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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NASDAQ INC</name>
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      <invstOrSec>
        <name>NEXTERA ENERGY CAP HLDGS INC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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          <ticker value="GN"/>
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        <fairValLevel>2</fairValLevel>
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        <name>BANK OF AMERICA CORPORATION</name>
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        <fairValLevel>2</fairValLevel>
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        <name>BAMLL COML MTG SECS TR 2019</name>
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        <name>BARCLAYS PLC (UNGTD)</name>
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        <fairValLevel>2</fairValLevel>
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        <name>WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2020-B</name>
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        <name>SECURITIZED TERM AUTO RECEIVABLES TRUST 2018-2</name>
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        <invCountry>CA</invCountry>
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        <name>CHESAPEAKE FUNDING II LLC</name>
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        <name>CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL</name>
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        <name>CHEVRON PHIL CHEM LLC /CHEV LP</name>
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        <name>T-MOBILE USA INC</name>
        <lei>549300V2JRLO5DIFGE82</lei>
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        <name>HYUNDAI AUTO RECEIVABLES TR 2020-C</name>
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        <name>BX TRUST 2019</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 11/27 #462363</title>
        <cusip>36208VTU9</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>TESLA 2020-A</name>
        <lei>N/A</lei>
        <title>TESLA 2020-A 0.68% 12/20/2023 144A</title>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>AIG GLOBAL FDG</name>
        <lei>54930057MDZ7KOVOTV71</lei>
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        <cusip>00138CAK4</cusip>
        <identifiers>
          <isin value="US00138CAK45"/>
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        <balance>1247000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1273831.10000000</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>2022-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>AIR LEASE CORP</name>
        <lei>5493004NW4M4P8TMMK63</lei>
        <title>AIR LEASE CORP 0.7% 02/15/2024</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00700000</annualizedRt>
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      <invstOrSec>
        <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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        <balance>169002.84580000</balance>
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        <curCd>USD</curCd>
        <valUSD>169268.47000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01990000</annualizedRt>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 10/28 #481353</title>
        <cusip>36209TWN5</cusip>
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          <ticker value="GN"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>HPEFS EQUIP TR 2020-1</name>
        <lei>N/A</lei>
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        <cusip>40438FAB0</cusip>
        <identifiers>
          <isin value="US40438FAB04"/>
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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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          <maturityDt>2030-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01730000</annualizedRt>
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      <invstOrSec>
        <name>MOLSON COORS BEVERAGE CO</name>
        <lei>54930073LBBH6ZCBE225</lei>
        <title>MOLSON COORS BRW CO 3.5% 5/22</title>
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        <identifiers>
          <isin value="US60871RAC43"/>
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        <balance>2558000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2632567.93000000</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>2022-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY 3.737%/VAR 04/24/2024</title>
        <cusip>61744YAQ1</cusip>
        <identifiers>
          <isin value="US61744YAQ17"/>
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        <balance>2949000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3131540.80000000</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>2024-04-24</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03737000</annualizedRt>
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      <invstOrSec>
        <name>CEDAR FUNDING LT</name>
        <lei>N/A</lei>
        <title>CEDAR FUNDING LT 3ML+110 07/15/2033 144A</title>
        <cusip>15034AAA3</cusip>
        <identifiers>
          <isin value="US15034AAA34"/>
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        <balance>4739000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4739473.90000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01100000</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>IMPERIAL BRANDS FINANCE PLC</name>
        <lei>2138008L3B3MCG1DFS50</lei>
        <title>IMPERIAL TOBACCO FINANCE 3.125% 07/26/2024 144A</title>
        <cusip>45262BAA1</cusip>
        <identifiers>
          <isin value="US45262BAA17"/>
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        <balance>3612000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3810315.05000000</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>2024-07-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03125000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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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>493000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>493378.83000000</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>2021-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02700000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY SOFR 0.731%/VAR 04/05/2024</title>
