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        <name>FORD MTR CR CO LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
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        <cusip>345397A29</cusip>
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          <isin value="US345397A290"/>
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        <balance>10160000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9611360.00000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>EVERSOURCE ENERGY</name>
        <lei>SJ7XXD41SQU3ZNWUJ746</lei>
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        <cusip>30040WAA6</cusip>
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          <isin value="US30040WAA62"/>
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        <balance>6629000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6704911.93000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BMW VEHICLE LEASE TRUST TR 2019-1</name>
        <lei>N/A</lei>
        <title>BMW VEHICLE LEASE TRUST TR 2019-1 2.84% 11/22/2021</title>
        <cusip>05586VAC6</cusip>
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          <isin value="US05586VAC63"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DELL EQUIPMENT FINANCE TRUST 2019-1</name>
        <lei>549300CHGEQ6XHCQGX20</lei>
        <title>DELL EQUIPMENT FINANCE TRUST 2019-1 2.78% 08/23/2021 144A</title>
        <cusip>24704BAC8</cusip>
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          <isin value="US24704BAC81"/>
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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>CHICAGO BOARD OF TRADE</name>
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        <title>US 2YR NOTE (CBT) FUT SEP20 TUU0</title>
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        <identifiers>
          <ticker value="TUU0"/>
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        <balance>1310.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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                <issuerName>UST NOTES</issuerName>
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      <invstOrSec>
        <name>NEW YORK ST URBAN DEV CORP REV</name>
        <lei>N/A</lei>
        <title>NYS UDC 2.55% 03/15/22</title>
        <cusip>6500356Z6</cusip>
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          <isin value="US6500356Z67"/>
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        <curCd>USD</curCd>
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        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>SUNTRUST BANK</name>
        <lei>IYDOJBGJWY9T8XKCSX06</lei>
        <title>SUNTRUST BANK ATLNTA GA MTN BE 3.502%/VAR 08/02/2022</title>
        <cusip>86787EAX5</cusip>
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          <isin value="US86787EAX58"/>
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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>
        <debtSec>
          <maturityDt>2022-08-02</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>AIR LEASE CORP</name>
        <lei>5493004NW4M4P8TMMK63</lei>
        <title>AIR LEASE CORP 2.5% 03/01/2021</title>
        <cusip>00912XAZ7</cusip>
        <identifiers>
          <isin value="US00912XAZ78"/>
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        <balance>5880000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5675287.80000000</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>2021-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02500000</annualizedRt>
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      <invstOrSec>
        <name>CITIZENS BANK NA</name>
        <lei>DRMSV1Q0EKMEXLAU1P80</lei>
        <title>CITIZENS BK MTN BE 3.25% 02/14/2022</title>
        <cusip>17401QAS0</cusip>
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          <isin value="US17401QAS03"/>
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        <balance>8988000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9264942.39000000</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>2022-02-14</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>COMCAST CORP NEW</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 4.5% 09/01/2049#FM1534</title>
        <cusip>3140X4V45</cusip>
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        <curCd>USD</curCd>
        <valUSD>22187980.43000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>DISCOVER CARD EXECUTION NT TR</name>
        <lei>549300CKCX1QE4RUW216</lei>
        <title>DISCOVER CARD EXECUTION NT TR 2019-A1 A1 3.04% 07/15/2024</title>
        <cusip>254683CK9</cusip>
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          <isin value="US254683CK92"/>
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        <balance>9508000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9901016.98000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03040000</annualizedRt>
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      <invstOrSec>
        <name>DT AUTO OWNER TR 2019-4</name>
        <lei>N/A</lei>
        <title>DT AUTO OWNER TR 2019-4 2.17% 05/15/2023 144A</title>
        <cusip>23343JAA4</cusip>
        <identifiers>
          <isin value="US23343JAA43"/>
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        <curCd>USD</curCd>
        <valUSD>6258458.40000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02170000</annualizedRt>
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      <invstOrSec>
        <name>APPLE INC</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>APPLE INC 0.75% 05/11/2023</title>
        <cusip>037833DV9</cusip>
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          <isin value="US037833DV96"/>
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        <balance>10686000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10799525.29000000</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>2023-05-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00750000</annualizedRt>
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        <name>WELLS FARGO and CO</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WELLS FARGO and CO NEW 2.164%/VAR 02/11/2026</title>
        <cusip>95000U2K8</cusip>
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        <balance>30000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>30404368.80000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GE CAPITAL INTL FUNDING CO</name>
        <lei>549300G6UZOB126GBY72</lei>
        <title>GE CAP INTL FDG CO 2.342% 11/15/2020</title>
        <cusip>36164QMS4</cusip>
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          <isin value="US36164QMS48"/>
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        <balance>24507000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>24669099.84000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02342000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>DISCOVER BANK</name>
        <lei>X05BVSK68TQ7YTOSNR22</lei>
        <title>DISCOVER BK NEW CASTLE DEL 3.1% 06/04/2020</title>
        <cusip>25466AAG6</cusip>
        <identifiers>
          <isin value="US25466AAG67"/>
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        <balance>5167000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5167396.05000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
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        <name>UBS BARCLAYS COML MTG TR 2013-C6</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>COMM 2012-CCRE4 MTG TR</name>
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        <name>DEUTSCHE BANK AG NEW YORK BNCH</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>SILVERSTONE MASTER ISSUER PLC</name>
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        <name>AIA GROUP LTD</name>
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        <name>CHESAPEAKE FUNDING II LLC</name>
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        <name>HUMANA INC</name>
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        <name>CARMAX AUTO OWNER TR 2018-4</name>
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        <name>GM FINL AUTOMOBILE LEASING TR 2019-1</name>
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        <name>CREDIT SUISSE GROUP FUNDING GUERNSEY LTD</name>
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        <name>DLL SECURITIZATION TR 2017-A</name>
        <lei>549300Y1OC411ERTRZ95</lei>
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        <name>SANTANDER RETAIL AUTO LEASE TRUST 2018-A</name>
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        <name>VF CORPORATION</name>
        <lei>CWAJJ9DJ5Z7P057HV541</lei>
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        <name>LLOYDS BANK PLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>MMAF EQUIP FIN LLC 2019-B</name>
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        <name>MARSH and MCLENNAN COS INC</name>
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        <name>MITSUBISHI UFJ FIN GRP INC</name>
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        <name>TIME WARNER CABLE INC</name>
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        <name>GS MTG SECS CORP TR 2012-BWTR</name>
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      <invstOrSec>
        <name>VOLVO FINANCIAL EQUIPMENT LLC 2019</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TJX COMPANIES INC</name>
        <lei>V167QI9I69W364E2DY52</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FORD CR FLOORPLN MAST OWN TR A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AIR LEASE CORP</name>
        <lei>5493004NW4M4P8TMMK63</lei>
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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>SUNCOR ENERGY INC NEW</name>
        <lei>549300W70ZOQDVLCHY06</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CSMC 2019-ICE4</name>
        <lei>N/A</lei>
        <title>CSMC 2019-ICE4 1ML+98.535 05/15/2036 144A</title>
        <cusip>12653VAA4</cusip>
        <identifiers>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <name>KINDER MORGAN INC DEL</name>
        <lei>549300WR7IX8XE0TBO16</lei>
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        <cusip>49456BAM3</cusip>
        <identifiers>
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        <balance>9563000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9976951.57000000</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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        <name>ZIMMER BIOMET HLDGS INC</name>
        <lei>2P2YLDVPES3BXQ1FRB91</lei>
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        <cusip>98956PAP7</cusip>
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        <balance>7740000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7675921.24000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 8/32 #579718</title>
        <cusip>36201DAT9</cusip>
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        <curCd>USD</curCd>
        <valUSD>714.91000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>ACCREDITED MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>ACCR 2003-3 A1 5.21% 12/33</title>
        <cusip>004375AR2</cusip>
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          <isin value="US004375AR24"/>
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        <curCd>USD</curCd>
        <valUSD>436837.75000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.05210000</annualizedRt>
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        <name>SYNCHRONY FINANCIAL</name>
        <lei>549300RS7EWPM9MA6C78</lei>
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        <cusip>87165BAD5</cusip>
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          <isin value="US87165BAD55"/>
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        <balance>14053000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>14044358.81000000</valUSD>
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        <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>0.04250000</annualizedRt>
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        <name>SECURITIZED TERM AUTO RECEIVABLES TR 2019-1</name>
        <lei>N/A</lei>
        <title>SECURITIZED TERM AUTO RECEIVABLES TR 2019-1 2.986% 02/27/2023 144A</title>
        <cusip>81377DAC0</cusip>
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          <isin value="US81377DAC02"/>
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        <balance>6441000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6517640.17000000</valUSD>
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        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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        <name>BARCLAYS BANK PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>BARCLAYS BANK PLC 1.7% 05/12/2022</title>
        <cusip>06739GCR8</cusip>
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          <isin value="US06739GCR83"/>
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        <curCd>USD</curCd>
        <valUSD>2590907.24000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 3/32 #569160</title>
        <cusip>36200QJD7</cusip>
        <identifiers>
          <isin value="US36200QJD79"/>
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        <curCd>USD</curCd>
        <valUSD>3923.10000000</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>2032-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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        <name>CNH EQUIP TR 2019-C</name>
        <lei>N/A</lei>
        <title>CNH EQUIPMENT TRUST 2019-C 1.99% 03/15/2023</title>
        <cusip>12597CAB3</cusip>
        <identifiers>
          <isin value="US12597CAB37"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01990000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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        <name>NAVISTAR FINL DEALER NT MASTER OWNER TR II</name>
        <lei>N/A</lei>
        <title>NAVISTAR FINL DEALER NT MASTER OWNER TR II 2018-1 A 1ML+63 09/25/2023 144A</title>
        <cusip>63938PBD0</cusip>
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          <isin value="US63938PBD06"/>
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        <balance>9430000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9275091.50000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00798250</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3140J57C7</cusip>
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        <fairValLevel>2</fairValLevel>
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        <name>WELLS FARGO COML MTG TR 2016-LC25</name>
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        <fairValLevel>2</fairValLevel>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36212A4N2</cusip>
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        <fairValLevel>2</fairValLevel>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>AMERICAN EXPRESS CREDIT CORP</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>MORGAN STANLEY</name>
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        <name>ZIONS BANCORP NA</name>
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        <name>ELANCO ANIMAL HEALTH INC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>PARK PL SECS INC</name>
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        <name>MOSAIC CO</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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          <couponKind>Fixed</couponKind>
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        <name>BAMLL COML MTG SECS TR 2019</name>
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        <name>WELLS FARGO BK NA SAN FRANCISC O CALIF MEDIUM TERM SR BK NTS BOOK ENTRY</name>
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        <name>GLAXOSMITHKLINE CAP PLC</name>
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        <name>Fidelity Revere Street Trust</name>
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        <name>VOLKSWAGEN AUTO LN ENHANCED TR 2018-1</name>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>TARGET CORP</name>
        <lei>8WDDFXB5T1Z6J0XC1L66</lei>
        <title>TARGET CORP 2.25% 04/15/2025</title>
        <cusip>87612EBL9</cusip>
        <identifiers>
          <isin value="US87612EBL92"/>
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        <balance>1457000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1552930.57000000</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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      <invstOrSec>
        <name>BAT CAPITAL CORP</name>
        <lei>2138005GYEXN7XRHFA84</lei>
        <title>BAT CAPITAL CORP 3.222% 08/15/2024</title>
        <cusip>05526DAZ8</cusip>
        <identifiers>
          <isin value="US05526DAZ87"/>
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        <balance>10000000.00000000</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>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03222000</annualizedRt>
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      <invstOrSec>
        <name>MITSUBISHI UFJ FIN GRP INC</name>
        <lei>353800V2V8PUY9TK3E06</lei>
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        <cusip>606822BL7</cusip>
        <identifiers>
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        <balance>6282000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6465384.52000000</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>2022-07-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02623000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TRAPEZA CDO XII LTD / TRAPEZA CDO XII INC</name>
        <lei>5493000R4ICCD2N68609</lei>
        <title>TRAP 2007-12A B 3ML+56 4/42</title>
        <cusip>89413GAG3</cusip>
        <identifiers>
          <isin value="US89413GAG38"/>
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        <balance>261000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>168345.00000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-04-06</maturityDt>
          <couponKind>Variable</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>EXELON CORP</name>
        <lei>3SOUA6IRML7435B56G12</lei>
        <title>EXELON CORP VAR 06/01/2022</title>
        <cusip>30161NAW1</cusip>
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        <balance>9472000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9850251.63000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03497000</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>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2019-3</name>
        <lei>N/A</lei>
        <title>AMERICAN CR ACCEP RECEIVABLES TR 2019-3 A 2.44% 12/12/2022 144A</title>
        <cusip>02529NAA5</cusip>
        <identifiers>
          <isin value="US02529NAA54"/>
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        <balance>2802603.71310000</balance>
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        <curCd>USD</curCd>
        <valUSD>2809859.65000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02440000</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>CWABS INC</name>
        <lei>N/A</lei>
        <title>CWL 2004-2 3A4 1ML+25 7/34</title>
        <cusip>1266713Y0</cusip>
        <identifiers>
          <isin value="US1266713Y02"/>
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        <balance>234177.39260000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>210633.08000000</valUSD>
        <pctVal>0.003842269013</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00668250</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>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 12/28 #781228</title>
        <cusip>36225BLH9</cusip>
        <identifiers>
          <isin value="US36225BLH95"/>
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        <balance>1572.34810000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1786.60000000</valUSD>
        <pctVal>0.000032590312</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</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 CORP NEW</name>
        <lei>N/A</lei>
        <title>CHEVRON CORP NEW 1.141% 05/11/2023</title>
        <cusip>166764BV1</cusip>
        <identifiers>
          <isin value="US166764BV15"/>
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        <balance>9381000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9555877.41000000</valUSD>
        <pctVal>0.174313795654</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01141000</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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        <name>JPMORGAN CHASE and CO</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE and CO 3.514% 06/18/2022</title>
        <cusip>46647PAS5</cusip>
        <identifiers>
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        <balance>37819000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38824740.71000000</valUSD>
        <pctVal>0.708222555408</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-18</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03514000</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>CHESAPEAKE FUNDING II LLC</name>
        <lei>5493000HT7H4OFOD6Z12</lei>
        <title>CHESAPEAKE FUNDING II LLC 2018-3A A1 3.39% 01/15/2031 144A</title>
        <cusip>165183BT0</cusip>
        <identifiers>
          <isin value="US165183BT06"/>
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        <balance>4433166.32780000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4540360.73000000</valUSD>
        <pctVal>0.082823112785</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03390000</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>FORD MTR CR CO LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>FORD MOTOR CREDIT CO LLC 3.157% 08/04/2020</title>
        <cusip>345397XK4</cusip>
        <identifiers>
          <isin value="US345397XK41"/>
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        <balance>9153000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9145677.60000000</valUSD>
        <pctVal>0.166831124750</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-08-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03157000</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>MOODYS CORP</name>
        <lei>549300GCEDD8YCF5WU84</lei>
