616641</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>FUT CALL DEC 22 CBT 5Y T-NOTE 1085</indexName>
                <indexIdentifier>FVZ2</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <principalAmt>1000</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>1.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-11-25</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>3213.62</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CALL DEC 22 CBT 5YCALL DE</name>
        <lei>N/A</lei>
        <title>CALL DEC 22 CBT 5YCALL DE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="FVZ2C"/>
          <other otherDesc="NT_ID" value="9L8LT8U"/>
        </identifiers>
        <balance>6</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>93.75</valUSD>
        <pctVal>0.0000130832</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>FUT CALL DEC 22 CBT 5Y T-NOTE 1117</indexName>
                <indexIdentifier>FVZ2</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <principalAmt>1000</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>1.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-11-25</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-6229.13</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CALL DEC 22 CBT 5YCALL DE</name>
        <lei>N/A</lei>
        <title>CALL DEC 22 CBT 5YCALL DE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="FVZ2C"/>
          <other otherDesc="NT_ID" value="9L96FJU"/>
        </identifiers>
        <balance>-51</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1992.19</valUSD>
        <pctVal>-0.0002780185</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>FUT CALL DEC 22 CBT 5Y T-NOTE 1100</indexName>
                <indexIdentifier>FVZ2</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <principalAmt>1000</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>1.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-11-25</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>11599.27</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CALL DEC 22 CBT 5YCALL DE</name>
        <lei>N/A</lei>
        <title>CALL DEC 22 CBT 5YCALL DE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="FVZ2C"/>
          <other otherDesc="NT_ID" value="9L97U3U"/>
        </identifiers>
        <balance>-41</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3843.75</valUSD>
        <pctVal>-0.0005364114</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>FUT CALL DEC 22 CBT 5Y T-NOTE 1090</indexName>
                <indexIdentifier>FVZ2</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <principalAmt>1000</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>1.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-11-25</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>13772.83</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CALL DEC 22 CBT 5YCALL DE</name>
        <lei>N/A</lei>
        <title>CALL DEC 22 CBT 5YCALL DE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="FVZ2C"/>
          <other otherDesc="NT_ID" value="9L96FHU"/>
        </identifiers>
        <balance>-83</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6484.38</valUSD>
        <pctVal>-0.0009049224</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>FUT CALL DEC 22 CBT 5Y T-NOTE 1092</indexName>
                <indexIdentifier>FVZ2</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <principalAmt>1000</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>1.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-11-25</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>18661.09</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CALL DEC 22 EURO CALL DE</name>
        <lei>N/A</lei>
        <title>CALL DEC 22 EURO CALL DE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="EDZ2C"/>
          <other otherDesc="NT_ID" value="9L6QNWU"/>
        </identifiers>
        <balance>-309</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3862.5</valUSD>
        <pctVal>-0.0005390280</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>International Monetary Market</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>FUT CALL DEC 22 EURO DOLLARS 9700</indexName>
                <indexIdentifier>EDZ2</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <principalAmt>2500</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>1.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-12-19</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>238401.1</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CALL DEC 22 EURO CALL DE</name>
        <lei>N/A</lei>
        <title>CALL DEC 22 EURO CALL DE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="EDZ2C"/>
          <other otherDesc="NT_ID" value="9L7NBZU"/>
        </identifiers>
        <balance>-75</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1406.25</valUSD>
        <pctVal>-0.0001962481</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>International Monetary Market</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>FUT CALL DEC 22 EURO DOLLARS 9650</indexName>
                <indexIdentifier>EDZ2</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <principalAmt>2500</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>1.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-12-19</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>48123.75</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CALL DEC 22 T-NOTECALL DE</name>
        <lei>N/A</lei>
        <title>CALL DEC 22 T-NOTECALL DE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="TYZ2C"/>
          <other otherDesc="NT_ID" value="9L9KQ6U"/>
        </identifiers>
        <balance>39</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>34734.57</valUSD>
        <pctVal>0.0048473546</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>FUT CALL DEC 22 T-NOTE OPTION 1110</indexName>
                <indexIdentifier>TYZ2</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <principalAmt>1000</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>1.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-11-25</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-3161.03</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CALL DEC 22 T-NOTECALL DE</name>
        <lei>N/A</lei>
        <title>CALL DEC 22 T-NOTECALL DE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="TYZ2C"/>
          <other otherDesc="NT_ID" value="9L9JSAU"/>
        </identifiers>
        <balance>-57</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-29390.91</valUSD>
        <pctVal>-0.0041016245</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>FUT CALL DEC 22 T-NOTE OPTION 1120</indexName>
                <indexIdentifier>TYZ2</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <principalAmt>1000</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>1.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-11-25</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>19838.61</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CALL DEC 22 T-NOTECALL DE</name>
        <lei>N/A</lei>
        <title>CALL DEC 22 T-NOTECALL DE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="TYZ2C"/>
          <other otherDesc="NT_ID" value="9L9LVUU"/>
        </identifiers>
        <balance>5</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5703.15</valUSD>
        <pctVal>0.0007958985</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>FUT CALL DEC 22 T-NOTE OPTION 1105</indexName>
                <indexIdentifier>TYZ2</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <principalAmt>1000</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>1.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-11-25</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>1007</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CALL DEC 22 T-NOTECALL DE</name>
        <lei>N/A</lei>
        <title>CALL DEC 22 T-NOTECALL DE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="TYZ2C"/>
          <other otherDesc="NT_ID" value="9L9NT6U"/>
        </identifiers>
        <balance>5</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6406.25</valUSD>
        <pctVal>0.0008940190</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>FUT CALL DEC 22 T-NOTE OPTION 1102</indexName>