        <cusip>61772BAA1</cusip>
        <identifiers>
          <isin value="US61772BAA17"/>
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        <balance>4000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4014862.68000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-04-05</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00731000</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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        <balance>213.55990000</balance>
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        <curCd>USD</curCd>
        <valUSD>242.77000000</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>2028-04-15</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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        <name>INTESA SANPAOLO SPA</name>
        <lei>2W8N8UU78PMDQKZENC08</lei>
        <title>INTESA SANPAOLO SPA 3.125% 07/14/2022 144A</title>
        <cusip>46115HAZ0</cusip>
        <identifiers>
          <isin value="US46115HAZ01"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1028303.56000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-07-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03125000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY .56/VAR 11/10/2023</title>
        <cusip>6174468T9</cusip>
        <identifiers>
          <isin value="US6174468T98"/>
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        <balance>4250000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4259267.72000000</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>
          <annualizedRt>0.00560000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.50% 11/31 #545304</title>
        <cusip>31385HX98</cusip>
        <identifiers>
          <isin value="US31385HX989"/>
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        <balance>172.89960000</balance>
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        <curCd>USD</curCd>
        <valUSD>202.86000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07500000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SILVERSTONE MASTER ISSUER PLC</name>
        <lei>549300P6OXWKM20QS303</lei>
        <title>SILVERSTONE MASTER ISSUER PLC STEP 01/21/2070 144A</title>
        <cusip>82846GAV2</cusip>
        <identifiers>
          <isin value="US82846GAV23"/>
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        <balance>2548255.03600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2551463.29000000</valUSD>
        <pctVal>0.146467013371</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2070-01-21</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00756000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY 2.625% 11/17/2021</title>
        <cusip>61746BED4</cusip>
        <identifiers>
          <isin value="US61746BED47"/>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>SUNCOR ENERGY INC</name>
        <lei>549300W70ZOQDVLCHY06</lei>
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        <invCountry>CA</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>LLOYDS BANKING GROUP PLC</name>
        <lei>549300PPXHEU2JF0AM85</lei>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-05-11</maturityDt>
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      <invstOrSec>
        <name>VIRGINIA ELECTRIC AND POWER CO</name>
        <lei>CQKUMNNZVDJLRYV2PT43</lei>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02750000</annualizedRt>
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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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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>DTE ENERGY CO</name>
        <lei>549300IX8SD6XXD71I78</lei>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>HYUNDAI AUTO LEASE SECURITIZATION TRUST 2020-A</name>
        <lei>N/A</lei>
        <title>HYUNDAI AUTO LEASE SECURITIZATION TRUST 20 A 1.95% 07/17/2023 144A</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BX COMMERCIAL MORTGAGE TRUST 2021</name>
        <lei>N/A</lei>
        <title>BX COMMERCIAL MORTGAGE TRUST 2021-VINO A 1ML+69.82 05/15/2038 144A</title>
        <cusip>05608KAA8</cusip>
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          <isin value="US05608KAA88"/>
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        <balance>1700000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1698468.30000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>DEUTSCHE BANK AG NEW YORK BNCH</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
        <title>DEUTSCHE BANK AG NEW YORK BNCH 0.898% 05/28/2024</title>
        <cusip>251526CJ6</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>
          <annualizedRt>0.00898000</annualizedRt>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 8/28 #464764</title>
        <cusip>36208YJH3</cusip>
        <identifiers>
          <isin value="US36208YJH36"/>
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        <balance>329.83620000</balance>
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        <curCd>USD</curCd>
        <valUSD>368.02000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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        <name>EXETER AUTOMOBILE RECEIVABLES TR 2021-2</name>
        <lei>N/A</lei>
        <title>EXETER AUTOMOBILE RECEIVABLES TR 2021-2 0.3% 10/15/2024</title>
        <cusip>30165XAC9</cusip>
        <identifiers>
          <isin value="US30165XAC92"/>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00300000</annualizedRt>
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      <invstOrSec>
        <name>BOEING CO</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BOEING CO 1.95% 02/01/2024</title>
        <cusip>097023CZ6</cusip>
        <identifiers>
          <isin value="US097023CZ63"/>
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        <balance>1500000.00000000</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>0.01950000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BBVA USA</name>
        <lei>C90VT034M03BN29IRA40</lei>
        <title>COMPASS BANK 2.875% 06/29/2022</title>
        <cusip>20453KAB1</cusip>
        <identifiers>
          <isin value="US20453KAB17"/>
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        <balance>3861000.00000000</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>0.02875000</annualizedRt>