        <title>MOODYS CORP 2.75% 12/15/2021</title>
        <cusip>615369AG0</cusip>
        <identifiers>
          <isin value="US615369AG02"/>
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        <balance>3564000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3669068.25000000</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>2021-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02750000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>N/A</lei>
        <title>FHLG 30YR 8.5% 08/01/2026#</title>
        <cusip>3128FFB47</cusip>
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          <isin value="US3128FFB478"/>
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        <balance>3966.96300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4441.93000000</valUSD>
        <pctVal>0.000081027585</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.08500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>JPMBB COML MTG SECS TR 2014-C22</name>
        <lei>N/A</lei>
        <title>JPMBB 2014-C22 ASB 3.5036% 09/15/2047</title>
        <cusip>46642NBE5</cusip>
        <identifiers>
          <isin value="US46642NBE58"/>
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        <balance>3908837.20200000</balance>
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        <curCd>USD</curCd>
        <valUSD>4049465.05000000</valUSD>
        <pctVal>0.073868425990</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03503600</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>AMERICAN EXPRESS CR ACC MST TR</name>
        <lei>N/A</lei>
        <title>AMXCA 2018-4 A 2.99% 12/15/2023</title>
        <cusip>02582JHZ6</cusip>
        <identifiers>
          <isin value="US02582JHZ66"/>
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        <balance>9934000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10179422.45000000</valUSD>
        <pctVal>0.185688209329</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02990000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3140X4ET9</cusip>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NISOURCE INC</name>
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        <identifiers>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BANQUE FED CRED MUTUEL PARIS</name>
        <lei>VBHFXSYT7OG62HNT8T76</lei>
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        <cusip>06675FAH0</cusip>
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        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ITC HLDGS CORP</name>
        <lei>549300HTO5U9D3SLE207</lei>
        <title>ITC HLDGS CORP 2.7% 11/15/2022</title>
        <cusip>465685AM7</cusip>
        <identifiers>
          <isin value="US465685AM76"/>
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        <balance>6839000.00000000</balance>
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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>
        <debtSec>
          <maturityDt>2022-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02700000</annualizedRt>
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      <invstOrSec>
        <name>Citibank, N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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        <cusip>17325FAY4</cusip>
        <identifiers>
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        <balance>10769000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10957744.71000000</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>Variable</couponKind>
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      <invstOrSec>
        <name>BX TRUST 2019</name>
        <lei>N/A</lei>
        <title>BX TRUST 2019-IMC A 1ML+105 04/15/34 144A</title>
        <cusip>05608BAA8</cusip>
        <identifiers>
          <isin value="US05608BAA89"/>
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        <balance>6404000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01183630</annualizedRt>
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      <invstOrSec>
        <name>LANARK MASTER ISSUER PLC</name>
        <lei>213800KIOPB5OYXIVY33</lei>
        <title>LANARK MASTER ISSUER PLC 2019-1A 1A1 3ML+77 12/22/2069 144A</title>
        <cusip>513770BB2</cusip>
        <identifiers>
          <isin value="US513770BB22"/>
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        <balance>2635680.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2630838.26000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2069-12-22</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02452750</annualizedRt>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 6/32 #552619</title>
        <cusip>36213E4C7</cusip>
        <identifiers>
          <isin value="US36213E4C77"/>
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        <balance>4241.68100000</balance>
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        <curCd>USD</curCd>
        <valUSD>4933.71000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DISCOVER CARD EXECUTION NT TR</name>
        <lei>549300CKCX1QE4RUW216</lei>
        <title>DISCOVER CARD EXECUTION NT TR 2018-A5 A5 3.32% 03/15/2024</title>
        <cusip>254683CH6</cusip>
        <identifiers>
          <isin value="US254683CH63"/>
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        <balance>11801000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>12233951.55000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03320000</annualizedRt>
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      <invstOrSec>
        <name>EMERA US FINANCE LP</name>
        <lei>N/A</lei>
        <title>EMERA US FINANCE LP 2.7% 06/15/2021</title>
        <cusip>29103DAF3</cusip>
        <identifiers>
          <isin value="US29103DAF33"/>
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        <balance>1500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1519774.44000000</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>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 8/28 #433933</title>
        <cusip>36207KBA7</cusip>
        <identifiers>
          <isin value="US36207KBA79"/>
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        <curCd>USD</curCd>
        <valUSD>1675.25000000</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>
          <annualizedRt>0.07000000</annualizedRt>
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        <name>WELLS FARGO BK NA SAN FRANCISC O CALIF MEDIUM TERM SR BK NTS BOOK ENTRY</name>
        <lei>N/A</lei>
        <title>WELLS FARGO BK NA SF CA MTN BE 3.625% 10/22/2021</title>
        <cusip>94988J5T0</cusip>
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        <curCd>USD</curCd>
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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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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 1/32 #574355</title>
        <cusip>36200WBY6</cusip>
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        <issuerCat>USGA</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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        <name>WFRBS COML MTG TR 2014-C20</name>
        <lei>549300UVB571ELWL8972</lei>
        <title>WFRBS COML MTG TR 2014-C20 ASB 3.638% 05/15/2047</title>
        <cusip>92890FAV8</cusip>
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          <isin value="US92890FAV85"/>
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        <curCd>USD</curCd>
        <valUSD>2543364.39000000</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>0.03638000</annualizedRt>
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        <name>AIG GLOBAL FDG</name>
        <lei>54930057MDZ7KOVOTV71</lei>
        <title>AIG GLOBAL FDG SR MTN 2.3% 07/01/2022 144A</title>
        <cusip>00138CAK4</cusip>
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          <isin value="US00138CAK45"/>
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        <curCd>USD</curCd>
        <valUSD>3910703.17000000</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>0.02300000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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        <name>BOEING CO</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BOEING CO 4.875% 05/01/2025</title>
        <cusip>097023CT0</cusip>
        <identifiers>
          <isin value="US097023CT04"/>
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        <balance>7020000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7450834.18000000</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>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04875000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BPCE SA</name>
        <lei>9695005MSX1OYEMGDF46</lei>
        <title>BPCE SA 2.75% 12/02/2021</title>
        <cusip>05578DAW2</cusip>
        <identifiers>
          <isin value="US05578DAW20"/>
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        <balance>4487000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4609270.75000000</valUSD>
        <pctVal>0.084080136774</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 1/25 #780105</title>
        <cusip>36225ADJ6</cusip>
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          <isin value="US36225ADJ60"/>
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        <curCd>USD</curCd>
        <valUSD>386.98000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>WEC ENERGY GROUP INC</name>
        <lei>549300IGLYTZUK3PVP70</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JPMORGAN CHASE and CO</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TOYOTA MOTOR CREDIT CORP</name>
        <lei>Z2VZBHUMB7PWWJ63I008</lei>
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        <cusip>89236TGW9</cusip>
        <identifiers>
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        <balance>10814000.00000000</balance>
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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>2023-03-30</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>THE HUNTINGTON NATIONAL BANK</name>
        <lei>2WHM8VNJH63UN14OL754</lei>
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        <cusip>44644AAG2</cusip>
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        <balance>8974000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8985704.34000000</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>2021-02-05</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>VERIZON COMMUNICATIONS INC</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
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        <cusip>92343VBR4</cusip>
        <identifiers>
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        <balance>6590000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7530295.07000000</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>2023-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05150000</annualizedRt>
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      <invstOrSec>
        <name>GOLDMAN SACHS GROUP INC (THE)</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GOLDMAN SACHS GROUP INC (THE) 2.905/VAR 07/24/2023</title>
        <cusip>38141GWM2</cusip>
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          <isin value="US38141GWM22"/>
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        <curCd>USD</curCd>
        <valUSD>19240425.66000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-24</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02905000</annualizedRt>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 9/28 #468256</title>
        <cusip>36209DE59</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <balance>4294.96320000</balance>
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        <curCd>USD</curCd>
        <valUSD>4897.28000000</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>2028-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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      <invstOrSec>
        <name>MERRILL LYNCH ALTERNATIVE NT ASSET SER 2007 OAR1</name>
        <lei>N/A</lei>
        <title>MANA 2007-OAR1 A1 1ML+17 2/37</title>
        <cusip>59023TAA3</cusip>
        <identifiers>
          <isin value="US59023TAA34"/>
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        <balance>2241.84850000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2230.64000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00657250</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>CAPITAL ONE FINANCIAL CORP</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
        <title>CAPITAL ONE FINANCIAL CORP 2.6% 05/11/2023</title>
        <cusip>14040HCD5</cusip>
        <identifiers>
          <isin value="US14040HCD52"/>
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        <balance>6682000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6861386.98000000</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>2023-05-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02600000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 8/32 #583152</title>
        <cusip>36201GZR9</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <balance>2407.72570000</balance>
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        <curCd>USD</curCd>
        <valUSD>2821.72000000</valUSD>
        <pctVal>0.000051472481</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>2032-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GENERAL MTRS FINL CO INC</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GENERAL MTRS FINL CO INC 4.2% 03/01/21</title>
        <cusip>37045XBF2</cusip>
        <identifiers>
          <isin value="US37045XBF24"/>
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        <balance>5384000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5409606.30000000</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>2021-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04200000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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        <name>AMERICAN EXPRESS CO</name>
        <lei>R4PP93JZOLY261QX3811</lei>
        <title>AMERICAN EXP CO 2.65% 12/2/22</title>
        <cusip>025816BD0</cusip>
        <identifiers>
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        <balance>5000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5224854.20000000</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>0.02650000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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        <name>AON CORP2</name>
        <lei>LTS3U8DGK38SETRUWX71</lei>
        <title>AON CORP 2.2% 11/15/2022</title>
        <cusip>037389BD4</cusip>
        <identifiers>
          <isin value="US037389BD49"/>
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        <balance>5445000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5602812.33000000</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>2022-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02200000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>N/A</lei>
        <title>FHLG 30YR 8.5% 05/01/2026#</title>
        <cusip>31283GQ59</cusip>
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          <isin value="US31283GQ594"/>
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        <balance>4079.39310000</balance>
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        <curCd>USD</curCd>
        <valUSD>4504.66000000</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>2026-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.08500000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MIZUHO FINANCIAL GROUP INC</name>
        <lei>353800CI5L6DDAN5XZ33</lei>
        <title>MIZUHO FINL GROUP INC FRN 3ML+1.14 09/13/2021</title>
        <cusip>60687YAF6</cusip>
        <identifiers>
          <isin value="US60687YAF60"/>
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        <balance>16153000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>16184706.08000000</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>2021-09-13</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01912500</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>REGIONS FINL CORP NEW</name>
        <lei>CW05CS5KW59QTC0DG824</lei>
        <title>REGIONS FINL CORP NEW 2.75% 08/14/2022</title>
        <cusip>7591EPAM2</cusip>
        <identifiers>
          <isin value="US7591EPAM25"/>
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        <balance>10303000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10544983.88000000</valUSD>
        <pctVal>0.192356608019</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>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>PROVIDENT FDG MTG TR 2019-1</name>
        <lei>N/A</lei>
        <title>PROVIDENT FDG MTG TR 2019-1 3% 12/25/2049 144A</title>
        <cusip>74387LAE1</cusip>
        <identifiers>
          <isin value="US74387LAE11"/>
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        <balance>2370822.20000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2377151.11000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GMF FLOORPLAN OWNER REVOLVING TR</name>
        <lei>N/A</lei>
        <title>GMF FLOORPLAN OWNER REVOLVING TR 3.13% 03/15/2023 144A</title>
        <cusip>361886BK9</cusip>
        <identifiers>
          <isin value="US361886BK91"/>
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        <balance>9549000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9671785.82000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03130000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR</name>
        <lei>N/A</lei>
        <title>AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.125% 07/03/2023</title>
        <cusip>00774MAF2</cusip>
        <identifiers>
          <isin value="US00774MAF23"/>
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        <balance>3704000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3297623.42000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04125000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>JOHN DEERE OWNER TR 2018</name>
        <lei>N/A</lei>
        <title>JOHN DEERE OWNER TRUST 2018-A A3 2.66% 04/18/2022</title>
        <cusip>47788CAC6</cusip>
        <identifiers>
          <isin value="US47788CAC64"/>
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        <balance>4781487.39000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4814254.44000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02660000</annualizedRt>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 4/28 #456802</title>
        <cusip>36208PNT1</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <curCd>USD</curCd>
        <valUSD>820.30000000</valUSD>
        <pctVal>0.000014963524</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CATERPILLAR FINL SVCS CORP</name>
        <lei>EDBQKYOPJUCJKLOJDE72</lei>
        <title>CATERPILLAR FINL SVCS CORP 2.65% 05/17/2021</title>
        <cusip>14913Q2W8</cusip>
        <identifiers>
          <isin value="US14913Q2W88"/>
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        <balance>10051000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10262940.51000000</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>2021-05-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02650000</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>PERMANENT MASTER ISSUER PLC</name>
        <lei>213800MVYG7MLQM2LF25</lei>
        <title>PERMANENT MASTER ISSUER PLC 2.53613%/VAR 07/15/2058</title>
        <cusip>71419GAY6</cusip>
        <identifiers>
          <isin value="US71419GAY61"/>
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        <balance>2213000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2202800.28000000</valUSD>
        <pctVal>0.040182440753</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-07-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01768880</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WEC ENERGY GROUP INC</name>
        <lei>549300IGLYTZUK3PVP70</lei>
        <title>WEC ENERGY GROUP INC 3.375% 06/15/2021</title>
        <cusip>92939UAA4</cusip>
        <identifiers>
          <isin value="US92939UAA43"/>
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        <balance>11229000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11549218.07000000</valUSD>
        <pctVal>0.210675373097</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03375000</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>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>N/A</lei>
        <title>FHLG 30YR 8.5% 07/01/2027#</title>
        <cusip>31292GS49</cusip>
        <identifiers>
          <isin value="US31292GS492"/>
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        <balance>1439.62730000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1646.86000000</valUSD>
        <pctVal>0.000030041241</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.08500000</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>TRUIST BANK</name>
        <lei>JJKC32MCHWDI71265Z06</lei>
        <title>TRUIST BANK 1.25% 03/09/2023</title>
        <cusip>89788JAB5</cusip>
        <identifiers>
          <isin value="US89788JAB52"/>
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        <balance>12000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12088944.84000000</valUSD>
        <pctVal>0.220520813538</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01250000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BRISTOL-MYERS SQUIBB CO</name>
        <lei>HLYYNH7UQUORYSJQCN42</lei>
        <title>BRISTOL-MYERS SQUIBB CO 2.55% 05/14/2021 144A</title>
        <cusip>110122BX5</cusip>
        <identifiers>
          <isin value="US110122BX59"/>
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        <balance>13461000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13742512.45000000</valUSD>
        <pctVal>0.250684411719</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02550000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SECURITIZED TERM AUTO RECEIVABLES TRUST 2017-2</name>
        <lei>N/A</lei>
        <title>SECURITIZED TERM AUTO RECEIVABLES TRUST 2017-2 2A A3 2.04% 04/26/2021 144A</title>
        <cusip>81376NAD7</cusip>
        <identifiers>
          <isin value="US81376NAD75"/>
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        <balance>331342.18920000</balance>
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        <curCd>USD</curCd>