                <indexIdentifier>TYZ2</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <principalAmt>1000</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>1.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-11-25</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-946.15</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CALL DEC 22 T-NOTECALL DE</name>
        <lei>N/A</lei>
        <title>CALL DEC 22 T-NOTECALL DE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="TYZ2C"/>
          <other otherDesc="NT_ID" value="9L9PUHU"/>
        </identifiers>
        <balance>13</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>10156.25</valUSD>
        <pctVal>0.0014173472</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>FUT CALL DEC 22 T-NOTE OPTION 1112</indexName>
                <indexIdentifier>TYZ2</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <principalAmt>1000</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>1.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-11-25</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-3881.87</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CALL DEC 22 T-NOTECALL DE</name>
        <lei>N/A</lei>
        <title>CALL DEC 22 T-NOTECALL DE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="TYZ2C"/>
          <other otherDesc="NT_ID" value="9L97T9U"/>
        </identifiers>
        <balance>-38</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5343.94</valUSD>
        <pctVal>-0.0007457692</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>FUT CALL DEC 22 T-NOTE OPTION 1140</indexName>
                <indexIdentifier>TYZ2</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <principalAmt>1000</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>1.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-11-25</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>28262.21</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CALL DEC 22 T-NOTECALL DE</name>
        <lei>N/A</lei>
        <title>CALL DEC 22 T-NOTECALL DE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="TYZ2C"/>
          <other otherDesc="NT_ID" value="9L97T1U"/>
        </identifiers>
        <balance>-91</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-25593.75</valUSD>
        <pctVal>-0.0035717149</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>FUT CALL DEC 22 T-NOTE OPTION 1130</indexName>
                <indexIdentifier>TYZ2</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <principalAmt>1000</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>1.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-11-25</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>26858.2</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CALL DEC 22 T-NOTECALL DE</name>
        <lei>N/A</lei>
        <title>CALL DEC 22 T-NOTECALL DE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="TYZ2C"/>
          <other otherDesc="NT_ID" value="9L97U0U"/>
        </identifiers>
        <balance>-13</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1015.69</valUSD>
        <pctVal>-0.0001417438</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>FUT CALL DEC 22 T-NOTE OPTION 1150</indexName>
                <indexIdentifier>TYZ2</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <principalAmt>1000</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>1.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-11-25</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>6305.57</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CALL DEC 22 T-NOTECALL DE</name>
        <lei>N/A</lei>
        <title>CALL DEC 22 T-NOTECALL DE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="TYZ2C"/>
          <other otherDesc="NT_ID" value="9L9B11U"/>
        </identifiers>
        <balance>-3</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-93.75</valUSD>
        <pctVal>-0.0000130832</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>FUT CALL DEC 22 T-NOTE OPTION 1170</indexName>
                <indexIdentifier>TYZ2</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <principalAmt>1000</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>1.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-11-25</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>1401.06</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CALL DEC 22 T-NOTECALL DE</name>
        <lei>N/A</lei>
        <title>CALL DEC 22 T-NOTECALL DE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="TYZ2C"/>
          <other otherDesc="NT_ID" value="9L9FZWU"/>
        </identifiers>
        <balance>-54</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-21094.02</valUSD>
        <pctVal>-0.0029437588</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>FUT CALL DEC 22 T-NOTE OPTION 1125</indexName>
                <indexIdentifier>TYZ2</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <principalAmt>1000</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>1.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-11-25</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>2234.44</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CALL DEC 22 T-NOTECALL DE</name>
        <lei>N/A</lei>
        <title>CALL DEC 22 T-NOTECALL DE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="TYZ2C"/>
          <other otherDesc="NT_ID" value="9L9HDEU"/>
        </identifiers>
        <balance>-13</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2640.69</valUSD>
        <pctVal>-0.0003685193</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>FUT CALL DEC 22 T-NOTE OPTION 1135</indexName>
                <indexIdentifier>TYZ2</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <principalAmt>1000</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>1.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-11-25</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>4243.07</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CALL DEC 22 T-NOTECALL DE</name>
        <lei>N/A</lei>
        <title>CALL DEC 22 T-NOTECALL DE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="TYZ2C"/>
          <other otherDesc="NT_ID" value="9L9KGGU"/>
        </identifiers>
        <balance>-26</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-17875</valUSD>
        <pctVal>-0.0024945311</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>FUT CALL DEC 22 T-NOTE OPTION 1115</indexName>
                <indexIdentifier>TYZ2</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <principalAmt>1000</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>1.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-11-25</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>3611.27</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CALL DEC 22 U.S. CALL DE</name>
        <lei>N/A</lei>
        <title>CALL DEC 22 U.S. CALL DE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="USZ2C"/>
          <other otherDesc="NT_ID" value="9L9LVSU"/>
        </identifiers>
        <balance>5</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7031.25</valUSD>
        <pctVal>0.0009812404</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>FUT CALL DEC 22 U.S. T-BONDS 1220</indexName>
                <indexIdentifier>USZ2</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <principalAmt>1000</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>1.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-11-25</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-2633.65</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CALL DEC 22 U.S. CALL DE</name>
        <lei>N/A</lei>
        <title>CALL DEC 22 U.S. CALL DE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="USZ2C"/>
          <other otherDesc="NT_ID" value="9L9FJ0U"/>
        </identifiers>
        <balance>-3</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-656.25</valUSD>
        <pctVal>-0.0000915824</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>FUT CALL DEC 22 U.S. T-BONDS 1280</indexName>