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        <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>1933000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2020518.18000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-05-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02250000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ALLY FINL INC</name>
        <lei>549300JBN1OSM8YNAI90</lei>
        <title>ALLY FINL INC 3.05% 06/05/2023</title>
        <cusip>02005NBK5</cusip>
        <identifiers>
          <isin value="US02005NBK54"/>
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        <balance>2805000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2932992.15000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-06-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03050000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HSBC HOLDINGS PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC HOLDINGS PLC 3.262/VAR 03/13/2023</title>
        <cusip>404280BJ7</cusip>
        <identifiers>
          <isin value="US404280BJ78"/>
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        <balance>3661000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3745253.30000000</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>2023-03-13</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03262000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CSMC 2017-CHOP A</name>
        <lei>N/A</lei>
        <title>CSMC 2017-CHOP A 1ML+75 07/15/2032</title>
        <cusip>12651QAA7</cusip>
        <identifiers>
          <isin value="US12651QAA76"/>
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        <balance>3675000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3628552.04000000</valUSD>
        <pctVal>0.208297404177</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00851000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NATIONSTAR HECM LOAN TRUST 2020-1</name>
        <lei>N/A</lei>
        <title>NATIONSTAR HECM LOAN TRUST 2020-1 1.2686% 09/25/2030 144A</title>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>GM FINL AUTOMOBILE LEASING TR 2020-1</name>
        <lei>N/A</lei>
        <title>GM FINL AUTOMOBILE LEASING TR 2020-1 1.67% 04/20/2022</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CIGNA CORP</name>
        <lei>549300VIWYMSIGT1U456</lei>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>AJAX MORTGAGE LOAN TRUST 2021</name>
        <lei>N/A</lei>
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        <cusip>00970LAA7</cusip>
        <identifiers>
          <isin value="US00970LAA70"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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        <name>ANTHEM INC</name>
        <lei>8MYN82XMYQH89CTMTH67</lei>
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        <balance>3580000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3679070.02000000</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>2022-05-15</maturityDt>
          <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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          <ticker value="GN"/>
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        <curCd>USD</curCd>
        <valUSD>586.25000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 6/28 #473582</title>
        <cusip>36209KCT3</cusip>
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          <ticker value="GN"/>
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        <balance>594.19210000</balance>
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        <curCd>USD</curCd>
        <valUSD>675.47000000</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% 1/29 #780951</title>
        <cusip>36225BBU1</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <balance>483.48130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>547.93000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <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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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 4.5% 09/01/2049#FM1534</title>
        <cusip>3140X4V45</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>4315879.24000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <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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        <balance>405.43960000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>473.96000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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        <name>VALERO ENERGY CORP</name>
        <lei>549300XTO5VR8SKV1V74</lei>
        <title>VALERO ENERGY CORP 1.2% 03/15/2024</title>
        <cusip>91913YBA7</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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          <maturityDt>2024-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01200000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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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% 9/28 #468256</title>
        <cusip>36209DE59</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <balance>1275.30760000</balance>
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        <curCd>USD</curCd>
        <valUSD>1454.05000000</valUSD>
        <pctVal>0.000083469890</pctVal>
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        <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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          <isNonCashCollateral>N</isNonCashCollateral>
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        <name>DELL EQUIPMENT FINANCE TRUST 2021-1</name>
        <lei>N/A</lei>
        <title>DELL EQUIPMENT FINANCE TRUST 2021-1 0.43% 05/22/2026 144A</title>
        <cusip>24703QAC6</cusip>
        <identifiers>
          <isin value="US24703QAC69"/>
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        <balance>1645000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00430000</annualizedRt>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 1/31 #474760</title>
        <cusip>36209LMH6</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <curCd>USD</curCd>
        <valUSD>380.74000000</valUSD>
        <pctVal>0.000021856418</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <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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          <isLoanByFund>N</isLoanByFund>