        <valUSD>331632.21000000</valUSD>
        <pctVal>0.006049477908</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02040000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 9/28 #486539</title>
        <cusip>36210APY7</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <balance>17740.75730000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20085.33000000</valUSD>
        <pctVal>0.000366387089</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</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>
      <invstOrSec>
        <name>COMM 2013-LC6 MTG TR</name>
        <lei>N/A</lei>
        <title>COMM 2013-LC6 ASB 2.478% 1/46</title>
        <cusip>20048EAW1</cusip>
        <identifiers>
          <isin value="US20048EAW12"/>
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        <curCd>USD</curCd>
        <valUSD>3956380.36000000</valUSD>
        <pctVal>0.072170419106</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02478000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LLOYDS BANKING GROUP PLC</name>
        <lei>549300PPXHEU2JF0AM85</lei>
        <title>LLOYDS BANKING GROUP PLC 2.907/VAR 11/07/2023</title>
        <cusip>539439AP4</cusip>
        <identifiers>
          <isin value="US539439AP41"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18090921.76000000</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>2023-11-07</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02907000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 5/31 #558993</title>
        <cusip>36213M7E2</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <balance>14150.36240000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16351.28000000</valUSD>
        <pctVal>0.000298272315</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <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>N/A</lei>
        <title>USAA CAPITAL CORP 1.5% 05/01/2023 144A</title>
        <cusip>90327QD48</cusip>
        <identifiers>
          <isin value="US90327QD487"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GENERAL MTRS FINL CO INC</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GENERAL MTRS FINL CO INC 3.55% 04/09/2021</title>
        <cusip>37045XCJ3</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SUNTRUST BANK</name>
        <lei>IYDOJBGJWY9T8XKCSX06</lei>
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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>ALTRIA GROUP INC</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
        <title>ALTRIA GROUP INC 3.49% 02/14/2022</title>
        <cusip>02209SBA0</cusip>
        <identifiers>
          <isin value="US02209SBA06"/>
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        <balance>3848000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4012444.47000000</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>BECTON DICKINSON and CO</name>
        <lei>ICE2EP6D98PQUILVRZ91</lei>
        <title>BECTON DICKINSON and CO 2.404% 06/05/2020</title>
        <cusip>075887BR9</cusip>
        <identifiers>
          <isin value="US075887BR99"/>
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        <balance>14565000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>14563572.48000000</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>0.02404000</annualizedRt>
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      <invstOrSec>
        <name>DELL EQUIPMENT FINANCE TRUST 2018-2</name>
        <lei>N/A</lei>
        <title>DELL EQUIPMENT FINANCE TRUST 2018-2 A3 3.37% 10/22/2023 144A</title>
        <cusip>24704DAE0</cusip>
        <identifiers>
          <isin value="US24704DAE04"/>
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        <balance>4097000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4141515.13000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03370000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>SOFI CONSUMER LN PROGRAM 2019-4 TR</name>
        <lei>N/A</lei>
        <title>SOFI CONSUMER LN PROGRAM 2019-4 TR 2.45% 08/25/2028 144A</title>
        <cusip>83405BAA0</cusip>
        <identifiers>
          <isin value="US83405BAA08"/>
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        <balance>6646389.55870000</balance>
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        <curCd>USD</curCd>
        <valUSD>6636288.38000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02450000</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>CITIGROUP INC</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC 3.142%/VAR 01/24/2023</title>
        <cusip>172967LV1</cusip>
        <identifiers>
          <isin value="US172967LV16"/>
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        <balance>10858000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11172967.24000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-24</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03142000</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>BECTON DICKINSON and CO</name>
        <lei>ICE2EP6D98PQUILVRZ91</lei>
        <title>BECTON DICKINSON and CO FRN 3ML+87.5 12/29/2020</title>
        <cusip>075887CF4</cusip>
        <identifiers>
          <isin value="US075887CF43"/>
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        <balance>9444000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9441166.80000000</valUSD>
        <pctVal>0.172221298966</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-12-29</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02249630</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>WELLS FARGO and CO</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WELLS FARGO and CO 2.5% 03/04/21</title>
        <cusip>949746RS2</cusip>
        <identifiers>
          <isin value="US949746RS22"/>
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        <balance>6070000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6159298.50000000</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>0.02500000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>ANTHEM INC</name>
        <lei>8MYN82XMYQH89CTMTH67</lei>
        <title>WELLPOINT INC 3.125% 5/15/22</title>
        <cusip>94973VAX5</cusip>
        <identifiers>
          <isin value="US94973VAX55"/>
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        <balance>10894000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>11407068.73000000</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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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VOLVO FINL EQUIP MASTER OWNER TR</name>
        <lei>N/A</lei>
        <title>VOLVO FINL EQUIP MASTER OWNER TR 18-A A 1ML+50 07/17/2023 144A</title>
        <cusip>92887MAB2</cusip>
        <identifiers>
          <isin value="US92887MAB28"/>
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        <curCd>USD</curCd>
        <valUSD>11741579.03000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.00703630</annualizedRt>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 3/31 #544721</title>
        <cusip>36212VD22</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <curCd>USD</curCd>
        <valUSD>1530.75000000</valUSD>
        <pctVal>0.000027923217</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>2031-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 6/28 #473323</title>
        <cusip>36209JYU9</cusip>
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          <ticker value="GN"/>
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        <curCd>USD</curCd>
        <valUSD>9646.96000000</valUSD>
        <pctVal>0.000175975281</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>2028-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DAIMLER FIN NORTH AMER LLC</name>
        <lei>549300423Z16BB673J12</lei>
        <title>DAIMLER FIN NORTH AMER LLC 2.3% 02/12/2021 144A</title>
        <cusip>233851CZ5</cusip>
        <identifiers>
          <isin value="US233851CZ53"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13453456.05000000</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>0.02300000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ENTERPRISE FLEET FINANCING 2020-1 LLC</name>
        <lei>N/A</lei>
        <title>ENTERPRISE FLEET FINANCING 2020-1 LLC 1.78% 12/22/2025 144A</title>
        <cusip>29373KAB9</cusip>
        <identifiers>
          <isin value="US29373KAB98"/>
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        <curCd>USD</curCd>
        <valUSD>14828560.50000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01780000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>METROPOLITAN LIFE GLBL FDG I</name>
        <lei>635400MMSOCXNNNZDZ82</lei>
        <title>MET LIFE GLOB FUNDING I 2.05% 06/12/2020 144A</title>
        <cusip>59217GCE7</cusip>
        <identifiers>
          <isin value="US59217GCE70"/>
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        <balance>13667000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13673996.55000000</valUSD>
        <pctVal>0.249434577081</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02050000</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>BRIXMOR OPERATING PARTNERSHIP LP</name>
        <lei>549300CJHBL7JBUA6503</lei>
        <title>BRIXMOR OPERATING PART 3.875% 8/15/22</title>
        <cusip>11120VAB9</cusip>
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        <balance>11745000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>11965652.61000000</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>2022-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03875000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>GS MTG SECS TR 2012-GCJ9</name>
        <lei>N/A</lei>
        <title>GS MTG SECS TR 2012-GCJ9 AS 3.124% 11/10/2045</title>
        <cusip>36192PAT3</cusip>
        <identifiers>
          <isin value="US36192PAT30"/>
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        <balance>8266000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8410044.14000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2045-11-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03124000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CGDB COML MTG TR 2017-BIO</name>
        <lei>N/A</lei>
        <title>CGDB COML MTG TR 2019-MOB A 1ML+100 11/15/2036 144A</title>
        <cusip>125284AA7</cusip>
        <identifiers>
          <isin value="US125284AA75"/>
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        <balance>2499000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2373688.39000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01133630</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>VOLKSWAGEN GROUP AMER FIN LLC</name>
        <lei>5493002SQ1AVQBY41K40</lei>
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        <cusip>928668BC5</cusip>
        <identifiers>
          <isin value="US928668BC59"/>
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        <balance>5122000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5211932.23000000</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>2022-05-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02900000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>WFRBS COML MTG TR 2013-C12</name>
        <lei>N/A</lei>
        <title>WF-RBS COMMERCIAL MORTGAGE TRUST 2013-C12 2.838% 03/15/2048</title>
        <cusip>92937FAE1</cusip>
        <identifiers>
          <isin value="US92937FAE16"/>
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        <balance>626595.61240000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>636791.58000000</valUSD>
        <pctVal>0.011616050791</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02838000</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>WESTERN GAS PARTNERS LP</name>
        <lei>L6D8A6MLSY454J2JXJ60</lei>
        <title>WESTERN GAS PARTNERS LP 3.1% 02/01/2025</title>
        <cusip>958667AB3</cusip>
        <identifiers>
          <isin value="US958667AB34"/>
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        <balance>6143000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5716798.66000000</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>2025-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03100000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MITSUBISHI UFJ FIN GRP INC</name>
        <lei>353800V2V8PUY9TK3E06</lei>
        <title>MITSUBISHI UFJ FIN GRP INC 3.218% 03/07/2022</title>
        <cusip>606822BG8</cusip>
        <identifiers>
          <isin value="US606822BG84"/>
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        <balance>9692000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10038151.14000000</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>2022-03-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03218000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>T-MOBILE USA INC</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>T-MOBILE USA INC 3.5% 04/15/2025 144A</title>
        <cusip>87264ABA2</cusip>
        <identifiers>
          <isin value="US87264ABA25"/>
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        <balance>10470000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11212008.90000000</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>0.03500000</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>TESLA AUTO LEASE TR 2019-A</name>
        <lei>N/A</lei>
        <title>TESLA AUTO LEASE TR 2019-A 2.13% 04/20/2022 144A</title>
        <cusip>88165GAB6</cusip>
        <identifiers>
          <isin value="US88165GAB68"/>
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        <balance>16000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16107102.40000000</valUSD>
        <pctVal>0.293818143105</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02130000</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>COMM 14-CCRE18 MTG TR</name>
        <lei>N/A</lei>
        <title>COMM 2014-CR18 ASB 3.452% 07/15/2047</title>
        <cusip>12632QAU7</cusip>
        <identifiers>
          <isin value="US12632QAU76"/>
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        <balance>13849704.87740000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14222266.09000000</valUSD>
        <pctVal>0.259435850690</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03452000</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>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 1/29 #457860</title>
        <cusip>36208QTR7</cusip>
        <identifiers>
          <isin value="US36208QTR73"/>
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        <balance>6657.43190000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7591.05000000</valUSD>
        <pctVal>0.000138472343</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</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>CARVANA AUTO RECEIVABLES TR 2019-4</name>
        <lei>N/A</lei>
        <title>CARVANA AUTO RECEIVABLES TR 2019-4 2.2% 07/15/2022 144A</title>
        <cusip>14686YAC1</cusip>
        <identifiers>
          <isin value="US14686YAC12"/>
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        <balance>1093000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1095814.91000000</valUSD>
        <pctVal>0.019989337253</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02200000</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>DR HORTON INC</name>
        <lei>529900ZIUEYVSB8QDD25</lei>
        <title>DR HORTON INC 2.55% 12/01/20</title>
        <cusip>23331ABL2</cusip>
        <identifiers>
          <isin value="US23331ABL26"/>
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        <balance>7274000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7306057.54000000</valUSD>
        <pctVal>0.133273645781</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02550000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 3/32 #552475</title>
        <cusip>36213EXC5</cusip>
        <identifiers>
          <isin value="US36213EXC55"/>
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        <balance>10767.11740000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12471.99000000</valUSD>
        <pctVal>0.000227508142</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</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 GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 15YR 3.5% 09/01/2029#AL5878</title>
        <cusip>3138ENQ85</cusip>
        <identifiers>
          <isin value="US3138ENQ852"/>
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        <balance>3729146.91540000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4014557.55000000</valUSD>
        <pctVal>0.073231659887</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</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>FORD MTR CR CO LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>FORD MTR CR CO LLC 4.14% 02/15/2023</title>
        <cusip>345397ZB2</cusip>
        <identifiers>
          <isin value="US345397ZB24"/>
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        <balance>5384000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5219895.68000000</valUSD>
        <pctVal>0.095218867913</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04140000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</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>CITIGROUP INC 2.75% 04/25/2022</title>
        <cusip>172967LG4</cusip>
        <identifiers>
          <isin value="US172967LG49"/>
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        <balance>8974000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9257120.10000000</valUSD>
        <pctVal>0.168864006122</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02750000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>AMERICAN ELECTRIC POWER CO INC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PHILLIPS 66</name>
        <lei>5493005JBO5YSIGK1814</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>DOMINION GAS HLDGS LLC</name>
        <lei>549300BFOD6TDMVV4O24</lei>
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        <cusip>257375AN5</cusip>
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        <fairValLevel>2</fairValLevel>
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        <name>Citibank, N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>FLORIDA PWR and LT CO</name>
        <lei>A89MY1K3YLIGJMYWVX50</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>BANK OF AMERICA CORPORATION</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>KUBOTA CR OWNER TR 2018-1</name>
        <lei>N/A</lei>
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        <cusip>50117PAC3</cusip>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03100000</annualizedRt>
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        <name>VERIZON OWNER TR 2020-A</name>
        <lei>N/A</lei>
        <title>VERIZON OWNER TR 2020-A 1.98% 07/22/2024</title>
        <cusip>92348TAC8</cusip>
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          <isin value="US92348TAC80"/>
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        <balance>12171000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>12225113.48000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-07-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01980000</annualizedRt>
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        <name>DEERE JOHN CAPITAL CORP</name>
        <lei>E0KSF7PFQ210NWI8Z391</lei>
        <title>DEERE JOHN CAPITAL CORP MTN 3.125% 09/10/2021</title>
        <cusip>24422EUK3</cusip>
        <identifiers>
          <isin value="US24422EUK36"/>
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        <balance>8974000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9245354.91000000</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>2021-09-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03125000</annualizedRt>
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        <name>CAPITAL ONE NATL ASSN MCLEAN VA</name>
        <lei>207ALC1P1YM0OVDV0K75</lei>
        <title>CAPITAL ONE NATL ASN MCLEAN VA 2.15% 09/06/2022</title>
        <cusip>14042RNW7</cusip>
        <identifiers>
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        <balance>3444000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3487409.90000000</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>0.02150000</annualizedRt>
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        <name>MITSUBISHI UFJ FIN GRP INC</name>
        <lei>353800V2V8PUY9TK3E06</lei>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02193000</annualizedRt>
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        <name>EQUITABLE HOLDINGS INC</name>
        <lei>549300FIBAKMNHPZ4009</lei>
        <title>AXA EQUITABLE HLDGS INC 3.9% 04/20/2023</title>
        <cusip>054561AC9</cusip>
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          <isin value="US054561AC95"/>
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        <curCd>USD</curCd>
        <valUSD>988185.29000000</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>0.03900000</annualizedRt>
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        <name>VERIZON OWNER TR 2020-A</name>
        <lei>N/A</lei>
        <title>VERIZON OWNER TR 2020-A 2.06% 07/22/2024</title>
        <cusip>92348TAD6</cusip>
        <identifiers>
          <isin value="US92348TAD63"/>
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        <curCd>USD</curCd>
        <valUSD>4723699.25000000</valUSD>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02060000</annualizedRt>
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        <name>EQUINOR ASA</name>
        <lei>OW6OFBNCKXC4US5C7523</lei>
        <title>EQUINOR ASA 1.75% 01/22/2026</title>
        <cusip>29446MAJ1</cusip>
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          <isin value="US29446MAJ18"/>
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        <curCd>USD</curCd>
        <valUSD>2143839.36000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01750000</annualizedRt>
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        <name>AMERICAN EXPRESS CR ACCOUNT SECD NT TR 2019-1</name>
        <lei>N/A</lei>
        <title>AMERICAN EXPRESS CR ACCOUNT SECD NT TR 2019-1 A 2.87% 10/15/2024</title>
        <cusip>02588QAB4</cusip>
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          <isin value="US02588QAB41"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02870000</annualizedRt>
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      <invstOrSec>
        <name>DEERE JOHN CAPITAL CORP</name>