                <indexIdentifier>USZ2</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <principalAmt>1000</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>1.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-11-25</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>3276.06</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CALL DEC 22 U.S. CALL DE</name>
        <lei>N/A</lei>
        <title>CALL DEC 22 U.S. CALL DE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="USZ2C"/>
          <other otherDesc="NT_ID" value="9L97FMU"/>
        </identifiers>
        <balance>-6</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-750</valUSD>
        <pctVal>-0.0001046656</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>FUT CALL DEC 22 U.S. T-BONDS 1300</indexName>
                <indexIdentifier>USZ2</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <principalAmt>1000</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>1.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-11-25</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>8942.75</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CALL DEC 22 U.S. CALL DE</name>
        <lei>N/A</lei>
        <title>CALL DEC 22 U.S. CALL DE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="USZ2C"/>
          <other otherDesc="NT_ID" value="9L9LVTU"/>
        </identifiers>
        <balance>5</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5234.4</valUSD>
        <pctVal>0.0007304824</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>FUT CALL DEC 22 U.S. T-BONDS 1230</indexName>
                <indexIdentifier>USZ2</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <principalAmt>1000</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>1.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-11-25</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-2821.13</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CALL DEC 22 U.S. CALL DE</name>
        <lei>N/A</lei>
        <title>CALL DEC 22 U.S. CALL DE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="USZ2C"/>
          <other otherDesc="NT_ID" value="9L9MEUU"/>
        </identifiers>
        <balance>-10</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4062.5</valUSD>
        <pctVal>-0.0005669389</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>FUT CALL DEC 22 U.S. T-BONDS 1260</indexName>
                <indexIdentifier>USZ2</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <principalAmt>1000</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>1.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-11-25</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>4826.45</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PUT DEC 22 CBT 5Y PUT DEC</name>
        <lei>N/A</lei>
        <title>PUT DEC 22 CBT 5Y PUT DEC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="FVZ2P"/>
          <other otherDesc="NT_ID" value="9L9GS0U"/>
        </identifiers>
        <balance>-8</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4687.5</valUSD>
        <pctVal>-0.0006541602</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>FUT PUT DEC 22 CBT 5Y T-NOTE 1062</indexName>
                <indexIdentifier>FVZ2</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <principalAmt>1000</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>1.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-11-25</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-263.84</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PUT DEC 22 CBT 5Y PUT DEC</name>
        <lei>N/A</lei>
        <title>PUT DEC 22 CBT 5Y PUT DEC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="FVZ2P"/>
          <other otherDesc="NT_ID" value="9L99L7U"/>
        </identifiers>
        <balance>-7</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5742.19</valUSD>
        <pctVal>-0.0008013466</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>FUT PUT DEC 22 CBT 5Y T-NOTE 1067</indexName>
                <indexIdentifier>FVZ2</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <principalAmt>1000</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>1.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-11-25</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>97.26</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PUT DEC 22 T-NOTE PUT DEC</name>
        <lei>N/A</lei>
        <title>PUT DEC 22 T-NOTE PUT DEC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="TYZ2P"/>
          <other otherDesc="NT_ID" value="9L9PUKU"/>
        </identifiers>
        <balance>3</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2812.5</valUSD>
        <pctVal>0.0003924961</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>FUT PUT DEC 22 T-NOTE OPTION 1102</indexName>
                <indexIdentifier>TYZ2</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <principalAmt>1000</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>1.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-11-25</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-52.07</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PUT DEC 22 T-NOTE PUT DEC</name>
        <lei>N/A</lei>
        <title>PUT DEC 22 T-NOTE PUT DEC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="TYZ2P"/>
          <other otherDesc="NT_ID" value="9L9Q44U"/>
        </identifiers>
        <balance>3</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4781.25</valUSD>
        <pctVal>0.0006672434</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>FUT PUT DEC 22 T-NOTE OPTION 1115</indexName>
                <indexIdentifier>TYZ2</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <principalAmt>1000</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>1.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-11-25</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>557.31</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PUT DEC 22 T-NOTE PUT DEC</name>
        <lei>N/A</lei>
        <title>PUT DEC 22 T-NOTE PUT DEC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="TYZ2P"/>
          <other otherDesc="NT_ID" value="9L95LEU"/>
        </identifiers>
        <balance>-12</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9937.56</valUSD>
        <pctVal>-0.0013868281</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>FUT PUT DEC 22 T-NOTE OPTION 1100</indexName>
                <indexIdentifier>TYZ2</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <principalAmt>1000</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>1.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-11-25</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>166.68</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PUT DEC 22 T-NOTE PUT DEC</name>
        <lei>N/A</lei>
        <title>PUT DEC 22 T-NOTE PUT DEC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="TYZ2P"/>
          <other otherDesc="NT_ID" value="9L9KQ8U"/>
        </identifiers>
        <balance>-41</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-42922.08</valUSD>
        <pctVal>-0.0059899559</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>FUT PUT DEC 22 T-NOTE OPTION 1105</indexName>
                <indexIdentifier>TYZ2</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <principalAmt>1000</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>1.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-11-25</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>2053.87</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PUT DEC 22 T-NOTE PUT DEC</name>
        <lei>N/A</lei>
        <title>PUT DEC 22 T-NOTE PUT DEC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="TYZ2P"/>
          <other otherDesc="NT_ID" value="9L9PULU"/>
        </identifiers>
        <balance>-70</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-82031.6</valUSD>
        <pctVal>-0.0114478531</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>FUT PUT DEC 22 T-NOTE OPTION 1107</indexName>
                <indexIdentifier>TYZ2</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <principalAmt>1000</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>1.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-11-25</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-121.45</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PUT DEC 22 T-NOTE PUT DEC</name>
        <lei>N/A</lei>