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        <name>DEUTSCHE BANK AG NEW YORK BNCH</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
        <title>DEUTSCHE BANK AG NEW YORK BNCH 4.25% 10/14/2021</title>
        <cusip>251526BX6</cusip>
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          <isin value="US251526BX61"/>
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        <curCd>USD</curCd>
        <valUSD>4056371.08000000</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>0.04250000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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        <name>MICROCHIP TECHNOLOGY INC</name>
        <lei>5493007PTFULNYZJ1R12</lei>
        <title>MICROCHIP TECHNOLOGY INC 0.983% 09/01/2024 144A</title>
        <cusip>595017AX2</cusip>
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          <isin value="US595017AX27"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2204872.90000000</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>
          <annualizedRt>0.00983000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>RMF BUYOUT ISSUANCE TRUST 2020</name>
        <lei>N/A</lei>
        <title>RMF BUYOUT ISSUANCE TRUST 2020 2.1582% 02/25/2030 144A</title>
        <cusip>74968QAA5</cusip>
        <identifiers>
          <isin value="US74968QAA58"/>
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        <balance>481126.36850000</balance>
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        <curCd>USD</curCd>
        <valUSD>482828.11000000</valUSD>
        <pctVal>0.027716797463</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02158200</annualizedRt>
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        <name>UST NOTES</name>
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      <invstOrSec>
        <name>OTIS WORLDWIDE CORP</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>VOLVO FINL EQUIP MASTER OWNER TR</name>
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        <name>DISCOVER BANK</name>
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        <name>VCAT 2021-NPL3</name>
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        <name>J P MORGAN CHASE COML MTG SECS TR 2019-BROOK</name>
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        <name>ENTERPRISE FLEET FINANCING 2020-1 LLC</name>
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        <name>FORD CR AUTO LEASE TR 2020-A</name>
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        <name>MORGAN STANLEY CAP I TR 2019-MEAD</name>
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        <cusip>61771LAA0</cusip>
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        <name>GENERAL MTRS FINL CO INC</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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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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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 7/29 #488256</title>
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        <name>SANTANDER RETAIL AUTO LEASE TR 2020-B</name>
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        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>MORGAN STANLEY</name>
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        <name>MARATHON PETROLEUM CORP</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>MOSAIC CO</name>
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      <invstOrSec>
        <name>WELLS FARGO BANK NATIONAL ASSOCIATION</name>
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        <name>SIEMENS FINANCIERINGSMAATSCHAPPIJ NV</name>
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        <name>WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2019-A</name>
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        <name>PHILLIPS 66</name>
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        <name>CAPITAL ONE FINANCIAL CORP</name>
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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>SLM STUDENT LN TR</name>
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        <name>BA CR CARD TR</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>ENTERPRISE PRODUCTS OPERATING LLC</name>
        <lei>5493004LGN656HWLDA30</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>LIFE 2021-BMR MTG TR</name>
        <lei>N/A</lei>
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        <cusip>53218CAA8</cusip>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>CAPITAL ONE BK USA NATL ASSN GLEN ALLEN VA</name>
        <lei>LKE37K2B8CFZUR7F9816</lei>
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        <cusip>14042TCS4</cusip>
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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>
        <debtSec>
          <maturityDt>2024-03-16</maturityDt>
          <couponKind>Variable</couponKind>
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      <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>
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        <name>SYNCHRONY FINANCIAL</name>
        <lei>549300RS7EWPM9MA6C78</lei>
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        <cusip>87165BAQ6</cusip>
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        <fairValLevel>2</fairValLevel>
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      <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>
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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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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 8/29 #477009</title>
        <cusip>36209N3S9</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <curCd>USD</curCd>
        <valUSD>242.40000000</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>2029-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>INTERNATIONAL FLAVS and FRAG INC</name>
        <lei>BZLRL03D3GPGMOGFO832</lei>
        <title>INTERNATIONAL FLAVORS and FRAGRANCES INC 0.697% 09/15/2022 144A</title>
        <cusip>459506AM3</cusip>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>THE TORONTO DOMINION BANK</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TORONTO DOMINION BANK 0.75% 06/12/2023</title>
        <cusip>89114QCG1</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>GOLDMAN SACHS GROUP INC (THE)</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