        <lei>E0KSF7PFQ210NWI8Z391</lei>
        <title>DEERE JOHN CAPITAL CORP 2.35% 01/08/2021</title>
        <cusip>24422ETZ2</cusip>
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        <curCd>USD</curCd>
        <valUSD>9070709.75000000</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>0.02350000</annualizedRt>
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        <name>AON CORP2</name>
        <lei>LTS3U8DGK38SETRUWX71</lei>
        <title>AON CORP 5% 9/30/20</title>
        <cusip>037389AW3</cusip>
        <identifiers>
          <isin value="US037389AW39"/>
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        <balance>12685000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>12866071.27000000</valUSD>
        <pctVal>0.234696786282</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>TR 2013-LC12 WELLS FARGO COML MTG TR 2013-LC12</name>
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      <invstOrSec>
        <name>GM FINL AUTOMOBILE LEASING TR 2020-1</name>
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        <name>AMERICAN EXPRESS CREDIT CORP</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GOSFORTH FDG 2018-1 PLC</name>
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        <name>WFRBS COML MTG TR 2013-C14</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>ALLY AUTO RECEIVABLES TRUST 2019-4</name>
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        <name>MERCEDES-BENZ AUTO LEASE TR 2019-A</name>
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        <name>CGDBB COML MTG TR 2017-BIOC</name>
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        <name>BOSTON SCIENTIFIC CORP</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>CONSUMER LN UNDERLYING BD CLUB CR TR 18-P3</name>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>TOWD PT MTG TR 2018-3</name>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>BAYER US FINANCE II LLC</name>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BA CR CARD TR</name>
        <lei>N/A</lei>
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        <cusip>05522RCY2</cusip>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02700000</annualizedRt>
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      <invstOrSec>
        <name>HOME EQUITY ASSET TR</name>
        <lei>N/A</lei>
        <title>HEAT 2004-1 M2 1ML+120 6/34</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US437084AW62"/>
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        <balance>14570.66330000</balance>
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        <curCd>USD</curCd>
        <valUSD>14351.75000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.01868250</annualizedRt>
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        <name>CREDIT SUISSE AG NY BRNCH</name>
        <lei>ANGGYXNX0JLX3X63JN86</lei>
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        <cusip>22550L2B6</cusip>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>DTE ENERGY CO</name>
        <lei>549300IX8SD6XXD71I78</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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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>Variable</couponKind>
          <annualizedRt>0.00518250</annualizedRt>
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        <name>AMERICREDIT AUTOMOBILE RECEIVABLES TR 2019-3</name>
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        <cusip>03066NAB0</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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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36213BQD7</cusip>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 11/28 #469699</title>
        <cusip>36209EX49</cusip>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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        <name>DEUTSCHE BANK AG NEW YORK BNCH</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
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        <cusip>251526BW8</cusip>
        <identifiers>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>HPEFS EQUIP TR 2020-1</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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        <name>PAYPAL HLDGS INC</name>
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          <couponKind>Fixed</couponKind>
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        <name>MOLSON COORS BEVERAGE CO</name>
        <lei>54930073LBBH6ZCBE225</lei>
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        <name>JPMORGAN CHASE and CO</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
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        <name>BX TR 2018-IND</name>
        <lei>N/A</lei>
        <title>BX COML MTG TR 2018-IND B 1ML+103.9 11/15/2035 144A</title>
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        <curCd>USD</curCd>
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          <couponKind>Variable</couponKind>
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        <name>DIGITAL REALTY TRUST LP</name>
        <lei>CD4SPTZ3YBTHY0C1AH38</lei>
        <title>DIGITAL REALTY TRUST LP 2.75% 02/01/2023</title>
        <cusip>25389JAS5</cusip>
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        <curCd>USD</curCd>
        <valUSD>4260712.54000000</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>GS MORTGAGE SECURITIES CORPORATION II</name>
        <lei>N/A</lei>
        <title>GSMS 2012-GC6 A3 3.482% 01/45</title>
        <cusip>36192BAY3</cusip>
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          <isin value="US36192BAY39"/>
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        <balance>5775189.49270000</balance>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CHEVRON PHIL CHEM LLC /CHEV LP</name>
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        <fairValLevel>2</fairValLevel>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>NIKE INC</name>
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        <name>SANTANDER RETAIL AUTO LEASE TRUST 2019-C</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>ROYAL BANK OF CANADA</name>
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        <name>BA CR CARD TR</name>
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        <name>TYCO ELECTRONICS GROUP SA</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>DRIVE AUTO RECEIVABLES TRUST 2019-4</name>
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        <name>SLM STUDENT LN TR</name>
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        <name>BX TRUST 2019</name>
        <lei>N/A</lei>
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        <name>CHARTER COMM OPER LLC/CAP CORP</name>
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        <name>OCCIDENTAL PETROLEUM CORP</name>
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        <name>DELL INTERNATIONAL LLC / EMC CORP</name>
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        <title>DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 5.45% 06/15/2023 144A</title>
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        <name>AVIATION CAPITAL GROUP LLC</name>
        <lei>549300ODEK8HY3445C77</lei>
        <title>AVIATION CAPITAL GROUP LLC FRN 3ML+95 06/01/2021 144A</title>
        <cusip>05369AAG6</cusip>
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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>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.02530380</annualizedRt>
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        <name>DISCOVER CARD EXECUTION NT TR</name>
        <lei>549300CKCX1QE4RUW216</lei>
        <title>DISCOVER CARD EXECUTION NT TR 1ML+27 12/15/2023</title>
        <cusip>254683CL7</cusip>
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      <invstOrSec>
        <name>PNC BANK NA PITTSBURGH PA</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>CSMC 2017-CHOP A</name>
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        <name>UST NOTES</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>HYUNDAI AUTO RECEIVABLES TR 2018-A</name>
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        <name>BENCHMARK 2018-B7 MTG TR</name>
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        <name>STATE STREET CORP</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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          <couponKind>Fixed</couponKind>
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        <name>CREDIT SUISSE AG NY BRNCH</name>
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        <name>MORGAN STANLEY</name>
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        <name>WESTERN UN CO</name>
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        <name>FORD CR AUTO LEASE TR 2019-B</name>
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        <name>CANADIAN PACER AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>CANADIAN PACER AUTO RECEIVABLES TRUST 2.78% 03/21/2022 144A</title>
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        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <name>WHEELS SPV LLC</name>
        <lei>54930087O4PHK5ODMW30</lei>
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        <cusip>96328DBF0</cusip>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PHILLIPS 66</name>
        <lei>5493005JBO5YSIGK1814</lei>
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        <identifiers>
          <isin value="US718546AU85"/>
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        <balance>8209000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>CANADIAN PACER AUTO RECEIVABLES TRUST 2018-2</name>
        <lei>N/A</lei>
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        <cusip>13646AAD2</cusip>
        <identifiers>
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        <invCountry>CA</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>TIME WARNER CABLE INC</name>
        <lei>B1WXCWLJVJXMWJX6O298</lei>
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        <cusip>88732JBA5</cusip>
        <identifiers>
          <isin value="US88732JBA51"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FIFTH THIRD AUTO TR</name>
        <lei>N/A</lei>
        <title>FITAT 2017-1 A3 1.8% 02/15/2022</title>
        <cusip>31679RAD7</cusip>
        <identifiers>
          <isin value="US31679RAD70"/>
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        <balance>1449779.33940000</balance>
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        <curCd>USD</curCd>
        <valUSD>1452896.08000000</valUSD>
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        <assetCat>ABS-CBDO</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>CITIZENS BANK NA</name>
        <lei>DRMSV1Q0EKMEXLAU1P80</lei>
        <title>CITIZENS BANK NA 2.55% 05/13/2021</title>
        <cusip>17401QAE1</cusip>
        <identifiers>
          <isin value="US17401QAE17"/>
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        <balance>9057000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GOLDMAN SACHS GROUP INC (THE)</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
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        <cusip>38145GAG5</cusip>
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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>UPGRADE RECEIVABLES TRUST 2018-1</name>
        <lei>549300UMBWHB16NVTN39</lei>
        <title>UPGRADE RECEIVABLES TRUST 2018-1A A 3.76% 11/15/2024 144A</title>
        <cusip>91532UAA7</cusip>
        <identifiers>
          <isin value="US91532UAA79"/>
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        <balance>82203.87620000</balance>
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        <curCd>USD</curCd>
        <valUSD>82086.80000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UST NOTES 2.875% 11/15/2021</title>
        <cusip>9128285L0</cusip>
        <identifiers>
          <isin value="US9128285L09"/>
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        <balance>181114000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>188181691.31000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02875000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FORD CR AUTO OWNER TR 2017-A</name>
        <lei>N/A</lei>
        <title>FORDO 2017-A A3 1.67% 6/21</title>
        <cusip>34531EAD8</cusip>
        <identifiers>
          <isin value="US34531EAD85"/>
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        <balance>82964.19040000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>82998.65000000</valUSD>
        <pctVal>0.001514022113</pctVal>
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        <assetCat>ABS-CBDO</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>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>N/A</lei>
        <title>FHLG 30YR 8.5% 08/01/2027#</title>
        <cusip>31283G3U9</cusip>
        <identifiers>
          <isin value="US31283G3U95"/>
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        <balance>2264.33080000</balance>
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        <curCd>USD</curCd>
        <valUSD>2567.42000000</valUSD>
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        <issuerCat>USGSE</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>ALTRIA GROUP INC</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
        <title>ALTRIA GROUP INC 2.85% 8/09/22</title>
        <cusip>02209SAN3</cusip>
        <identifiers>
          <isin value="US02209SAN36"/>
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        <balance>10769000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>11180932.56000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02850000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ENTERPRISE PRODS OPER LLC</name>
        <lei>5493004LGN656HWLDA30</lei>
        <title>ENTERPRISE PRODS OPER LLC 2.8% 02/15/2021</title>
        <cusip>29379VBP7</cusip>
        <identifiers>
          <isin value="US29379VBP76"/>
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        <balance>3906000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3957582.75000000</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>2021-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02800000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>N/A</lei>
        <title>FHLG 30YR 8.5% 08/01/2027#</title>
        <cusip>3128FRAH3</cusip>
        <identifiers>
          <isin value="US3128FRAH38"/>
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        <balance>4791.12100000</balance>
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        <curCd>USD</curCd>
        <valUSD>5432.27000000</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>0.08500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MARLETTE FUNDING TRUST 2020</name>
        <lei>N/A</lei>
        <title>MARLETTE FUNDING TRUST 2020 2.24% 03/15/2030 144A</title>
        <cusip>57109JAA6</cusip>
        <identifiers>
          <isin value="US57109JAA60"/>
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        <balance>1671042.30000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1664710.55000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02240000</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>JOHN DEERE OWNER TRUST 2019-B</name>
        <lei>N/A</lei>
        <title>JOHN DEERE OWNER TR 2019-B 2.28% 05/16/2022</title>
        <cusip>477870AB5</cusip>
        <identifiers>
          <isin value="US477870AB53"/>
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        <balance>6859746.80000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6892056.21000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02280000</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>
      <invstOrSec>
        <name>NEXTERA ENERGY CAP HLDGS INC</name>
        <lei>UMI46YPGBLUE4VGNNT48</lei>
        <title>NEXTERA ENERGY CAP HLDGS INC 2.9% 04/01/2022</title>
        <cusip>65339KBF6</cusip>
        <identifiers>
          <isin value="US65339KBF66"/>
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        <balance>9943000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10335691.82000000</valUSD>
        <pctVal>0.188538801259</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02900000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <name>BBVA USA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UNITEDHEALTH GROUP INC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ABN AMRO BANK NV</name>
        <lei>BFXS5XCH7N0Y05NIXW11</lei>
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        <cusip>00084DAR1</cusip>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>CARMAX AUTO OWNER TRUST 2017-4</name>
        <lei>5493003IB59OF448TR74</lei>
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        <cusip>14314RAC6</cusip>
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          <isin value="US14314RAC60"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MMAF EQUIP FIN LLC 2019-B</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>COMM 2012-LC4 MTG TR</name>
        <lei>N/A</lei>
        <title>COMM 2012-LC4 A4 3.288% 12/44</title>
        <cusip>126192AD5</cusip>
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          <isin value="US126192AD55"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>DAIMLER FIN NORTH AMER LLC</name>
        <lei>549300423Z16BB673J12</lei>
        <title>DAIMLER FIN NORTH AMER LLC 3.35% 05/04/2021 144A</title>
        <cusip>233851DJ0</cusip>
        <identifiers>
          <isin value="US233851DJ03"/>
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        <curCd>USD</curCd>
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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>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 9/28 #483164</title>
        <cusip>36209VWZ3</cusip>
        <identifiers>
          <ticker value="GN"/>
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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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          <maturityDt>2028-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>LANARK MASTER ISSUER PLC</name>
        <lei>213800KIOPB5OYXIVY33</lei>
        <title>LANARK MASTER ISSUER PLC STEP 12/22/2069 144A</title>
        <cusip>513770BD8</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <name>SYNCHRONY BANK</name>
        <lei>549300UATVPGSLE43Z27</lei>
        <title>SYNCHRONY BANK 3.65% 05/24/2021</title>
        <cusip>87166FAC7</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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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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        <name>FORD MTR CR CO LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>FORD MTR CR CO LLC 2.425% 06/12/2020</title>
        <cusip>345397YM9</cusip>
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        <curCd>USD</curCd>
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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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        <name>MORGAN STANLEY CAP I TR 2019-H7</name>
        <lei>N/A</lei>
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        <cusip>61771MAS9</cusip>
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        <curCd>USD</curCd>
        <valUSD>5532725.60000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 7/29 #503947</title>
        <cusip>36210VZL8</cusip>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2018-1</name>
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        <cusip>36255PAD2</cusip>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02320000</annualizedRt>
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        <name>IMPERIAL TOBACCO FINANCE</name>
        <lei>2138008L3B3MCG1DFS50</lei>
        <title>IMPERIAL TOBACCO FINANCE 2.95% 07/21/2020 144A</title>
        <cusip>453140AD7</cusip>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02950000</annualizedRt>
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        <name>SCHLUMBERGER INVT SA</name>
        <lei>529900EZ29I5KXPV2J32</lei>
        <title>SCHLUMBRG 3.3% 9/14/21 144A</title>
        <cusip>806854AB1</cusip>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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        <name>FORD CR FLOORPLN MAST OWN TR A</name>
        <lei>5493001DTG5N7T8BG747</lei>
        <title>FORD CREDIT FLOORPLAN MASTER 2018-1 A1 2.95% 05/15/2023</title>
        <cusip>34528QFY5</cusip>
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        <curCd>USD</curCd>
        <valUSD>9888021.55000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>SUMITOMO MITSUI BKG CORP</name>
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        <name>CAPITAL ONE BK USA NATL ASSN GLEN ALLEN VA</name>
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        <name>OCCIDENTAL PETROLEUM CORP</name>
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        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
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        <name>CITIGROUP COML MTG TR 2014-GC21</name>
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        <cusip>17322MAX4</cusip>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>CHESAPEAKE FUNDING II LLC</name>
        <lei>5493000HT7H4OFOD6Z12</lei>
        <title>CHESAPEAKE FUNDING II LLC 2018-1A A1 3.04% 04/15/2030 144A</title>
        <cusip>165183BG8</cusip>
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        <name>DELL EQUIP FIN TR 2018-1</name>
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        <cusip>24704AAD8</cusip>
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        <issuerCat>CORP</issuerCat>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 2/28 #465912</title>
        <cusip>36209AR93</cusip>
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        <issuerCat>USGA</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>PHILIP MORRIS INTL INC</name>
        <lei>HL3H1H2BGXWVG3BSWR90</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 8/29 #477009</title>
        <cusip>36209N3S9</cusip>
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        <name>CHARTER COMM OPER LLC/CAP CORP</name>
        <lei>N/A</lei>
