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        <name>Freddie Mac</name>
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        <name>AMERICAN EXPRESS COMPANY</name>
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        <name>EXETER AUTOMOBILE RECEIVABLES TRUST</name>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-18</maturityDt>
          <couponKind>None</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>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-5 SDART 2022-5 A3</title>
        <cusip>80287HAC2</cusip>
        <identifiers>
          <isin value="US80287HAC25"/>
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        <balance>57011.79000000</balance>
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        <curCd>USD</curCd>
        <valUSD>56901.25000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-17</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TOYOTA AUTO RECEIVABLES OWNER TRUST</name>
        <lei>N/A</lei>
        <title>TOYOTA AUTO RECEIVABLES 2024-A OWNER TRUST TAOT 2024-A A1</title>
        <cusip>89238DAA6</cusip>
        <identifiers>
          <isin value="US89238DAA63"/>
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        <balance>203902.82000000</balance>
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        <curCd>USD</curCd>
        <valUSD>203916.20000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.51900000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CREDIT ACCEPTANCE AUTO LOAN TRUST</name>
        <lei>N/A</lei>
        <title>CREDIT ACCEPTANCE AUTO LOAN TRUST 2021-3 CAALT 2021-3A A</title>
        <cusip>22535GAA0</cusip>
        <identifiers>
          <isin value="US22535GAA04"/>
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        <balance>56019.95000000</balance>
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        <curCd>USD</curCd>
        <valUSD>55753.72000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ENTERPRISE FLEET FINANCING LLC</name>
        <lei>N/A</lei>
        <title>ENTERPRISE FLEET FINANCING 2023-3 LLC EFF 2023-3 A1</title>
        <cusip>29374LAA8</cusip>
        <identifiers>
          <isin value="US29374LAA89"/>
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        <balance>68253.76000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>68287.21000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.90600000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-1 SDART 2023-1 A2</title>
        <cusip>80287GAB6</cusip>
        <identifiers>
          <isin value="US80287GAB68"/>
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        <balance>19581.94000000</balance>
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        <curCd>USD</curCd>
        <valUSD>19579.39000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.36000000</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>VOLKSWAGEN AUTO LEASE TRUST</name>
        <lei>N/A</lei>
        <title>VOLKSWAGEN AUTO LEASE TRUST 2024-A VWALT 2024-A A1</title>
        <cusip>92866EAA7</cusip>
        <identifiers>
          <isin value="US92866EAA73"/>
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        <balance>325000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>325036.40000000</valUSD>
        <pctVal>0.570635144942</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.51600000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BRIDGECREST LENDING AUTO SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024 BLAST 2024-1 A1</title>
        <cusip>107933AA1</cusip>
        <identifiers>
          <isin value="US107933AA11"/>
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        <balance>2540.20000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2540.32000000</valUSD>
        <pctVal>0.004459795491</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.60700000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIZENS AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>CITIZENS AUTO RECEIVABLES TRUST 2024-1 CITZN 2024-1 A1</title>
        <cusip>17331QAA4</cusip>
        <identifiers>
          <isin value="US17331QAA40"/>
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        <balance>121760.05000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>121774.65000000</valUSD>
        <pctVal>0.213788040518</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.61600000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <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>CREDIT SUISSE AG/NEW YORK NY 4.750000% 08/09/2024</title>
        <cusip>22550L2J9</cusip>
        <identifiers>
          <isin value="US22550L2J94"/>
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        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>299242.13000000</valUSD>
        <pctVal>0.525350626038</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHASE AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>CHASE AUTO OWNER TRUST 2024-1 CHAOT 2024-1A A1</title>
        <cusip>16144BAA6</cusip>
        <identifiers>
          <isin value="US16144BAA61"/>
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        <balance>320000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>320033.25000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.53700000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VOLKSWAGEN AUTO LEASE TRUST</name>
        <lei>N/A</lei>
        <title>VOLKSWAGEN AUTO LEASE TRUST 2023-A VWALT 2023-A A3</title>
        <cusip>92867UAD4</cusip>
        <identifiers>
          <isin value="US92867UAD46"/>
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        <balance>275000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>275887.07000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.81000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FORD CREDIT AUTO LEASE TRUST</name>
        <lei>N/A</lei>
        <title>FORD CREDIT AUTO LEASE TRUST 2024-A FORDL 2024-A A1</title>
        <cusip>345290AA8</cusip>
        <identifiers>
          <isin value="US345290AA89"/>
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        <balance>295334.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>295392.39000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50600000</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>MERCEDES-BENZ AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>MERCEDES-BENZ AUTO RECEIVABLES TRUST 2021-1 MBART 2021-1 A3</title>
        <cusip>58772WAC7</cusip>
        <identifiers>
          <isin value="US58772WAC73"/>
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        <balance>233731.32000000</balance>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NISSAN AUTO RECEIVABLES OWNER TRUST</name>
        <lei>N/A</lei>
        <title>NISSAN AUTO RECEIVABLES 2022-A OWNER TRUST NAROT 2022-A A3</title>
        <cusip>65479QAC1</cusip>
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          <isin value="US65479QAC15"/>
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        <curCd>USD</curCd>
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        <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>OSCAR US FUNDING TRUST</name>