        <title>PUT DEC 22 T-NOTE PUT DEC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="TYZ2P"/>
          <other otherDesc="NT_ID" value="9L9HFKU"/>
        </identifiers>
        <balance>-18</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11531.34</valUSD>
        <pctVal>-0.0016092468</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>FUT PUT DEC 22 T-NOTE OPTION 1095</indexName>
                <indexIdentifier>TYZ2</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <principalAmt>1000</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>1.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-11-25</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>812.52</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PUT DEC 22 T-NOTE PUT DEC</name>
        <lei>N/A</lei>
        <title>PUT DEC 22 T-NOTE PUT DEC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="TYZ2P"/>
          <other otherDesc="NT_ID" value="9L9PUJU"/>
        </identifiers>
        <balance>-3</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2203.14</valUSD>
        <pctVal>-0.0003074574</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>FUT PUT DEC 22 T-NOTE OPTION 1097</indexName>
                <indexIdentifier>TYZ2</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <principalAmt>1000</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>1.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-11-25</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>88.55</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Northern Inst Fds</name>
        <lei>549300Y178DO5JBR1S04</lei>
        <title>Northern Inst Fds LIQ ASET PORTF</title>
        <cusip>665279105</cusip>
        <identifiers>
          <isin value="US6652791053"/>
        </identifiers>
        <balance>4942137.98</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4942137.98</valUSD>
        <pctVal>0.6896960408</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <cashCollateralCondition cashCollateralVal="4942137.980000000000" isCashCollateral="Y"/>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Northern Inst Fds</name>
        <lei>549300Y178DO5JBR1S04</lei>
        <title>Northern Inst Fds LIQ ASET PORTF</title>
        <cusip>665279105</cusip>
        <identifiers>
          <isin value="US6652791053"/>
        </identifiers>
        <balance>3746903.5</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3746903.5</valUSD>
        <pctVal>0.5228960664</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <cashCollateralCondition cashCollateralVal="3746903.500000000000" isCashCollateral="Y"/>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Northern Inst Fds</name>
        <lei>549300Y178DO5JBR1S04</lei>
        <title>Northern Inst Fds LIQ ASET PORTF</title>
        <cusip>665279105</cusip>
        <identifiers>
          <isin value="US6652791053"/>
        </identifiers>
        <balance>10000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10000</valUSD>
        <pctVal>0.0013955419</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <cashCollateralCondition cashCollateralVal="10000.000000000000" isCashCollateral="Y"/>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CDS_SN REPUBLIC OF CHILE 3.2 1% 20271220</name>
        <lei>N/A</lei>
        <title>CDS_SN REPUBLIC OF CHILE 3.2 1% 20271220</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L8WAHU"/>
        </identifiers>
        <balance>79000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>1867.05</valUSD>
        <pctVal>0.0002605546</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC</counterpartyName>
              <counterpartyLei>AC28XWWI3WIBK2824319</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Chile" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.000000000000"/>
            <terminationDt>2027-12-20</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>1144.840000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>79000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>659.20</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CDS_SN UNITED MEXICAN STATES 1% 20271220</name>
        <lei>N/A</lei>
        <title>CDS_SN UNITED MEXICAN STATES 1% 20271220</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L8WASU"/>
        </identifiers>
        <balance>34530</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>957.91</valUSD>
        <pctVal>0.0001336803</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL PLC</counterpartyName>
              <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="United Mexican States" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.000000000000"/>
            <terminationDt>2027-12-20</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>835.280000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>34530</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>103.19</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CDS_SN FED REPUBLIC OF BRAZI 1% 20241220</name>
        <lei>N/A</lei>
        <title>CDS_SN FED REPUBLIC OF BRAZI 1% 20241220</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L3UXXU"/>
        </identifiers>
        <balance>70000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>565.82</valUSD>
        <pctVal>0.0000789625</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC</counterpartyName>
              <counterpartyLei>AC28XWWI3WIBK2824319</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Brazil" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="-21.39" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.000000000000"/>
            <terminationDt>2024-12-20</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>1048.060000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>70000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-255.66</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CDS_SN FED REPUBLIC OF BRAZI 1% 20241220</name>
        <lei>N/A</lei>
        <title>CDS_SN FED REPUBLIC OF BRAZI 1% 20241220</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L3VFGU"/>
        </identifiers>
        <balance>55000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>444.57</valUSD>
        <pctVal>0.0000620416</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC</counterpartyName>
              <counterpartyLei>AC28XWWI3WIBK2824319</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Brazil" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="-16.81" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.000000000000"/>
            <terminationDt>2024-12-20</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>823.480000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>55000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-200.88</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CDS_SN PETROLEOS MEXICANOS 6 1% 20241220</name>
        <lei>N/A</lei>
        <title>CDS_SN PETROLEOS MEXICANOS 6 1% 20241220</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L9DDTU"/>
        </identifiers>
        <balance>18000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-1382.17</valUSD>
        <pctVal>-0.0001928876</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS INT LONDON</counterpartyName>
              <counterpartyLei>W22LROWP2IHZNBB6K528</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="21" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.000000000000"/>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PETROLEOS MEXICANOS" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2024-12-20</terminationDt>
            <upfrontPmnt>-1685.240000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>18000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>269.71</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CDS_SN REPUBLIC OF COLOMBIA 1% 20271220</name>
        <lei>N/A</lei>
        <title>CDS_SN REPUBLIC OF COLOMBIA 1% 20271220</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L8VFHU"/>
        </identifiers>
        <balance>93334</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>9925.71</valUSD>
        <pctVal>0.0013851744</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>CITIBANK N.A</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Colombia" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.000000000000"/>