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        <cusip>38141GWM2</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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      <invstOrSec>
        <name>VOLKSWAGEN AUTO LEASE TR 2019-A</name>
        <lei>N/A</lei>
        <title>VOLKSWAGEN AUTO LEASE TR 2019-A 1.99% 11/21/2022</title>
        <cusip>92867XAD8</cusip>
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          <couponKind>Fixed</couponKind>
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        <name>SECURITIZED TERM AUTO RECEIVABLES TR 2019-1</name>
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        <title>SECURITIZED TERM AUTO RECEIVABLES TR 2019-1 2.986% 02/27/2023 144A</title>
        <cusip>81377DAC0</cusip>
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        <name>BOEING CO</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
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          <isin value="US097023DD43"/>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>VCAT 2021-NPL2 LLC</name>
        <lei>N/A</lei>
        <title>VCAT 2021-NPL2 A1 LLC 2.115% 03/27/2051 144A</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CARMAX AUTO OWNER TR 2019-1</name>
        <lei>N/A</lei>
        <title>CARMAX AUTO OWNER TR 2019-1 3.05% 03/15/2024</title>
        <cusip>14315NAC4</cusip>
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        <curCd>USD</curCd>
        <valUSD>1775762.00000000</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>0.03050000</annualizedRt>
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      <invstOrSec>
        <name>DEUTSCHE BANK AG NEW YORK BNCH</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
        <title>DEUTSCHE BANK AG NEW YORK BNCH 1.447%/VAR 04/01/2025</title>
        <cusip>251526CG2</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DELTA AIRLINES INC</name>
        <lei>Q2CCMS6R0AS67HJMBN42</lei>
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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>
      <invstOrSec>
        <name>CASCADE FUNDING MORTGAGE TRUST 2020-HB5</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MADISON PK FDG XXXII LTD / MADISON PK FDG XXXII LLC</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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        <name>NEXTERA ENERGY CAP HLDGS INC</name>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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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>
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        <issuerCat>USGA</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CENOVUS ENERGY INC</name>
        <lei>549300DK79J32SE1QE52</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>IMPERIAL BRANDS FINANCE PLC</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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        <curCd>USD</curCd>
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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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      <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>
        <identifiers>
          <isin value="US6500356Z67"/>
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        <balance>4575000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4654817.28000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02550000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PRPM 2021-2</name>
        <lei>N/A</lei>
        <title>PRPM 2021-2 2.115% 03/25/2026 144A</title>
        <cusip>69359UAA3</cusip>
        <identifiers>
          <isin value="US69359UAA34"/>
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        <balance>1877568.88000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1875864.42000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ENBRIDGE INC</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
        <title>ENBRIDGE INC SOFR+40 02/17/2023</title>
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        <curCd>USD</curCd>
        <valUSD>1411732.64000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.00410000</annualizedRt>
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        <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>3992000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4082140.28000000</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>2022-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02750000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <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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        <curCd>USD</curCd>
        <valUSD>1014.34000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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        <name>CITIGROUP COML MTG TR 2014-GC21</name>
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        <cusip>17322MAX4</cusip>
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          <isin value="US17322MAX48"/>
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        <curCd>USD</curCd>
        <valUSD>703246.66000000</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>
          <annualizedRt>0.03477000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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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% 7/28 #462643</title>
        <cusip>36208V5C5</cusip>
        <identifiers>
          <isin value="US36208V5C54"/>
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        <curCd>USD</curCd>
        <valUSD>8129.09000000</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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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 4/29 #471552</title>
        <cusip>36209GZR1</cusip>
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          <ticker value="GN"/>
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        <balance>70.95050000</balance>
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        <curCd>USD</curCd>
        <valUSD>81.43000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</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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        <curCd>USD</curCd>
        <valUSD>3007846.87000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03250000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>USAA CAPITAL CORP</name>