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        <cusip>161175BB9</cusip>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <cusip>3137AFZS4</cusip>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>DISCOVER BANK</name>
        <lei>X05BVSK68TQ7YTOSNR22</lei>
        <title>DISCOVER BANK 3.35% 02/06/2023</title>
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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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        <name>ROYAL BANK OF SCOTLAND GRP PLC (UNGTD)</name>
        <lei>2138005O9XJIJN4JPN90</lei>
        <title>ROYAL BK SCOTLND GRP PLC(UNGTD) 2.359/VAR 05/22/2024</title>
        <cusip>780097BN0</cusip>
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        <curCd>USD</curCd>
        <valUSD>7987314.92000000</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>2024-05-22</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02359000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CIGNA CORP</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>CIGNA CORP 3.05% 11/30/2022 144A</title>
        <cusip>125523BS8</cusip>
        <identifiers>
          <isin value="US125523BS83"/>
        </identifiers>
        <balance>7507000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7871380.25000000</valUSD>
        <pctVal>0.143585995251</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03050000</annualizedRt>
          <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>VERIZON COMMUNICATIONS INC 3.125% 03/16/2022</title>
        <cusip>92343VDW1</cusip>
        <identifiers>
          <isin value="US92343VDW19"/>
        </identifiers>
        <balance>27435000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28801720.34000000</valUSD>
        <pctVal>0.525387358841</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03125000</annualizedRt>
          <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 THE WEST AUTO TRUST 2019-1</name>
        <lei>549300VWQMQWM78WF314</lei>
        <title>BANK OF THE WEST AUTO TRUST 2019-1 2.4% 10/17/2022 144A</title>
        <cusip>065606AB1</cusip>
        <identifiers>
          <isin value="US065606AB16"/>
        </identifiers>
        <balance>2115792.64000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2128150.14000000</valUSD>
        <pctVal>0.038820708210</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02400000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>N/A</lei>
        <title>FHLG 30YR 8.5% 07/01/2028#</title>
        <cusip>31283HCS2</cusip>
        <identifiers>
          <isin value="US31283HCS22"/>
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        <balance>2894.46250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3249.87000000</valUSD>
        <pctVal>0.000059282591</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.08500000</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>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 4/28 #780773</title>
        <cusip>36225A2E9</cusip>
        <identifiers>
          <isin value="US36225A2E95"/>
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        <balance>45670.07980000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>50267.65000000</valUSD>
        <pctVal>0.000916958694</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <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>ALTRIA GROUP INC 2.35% 05/06/2025</title>
        <cusip>02209SBH5</cusip>
        <identifiers>
          <isin value="US02209SBH58"/>
        </identifiers>
        <balance>1890000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1957811.01000000</valUSD>
        <pctVal>0.035713462373</pctVal>
        <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>0.02350000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 1/29 #780951</title>
        <cusip>36225BBU1</cusip>
        <identifiers>
          <ticker value="GN"/>
        </identifiers>
        <balance>1801.22680000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2039.27000000</valUSD>
        <pctVal>0.000037199398</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CATERPILLAR FINL SVCS CORP</name>
        <lei>EDBQKYOPJUCJKLOJDE72</lei>
        <title>CATERPILLAR FINL SVCS CORP 0.95% 05/13/2022</title>
        <cusip>14913R2B2</cusip>
        <identifiers>
          <isin value="US14913R2B24"/>
        </identifiers>
        <balance>15000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15149393.10000000</valUSD>
        <pctVal>0.276348063063</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00950000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NORTHROP GRUMMAN CORP</name>
        <lei>RIMU48P07456QXSO0R61</lei>
        <title>NORTHROP GRUMMAN CORP 2.08% 10/15/2020</title>
        <cusip>666807BL5</cusip>
        <identifiers>
          <isin value="US666807BL56"/>
        </identifiers>
        <balance>10176000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10212301.15000000</valUSD>
        <pctVal>0.186287967022</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02080000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CARMAX AUTO OWNER TR 2018-2</name>
        <lei>N/A</lei>
        <title>CARMX 2018-2 A3 2.98% 01/23</title>
        <cusip>14314XAC3</cusip>
        <identifiers>
          <isin value="US14314XAC39"/>
        </identifiers>
        <balance>5067614.04000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5140724.00000000</valUSD>
        <pctVal>0.093774655576</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02980000</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 HUNTINGTON NATIONAL BANK</name>
        <lei>2WHM8VNJH63UN14OL754</lei>
        <title>HUNTINGTON NATL BK COLUMBUS OH 3.25% 05/14/2021</title>
        <cusip>44644AAD9</cusip>
        <identifiers>
          <isin value="US44644AAD90"/>
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        <balance>10769000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11015371.35000000</valUSD>
        <pctVal>0.200937193748</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03250000</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>MERCEDES-BENZ AUTO LEASE TR 2019-A</name>
        <lei>N/A</lei>
        <title>MERCEDES-BENZ AUTO LEASE TR 2019-A A3 3.1% 11/15/2021</title>
        <cusip>58772TAC4</cusip>
        <identifiers>
          <isin value="US58772TAC45"/>
        </identifiers>
        <balance>5995000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6057597.39000000</valUSD>
        <pctVal>0.110499826263</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03100000</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>GS MORTGAGE SECURITIES CORPORATION II</name>
        <lei>N/A</lei>
        <title>GSMS 2012-GC6 AS 4.948% 1/45</title>
        <cusip>36192BAE7</cusip>
        <identifiers>
          <isin value="US36192BAE74"/>
        </identifiers>
        <balance>4543000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4681644.64000000</valUSD>
        <pctVal>0.085400347042</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-01-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04948000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CVS HEALTH CORP</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS HEALTH CORP 3.35% 03/09/2021</title>
        <cusip>126650DC1</cusip>
        <identifiers>
          <isin value="US126650DC17"/>
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        <balance>12157000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12403686.20000000</valUSD>
        <pctVal>0.226262176550</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03350000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <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 BANK PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>BARCLAYS BANK PLC 2.65% 01/11/2021</title>
        <cusip>06739FJJ1</cusip>
        <identifiers>
          <isin value="US06739FJJ12"/>
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        <balance>10769000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10867769.07000000</valUSD>
        <pctVal>0.198244702774</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02650000</annualizedRt>
          <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 (THE)</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GOLDMAN SACHS GROUP INC (THE) 2.6% 12/27/2020</title>
        <cusip>38141GWG5</cusip>
        <identifiers>
          <isin value="US38141GWG53"/>
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        <balance>3896000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3901029.81000000</valUSD>
        <pctVal>0.071160740554</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-12-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02600000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PERRIGO FINANCE PLC</name>
        <lei>549300E86RB6YCTMRM83</lei>
        <title>PERRIGO FINANCE PLC 3.5% 3/15/21</title>
        <cusip>71429MAA3</cusip>
        <identifiers>
          <isin value="US71429MAA36"/>
        </identifiers>
        <balance>1900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS PLC (UNGTD)</name>
        <lei>213800LBQA1Y9L22JB70</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BARCLAYS PLC (UNGTD)</name>
        <lei>213800LBQA1Y9L22JB70</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CITIBANK CR CARD ISSUANCE TR</name>
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        <cusip>17305EGG4</cusip>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>DLL SECURITIZATION TRUST 2019</name>
        <lei>N/A</lei>
        <title>DLL SECURITIZATION TRUST 2019 2.13% 01/20/2022 144A</title>
        <cusip>23291RAB6</cusip>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ING GROEP NV</name>
        <lei>549300NYKK9MWM7GGW15</lei>
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        <cusip>456837AG8</cusip>
        <identifiers>
          <isin value="US456837AG88"/>
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        <balance>18262000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-29</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>DELTA AIRLINES INC</name>
        <lei>Q2CCMS6R0AS67HJMBN42</lei>
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        <cusip>247361ZU5</cusip>
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        <balance>11316000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02900000</annualizedRt>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 7/31 #529426</title>
        <cusip>36212CD73</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <balance>1756.48670000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>MIZUHO SECURITIES USA LLC</name>
        <lei>7TK5RJIZDFROZCA6XF66</lei>
        <title>MIZUHONG A RP 2.16% 8/17/20</title>
        <cusip>N/A</cusip>
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        <curCd>USD</curCd>
        <valUSD>29000000.00000000</valUSD>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
        <lei>N/A</lei>
        <title>FEDERAL HOME LN MTG MLT CTF GT K720 A2 2.716% 06/25/2022</title>
        <cusip>3137BLUR7</cusip>
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        <balance>3846000.00000000</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>

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          <couponKind>Fixed</couponKind>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 6/28 #475415</title>
        <cusip>36209MDU5</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <curCd>USD</curCd>
        <valUSD>1258.23000000</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>
          <annualizedRt>0.07000000</annualizedRt>
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        <name>GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2017-2</name>
        <lei>N/A</lei>
        <title>GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2017-2A A3 1.86% 12/16/21 144A</title>
        <cusip>36254UAD2</cusip>
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          <isin value="US36254UAD28"/>
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        <curCd>USD</curCd>
        <valUSD>2535299.74000000</valUSD>
        <pctVal>0.046247738626</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01860000</annualizedRt>
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      <invstOrSec>
        <name>OCCIDENTAL PETROLEUM CORP</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>OCCIDENTAL PETROLEUM CORP FRN 3ML+95 02/08/2021</title>
        <cusip>674599CT0</cusip>
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          <isin value="US674599CT04"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4414059.87000000</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>Variable</couponKind>
          <annualizedRt>0.01397630</annualizedRt>
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        <name>WESTERN GAS PARTNERS LP</name>
        <lei>L6D8A6MLSY454J2JXJ60</lei>
        <title>WESTERN GAS PARTNERS LP FRN 3ML+85 01/13/2023</title>
        <cusip>958667AD9</cusip>
        <identifiers>
          <isin value="US958667AD99"/>
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        <curCd>USD</curCd>
        <valUSD>3336851.40000000</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>Variable</couponKind>
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      <invstOrSec>
        <name>GM FINL AUTOMOBILE LEASING TR 2019-1</name>
        <lei>N/A</lei>
        <title>GM FINL AUTOMOBILE LEASING TR 2019-1 2.67% 03/21/2022</title>
        <cusip>36257AAD3</cusip>
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          <isin value="US36257AAD37"/>
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        <balance>3565000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3607470.91000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02670000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>DLL SECURITIZATION TRUST 2019</name>
        <lei>N/A</lei>
        <title>DLL SECURITIZATION TRUST 2019 2.08% 02/21/2023 144A</title>
        <cusip>23291RAC4</cusip>
        <identifiers>
          <isin value="US23291RAC43"/>
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        <balance>4062000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4077840.99000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02080000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>METROPOLITAN LIFE GLBL FDG I</name>
        <lei>635400MMSOCXNNNZDZ82</lei>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>RETL 2019-RVP</name>
        <lei>N/A</lei>
        <title>RETL 2019-RVP 1ML+110 03/15/2036 144A</title>
        <cusip>74952PAA5</cusip>
        <identifiers>
          <isin value="US74952PAA57"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <name>TOYOTA MOTOR CREDIT CORP</name>
        <lei>Z2VZBHUMB7PWWJ63I008</lei>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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          <couponKind>Fixed</couponKind>
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        <name>CVS HEALTH CORP</name>
        <lei>549300EJG376EN5NQE29</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>FORD MTR CR CO LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>CIGNA CORP</name>
        <lei>549300VIWYMSIGT1U456</lei>
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        <cusip>125523AE0</cusip>
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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>
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      <invstOrSec>
        <name>CITIGROUP COML MTG TR 2016-GC36</name>
        <lei>N/A</lei>
        <title>CITIGROUP COML MTG TR 2016-GC36 AAB 3.368% 02/10/2049</title>
        <cusip>17324TAF6</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-02-10</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>UBS BARCLAYS COML MTG TR 2013-C6</name>
        <lei>549300G1IXWLFE766Q13</lei>
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        <cusip>90349GBG9</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-04-10</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CITIBANK CR CARD ISSUANCE TR</name>
        <lei>R8AG6FXVDQAMDKCSJJ64</lei>
        <title>CCCIT 2018-A1 A1 2.49% 1/23</title>
        <cusip>17305EGK5</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02490000</annualizedRt>
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        <name>CHESAPEAKE FUNDING II LLC</name>
        <lei>5493000HT7H4OFOD6Z12</lei>
        <title>CHESAPEAKE FUNDING II LLC 2017-4A A2 1ML+34 11/15/2029 144A</title>
        <cusip>165183BF0</cusip>
        <identifiers>
          <isin value="US165183BF02"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.00523630</annualizedRt>
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        <name>RMF BUYOUT ISSUANCE TRUST 2020</name>
        <lei>N/A</lei>
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        <cusip>74968QAA5</cusip>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02158200</annualizedRt>
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        <name>WILLIAMS PARTNERS LP</name>
        <lei>N/A</lei>
        <title>WILLIAMS PARTNERS LP 4% 11/15/2021</title>
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        <identifiers>
          <isin value="US96950FAH73"/>
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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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          <couponKind>Fixed</couponKind>
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        <name>SYNOVUS BANK</name>
        <lei>DX0JX77PRMOELF7VG772</lei>
        <title>SYNOVUS BANK 2.289%/VAR 02/10/2023</title>
        <cusip>87164DQS2</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>BAYVIEW COML ASSET TR 06 2</name>
        <lei>N/A</lei>
        <title>BAYC 2006-2A IO CSTR 7/36</title>
        <cusip>07324YAA7</cusip>
        <identifiers>
          <isin value="US07324YAA73"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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        <name>UPGRADE RECEIVABLES TRUST 2019-2</name>
        <lei>5493009DX1Z3IUWYTS52</lei>
        <title>UPGRADE RECEIVABLES TRUST 2019-2 2.77% 10/15/2025 144A</title>
        <cusip>91532MAA5</cusip>
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        <curCd>USD</curCd>
        <valUSD>2516830.55000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02770000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 5/32 #552576</title>
        <cusip>36213E2H8</cusip>
        <identifiers>
          <isin value="US36213E2H82"/>
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        <balance>2069.65160000</balance>
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        <curCd>USD</curCd>
        <valUSD>2401.70000000</valUSD>
        <pctVal>0.000043810675</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-05-15</maturityDt>
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        <name>JOHN DEERE OWNER TR 2020</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>SANTANDER HLDGS USA INC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>WORLD OMNI AUTO RECEIVABLES TR 2020-A</name>
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        <cusip>98163MAB4</cusip>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <fairValLevel>2</fairValLevel>
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        <name>WORLD OMNI SELECT AUTO TRUST</name>
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        <name>CENOVUS ENERGY INC</name>
        <lei>549300DK79J32SE1QE52</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <cusip>3137BGD63</cusip>
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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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        <name>BANK OF AMERICA CORPORATION</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>ABBVIE INC</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
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        <identifiers>
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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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        <name>NISOURCE INC</name>
        <lei>549300D8GOWWH0SJB189</lei>
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        <cusip>65473PAF2</cusip>
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          <isin value="US65473PAF27"/>
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        <balance>2959000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3170952.84000000</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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        <name>MARSH and MCLENNAN COS INC</name>
        <lei>549300XMP3KDCKJXIU47</lei>
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        <cusip>571748BE1</cusip>
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        <curCd>USD</curCd>
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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>CARMAX AUTO OWNER TRUST 2016-4</name>
        <lei>N/A</lei>
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        <cusip>14312QAC0</cusip>
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        <curCd>USD</curCd>
        <valUSD>429409.07000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01400000</annualizedRt>
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        <name>FIFTH THIRD BANCORP</name>
        <lei>THRNG6BD57P9QWTQLG42</lei>
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        <cusip>316773CT5</cusip>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-07-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02875000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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        <name>SEQUOIA MTG TR</name>
        <lei>N/A</lei>
        <title>SEMT 2004-6 A3B 6ML+44 7/34</title>
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        <identifiers>
          <isin value="US81744FCU93"/>
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        <curCd>USD</curCd>
        <valUSD>4511.85000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-07-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02784880</annualizedRt>
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        <name>FIRST REPUBLIC BANK</name>
        <lei>YWC0TIKBQM2JV8L4IV08</lei>
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        <cusip>33616CHQ6</cusip>
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        <curCd>USD</curCd>
        <valUSD>5106917.72000000</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>Variable</couponKind>