            <terminationDt>2027-12-20</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>6634.410000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>93334</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>3351.37</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CDS_IX_CCP CDX.NA.IG.39 1% 20271220</name>
        <lei>N/A</lei>
        <title>CDS_IX_CCP CDX.NA.IG.39 1% 20271220</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L97J6U"/>
        </identifiers>
        <balance>5818000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-26022.75</valUSD>
        <pctVal>-0.0036315837</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO INC. NEW YORK</counterpartyName>
              <counterpartyLei>I7331LVCZKQKX5T7XV54</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CDX.NA.IG.39" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.000000000000"/>
            <terminationDt>2027-12-20</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>26693.840000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>5818000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-59056.33</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CDS_SN REPUBLIC OF PHILIPPIN 1% 20271220</name>
        <lei>N/A</lei>
        <title>CDS_SN REPUBLIC OF PHILIPPIN 1% 20271220</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L8XZZU"/>
        </identifiers>
        <balance>99269</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>1186.54</valUSD>
        <pctVal>0.0001655866</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS INT LONDON</counterpartyName>
              <counterpartyLei>W22LROWP2IHZNBB6K528</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Philippines" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.000000000000"/>
            <terminationDt>2027-12-20</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>60.740000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>99269</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1011.54</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CDS_SN FED REPUBLIC OF BRAZI 1% 20241220</name>
        <lei>N/A</lei>
        <title>CDS_SN FED REPUBLIC OF BRAZI 1% 20241220</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L3UWLU"/>
        </identifiers>
        <balance>56000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>452.65</valUSD>
        <pctVal>0.0000631692</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC</counterpartyName>
              <counterpartyLei>AC28XWWI3WIBK2824319</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Brazil" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="-17.11" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.000000000000"/>
            <terminationDt>2024-12-20</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>854.720000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>56000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-216.01</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CDS_SN FED REPUBLIC OF BRAZI 1% 20241220</name>
        <lei>N/A</lei>
        <title>CDS_SN FED REPUBLIC OF BRAZI 1% 20241220</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L3UXVU"/>
        </identifiers>
        <balance>40000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>323.32</valUSD>
        <pctVal>0.0000451207</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC</counterpartyName>
              <counterpartyLei>AC28XWWI3WIBK2824319</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Brazil" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="-12.22" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.000000000000"/>
            <terminationDt>2024-12-20</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>598.890000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>40000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-146.10</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CDS_SN FED REPUBLIC OF BRAZI 1% 20241220</name>
        <lei>N/A</lei>
        <title>CDS_SN FED REPUBLIC OF BRAZI 1% 20241220</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L3UWKU"/>
        </identifiers>
        <balance>55000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>444.57</valUSD>
        <pctVal>0.0000620416</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC</counterpartyName>
              <counterpartyLei>AC28XWWI3WIBK2824319</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Brazil" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="-16.81" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.000000000000"/>
            <terminationDt>2024-12-20</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>839.460000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>55000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-212.16</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CDS_SN FED REPUBLIC OF BRAZI 1% 20241220</name>
        <lei>N/A</lei>
        <title>CDS_SN FED REPUBLIC OF BRAZI 1% 20241220</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L3UWJU"/>
        </identifiers>
        <balance>60000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>484.99</valUSD>
        <pctVal>0.0000676824</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC</counterpartyName>
              <counterpartyLei>AC28XWWI3WIBK2824319</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Brazil" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="-18.33" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.000000000000"/>
            <terminationDt>2024-12-20</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>915.770000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>60000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-231.44</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CDS_SN FED REPUBLIC OF BRAZI 1% 20271220</name>
        <lei>N/A</lei>
        <title>CDS_SN FED REPUBLIC OF BRAZI 1% 20271220</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L8WANU"/>
        </identifiers>
        <balance>297000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>22550.56</valUSD>
        <pctVal>0.0031470250</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC</counterpartyName>
              <counterpartyLei>AC28XWWI3WIBK2824319</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Brazil" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.000000000000"/>
            <terminationDt>2027-12-20</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>20734.090000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>297000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1998.02</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CDS_SN ABBOTT LABORATORIES 3 1% 20270620</name>
        <lei>N/A</lei>
        <title>CDS_SN ABBOTT LABORATORIES 3 1% 20270620</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L63M2U"/>
        </identifiers>
        <balance>129278</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-3476.74</valUSD>
        <pctVal>-0.0004851936</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Abbott Laboratories" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="-39.5" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.000000000000"/>
            <terminationDt>2027-06-20</terminationDt>
            <upfrontPmnt>-3155.080000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>129278</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-836.97</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CDS_SN REPUBLIC OF INDONESIA 1% 20271220</name>
        <lei>N/A</lei>
        <title>CDS_SN REPUBLIC OF INDONESIA 1% 20271220</title>
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      </invstOrSec>
      <invstOrSec>
        <name>CDS_SN FED REPUBLIC OF BRAZI 1% 20271220</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CDS_IX_CCP ITRAXX EUROPE CROSSOV 5% 20271220</name>
        <lei>N/A</lei>
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        <securityLending>
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      <invstOrSec>
        <name>CDS_IX_CCP CDX.NA.IG.39 1% 20271220</name>
        <lei>N/A</lei>
        <title>CDS_IX_CCP CDX.NA.IG.39 1% 20271220</title>