        <lei>549300GTSLUONMR77U11</lei>
        <title>OSCAR US FUNDING XVI LLC OSCAR 2024-1A A1</title>
        <cusip>68784GAA1</cusip>
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        <balance>156205.35000000</balance>
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        <curCd>USD</curCd>
        <valUSD>156188.55000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.62700000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Banco Santander, S.A.</name>
        <lei>5493006QMFDDMYWIAM13</lei>
        <title>BANCO SANTANDER S.A. COMMERCIAL PAPER 0%</title>
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        <curCd>USD</curCd>
        <valUSD>398143.10000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-31</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>BANQUE ROYALE DU CANADA</name>
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        <name>ALLY AUTO RECEIVABLES TRUST</name>
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        <name>GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>EXETER AUTOMOBILE RECEIVABLES TRUST</name>
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      <invstOrSec>
        <name>DT AUTO OWNER TRUST</name>
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      <invstOrSec>
        <name>HYUNDAI AUTO RECEIVABLES TRUST</name>
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      <invstOrSec>
        <name>JPMORGAN CHASE &amp; CO.</name>
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          <isin value="US46625HJY71"/>
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      <invstOrSec>
        <name>MORGAN STANLEY</name>
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        <name>United States of America</name>
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        <name>AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED</name>
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        <name>NEW YORK LIFE GLOBAL FUNDING</name>
        <lei>635400DPNHEAUHB7ZI15</lei>
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          <isin value="US64953BAX64"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BMW VEHICLE LEASE TRUST</name>
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          <isin value="US05611UAA16"/>
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        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <fairValLevel>2</fairValLevel>
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          <annualizedRt>0.00000000</annualizedRt>
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        <name>HUNTINGTON AUTO TRUST</name>
        <lei>N/A</lei>
        <title>HUNTINGTON AUTO TRUST 2024-1 HUNT 2024-1A A1</title>
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          <isin value="US446144AA59"/>
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        <name>CARVANA AUTO RECEIVABLES TRUST</name>
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        <name>United States of America</name>
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        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
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        <name>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST</name>
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        <name>LAD AUTO RECEIVABLES TRUST</name>
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        <name>GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.</name>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
        <name>TOYOTA LEASE OWNER TRUST</name>
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      <invstOrSec>
        <name>Svenska Handelsbanken AB</name>
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      <invstOrSec>
        <name>CPS AUTO RECEIVABLES TRUST</name>
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        <name>FLAGSHIP CREDIT AUTO TRUST</name>
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          <isin value="US33845VAA98"/>
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        <name>United States of America</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>United States of America</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CCG RECEIVABLES TRUST</name>
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        <name>Federal National Mortgage Association</name>
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        <fairValLevel>2</fairValLevel>
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        <name>PRESTIGE AUTO RECEIVABLES TRUST</name>
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        <name>United States of America</name>
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        <name>BPCE SA</name>
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        <name>United States of America</name>
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        <name>Bank of Montreal (Chicago branch)</name>
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        <name>SCF EQUIPMENT LEASING LLC</name>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>2143700.00000000</principalAmt>
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              <collateralVal>2040004.94000000</collateralVal>
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              <invstCat>UST</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CPS AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
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        <cusip>12664DAA1</cusip>
        <identifiers>
          <isin value="US12664DAA19"/>
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        <balance>3554.81000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3552.39000000</valUSD>
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        <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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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VOLKSWAGEN AUTO LEASE TRUST</name>
        <lei>N/A</lei>
        <title>VOLKSWAGEN AUTO LEASE TRUST 2022-A VWALT 2022-A A3</title>
        <cusip>92868AAC9</cusip>
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          <isin value="US92868AAC99"/>
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        <balance>154368.08000000</balance>
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        <curCd>USD</curCd>
        <valUSD>153724.46000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.44000000</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>CHESAPEAKE FUNDING LLC</name>
        <lei>549300LG5AUFDML64706</lei>
        <title>CHESAPEAKE FUNDING II LLC CFII 2021-1A A1</title>
        <cusip>165183CP7</cusip>
        <identifiers>
          <isin value="US165183CP74"/>
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        <balance>217604.95000000</balance>
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        <curCd>USD</curCd>
        <valUSD>213529.45000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.47000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-2 SDART 2022-2 A3</title>