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        <name>GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>COMM 2012-LC4 MTG TR</name>
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        <name>TJX COMPANIES INC</name>
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        <name>OCCIDENTAL PETROLEUM CORP</name>
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        <name>CATERPILLAR FINL SVCS CORP</name>
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        <name>JPMORGAN CHASE and CO</name>
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        <name>PIONEER NATURAL RESOURCES CO</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 5/32 #552576</title>
        <cusip>36213E2H8</cusip>
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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>
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        <name>TIME WARNER CABLE LLC</name>
        <lei>549300U5NFR7S6E3GM41</lei>
        <title>TIME WARNER CABLE INC 4% 09/01/2021</title>
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        <name>PROVIDENT FDG MTG TR 2020-1</name>
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        <name>FIRSTENERGY CORP</name>
        <lei>549300SVYJS666PQJH88</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 8/28 #475544</title>
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        <name>ROYAL BANK OF CANADA</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>ROYAL BANK OF CANADA FRN SOFR+45 10/26/2023</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>DLL SECURITIZATION TRUST 2019</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>ACCREDITED MORTGAGE LOAN TRUST</name>
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        <name>7 ELEVEN INC</name>
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        <name>AMERICAN EXPRESS CO</name>
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        <name>STATE STREET CORP</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>MONDELEZ INTERNATIONAL INC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 8/32 #594252</title>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>COMCAST CORP NEW</name>
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        <name>MORTGAGE REPURCHASE AGREEMENT FINANCING TRUST SERIES 2016-5</name>
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        <title>MORTGAGE REPURCHASE AGREEMENT FINANCING TRUST SERIES 2016-5 1ML+125 01/23/2023 144A</title>
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        <name>GS MORTGAGE SECURITIES CORPORATION II</name>
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        <name>AMERICAN EXPRESS CO</name>
        <lei>R4PP93JZOLY261QX3811</lei>
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        <name>PARK PL SECS INC</name>
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        <name>NATWEST GROUP PLC (UNGTD)</name>
        <lei>2138005O9XJIJN4JPN90</lei>
        <title>ROYAL BK SCOTLND GRP PLC(UNGTD) 2.359/VAR 05/22/2024</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HASBRO INC</name>
        <lei>549300NUB6D2R1ITYR45</lei>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 2/32 #569702</title>
        <cusip>36200Q3K8</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <curCd>USD</curCd>
        <valUSD>409.60000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 2/31 #474763</title>
        <cusip>36209LML7</cusip>
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          <ticker value="GN"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>NEW YORK LIFE GLOBAL FDG</name>
        <lei>635400DPNHEAUHB7ZI15</lei>
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        <cusip>64952WDM2</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>Variable</couponKind>
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        <name>SOUTHERN COMPANY</name>
        <lei>549300FC3G3YU2FBZD92</lei>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-02-26</maturityDt>
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      <invstOrSec>
        <name>MERCEDES-BENZ AUTO RECEIVABLES TR 2020-1</name>
        <lei>N/A</lei>
        <title>MERCEDES-BENZ AUT RC TR 2012-1 0.46% 03/15/2023</title>
        <cusip>58769VAB6</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2018-1</name>
        <lei>N/A</lei>
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        <cusip>36255PAD2</cusip>
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        <curCd>USD</curCd>
        <valUSD>46276.47000000</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>2022-07-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02320000</annualizedRt>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 20YR 4.5% 08/01/2039#FM1353</title>
        <cusip>3140X4QF6</cusip>
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        <curCd>USD</curCd>
        <valUSD>671774.01000000</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>2039-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04500000</annualizedRt>
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      <invstOrSec>
        <name>BANK OF AMERICA CORPORATION</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
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        <cusip>06051GHC6</cusip>
        <identifiers>
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        <balance>12232000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>12727488.47000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03004000</annualizedRt>
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      <invstOrSec>
        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UST NOTES 0.25% 05/15/2024</title>
        <cusip>91282CCC3</cusip>
        <identifiers>
          <isin value="US91282CCC38"/>
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        <balance>151625000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>151388085.94000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00250000</annualizedRt>
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      <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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        <balance>793881.90780000</balance>
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        <curCd>USD</curCd>
        <valUSD>804806.36000000</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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          <annualizedRt>0.02478000</annualizedRt>