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        <identifiers>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>UBS SECURITIES LLC</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>OIS_CCP JPY RCV TONAR1D PAY 0.83% 30-MAY-2052</name>
        <lei>N/A</lei>
        <title>OIS_CCP JPY RCV TONAR1D PAY 0.83% 30-MAY-2052</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L75T1U"/>
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        <payoffProfile>N/A</payoffProfile>
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        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO. LLC</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>OIS_CCP JPY RCV TONAR1D PAY 0.424% 14-JUN-2032</name>
        <lei>N/A</lei>
        <title>OIS_CCP JPY RCV TONAR1D PAY 0.424% 14-JUN-2032</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
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        <assetCat>DIR</assetCat>
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        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>OIS_CCP JPY RCV TONAR1D PAY 0.42% 14-JUN-2032</name>
        <lei>N/A</lei>
        <title>OIS_CCP JPY RCV TONAR1D PAY 0.42% 14-JUN-2032</title>
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        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L7CG7U"/>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>IRS_CCP EUR RCV 2.442% PAY EURIB6M 14-JUL-2032</name>
        <lei>N/A</lei>
        <title>IRS_CCP EUR RCV 2.442% PAY EURIB6M 14-JUL-2032</title>
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        <identifiers>
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          <other otherDesc="NT_ID" value="9L7WGWU"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>OIS BRL RCV 11.65% PAY BZDIO1D 02-JAN-2025</name>
        <lei>N/A</lei>
        <title>OIS BRL RCV 11.65% PAY BZDIO1D 02-JAN-2025</title>
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        <identifiers>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>JPMORGAN CHASE BANK, N.A.</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>OIS BRL RCV 11.694% PAY BZDIO1D 02-JAN-2025</name>
        <lei>N/A</lei>
        <title>OIS BRL RCV 11.694% PAY BZDIO1D 02-JAN-2025</title>
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        <identifiers>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>IRS_CCP EUR RCV EURIB6M PAY 2.22% 12-SEP-2024</name>
        <lei>N/A</lei>
        <title>IRS_CCP EUR RCV EURIB6M PAY 2.22% 12-SEP-2024</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L8UQQU"/>
        </identifiers>
        <balance>155000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="1.0118897"/>
        <valUSD>1334.37</valUSD>
        <pctVal>0.0001862169</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="6M EURIBOR" floatingRtSpread="0.000000000000" pmntAmt="288.060000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="-465.83" curCd="EUR" fixedOrFloating="Fixed" fixedRt="2.220000000000"/>
            <terminationDt>2024-09-12</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>50.080000000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>155000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>1110.12</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS_CCP MXN RCV 10.17% PAY TIIE28D 14-SEP-2023</name>
        <lei>N/A</lei>
        <title>IRS_CCP MXN RCV 10.17% PAY TIIE28D 14-SEP-2023</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L8WA8U"/>
        </identifiers>
        <balance>3865000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <currencyConditional curCd="MXN" exchangeRt="19.813"/>
        <valUSD>-996.40</valUSD>
        <pctVal>-0.0001390518</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="1009.66" curCd="MXN" fixedOrFloating="Fixed" fixedRt="10.170000000000"/>
            <floatingPmntDesc curCd="MXN" fixedOrFloating="Floating" floatingRtIndex="28 DAY TIIE" floatingRtSpread="0.000000000000" pmntAmt="-949.050000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="12" resetDt="Day" resetDtUnit="28"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2023-09-14</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>MXN</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>MXN</rcptCurCd>
            <notionalAmt>3865000</notionalAmt>
            <curCd>MXN</curCd>
            <unrealizedAppr>-935.79</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS_CCP MXN RCV 10.3% PAY TIIE28D 18-SEP-2023</name>
        <lei>N/A</lei>
        <title>IRS_CCP MXN RCV 10.3% PAY TIIE28D 18-SEP-2023</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L8XC1U"/>
        </identifiers>
        <balance>3078000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <currencyConditional curCd="MXN" exchangeRt="19.813"/>
        <valUSD>-630.98</valUSD>
        <pctVal>-0.0000880559</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="642.91" curCd="MXN" fixedOrFloating="Fixed" fixedRt="10.300000000000"/>
            <floatingPmntDesc curCd="MXN" fixedOrFloating="Floating" floatingRtIndex="28 DAY TIIE" floatingRtSpread="0.000000000000" pmntAmt="-597.060000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="12" resetDt="Day" resetDtUnit="28"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2023-09-18</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>MXN</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>MXN</rcptCurCd>
            <notionalAmt>3078000</notionalAmt>
            <curCd>MXN</curCd>
            <unrealizedAppr>-585.13</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS_CCP PLN RCV WIBOR6M PAY 6.99% 30-SEP-2027</name>
        <lei>N/A</lei>
        <title>IRS_CCP PLN RCV WIBOR6M PAY 6.99% 30-SEP-2027</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L98A2U"/>
        </identifiers>
        <balance>133000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <currencyConditional curCd="PLN" exchangeRt="4.7741"/>
        <valUSD>578.18</valUSD>
        <pctVal>0.0000806874</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO. INTERNATIONAL PLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="PLN" fixedOrFloating="Floating" floatingRtIndex="6M WIBOR" floatingRtSpread="0.000000000000" pmntAmt="178.780000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="-170.72" curCd="PLN" fixedOrFloating="Fixed" fixedRt="6.990000000000"/>
            <terminationDt>2027-09-30</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>PLN</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>PLN</rcptCurCd>
            <notionalAmt>133000</notionalAmt>
            <curCd>PLN</curCd>
            <unrealizedAppr>586.24</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS_CCP PLN RCV WIBOR3M PAY 6.87% 29-SEP-2027</name>
        <lei>N/A</lei>
        <title>IRS_CCP PLN RCV WIBOR3M PAY 6.87% 29-SEP-2027</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L98TXU"/>
        </identifiers>
        <balance>92600</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <currencyConditional curCd="PLN" exchangeRt="4.7741"/>
        <valUSD>434.76</valUSD>
        <pctVal>0.0000606726</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BNP PARIBAS FORTIS SA/NV</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="PLN" fixedOrFloating="Floating" floatingRtIndex="3M WIBOR" floatingRtSpread="0.000000000000" pmntAmt="124.480000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="-120.48" curCd="PLN" fixedOrFloating="Fixed" fixedRt="6.870000000000"/>
            <terminationDt>2027-09-29</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>PLN</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>PLN</rcptCurCd>
            <notionalAmt>92600</notionalAmt>
            <curCd>PLN</curCd>
            <unrealizedAppr>438.76</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS_CCP PLN RCV WIBOR6M PAY 7.15% 21-DEC-2027</name>
        <lei>N/A</lei>
        <title>IRS_CCP PLN RCV WIBOR6M PAY 7.15% 21-DEC-2027</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L99NGU"/>
        </identifiers>
        <balance>184000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <currencyConditional curCd="PLN" exchangeRt="4.7741"/>
        <valUSD>574.89</valUSD>