        <cusip>80286MAC2</cusip>
        <identifiers>
          <isin value="US80286MAC29"/>
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        <balance>16937.33000000</balance>
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        <curCd>USD</curCd>
        <valUSD>16916.61000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.98000000</annualizedRt>
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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>GENERAL MOTORS FINANCIAL CO INC 3.500000% 11/07/2024</title>
        <cusip>37045XCD6</cusip>
        <identifiers>
          <isin value="US37045XCD66"/>
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        <balance>300000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>296434.60000000</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>2024-11-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020-3 AMCAR 2020-3 C</title>
        <cusip>03066PAE9</cusip>
        <identifiers>
          <isin value="US03066PAE97"/>
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        <balance>300000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>293100.21000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.06000000</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 of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY BILL 0.000000% 07/30/2024</title>
        <cusip>912797KR7</cusip>
        <identifiers>
          <isin value="US912797KR75"/>
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        <balance>525000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>518118.23000000</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>2024-07-30</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>THE WILLIAMS COMPANIES, INC.</name>
        <lei>D71FAKCBLFS2O0RBPG08</lei>
        <title>WILLIAMS COS INC/THE 4.550000% 06/24/2024</title>
        <cusip>969457BW9</cusip>
        <identifiers>
          <isin value="US969457BW96"/>
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        <balance>225000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>224548.91000000</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>2024-06-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.55000000</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>HPEFS EQUIPMENT TRUST</name>
        <lei>N/A</lei>
        <title>HPEFS EQUIPMENT TRUST 2024-1 HPEFS 2024-1A A1</title>
        <cusip>403963AA9</cusip>
        <identifiers>
          <isin value="US403963AA90"/>
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        <balance>213352.08000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>213362.15000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.59600000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AUXILIOR TERM FUNDING LLC</name>
        <lei>N/A</lei>
        <title>AUXILIOR TERM FUNDING 2023-1 LLC XCAP 2023-1A A1</title>
        <cusip>05335JAA1</cusip>
        <identifiers>
          <isin value="US05335JAA16"/>
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        <balance>33999.15000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34003.72000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.86400000</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>BANQUE DE MONTREAL</name>
        <lei>NQQ6HPCNCCU6TUTQYE16</lei>
        <title>BANK OF MONTREAL MTN 4.250000% 09/14/2024</title>
        <cusip>06368LAP1</cusip>
        <identifiers>
          <isin value="US06368LAP13"/>
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        <balance>200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>198842.80000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</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>TESLA AUTO LEASE TRUST</name>
        <lei>N/A</lei>
        <title>TESLA AUTO LEASE TRUST 2024-A TESLA 2024-A A1</title>
        <cusip>88166VAA4</cusip>
        <identifiers>
          <isin value="US88166VAA44"/>
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        <balance>245000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>245019.87000000</valUSD>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.53000000</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>CARMAX AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>CARMAX AUTO OWNER TRUST 2024-1 CARMX 2024-1 A1</title>
        <cusip>14318WAA5</cusip>
        <identifiers>
          <isin value="US14318WAA53"/>
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        <balance>149838.09000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>149850.27000000</valUSD>
        <pctVal>0.263077706192</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.51100000</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>EXETER AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>EXETER AUTOMOBILE RECEIVABLES TRUST 2023-3 EART 2023-3A A2</title>
        <cusip>301989AB5</cusip>
        <identifiers>
          <isin value="US301989AB53"/>
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        <balance>33008.93000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33019.20000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.11000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VOLKSWAGEN AUTO LOAN ENHANCED TRUST</name>
        <lei>N/A</lei>
        <title>VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-2 VALET 2023-2 A1</title>
        <cusip>92867YAA2</cusip>
        <identifiers>
          <isin value="US92867YAA29"/>
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        <balance>33876.44000000</balance>
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        <curCd>USD</curCd>
        <valUSD>33878.10000000</valUSD>
        <pctVal>0.059476521718</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.60100000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2024-1 A1</title>
        <cusip>36268GAA3</cusip>
        <identifiers>
          <isin value="US36268GAA31"/>
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        <balance>83805.72000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>83812.42000000</valUSD>
        <pctVal>0.147141404577</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.52900000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <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 CREDIT ACCEPTANCE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
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      <invstOrSec>
        <name>NISSAN AUTO RECEIVABLES OWNER TRUST</name>
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      <invstOrSec>
        <name>DONLEN FLEET LEASE FUNDING 2</name>
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          <isin value="US257812AC18"/>
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        <isRestrictedSec>Y</isRestrictedSec>

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      <invstOrSec>
        <name>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST</name>
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          <isin value="US03065WAB19"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>United States of America</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>None</couponKind>