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        <name>INTERCONTINENTAL EXCHANGE INC</name>
        <lei>5493000F4ZO33MV32P92</lei>
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        <cusip>45866FAM6</cusip>
        <identifiers>
          <isin value="US45866FAM68"/>
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        <balance>3425000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3447013.85000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00700000</annualizedRt>
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        <name>MITSUBISHI UFJ FIN GRP INC</name>
        <lei>353800V2V8PUY9TK3E06</lei>
        <title>MITSUBISHI UFJ FIN GRP INC 2.623% 07/18/2022</title>
        <cusip>606822BL7</cusip>
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        <curCd>USD</curCd>
        <valUSD>2118591.93000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-07-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02623000</annualizedRt>
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      <invstOrSec>
        <name>HYUNDAI AUTO RECEIVABLES TR 2018-A</name>
        <lei>N/A</lei>
        <title>HYUNDAI AUTO LEASE SECURITIZATION TR 2018-A A3 2.79% 07/15/2022</title>
        <cusip>44891KAD7</cusip>
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        <curCd>USD</curCd>
        <valUSD>116894.03000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2022-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02790000</annualizedRt>
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        <name>VERIZON COMMUNICATIONS INC</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VERIZON COMMUNICATIONS INC 0.75% 03/22/2024</title>
        <cusip>92343VGF5</cusip>
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        <curCd>USD</curCd>
        <valUSD>1985316.28000000</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>2024-03-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00750000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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        <name>JPMORGAN CHASE and CO</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE and CO 3.207 VAR 04/01/2023</title>
        <cusip>46647PBB1</cusip>
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          <isin value="US46647PBB13"/>
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        <curCd>USD</curCd>
        <valUSD>3122963.10000000</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>2023-04-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03207000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AMERICAN TOWER CORP</name>
        <lei>5493006ORUSIL88JOE18</lei>
        <title>AMERICAN TOWER CORP 1.3% 09/15/2025</title>
        <cusip>03027XBB5</cusip>
        <identifiers>
          <isin value="US03027XBB55"/>
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        <balance>1459000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1467584.71000000</valUSD>
        <pctVal>0.084246851673</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>MERCEDES-BENZ AUTO LEASE TRUST 2020-B</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>CGDB COML MTG TR 2017-BIO</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2021-A</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>CF HIPPOLYTA ISSUER LLC</name>
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        <name>TESLA AUTO LEASE TR 2021-A</name>
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        <name>CF HIPPOLYTA ISSUER LLC</name>
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        <name>AIA GROUP LTD</name>
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        <name>BENCHMARK 2018-B7 MTG TR</name>
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        <lei>N/A</lei>
        <title>EFF 2021-1 0.44% 12/21/2026 144A</title>
        <cusip>29374EAB2</cusip>
        <identifiers>
          <isin value="US29374EAB20"/>
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        <balance>1282000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1282938.42000000</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>2026-12-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00440000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>SEQUOIA MTG TR</name>
        <lei>N/A</lei>
        <title>SEMT 2004-6 A3B 6ML+44 7/34</title>
        <cusip>81744FCU9</cusip>
        <identifiers>
          <isin value="US81744FCU93"/>
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        <balance>1110.25570000</balance>
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        <curCd>USD</curCd>
        <valUSD>1086.77000000</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>2034-07-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01140000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>MITSUBISHI UFJ FIN GRP INC</name>
        <lei>353800V2V8PUY9TK3E06</lei>
        <title>MITSUBISHI UFJ FIN GRP INC 2.193% 02/25/2025</title>
        <cusip>606822BN3</cusip>
        <identifiers>
          <isin value="US606822BN36"/>
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        <balance>4466000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4664390.44000000</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>2025-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02193000</annualizedRt>
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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>5139000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5178395.32000000</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>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MPLX LP</name>
        <lei>5493000CZJ19CK4P3G36</lei>
        <title>MPLX LP FRN 3ML+110 09/09/2022</title>
        <cusip>55336VBH2</cusip>
        <identifiers>
          <isin value="US55336VBH24"/>
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        <balance>693000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>693422.73000000</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>2022-09-09</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01285380</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DAIMLER FIN NORTH AMER LLC</name>
        <lei>549300423Z16BB673J12</lei>
        <title>DAIMLER FIN NORTH AMER LLC FRN 3ML+90 02/15/2022 144A</title>
        <cusip>233851DV3</cusip>
        <identifiers>
          <isin value="US233851DV31"/>