        <pctVal>0.0000802283</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BANK OF AMERICA, N.A. (DERIV)</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="PLN" fixedOrFloating="Floating" floatingRtIndex="6M WIBOR" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0" curCd="PLN" fixedOrFloating="Fixed" fixedRt="7.150000000000"/>
            <terminationDt>2027-12-21</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>PLN</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>PLN</rcptCurCd>
            <notionalAmt>184000</notionalAmt>
            <curCd>PLN</curCd>
            <unrealizedAppr>574.89</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS_CCP MXN RCV TIIE28D PAY 9.25% 17-SEP-2032</name>
        <lei>N/A</lei>
        <title>IRS_CCP MXN RCV TIIE28D PAY 9.25% 17-SEP-2032</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L99YNU"/>
        </identifiers>
        <balance>1824000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <currencyConditional curCd="MXN" exchangeRt="19.813"/>
        <valUSD>168.49</valUSD>
        <pctVal>0.0000235135</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN INTERNATIONAL BANK LTD</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="MXN" fixedOrFloating="Floating" floatingRtIndex="28 DAY TIIE" floatingRtSpread="0.000000000000" pmntAmt="94.590000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="12" resetDt="Day" resetDtUnit="28"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="-91.24" curCd="MXN" fixedOrFloating="Fixed" fixedRt="9.250000000000"/>
            <terminationDt>2032-09-17</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>MXN</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>MXN</rcptCurCd>
            <notionalAmt>1824000</notionalAmt>
            <curCd>MXN</curCd>
            <unrealizedAppr>171.84</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS_CCP PLN RCV WIBOR6M PAY 7.77% 21-DEC-2027</name>
        <lei>N/A</lei>
        <title>IRS_CCP PLN RCV WIBOR6M PAY 7.77% 21-DEC-2027</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L9KH5U"/>
        </identifiers>
        <balance>173000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <currencyConditional curCd="PLN" exchangeRt="4.7741"/>
        <valUSD>-318.24</valUSD>
        <pctVal>-0.0000444117</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BANK OF AMERICA, N.A. (DERIV)</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="PLN" fixedOrFloating="Floating" floatingRtIndex="6M WIBOR" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0" curCd="PLN" fixedOrFloating="Fixed" fixedRt="7.770000000000"/>
            <terminationDt>2027-12-21</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>PLN</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>PLN</rcptCurCd>
            <notionalAmt>173000</notionalAmt>
            <curCd>PLN</curCd>
            <unrealizedAppr>-318.24</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OIS_CCP GBP RCV SONIA1D PAY 3.2359% 20-OCT-2072</name>
        <lei>N/A</lei>
        <title>OIS_CCP GBP RCV SONIA1D PAY 3.2359% 20-OCT-2072</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L9LGSU"/>
        </identifiers>
        <balance>377000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.8719916"/>
        <valUSD>-40347.99</valUSD>
        <pctVal>-0.0056307309</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="SONIA" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="12" resetDt="Day" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0" curCd="GBP" fixedOrFloating="Fixed" fixedRt="3.235900000000"/>
            <terminationDt>2072-10-20</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>GBP</pmntCurCd>
            <upfrontRcpt>4986.800000000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
            <notionalAmt>377000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>-45331.39</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OIS_CCP EUR RCV 2.8625% PAY ESTR1D 26-OCT-2025</name>
        <lei>N/A</lei>
        <title>OIS_CCP EUR RCV 2.8625% PAY ESTR1D 26-OCT-2025</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L9MUTU"/>
        </identifiers>
        <balance>2490000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="1.0118897"/>
        <valUSD>6676.96</valUSD>
        <pctVal>0.0009317977</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0" curCd="EUR" fixedOrFloating="Fixed" fixedRt="2.862500000000"/>
            <floatingPmntDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="EONIA" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="12" resetDt="Day" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2025-10-26</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>2490000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>6676.96</unrealizedAppr>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OIS_CCP EUR RCV ESTR1D PAY 3.007% 26-OCT-2033</name>
        <lei>N/A</lei>
        <title>OIS_CCP EUR RCV ESTR1D PAY 3.007% 26-OCT-2033</title>
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        <assetCat>DIR</assetCat>
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        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <curCd>EUR</curCd>
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      </invstOrSec>
      <invstOrSec>
        <name>OIS_CCP EUR RCV 2.707% PAY ESTR1D 27-OCT-2025</name>
        <lei>N/A</lei>
        <title>OIS_CCP EUR RCV 2.707% PAY ESTR1D 27-OCT-2025</title>
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        <identifiers>
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        <isRestrictedSec>N</isRestrictedSec>

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            <curCd>EUR</curCd>
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      </invstOrSec>
      <invstOrSec>
        <name>OIS_CCP USD RCV 4.0035% PAY SOFR1D 25-OCT-2025</name>
        <lei>N/A</lei>
        <title>OIS_CCP USD RCV 4.0035% PAY SOFR1D 25-OCT-2025</title>
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        <identifiers>
          <isin value="N/A"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <swapFlag>Y</swapFlag>
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      </invstOrSec>
      <invstOrSec>
        <name>OIS_CCP EUR RCV ESTR1D PAY 2.78796% 30-OCT-2033</name>
        <lei>N/A</lei>
        <title>OIS_CCP EUR RCV ESTR1D PAY 2.78796% 30-OCT-2033</title>
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        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>MORGAN STANLEY &amp; CO. LLC</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <curCd>EUR</curCd>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>OIS_CCP EUR RCV 2.71633% PAY ESTR1D 30-OCT-2025</name>
        <lei>N/A</lei>
        <title>OIS_CCP EUR RCV 2.71633% PAY ESTR1D 30-OCT-2025</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>RPI_CCP USD RCV 2.6025% PAY CPI1D 27-OCT-2052</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>JP MORGAN INTERNATIONAL BANK LTD</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>OIS_CCP USD RCV SOFR1D PAY 3.73% 25-OCT-2033</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      <invstOrSec>
        <name>OIS_CCP EUR RCV 2.5115% PAY ESTR1D 31-OCT-2025</name>
        <lei>N/A</lei>
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      <invstOrSec>
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      <invstOrSec>
        <name>OIS_CCP EUR RCV 2.738% PAY ESTR1D 01-NOV-2024</name>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>OIS_CCP EUR RCV ESTR1D PAY 2.7255% 02-NOV-2027</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>OIS_CCP EUR RCV ESTR1D PAY 2.8025% 27-OCT-2033</name>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>OIS CLP RCV CAMAR1D PAY 1.42% 01-APR-2023</name>
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        <title>OIS CLP RCV CAMAR1D PAY 1.42% 01-APR-2023</title>
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        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9KXNAGU"/>
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        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>OIS CLP RCV 1.65% PAY CLICP1D 28-MAY-2023</name>
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        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9KYTLWU"/>