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        <name>J P MORGAN CHASE COML MTG SECS TR 2013-LC11</name>
        <lei>N/A</lei>
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        <cusip>46639YAU1</cusip>
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        <curCd>USD</curCd>
        <valUSD>5865482.76000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03216000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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        <name>PHILIP MORRIS INTL INC</name>
        <lei>HL3H1H2BGXWVG3BSWR90</lei>
        <title>PHILIP MORRIS INTL INC 1.125% 05/01/2023</title>
        <cusip>718172CQ0</cusip>
        <identifiers>
          <isin value="US718172CQ07"/>
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        <balance>8918000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9023232.40000000</valUSD>
        <pctVal>0.164597537330</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>2023-05-01</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ZOETIS INC</name>
        <lei>549300HD9Q1LOC9KLJ48</lei>
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        <cusip>98978VAJ2</cusip>
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        <balance>1533000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-13</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TOYOTA AUTO RECEIVABLES 2018-B OWNER TRUST</name>
        <lei>N/A</lei>
        <title>TOYOTA AUTO RECEIVABLES 2018-B A3 OWNER TRUST 2.96% 09/15/2022</title>
        <cusip>89238TAD5</cusip>
        <identifiers>
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        <balance>5752836.44000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5844983.07000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02960000</annualizedRt>
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      <invstOrSec>
        <name>CANADIAN PACER AUTO RECEIVABLES TRUST 2018</name>
        <lei>549300EW4MQCCY61GK71</lei>
        <title>CPART 2018-1A A3 3.088% 11/21 144A</title>
        <cusip>136451AD3</cusip>
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        <balance>3677382.29520000</balance>
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        <curCd>USD</curCd>
        <valUSD>3698510.70000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</annualizedRt>
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      <invstOrSec>
        <name>MICRON TECHNOLOGY INC</name>
        <lei>B3DXGBC8GAIYWI2Z0172</lei>
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        <cusip>595112BR3</cusip>
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        <balance>6272000.00000000</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>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 5/29 #499907</title>
        <cusip>36210RKU3</cusip>
        <identifiers>
          <isin value="US36210RKU31"/>
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        <curCd>USD</curCd>
        <valUSD>2549.40000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ALLY MASTER OWNER TR</name>
        <lei>N/A</lei>
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        <cusip>02005AGP7</cusip>
        <identifiers>
          <isin value="US02005AGP75"/>
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        <balance>11110000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>11202742.95000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02700000</annualizedRt>
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        <name>J P MORGAN CHASE COML MTG SECS TR 2014-C20</name>
        <lei>N/A</lei>
        <title>J P MORGAN CHASE COML MTG SECS TR 2014-C20 3.4718% 07/15/2047</title>
        <cusip>46642CBG4</cusip>
        <identifiers>
          <isin value="US46642CBG42"/>
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        <balance>4256797.41760000</balance>
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        <curCd>USD</curCd>
        <valUSD>4316906.38000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03471800</annualizedRt>
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        <securityLending>
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        <name>CREDIT SUISSE GRP AG</name>
        <lei>549300506SI9CRFV9Z86</lei>
        <title>CREDIT SUISSE GRP AG 3.574% 01/09/2023 144A</title>
        <cusip>225401AB4</cusip>
        <identifiers>
          <isin value="US225401AB47"/>
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        <balance>8974000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9252258.61000000</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>2023-01-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03574000</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>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 12/29 #781120</title>
        <cusip>36225BG51</cusip>
        <identifiers>
          <isin value="US36225BG519"/>
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        <balance>1188.90910000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1357.94000000</valUSD>
        <pctVal>0.000024770899</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY 4.0% 07/23/2025</title>
        <cusip>6174468C6</cusip>
        <identifiers>
          <isin value="US6174468C63"/>
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        <balance>10000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>11179678.40000000</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>0.04000000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 4/29 #487117</title>
        <cusip>36210BDW2</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <balance>2945.73940000</balance>
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        <curCd>USD</curCd>
        <valUSD>3380.93000000</valUSD>
        <pctVal>0.000061673325</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>BX 2020-BXLP</name>
        <lei>N/A</lei>
        <title>BX 2020-BXLP A 1ML+82.15 12/15/2029 144A</title>
        <cusip>05607QAA6</cusip>
        <identifiers>
          <isin value="US05607QAA67"/>
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        <balance>5717000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5530792.16000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00983630</annualizedRt>
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        <name>CITIGROUP COML MTG TR 2012-GC8</name>
        <lei>N/A</lei>
        <title>CGCMT 2012-GC8 AS 3.683% 9/45 144A</title>
        <cusip>17318UAF1</cusip>
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          <isin value="US17318UAF12"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5473712.35000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2045-09-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03683000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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        <name>SANTANDER HLDGS USA INC</name>
        <lei>549300SMVCQN2P0O6I58</lei>
        <title>SANTANDER HLDGS USA INC 4.45% 12/03/2021</title>
        <cusip>80282KAU0</cusip>
        <identifiers>
          <isin value="US80282KAU07"/>
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        <balance>9467000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9879151.53000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04450000</annualizedRt>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <title>FHLG 30YR 8.5% 06/01/2027#</title>
        <cusip>3128FPPS7</cusip>
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          <isin value="US3128FPPS71"/>
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        <curCd>USD</curCd>
        <valUSD>8038.68000000</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>0.08500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>ENTERPRISE FLEET FING 2019-1 LLC</name>
        <lei>N/A</lei>
        <title>ENTERPRISE FLEET FING 2019-1 LLC 2.98% 10/20/2024 144A</title>
        <cusip>29374AAB0</cusip>
        <identifiers>
          <isin value="US29374AAB08"/>
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        <balance>5496518.39000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5571830.04000000</valUSD>
        <pctVal>0.101638688039</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02980000</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>BANK OF AMERICA CORPORATION</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORPORATION 2.328% 10/01/2021</title>
        <cusip>06051GGS2</cusip>
        <identifiers>
          <isin value="US06051GGS21"/>
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        <balance>7000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7020745.41000000</valUSD>
        <pctVal>0.128069116862</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02328000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OCCIDENTAL PETROLEUM CORP</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>OCCIDENTAL PETROLEUM CORP 4.85% 03/15/2021</title>
        <cusip>674599CZ6</cusip>
        <identifiers>
          <isin value="US674599CZ63"/>
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        <balance>9014000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8833720.00000000</valUSD>
        <pctVal>0.161140541771</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04850000</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>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 6/29 #422968</title>
        <cusip>36206VZ91</cusip>
        <identifiers>
          <isin value="US36206VZ913"/>
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        <balance>6115.09370000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6754.25000000</valUSD>
        <pctVal>0.000123207833</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</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>OCCIDENTAL PETROLEUM CORP</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>OCCIDENTAL PETROLEUM CORP 2.6% 08/13/2021</title>
        <cusip>674599CU7</cusip>
        <identifiers>
          <isin value="US674599CU76"/>
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        <balance>1405000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1353015.00000000</valUSD>
        <pctVal>0.024681059635</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02600000</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>US BANK NA CINCINNATI OHIO</name>
        <lei>6BYL5QZYBDK8S7L73M02</lei>
        <title>US BANK NA CINCINNATI OHIO 1.8% 01/21/2022</title>
        <cusip>90331HPJ6</cusip>
        <identifiers>
          <isin value="US90331HPJ67"/>
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        <balance>15500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15805796.25000000</valUSD>
        <pctVal>0.288321858838</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01800000</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>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 7/28 #477182</title>
        <cusip>36209PCT2</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <balance>2593.45870000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2957.16000000</valUSD>
        <pctVal>0.000053943113</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</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 OPERATING LP</name>
        <lei>RY1052DWLDPLDW74Y843</lei>
        <title>ENERGY TRANSFER PARTNERS 3.6% 2/1/23</title>
        <cusip>29273RAS8</cusip>
        <identifiers>
          <isin value="US29273RAS85"/>
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        <balance>5683000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5818347.64000000</valUSD>
        <pctVal>0.106135545492</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>0.03600000</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>CHICAGO BOARD OF TRADE</name>
        <lei>N/A</lei>
        <title>US 5YR NOTE (CBT) FUT SEP20 FVU0</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FVU0"/>
        </identifiers>
        <balance>412.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>63546.88000000</valUSD>
        <pctVal>0.001159192126</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CHICAGO BOARD OF TRADE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>UST NOTES</issuerName>
                <issueTitle>UNDERLYING TREAS 5 YEAR NOTE GENERIC IV FOR FUTURES TRADING</issueTitle>
                <identifiers>
                  <other otherDesc="Internal" value="9128279K0"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-30</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>63546.88000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CONSTELLATION BRANDS INC</name>
        <lei>5493005GKEG8QCVY7037</lei>
        <title>CONSTELLATION BRANDS INC FRN 3ML+70 11/15/2021</title>
        <cusip>21036PBA5</cusip>
        <identifiers>
          <isin value="US21036PBA57"/>
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        <balance>12276000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12196964.04000000</valUSD>
        <pctVal>0.222491248689</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01092380</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>WELLS FARGO BK NA SAN FRANCISC O CALIF MEDIUM TERM SR BK NTS BOOK ENTRY</name>
        <lei>N/A</lei>
        <title>WELLS FARGO BK NATL ASSN 3.325%/VAR 07/23/2021</title>
        <cusip>94988J5P8</cusip>
        <identifiers>
          <isin value="US94988J5P84"/>
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        <balance>8974000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9004931.76000000</valUSD>
        <pctVal>0.164263705712</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-23</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03325000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 10/28 #481353</title>
        <cusip>36209TWN5</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <balance>7638.62830000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8724.66000000</valUSD>
        <pctVal>0.000159151120</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DELTA AIRLINES INC</name>
        <lei>Q2CCMS6R0AS67HJMBN42</lei>
        <title>DELTA AIRLINES INC 3.4% 04/19/2021</title>
        <cusip>247361ZM3</cusip>
        <identifiers>
          <isin value="US247361ZM39"/>
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        <balance>7587000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7302579.83000000</valUSD>
        <pctVal>0.133210207040</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03400000</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>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 2/30 #477030</title>
        <cusip>36209N4P4</cusip>
        <identifiers>
          <isin value="US36209N4P48"/>
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        <balance>5841.40270000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6764.42000000</valUSD>
        <pctVal>0.000123393349</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MITSUBISHI UFJ FIN GRP INC</name>
        <lei>353800V2V8PUY9TK3E06</lei>
        <title>MITSUBISHI UFJ FIN GRP INC 2.95% 03/01/2021</title>
        <cusip>606822AA2</cusip>
        <identifiers>
          <isin value="US606822AA24"/>
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        <balance>3683000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3749069.85000000</valUSD>
        <pctVal>0.068388758843</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02950000</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>FORD CR AUTO LEASE TR 2020-A</name>
        <lei>N/A</lei>
        <title>FORD CR AUTO LEASE TR 2020-A 1.85% 03/15/2023</title>
        <cusip>34531MAD0</cusip>
        <identifiers>
          <isin value="US34531MAD02"/>
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        <balance>4751000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4805785.21000000</valUSD>
        <pctVal>0.087664860599</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01850000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UST NOTES 2.125% 03/31/2024</title>
        <cusip>912828W71</cusip>
        <identifiers>
          <isin value="US912828W713"/>
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        <balance>380121100.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>407457151.59000000</valUSD>
        <pctVal>7.432640626599</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02125000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank, N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>CITIBANK NA 3.165%/VAR 02/19/2022</title>
        <cusip>17325FAV0</cusip>
        <identifiers>
          <isin value="US17325FAV04"/>
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        <balance>14358000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14581387.79000000</valUSD>
        <pctVal>0.265986778872</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-19</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03165000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        <name>EXELON CORP</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ALLY MASTER OWNER TR</name>
        <lei>N/A</lei>
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          <isin value="US02005AGU60"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>PHILIP MORRIS INTL INC</name>
        <lei>HL3H1H2BGXWVG3BSWR90</lei>
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        <cusip>718172CH0</cusip>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <cusip>36208XSV4</cusip>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>GOLDMAN SACHS GROUP INC (THE)</name>
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        <fairValLevel>2</fairValLevel>
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        <name>TERWIN MORTGAGE TRUST</name>
        <lei>N/A</lei>
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        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>NATIONSTAR HECM LOAN TRUST</name>
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          <couponKind>Fixed</couponKind>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <title>FNR 2001-40 Z 6% 8/31</title>
        <cusip>313920NH9</cusip>
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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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          <couponKind>Fixed</couponKind>
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        <name>MORGAN STANLEY BK AMER MERRILL LYNCH TR 2016-C32</name>
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        <title>MORGAN STANLEY BK AMER MERRILL LYNCH TR 2016-C32 A1 1.968% 12/15/49</title>
        <cusip>61691GAN0</cusip>
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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>SYNCHRONY FINANCIAL</name>
        <lei>549300RS7EWPM9MA6C78</lei>
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        <cusip>87165BAN3</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>2024-03-19</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>KEYBANK NATL ASSN</name>
        <lei>HUX2X73FUCYHUVH1BK78</lei>
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        <cusip>49327M2X1</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03300000</annualizedRt>
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        <name>AMERICAN EXPRESS CO</name>
        <lei>R4PP93JZOLY261QX3811</lei>
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        <cusip>025816BP3</cusip>
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          <isin value="US025816BP35"/>
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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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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02200000</annualizedRt>
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        <name>NEXTERA ENERGY CAP HLDGS INC</name>
        <lei>UMI46YPGBLUE4VGNNT48</lei>
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        <cusip>65339KAS9</cusip>
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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>0.02403000</annualizedRt>
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        <name>SANTANDER RETAIL AUTO LEASE TR 2019-B</name>
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        <cusip>80281GAB2</cusip>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02290000</annualizedRt>
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        <name>CONSUMER LOAN UNDERLYING BOND CREDIT TRUST 2019-P1</name>
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        <title>CONSUMER LOAN UNDERLYING BOND CREDIT TRUST 2019-P1 2.94% 07/15/2026 144A</title>
        <cusip>21054AAA6</cusip>
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          <isin value="US21054AAA60"/>
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        <curCd>USD</curCd>
        <valUSD>2011263.00000000</valUSD>
        <pctVal>0.036688508291</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02940000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PNC BANK NA PITTSBURGH PA</name>
        <lei>AD6GFRVSDT01YPT1CS68</lei>
        <title>PNC BK NA PITTSBURGH PA MTN 2.028%/VAR 12/09/2022</title>
        <cusip>69353RFS2</cusip>
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          <isin value="US69353RFS22"/>
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        <balance>7785000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7914316.79000000</valUSD>
        <pctVal>0.144369223305</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-09</maturityDt>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>THE TORONTO DOMINION BANK</name>
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        <name>BANK OF AMERICA CORPORATION</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>UPGRADE RECEIVABLES TRUST 2019-1</name>
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        <cusip>91532HAA6</cusip>
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        <name>BMW US CAPITAL LLC</name>
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        <name>MORGAN STANLEY CAPITAL I TRUST 2019-AGLN</name>
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        <title>MORGAN STANLEY CAPITAL I TRUST 2019-AGLN 1ML+95 03/15/2034 144A</title>
        <cusip>61691TAA0</cusip>
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        <name>ING BANK N.V.</name>
        <lei>3TK20IVIUJ8J3ZU0QE75</lei>
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        <name>WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2019-A</name>