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        <securityLending>
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        <name>METROPOLITAN LIFE GLOBAL FUNDING I</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CNH EQUIPMENT TRUST</name>
        <lei>N/A</lei>
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        <identifiers>
          <isin value="US18978FAA49"/>
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        <balance>363623.37000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <balance>1050000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1024466.92000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST</name>
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        <title>GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2024-2 A1</title>
        <cusip>379931AA6</cusip>
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          <isin value="US379931AA67"/>
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        <balance>525000.00000000</balance>
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        <name>EXETER AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>U.S. BANCORP</name>
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        <name>MMAF EQUIPMENT FINANCE LLC</name>
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        <name>VERIZON MASTER TRUST</name>
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          <couponKind>Fixed</couponKind>
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        <name>ALLY AUTO RECEIVABLES TRUST</name>
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        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <name>TESLA ELECTRIC VEHICLE TRUST</name>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>SBNA AUTO LEASE TRUST</name>
        <lei>N/A</lei>
        <title>SBNA AUTO LEASE TRUST 2024-A SBALT 2024-A A1</title>
        <cusip>78414SAA2</cusip>
        <identifiers>
          <isin value="US78414SAA24"/>
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        <balance>87075.69000000</balance>
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        <curCd>USD</curCd>
        <valUSD>87081.15000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.56800000</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>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-1 WLAKE 2023-1A A2A</title>
        <cusip>96042XAB1</cusip>
        <identifiers>
          <isin value="US96042XAB10"/>
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        <balance>109864.11000000</balance>
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        <curCd>USD</curCd>
        <valUSD>109796.02000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.51000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BMW VEHICLE LEASE TRUST</name>
        <lei>N/A</lei>
        <title>BMW VEHICLE LEASE TRUST 2023-1 BMWLT 2023-1 A3</title>
        <cusip>05593AAC3</cusip>
        <identifiers>
          <isin value="US05593AAC36"/>
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        <balance>300000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>CTTRZVUE5</cusip>
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          <other otherDesc="All Others" value="CTTRZVUE5"/>
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        <curCd>USD</curCd>
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        <assetCat>RA</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <transCat>Repurchase</transCat>
          <clearedCentCparty centralCounterparty="CITIGROUP GLOBAL MARKETS" isCleared="Y"/>
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            <repurchaseCollateral>
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              <invstCat>UST</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>ARI FLEET LEASE TRUST</name>
        <lei>N/A</lei>
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        <cusip>00218KAA1</cusip>
        <identifiers>
          <isin value="US00218KAA16"/>
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        <balance>206799.35000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.56800000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>HYUNDAI AUTO LEASE SECURITIZATION TRUST</name>
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        <title>HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-B HALST 2023-B A2A</title>
        <cusip>448980AB8</cusip>
        <identifiers>
          <isin value="US448980AB85"/>
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        <balance>280154.67000000</balance>
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        <curCd>USD</curCd>
        <valUSD>279957.25000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.47000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TOYOTA AUTO RECEIVABLES OWNER TRUST</name>
        <lei>N/A</lei>
        <title>TOYOTA AUTO RECEIVABLES 2020-C OWNER TRUST TAOT 2020-C A4</title>
        <cusip>89237VAC3</cusip>
        <identifiers>
          <isin value="US89237VAC37"/>
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        <balance>85935.50000000</balance>
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        <curCd>USD</curCd>
        <valUSD>85493.87000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.57000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CARVANA AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>CARVANA AUTO RECEIVABLES TRUST 2024-N1 CRVNA 2024-N1 A1</title>
        <cusip>14687QAA1</cusip>
        <identifiers>
          <isin value="US14687QAA13"/>
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        <balance>265622.01000000</balance>
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        <curCd>USD</curCd>
        <valUSD>265632.66000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.64500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DRIVE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>DRIVE AUTO RECEIVABLES TRUST 2024-1 DRIVE 2024-1 A2</title>
        <cusip>26208WAB0</cusip>
        <identifiers>
          <isin value="US26208WAB00"/>
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        <balance>220000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>220094.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.83000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GM FINANCIAL AUTOMOBILE LEASING TRUST</name>
        <lei>N/A</lei>
        <title>GM FINANCIAL AUTOMOBILE LEASING TRUST 2022-3 GMALT 2022-3 A3</title>
        <cusip>380130AD6</cusip>
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          <isin value="US380130AD61"/>
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        <balance>186146.62000000</balance>
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        <curCd>USD</curCd>
        <valUSD>185510.54000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.01000000</annualizedRt>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>N/A</lei>
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        <cusip>38384KLK5</cusip>