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        <assetCat>DIR</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>BANK OF AMERICA, N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>OIS_CCP JPY RCV TONAR1N PAY 0.306% 07-APR-2032</name>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>OIS_CCP JPY RCV TONAR1N PAY 0.3058% 07-APR-2032</name>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      <invstOrSec>
        <name>OIS_CCP JPY RCV TONAR1N PAY 0.3029% 07-APR-2032</name>
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      <invstOrSec>
        <name>OIS_CCP JPY RCV TONAR1N PAY 0.298% 07-APR-2032</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>IRS_CCP PLN RCV WIBOR3M PAY 6.15% 11-APR-2024</name>
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      <invstOrSec>
        <name>OIS_CCP USD RCV SOFR1D PAY 3.27% 30-APR-2029</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>OIS_CCP USD RCV SOFR1D PAY 3.05% 15-FEB-2048</name>
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              <counterpartyName>JPMORGAN CHASE BANK, N.A.</counterpartyName>
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      <invstOrSec>
        <name>RPI_CCP USD RCV 3.37% PAY CPI1D 18-NOV-2026</name>
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      <invstOrSec>
        <name>RPI_CCP USD RCV CPI1D PAY 3.97% 18-NOV-2023</name>
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      <invstOrSec>
        <name>OIS_CCP USD RCV 1.63% PAY SOFR1O 15-MAY-2047</name>
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      <invstOrSec>
        <name>OIS_CCP USD RCV SOFR1O PAY 1.65% 15-AUG-2047</name>
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        <name>OIS_CCP USD RCV SOFR1O PAY 2% 18-MAR-2032</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>OIS_CCP USD RCV SOFR1D PAY 2.85% 15-FEB-2029</name>
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        <title>OIS_CCP USD RCV SOFR1D PAY 2.85% 15-FEB-2029</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L6V97U"/>
        </identifiers>
        <balance>2329000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>137016.45</valUSD>
        <pctVal>0.0191212191</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>MORGAN STANLEY &amp; CO. LLC</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>9263.590000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
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            <curCd>USD</curCd>
            <unrealizedAppr>128248.85</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OIS_CCP USD RCV SOFR1D PAY 2.62% 15-FEB-2048</name>
        <lei>N/A</lei>
        <title>OIS_CCP USD RCV SOFR1D PAY 2.62% 15-FEB-2048</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L74ULU"/>
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        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>390950.30</valUSD>
        <pctVal>0.0545587507</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>CITADEL INVESTMENT GROUP, LLC</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <curCd>USD</curCd>
            <unrealizedAppr>315845.92</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OIS_CCP USD RCV SOFR1D PAY 2.6% 15-FEB-2048</name>
        <lei>N/A</lei>
        <title>OIS_CCP USD RCV SOFR1D PAY 2.6% 15-FEB-2048</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L8WWGU"/>
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        <balance>841000</balance>
        <units>OU</units>
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        <curCd>USD</curCd>
        <valUSD>131894.19</valUSD>
        <pctVal>0.0184063863</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>MORGAN STANLEY &amp; CO. LLC</counterpartyName>
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            <swapFlag>Y</swapFlag>
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              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="12" resetDt="Day" resetDtUnit="1"/>
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            <fixedPmntDesc amount="0" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.600000000000"/>
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            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>57680.400000000000</upfrontRcpt>
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            <curCd>USD</curCd>
            <unrealizedAppr>74508.83</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OIS_CCP USD RCV SOFR1O PAY 1.22% 15-AUG-2028</name>
        <lei>N/A</lei>
        <title>OIS_CCP USD RCV SOFR1O PAY 1.22% 15-AUG-2028</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L2UFYU"/>
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        <balance>4412000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>635935.49</valUSD>
        <pctVal>0.0887474594</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMORGAN CHASE BANK, N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOFR" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="12" resetDt="Day" resetDtUnit="1"/>
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            </floatingRecDesc>
            <fixedPmntDesc amount="0" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.220000000000"/>
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            <upfrontPmnt>-1832.800000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
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            <curCd>USD</curCd>
            <unrealizedAppr>637496.55</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OIS_CCP USD RCV SOFR1O PAY 1.13% 15-AUG-2028</name>
        <lei>N/A</lei>
        <title>OIS_CCP USD RCV SOFR1O PAY 1.13% 15-AUG-2028</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L2KEMU"/>
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        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>2359079.55</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>BANK OF AMERICA, N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOFR" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <fixedPmntDesc amount="0" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.130000000000"/>
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            <curCd>USD</curCd>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OIS_CCP USD RCV SOFR1O PAY 1.52% 15-FEB-2047</name>
        <lei>N/A</lei>
        <title>OIS_CCP USD RCV SOFR1O PAY 1.52% 15-FEB-2047</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9L1DL7U"/>
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        <descOthUnits>NOTIONAL</descOthUnits>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>CITADEL INVESTMENT GROUP, LLC</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <curCd>USD</curCd>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>OIS_CCP USD RCV SOFR1O PAY 1.72875% 15-FEB-2047</name>
        <lei>N/A</lei>
        <title>OIS_CCP USD RCV SOFR1O PAY 1.72875% 15-FEB-2047</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
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        <curCd>USD</curCd>
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        <assetCat>DIR</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>GOLDMAN, SACHS &amp; CO</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <curCd>USD</curCd>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OIS_CCP USD RCV SOFR1D PAY 3.85% 30-JUN-2029</name>
        <lei>N/A</lei>
        <title>OIS_CCP USD RCV SOFR1D PAY 3.85% 30-JUN-2029</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <descOthUnits>NOTIONAL</descOthUnits>
        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>GOLDMAN, SACHS &amp; CO</counterpartyName>
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            </floatingRecDesc>
            <fixedPmntDesc amount="0" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.850000000000"/>
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          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2023-02-01</ncom:dateSigned>
      <ncom:nameOfApplicant>Morningstar Funds Trust</ncom:nameOfApplicant>
      <ncom:signature>Marc Peirce</ncom:signature>
      <ncom:signerName>Marc Peirce</ncom:signerName>
      <ncom:title>Director Mutual Fund Compliance</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