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        <name>CLUB CREDIT TRUST</name>
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        <name>AMERICAN INTERNATIONAL GROUP INC</name>
        <lei>ODVCVCQG2BP6VHV36M30</lei>
        <title>AMERICAN INTERNATIONAL GRP INC 2.5% 06/30/2025</title>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 6/32 #582173</title>
        <cusip>36201FXA0</cusip>
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        <name>HSBC HOLDINGS PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC HOLDINGS PLC 3.262/VAR 03/13/2023</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-03-13</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>ABN AMRO BANK NV</name>
        <lei>BFXS5XCH7N0Y05NIXW11</lei>
        <title>ABN AMRO BANK NV 3.4% 08/27/2021 144A</title>
        <cusip>00084DAT7</cusip>
        <identifiers>
          <isin value="US00084DAT72"/>
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        <balance>15638000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>16155617.80000000</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>2021-08-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03400000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LANARK MASTER ISSUER PLC</name>
        <lei>213800KIOPB5OYXIVY33</lei>
        <title>LANARK MASTER ISSUER PLC 2020-1A 1A 12/22/2069 144A</title>
        <cusip>513770BE6</cusip>
        <identifiers>
          <isin value="US513770BE60"/>
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        <balance>4308000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4334903.46000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2069-12-22</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02277000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>WILLIAMS PARTNERS L P NEW</name>
        <lei>WUURD1P1N0874ONXXO03</lei>
        <title>WILLIAMS PARTNERS L P NEW 3.6% 03/15/2022</title>
        <cusip>96949LAA3</cusip>
        <identifiers>
          <isin value="US96949LAA35"/>
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        <balance>15995000.00000000</balance>
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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>
        <debtSec>
          <maturityDt>2022-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03600000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>VERIZON OWNER TRUST 2017-3</name>
        <lei>5493002I20BBOB4UPY82</lei>
        <title>VERIZON OWNER TR 2017-3A A1A 2.06% 04/20/2022 144A</title>
        <cusip>92348RAA6</cusip>
        <identifiers>
          <isin value="US92348RAA68"/>
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        <balance>3896156.35000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3910570.57000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02060000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>BP CAP MARKETS AMERICA INC</name>
        <lei>5493009NTB34VXE1T760</lei>
        <title>BP CAP MARKETS AMERICA INC 4.742% 03/11/2021</title>
        <cusip>10373QAG5</cusip>
        <identifiers>
          <isin value="US10373QAG55"/>
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        <balance>10000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10304286.40000000</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>2021-03-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04742000</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>DOMINION ENERGY INC</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
        <title>DOMINION ENERGY INC STEP 08/15/2021</title>
        <cusip>25746UDA4</cusip>
        <identifiers>
          <isin value="US25746UDA43"/>
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        <balance>7821000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7952032.64000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02715000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WELLS FARGO and CO</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WELLS FARGO CO NEW MTN SR NTS 3.0% 01/22/2021</title>
        <cusip>94974BFR6</cusip>
        <identifiers>
          <isin value="US94974BFR69"/>
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        <balance>2555000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2594311.66000000</valUSD>
        <pctVal>0.047324206157</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</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>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 6/28 #473582</title>
        <cusip>36209KCT3</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <balance>2010.98540000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2287.03000000</valUSD>
        <pctVal>0.000041718919</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TD AMERITRADE HOLDING CORP</name>
        <lei>ZI85ER3E6RXD4HPHW309</lei>
        <title>TD AMERITRADE HOLDING CORP FRN 3ML+43 11/01/2021</title>
        <cusip>87236YAG3</cusip>
        <identifiers>
          <isin value="US87236YAG35"/>
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        <balance>13461000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13379490.15000000</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>2021-11-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01116630</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>J P MORGAN CHASE COML MTG SECS TR 2019-BROOK</name>
        <lei>N/A</lei>
        <title>J P MORGAN CHASE COML MTG SECS TR 2019-BROOK 1ML+90 09/15/2029 144A</title>
        <cusip>46591JAA4</cusip>
        <identifiers>
          <isin value="US46591JAA43"/>
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        <balance>4826000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4645150.96000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01183630</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>HYUNDAI AUTO RECEIVABLES TR 19-B</name>
        <lei>N/A</lei>
        <title>HYUNDAI AUTO RECEIVABLES TR 19-B 1.94% 02/15/2024</title>
        <cusip>44891JAC2</cusip>
        <identifiers>
          <isin value="US44891JAC27"/>
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        <balance>7648000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7809641.24000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01940000</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>HASBRO INC</name>
        <lei>549300NUB6D2R1ITYR45</lei>
        <title>HASBRO INC 2.6% 11/19/2022</title>
        <cusip>418056AW7</cusip>
        <identifiers>
          <isin value="US418056AW74"/>
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        <balance>4435000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4543593.59000000</valUSD>
        <pctVal>0.082882085087</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02600000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CLUB 2019-HP1 A</name>
        <lei>N/A</lei>
        <title>CLUB 2019-HP1 A 2.59% 12/15/2026 144A</title>
        <cusip>21055MAA9</cusip>
        <identifiers>
          <isin value="US21055MAA99"/>
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        <balance>10959761.68200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10743477.36000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02590000</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>DANSKE BANK A/S</name>
        <lei>MAES062Z21O4RZ2U7M96</lei>
        <title>DANSKE BANK AS (UNGTD) 3.875% 09/12/2023 144A</title>
        <cusip>23636AAP6</cusip>
        <identifiers>
          <isin value="US23636AAP66"/>
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        <balance>11307000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11762943.58000000</valUSD>
        <pctVal>0.214574052756</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03875000</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>REGIONS FINL CORP NEW</name>
        <lei>CW05CS5KW59QTC0DG824</lei>
        <title>REGIONS FINL CORP NEW 2.25% 05/18/2025</title>
        <cusip>7591EPAQ3</cusip>
        <identifiers>
          <isin value="US7591EPAQ39"/>
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        <balance>5883000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5993371.43000000</valUSD>
        <pctVal>0.109328246680</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02250000</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>SHIRE ACQ INV IRELAND DA</name>
        <lei>549300XK5HGW68R8K327</lei>
        <title>SHIRE ACQ INV IRELAND DA 2.4% 09/23/2021</title>
        <cusip>82481LAB5</cusip>
        <identifiers>
          <isin value="US82481LAB53"/>
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        <balance>5219000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5323487.15000000</valUSD>
        <pctVal>0.097108534509</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02400000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DELL EQUIP FIN TR 2019-2</name>
        <lei>N/A</lei>
        <title>DELL EQUIP FIN TR 2019-2 1.95% 12/22/2021 144A</title>
        <cusip>24703KAB1</cusip>
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        <name>CHESAPEAKE FUNDING II LLC</name>
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        <name>PROTECTIVE LIFE GLOBAL FDG MEDIUM TERM NTS BOOK ENTRY 144A</name>
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        <name>BRISTOL-MYERS SQUIBB CO</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>CARMAX AUTO OWNER TR 2019-1</name>
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        <name>NEW YORK LIFE GLOBAL FDG</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>CNH EQUIP TR 2018-A</name>
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        <name>MARLETTE FUNDING TRUST 2019</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>DLL 2019-2 LLC</name>
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        <name>WESTERN GAS PARTNERS LP</name>
        <lei>L6D8A6MLSY454J2JXJ60</lei>
        <title>WESTERN GAS PAR 5.375% 6/1/21</title>
        <cusip>958254AA2</cusip>
        <identifiers>
          <isin value="US958254AA26"/>
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        <balance>17499000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>17280262.50000000</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>2021-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05375000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN EXPRESS CR ACC MST TR</name>
        <lei>N/A</lei>
        <title>AMERICAN EXPRESS CR ACC MST TR 18-6 A 3.06% 02/15/2024</title>
        <cusip>02582JJF8</cusip>
        <identifiers>
          <isin value="US02582JJF84"/>
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        <balance>8974000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9240523.31000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03060000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>VOLVO FINL EQUIP LLC SER 2019-1</name>
        <lei>N/A</lei>
        <title>VOLVO FINL EQUIP LLC SER 2019-1 3% 03/15/2023 144A</title>
        <cusip>92888DAC9</cusip>
        <identifiers>
          <isin value="US92888DAC92"/>
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        <balance>5309000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5411489.71000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CREDIT SUISSE AG NY BRNCH</name>
        <lei>ANGGYXNX0JLX3X63JN86</lei>
        <title>CREDIT SUISSE AG NY BRNCH 2.1% 11/12/2021</title>
        <cusip>22550L2A8</cusip>
        <identifiers>
          <isin value="US22550L2A85"/>
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        <balance>7805000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7962419.51000000</valUSD>
        <pctVal>0.145246690370</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02100000</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>AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR</name>
        <lei>N/A</lei>
        <title>AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.875% 01/16/2024</title>
        <cusip>00774MAK1</cusip>
        <identifiers>
          <isin value="US00774MAK18"/>
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        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2682347.91000000</valUSD>
        <pctVal>0.048930121787</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04875000</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>MONDELEZ INTERNATIONAL INC</name>
        <lei>549300DV9GIB88LZ5P30</lei>
        <title>MONDELEZ INTL INC 2.125% 04/13/2023</title>
        <cusip>609207AS4</cusip>
        <identifiers>
          <isin value="US609207AS49"/>
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        <balance>5219000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5390865.69000000</valUSD>
        <pctVal>0.098337621965</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02125000</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>EXPRESS SCRIPTS HLDG CO</name>
        <lei>5493003UA6VMND084504</lei>
        <title>EXPRESS SCRIPTS HLDG CO 2.6% 11/30/2020</title>
        <cusip>30219GAR9</cusip>
        <identifiers>
          <isin value="US30219GAR92"/>
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        <balance>2408000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2428059.92000000</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>2020-11-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02600000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>INGERSOLL-RAND GLOBAL HLDG CO LTD</name>
        <lei>549300UCF0D858BIOV83</lei>
        <title>INGERSOLL RAND GLB HLDG CO LTD 2.9% 02/21/2021</title>
        <cusip>45687AAM4</cusip>
        <identifiers>
          <isin value="US45687AAM45"/>
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        <balance>8153000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8247171.14000000</valUSD>
        <pctVal>0.150440994913</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02900000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ZIONS BANCORP NA</name>
        <lei>YYQWUR1Z2BCX32HQS333</lei>
        <title>ZIONS FIRST NATIONAL BANK 3.5% 08/27/2021</title>
        <cusip>98920AAA6</cusip>
        <identifiers>
          <isin value="US98920AAA60"/>
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        <balance>9891000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10047123.60000000</valUSD>
        <pctVal>0.183274876286</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <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 LP 4.5% 07/15/2023</title>
        <cusip>55336VAE0</cusip>
        <identifiers>
          <isin value="US55336VAE02"/>
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        <balance>1710000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1795599.37000000</valUSD>
        <pctVal>0.032754474364</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>0.04500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 3/31 #474767</title>
        <cusip>36209LMQ6</cusip>
        <identifiers>
          <isin value="US36209LMQ67"/>
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        <balance>1629.13630000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1889.38000000</valUSD>
        <pctVal>0.000034465176</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <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 LIFE GLOBAL FDG</name>
        <lei>635400DPNHEAUHB7ZI15</lei>
        <title>NEW YORK LIFE GLOBAL FDG FRN 3ML+28 01/10/2023 144A</title>
        <cusip>64952WDM2</cusip>
        <identifiers>
          <isin value="US64952WDM29"/>
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        <balance>17239000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16899885.25000000</valUSD>
        <pctVal>0.308279712857</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02014130</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>ABBVIE INC 2.3% 11/21/2022 144A</title>
        <cusip>00287YBL2</cusip>
        <identifiers>
          <isin value="US00287YBL20"/>
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        <balance>13070000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13491307.53000000</valUSD>
        <pctVal>0.246102050392</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>0.02300000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <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 MILLS INC</name>
        <lei>2TGYMUGI08PO8X8L6150</lei>
        <title>GENERAL MILLS INC FRN 3ML+70 04/16/21</title>
        <cusip>370334CB8</cusip>
        <identifiers>
          <isin value="US370334CB82"/>
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        <balance>8974000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8984191.95000000</valUSD>
        <pctVal>0.163885379908</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01716130</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ALLY AUTO RECEIVABLES TRUST 2019-2</name>
        <lei>N/A</lei>
        <title>ALLY AUTO RECEIVABLES TRUST 2019-2 2.34% 06/15/2022</title>
        <cusip>02008QAB6</cusip>
        <identifiers>
          <isin value="US02008QAB68"/>
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        <balance>5271589.22000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5301661.00000000</valUSD>
        <pctVal>0.096710392205</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02340000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <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 CORP NEW</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>COMCAST CORP 3.125% 7/15/22</title>
        <cusip>20030NBD2</cusip>
        <identifiers>
          <isin value="US20030NBD21"/>
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        <balance>6590000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6975903.88000000</valUSD>
        <pctVal>0.127251138882</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03125000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FORD CR AUTO OWNER TR 2015-REV2</name>
        <lei>N/A</lei>
        <title>FORDR 2015-2 A 2.44% 01/27</title>
        <cusip>34530WAA5</cusip>
        <identifiers>
          <isin value="US34530WAA53"/>
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        <balance>10503000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10517312.44000000</valUSD>
        <pctVal>0.191851838700</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02440000</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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        <name>BP CAP MARKETS AMERICA INC</name>
        <lei>5493009NTB34VXE1T760</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 10/28 #486612</title>
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        <fairValLevel>2</fairValLevel>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>BPCE SA</name>
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        <name>CARMAX AUTO OWNER TRUST 2019-4</name>
        <lei>N/A</lei>
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        <cusip>14315WAB6</cusip>
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        <name>CONSUMER LN UNDERLYING BD CLUB CR TR 2019-P2</name>
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        <name>ROYAL BANK OF CANADA</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
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        <cusip>78015K7G3</cusip>
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        <invCountry>CA</invCountry>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 7/31 #781324</title>
        <cusip>36225BPH5</cusip>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 5/31 #424091</title>
        <cusip>36206XC43</cusip>
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          <ticker value="GN"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>BAT INTL FIN PLC</name>
        <lei>21380041YBGOQDFAC823</lei>
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        <cusip>05530QAL4</cusip>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>CITIGROUP INC</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <cusip>172967MQ1</cusip>
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        <name>CONAGRA BRANDS INC</name>
        <lei>54930035UDEIH090K650</lei>
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        <cusip>205887BZ4</cusip>
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          <couponKind>Fixed</couponKind>
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        <name>MARATHON PETROLEUM CORP</name>
        <lei>3BNYRYQHD39K4LCKQF12</lei>
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        <name>VERIZON OWNER TR 2018-A</name>
        <lei>N/A</lei>
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        <cusip>92348XAA3</cusip>
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        <name>WESTERN UN CO</name>
        <lei>28ID94QU1140NC23S047</lei>
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        <cusip>959802AY5</cusip>
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          <isin value="US959802AY56"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>BANK OF THE WEST AUTO TRUST 2018-1</name>
        <lei>549300OPTKFI3P2ERB31</lei>
        <title>BANK OF THE WEST AUTO TRUST 2018-1 A3 3.43% 12/15/2022 144A</title>
        <cusip>065603AC6</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>JP MORGAN CHASE COML MTG SECS TR 2012-CIBX</name>
        <lei>N/A</lei>
        <title>JP MORGAN CHASE CMS TR 12-CIBX 4.2707% 06/15/2045</title>
        <cusip>46637WAF0</cusip>
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        <curCd>USD</curCd>
        <valUSD>6981613.08000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>AVOLON HLDGS FDG LTD</name>
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        <name>VOLKSWAGEN GROUP AMER FIN LLC</name>
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        <name>PNC BANK NA PITTSBURGH PA</name>
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        <name>PROVIDENT FDG MTG TR 2020-1</name>
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        <name>J P MORGAN CHASE COML MTG SECS TR 2012-LC9</name>
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        <name>GENERAL MTRS FINL CO INC</name>
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        <name>AVIATION CAPITAL GROUP LLC</name>
        <lei>549300ODEK8HY3445C77</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <title>GNMA 7.00% 8/32 #594252</title>
        <cusip>36201VEZ1</cusip>