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          <isin value="US38384KLK50"/>
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        <balance>183135.87000000</balance>
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        <valUSD>180777.39000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <name>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST</name>
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        <cusip>02529YAA1</cusip>
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          <isin value="US02529YAA10"/>
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        <name>BANK OF AMERICA AUTO TRUST</name>
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          <isin value="US06054YAA55"/>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>United States of America</name>
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        <issuerCat>UST</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-30</maturityDt>
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        <name>Toronto-Dominion Bank (New York Branch)</name>
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        <assetCat>STIV</assetCat>
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        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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        <name>DELL EQUIPMENT FINANCE TRUST</name>
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        <title>DELL EQUIPMENT FINANCE TRUST 2024-1 DEFT 2024-1 A1</title>
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          <isin value="US24702GAA31"/>
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        <balance>140000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-04-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.56800000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HYUNDAI AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>HYUNDAI AUTO RECEIVABLES TRUST 2023-C HART 2023-C A1</title>
        <cusip>44918CAA0</cusip>
        <identifiers>
          <isin value="US44918CAA09"/>
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        <balance>27354.57000000</balance>
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        <curCd>USD</curCd>
        <valUSD>27357.17000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <name>ENTERPRISE FLEET FINANCING LLC</name>
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        <name>DRIVE AUTO RECEIVABLES TRUST</name>
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        <name>GM FINANCIAL AUTOMOBILE LEASING TRUST</name>
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        <valUSD>569195.67000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-07-09</maturityDt>
          <couponKind>None</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
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        <cusip>96043RAA5</cusip>
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          <isin value="US96043RAA59"/>
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        <valUSD>196715.34000000</valUSD>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-03-17</maturityDt>
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          <annualizedRt>5.62900000</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>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST</name>
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        <cusip>03066JAC7</cusip>
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          <isin value="US03066JAC71"/>
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        <curCd>USD</curCd>
        <valUSD>85810.01000000</valUSD>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-08-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.76000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HPEFS EQUIPMENT TRUST</name>
        <lei>N/A</lei>
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          <isin value="US44328UAA43"/>
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        <balance>61496.20000000</balance>
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        <curCd>USD</curCd>
        <valUSD>61507.04000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-10-18</maturityDt>
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          <annualizedRt>5.75800000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>HYUNDAI AUTO RECEIVABLES TRUST</name>
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        <title>HYUNDAI AUTO RECEIVABLES TRUST 2020-C HART 2020-C A4</title>
        <cusip>44891RAD2</cusip>
        <identifiers>
          <isin value="US44891RAD26"/>
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        <balance>167241.02000000</balance>
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        <valUSD>164889.80000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-11-16</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>SFS AUTO RECEIVABLES SECURITIZATION TRUST</name>
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          <isin value="US78435VAA08"/>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AMUR EQUIPMENT FINANCE RECEIVABLES LLC</name>
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        <identifiers>
          <isin value="US03237CAA09"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HONDA AUTO RECEIVABLES OWNER TRUST</name>
        <lei>N/A</lei>
        <title>HONDA AUTO RECEIVABLES 2021-1 OWNER TRUST HAROT 2021-1 A3</title>
        <cusip>43813GAC5</cusip>
        <identifiers>
          <isin value="US43813GAC50"/>
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        <balance>23049.66000000</balance>
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        <curCd>USD</curCd>
        <valUSD>22978.94000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.27000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY BILL 0.000000% 05/14/2024</title>
        <cusip>912797JW8</cusip>
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          <isin value="US912797JW89"/>
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        <balance>1350000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
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        <name>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST</name>
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          <isin value="US02530UAA60"/>
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        <valUSD>22334.60000000</valUSD>
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          <maturityDt>2026-09-14</maturityDt>
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        <name>PACIFIC LIFE GLOBAL FUNDING II</name>
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        <valUSD>300886.98000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2024-04-30</ncom:dateSigned>
      <ncom:nameOfApplicant>Catholic Responsible Investments Funds</ncom:nameOfApplicant>
      <ncom:signature>Paul Ainslie</ncom:signature>
      <ncom:signerName>Paul Ainslie</ncom:signerName>
      <ncom:title>CCO</ncom:title>
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</edgarSubmission>