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        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <cusip>9128284U1</cusip>
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        <name>WESTINGHOUSE AIR BRAKE TECH CORP</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 12/28 #780995</title>
        <cusip>36225BC89</cusip>
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        <issuerCat>USGA</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>CONSUMER LN UNDERLYING BD CLUB CR TR 2018-P2</name>
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        <name>WELLS FARGO and CO</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
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        <name>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2018-3</name>
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        <name>WASTE MANAGEMENT INC DEL</name>
        <lei>549300YX8JIID70NFS41</lei>
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        <name>AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04450000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>OCCIDENTAL PETROLEUM CORP</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
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        <cusip>674599CQ6</cusip>
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          <isin value="US674599CQ64"/>
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        <balance>5160000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4515000.00000000</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>2022-08-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01842380</annualizedRt>
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      <invstOrSec>
        <name>CIGNA CORP</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>CIGNA CORP 3ML+65 09/17/2021</title>
        <cusip>125523AB6</cusip>
        <identifiers>
          <isin value="US125523AB67"/>
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        <balance>4487000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4463052.84000000</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>2021-09-17</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01493130</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DEUTSCHE BANK AG NEW YORK BNCH</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
        <title>DEUTSCHE BANK AG NEW YORK BNCH 3.15% 01/22/2021</title>
        <cusip>251526BP3</cusip>
        <identifiers>
          <isin value="US251526BP38"/>
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        <balance>12076000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>12086352.88000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03150000</annualizedRt>
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      <invstOrSec>
        <name>BERKSHIRE HATHAWAY ENERGY COMPANY</name>
        <lei>549300JD0S5IZJE9LY15</lei>
        <title>BERKSHIRE HATHAWAY ENERGY COMPANY 2.375% 01/15/2021</title>
        <cusip>084659AH4</cusip>
        <identifiers>
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        <balance>10202000.00000000</balance>
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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>
        <debtSec>
          <maturityDt>2021-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02375000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HOLMES MASTER ISSUER PLC</name>
        <lei>N/A</lei>
        <title>HOLMES MASTER ISSUER PLC 18-2 A2 STEP 3ML+42 10/15/2054 144A</title>
        <cusip>43641NCA0</cusip>
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        <curCd>USD</curCd>
        <valUSD>3598549.34000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-10-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01638880</annualizedRt>
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      <invstOrSec>
        <name>BANK AMER MERRILL LYNCH COML MTG TR 2016-UBS10</name>
        <lei>N/A</lei>
        <title>BANK AMER MERRILL LYNCH COML MTG TR 2016-UBS10 1.559% 06/15/2049</title>
        <cusip>06054MAA1</cusip>
        <identifiers>
          <isin value="US06054MAA18"/>
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        <balance>1144641.92030000</balance>
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        <curCd>USD</curCd>
        <valUSD>1143855.44000000</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>2049-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01559000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>MORGAN STANLEY CAP I TR 2019-MEAD</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAP I TR 2019-MEAD 3.17% 11/10/2036 144A</title>
        <cusip>61771LAA0</cusip>
        <identifiers>
          <isin value="US61771LAA08"/>
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        <balance>7292000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6934277.09000000</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>2036-11-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03170000</annualizedRt>
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      <invstOrSec>
        <name>J P MORGAN CHASE COML MTG SECS TR 2012-C6</name>
        <lei>N/A</lei>
        <title>JPMCC 2012-C6 AS 4.1166% 5/45</title>
        <cusip>46634SAF2</cusip>
        <identifiers>
          <isin value="US46634SAF20"/>
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        <balance>4385000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4489607.24000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2045-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04116600</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>ENERGY TRANSFER OPERATING MLP</name>
        <lei>5493008K8W3OKZE54J59</lei>
        <title>ENERGY TRANSFER OPERATING MLP 4.2% 09/15/2023</title>
        <cusip>29278NAC7</cusip>
        <identifiers>
          <isin value="US29278NAC74"/>
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        <balance>2896000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3010727.10000000</valUSD>
        <pctVal>0.054920259643</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04200000</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>SHELL INTL FIN B V</name>
        <lei>213800ITMMKU4Z7I4F78</lei>
        <title>SHELL INTL FIN B V 2.375% 04/06/2025</title>
        <cusip>822582CF7</cusip>
        <identifiers>
          <isin value="US822582CF79"/>
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        <balance>5573000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5935802.97000000</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>2025-04-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02375000</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>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 1/28 #468670</title>
        <cusip>36209DT38</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <balance>771.67480000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>874.46000000</valUSD>
        <pctVal>0.000015951485</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</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>IMPERIAL TOBACCO FINANCE</name>
        <lei>2138008L3B3MCG1DFS50</lei>
        <title>IMPERIAL TOBACCO FINANCE 3.75% 07/21/2022 144A</title>
        <cusip>453140AE5</cusip>
        <identifiers>
          <isin value="US453140AE55"/>
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        <balance>9064000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9285381.49000000</valUSD>
        <pctVal>0.169379537030</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03750000</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>AMERICAN EXPRESS CO</name>
        <lei>R4PP93JZOLY261QX3811</lei>
        <title>AMERICAN EXPRESS CO 2.75% 05/20/2022</title>
        <cusip>025816CD9</cusip>
        <identifiers>
          <isin value="US025816CD95"/>
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        <balance>12149000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12612909.08000000</valUSD>
        <pctVal>0.230078721361</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02750000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 9/28 #467219</title>
        <cusip>36209CAU0</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <balance>6897.22730000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7669.34000000</valUSD>
        <pctVal>0.000139900472</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</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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        <name>UBS AG LONDN BRANCH</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>UBS AG LON BRANCH 1.75% 04/21/2022 144A</title>
        <cusip>902674YA2</cusip>
        <identifiers>
          <isin value="US902674YA28"/>
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        <balance>17000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>17278120.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01750000</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>GS MTG SECS TR 2012-GCJ7</name>
        <lei>N/A</lei>
        <title>GSMS 2012-GCJ7 AS 4.085% 5/45</title>
        <cusip>36192KAV9</cusip>
        <identifiers>
          <isin value="US36192KAV98"/>
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        <balance>6883000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6995016.70000000</valUSD>
        <pctVal>0.127599785904</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-05-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04085000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>N/A</lei>
        <title>FHLG 30YR 8.5% 08/01/2027#</title>
        <cusip>3128FQ4A7</cusip>
        <identifiers>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>DELL EQUIP FIN TR 2019-2</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CARMAX AUTO OWNER TR 2017-3</name>
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        <name>CIGNA CORP</name>
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        <name>ALLY FINL INC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CITIGROUP INC</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <name>PERMANENT MASTER ISSUER PLC</name>
        <lei>213800MVYG7MLQM2LF25</lei>
        <title>PERMANENT MASTER ISSUER PLC 3ML+38 07/15/2058 144A</title>
        <cusip>71419GAX8</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Variable</couponKind>
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        <name>GS MTG SECS TR 2011-GC5</name>
        <lei>N/A</lei>
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        <cusip>36191YAE8</cusip>
        <identifiers>
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        <issuerCat>CORP</issuerCat>
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        <name>AT and T INC</name>
        <lei>549300Z40J86GGSTL398</lei>
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          <couponKind>Fixed</couponKind>
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        <name>CAPTIAL ONE MULTI-ASSET EXECUT</name>
        <lei>R42WS16M9R97TJJKGU15</lei>
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        <cusip>14041NFT3</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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        <name>OCCIDENTAL PETROLEUM CORP</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>OCCIDENTAL PETROLEUM CORP 2.9% 08/15/2024</title>
        <cusip>674599CW3</cusip>
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        <curCd>USD</curCd>
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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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        <name>MOODYS CORP</name>
        <lei>549300GCEDD8YCF5WU84</lei>
        <title>MOODYS CORP 3.25% 06/07/2021</title>
        <cusip>615369AN5</cusip>
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        <curCd>USD</curCd>
        <valUSD>5454805.95000000</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>CONSUMER LENDING RECEIVABLES TRUST 2019-A CLRT 2019-A</name>
        <lei>N/A</lei>
        <title>CONSUMER LENDING RECEIVABLES TRUST 2019-A CLRT 2019-A A 3.52% 04/15/2026 144A</title>
        <cusip>21053QAA2</cusip>
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          <isin value="US21053QAA22"/>
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        <curCd>USD</curCd>
        <valUSD>3189073.83000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>ENTERPRISE PRODS OPER LLC</name>
        <lei>5493004LGN656HWLDA30</lei>
        <title>ENTERPRISE PROD 5.2% 9/1/20</title>
        <cusip>29379VAP8</cusip>
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          <isin value="US29379VAP85"/>
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        <curCd>USD</curCd>
        <valUSD>2796800.27000000</valUSD>
        <pctVal>0.051017907601</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05200000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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        <name>GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NAT MTG ASSN HECM 2.5% 05/20/2065</title>
        <cusip>38376REN2</cusip>
        <identifiers>
          <isin value="US38376REN26"/>
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        <balance>784397.42200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>786140.98000000</valUSD>
        <pctVal>0.014340411901</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2065-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02500000</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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        <name>WELLTOWER INC</name>
        <lei>T6IZ0MBEG5ACZDTR7D06</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FORD CR FLOORPLN MAST OWN TR A</name>
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      <invstOrSec>
        <name>BANK OF AMERICA CORPORATION</name>
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      <invstOrSec>
        <name>OTIS WORLDWIDE CORP</name>
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        <name>PLAINS ALL AM PIPELN/PAA FIN C</name>
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        <name>CHC COML MTG TR 2019-CHC</name>
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        <name>DAIMLER FIN NORTH AMER LLC</name>
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        <name>DT AUTO OWNER TR 2019-3</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 6/32 #586738</title>
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        <name>STARBUCKS CORP</name>
        <lei>OQSJ1DU9TAOC51A47K68</lei>
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        <name>PROSPER MARKETPLACE ISSUANCE TRUST SERIES 2019</name>
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        <title>PROSPER MARKETPLACE ISSUANCE TRUST SERIES 2019 2.48% 02/17/2026 144A</title>
        <cusip>74362GAA9</cusip>
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        <name>SYNCHRONY FINANCIAL</name>
        <lei>549300RS7EWPM9MA6C78</lei>
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        <cusip>87165BAQ6</cusip>
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        <name>DLL SECURITIZATION TR 2017-A</name>
        <lei>549300Y1OC411ERTRZ95</lei>
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        <name>OCCIDENTAL PETROLEUM CORP</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
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        <cusip>674599CP8</cusip>
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        <name>MERCEDES- BENZ AUTO LEASE TR 2018-A</name>
        <lei>N/A</lei>
        <title>MERCEDES-BENZ AUTO LEASE TR 2018-A A3 2.41% 02/16/2021</title>
        <cusip>58772QAD8</cusip>
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        <curCd>USD</curCd>
        <valUSD>53038.52000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-02-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02410000</annualizedRt>
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        <name>KINDER MORGAN ENERGY PARTNERS LP</name>
        <lei>549300PDHUGWPWGOT525</lei>
        <title>KINDER MORGAN ENERGY PTNRS LP 3.5% 09/01/2023</title>
        <cusip>494550BQ8</cusip>
        <identifiers>
          <isin value="US494550BQ81"/>
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        <balance>5558000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5880294.80000000</valUSD>
        <pctVal>0.107265556283</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>0.03500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HOME DEPOT INC</name>
        <lei>QEKMOTMBBKA8I816DO57</lei>
        <title>HOME DEPOT INC FRN 3ML+31 03/01/2022</title>
        <cusip>437076BU5</cusip>
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        <balance>5000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4989405.55000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01890380</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>MIZUHO SECURITIES USA LLC</name>
        <lei>7TK5RJIZDFROZCA6XF66</lei>
        <title>MIZUHONG A RP 2.22% 7/27/20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="FFJ095000"/>
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        <balance>15000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15000000.00000000</valUSD>
        <pctVal>0.273622904798</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Repurchase</transCat>
          <clearedCentCparty centralCounterparty="MIZUHO SECURITIES USA LLC" isCleared="Y"/>
          <isTriParty>Y</isTriParty>
          <repurchaseRt>0.02220000</repurchaseRt>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>14628100.00000000</principalAmt>
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              <invstCat>UST</invstCat>
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          </repurchaseCollaterals>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BMW FLOORPLAN MASTER OWNER TR</name>
        <lei>N/A</lei>
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        <cusip>05564UAM2</cusip>
        <identifiers>
          <isin value="US05564UAM27"/>
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        <balance>8938000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9088336.27000000</valUSD>
        <pctVal>0.165785131332</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03150000</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>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 7/28 #462643</title>
        <cusip>36208V5C5</cusip>
        <identifiers>
          <isin value="US36208V5C54"/>
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        <balance>28472.54770000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32264.99000000</valUSD>
        <pctVal>0.000588562685</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</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>COCA COLA CO</name>
        <lei>UWJKFUJFZ02DKWI3RY53</lei>
        <title>COCA COLA CO 2.95% 03/25/2025</title>
        <cusip>191216CN8</cusip>
        <identifiers>
          <isin value="US191216CN81"/>
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        <balance>6182000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6834077.98000000</valUSD>
        <pctVal>0.124664017900</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02950000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</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 (THE)</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GOLDMAN SACHS GROUP INC (THE) 2.876%/VAR 10/31/2022</title>
        <cusip>38148YAC2</cusip>
        <identifiers>
          <isin value="US38148YAC21"/>
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        <balance>17948000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18337890.69000000</valUSD>
        <pctVal>0.334511127898</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-31</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02876000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <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 INTL FIN B V</name>
        <lei>213800ITMMKU4Z7I4F78</lei>
        <title>SHELL INTL FIN B V 3.5% 11/13/2023</title>
        <cusip>822582BZ4</cusip>
        <identifiers>
          <isin value="US822582BZ43"/>
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        <balance>2726000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2975522.42000000</valUSD>
        <pctVal>0.054278072523</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <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 CORP NEW</name>
        <lei>I1BZKREC126H0VB1BL91</lei>
        <title>DUKE ENERGY CORP NEW 1.8% 09/01/2021</title>
        <cusip>26441CAR6</cusip>
        <identifiers>
          <isin value="US26441CAR60"/>
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        <balance>3406000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3446413.86000000</valUSD>
        <pctVal>0.062867851434</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01800000</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>PEPSICO INC</name>
        <lei>FJSUNZKFNQ5YPJ5OT455</lei>
        <title>PEPSICO INC 2.25% 03/19/2025</title>
        <cusip>713448EQ7</cusip>
        <identifiers>
          <isin value="US713448EQ79"/>
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        <balance>7356000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7858367.28000000</valUSD>
        <pctVal>0.143348618808</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>0.02250000</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>J P MORGAN CHASE COML MTG SECS TR 2013-C13</name>
        <lei>N/A</lei>
        <title>J P MORGAN CHASE COML MTG SECS TR 2013-C13 A4 3.9936% 01/15/2046</title>
        <cusip>46640JAR8</cusip>
        <identifiers>
          <isin value="US46640JAR86"/>
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        <balance>5975061.94300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6339721.77000000</valUSD>
        <pctVal>0.115646205754</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-01-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03993600</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2020-06-30</ncom:dateSigned>
      <ncom:nameOfApplicant>Laura M. Del Prato</ncom:nameOfApplicant>
      <ncom:signature>Laura M. Del Prato</ncom:signature>
      <ncom:signerName>Laura M. Del Prato</ncom:signerName>
      <ncom:title>President and Treasurer</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