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        <balance>4453000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4475751.31000000</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>2022-02-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01055880</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MORTGAGE REPURCHASE AGREEMENT FINANCING TRUST SERIES 2016-5</name>
        <lei>N/A</lei>
        <title>MORTGAGE REPURCHASE AGREEMENT FINANCING TRUST SERIES 2020-4 A1 1ML+135 04/23/2023 144A</title>
        <cusip>61916BAY6</cusip>
        <identifiers>
          <isin value="US61916BAY65"/>
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        <balance>4049970.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4061471.91000000</valUSD>
        <pctVal>0.233149213975</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-23</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01445130</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>2247000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2314575.54000000</valUSD>
        <pctVal>0.132868447645</pctVal>
        <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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PLAINS ALL AM PIPELN/PAA FIN C</name>
        <lei>N/A</lei>
        <title>PLAINS AA PIPELINE 3.65% 6/22</title>
        <cusip>72650RAZ5</cusip>
        <identifiers>
          <isin value="US72650RAZ55"/>
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        <balance>3085000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3153652.08000000</valUSD>
        <pctVal>0.181035722983</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03650000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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>
        <identifiers>
          <isin value="US24703KAB17"/>
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        <balance>682133.76430000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>683940.05000000</valUSD>
        <pctVal>0.039261649125</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01950000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</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% 6/32 #582173</title>
        <cusip>36201FXA0</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <balance>4324.01570000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5064.61000000</valUSD>
        <pctVal>0.000290734459</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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>2716191.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2793817.29000000</valUSD>
        <pctVal>0.160379369742</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-11-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03124000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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>
          <isin value="US513770BD87"/>
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        <balance>3662000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3739162.00000000</valUSD>
        <pctVal>0.214646980342</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>0.02710000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UPSTART SECURITIZATION TR 2021-1</name>
        <lei>N/A</lei>
        <title>UPSTART SECURITIZATION TR 2021-1 0.91% 06/20/2031 144A</title>
        <cusip>91680FAA0</cusip>
        <identifiers>
          <isin value="US91680FAA03"/>
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        <balance>2518000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2521253.76000000</valUSD>
        <pctVal>0.144732832185</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00910000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</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>499.48090000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>583.52000000</valUSD>
        <pctVal>0.000033497025</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>
        <name>REPUBLIC SERVICES INC</name>
        <lei>NKNQHM6BLECKVOQP7O46</lei>
        <title>REPUBLIC SERVICES INC 0.875% 11/15/2025</title>
        <cusip>760759AY6</cusip>
        <identifiers>
          <isin value="US760759AY69"/>
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        <balance>4500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4462902.90000000</valUSD>
        <pctVal>0.256193401367</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00875000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>872987.99800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>928662.20000000</valUSD>
        <pctVal>0.053309949391</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>
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        <securityLending>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>KUBOTA CR OWNER TR 2018-1</name>
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        <name>MOODYS CORP</name>
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        <name>CHESAPEAKE FUNDING II LLC</name>
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        <name>BMW US CAPITAL LLC</name>
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        <name>INTERNATIONAL LEASE FIN CORP</name>
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        <title>ILFC 5.875% 8/15/22</title>
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        <name>ROGERS COMMUNICATIONS INC</name>
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        <name>J P MORGAN CHASE COML MTG SECS TR 2014-C20</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FORD CREDIT AUTO OWNER TRUST 2020-B</name>
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        <name>MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2016-C28</name>
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        <name>JP MORGAN CHASE COML MTG SECS TR 2012-CIBX</name>
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        <name>BAYER US FINANCE II LLC</name>
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        <name>WILLIAMS COS INC</name>
        <lei>D71FAKCBLFS2O0RBPG08</lei>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UST NOTES 0.125% 08/15/2023</title>
        <cusip>91282CAF8</cusip>
        <identifiers>
          <isin value="US91282CAF86"/>
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        <balance>75476000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>75393448.13000000</valUSD>
        <pctVal>4.327968667492</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00125000</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% 9/28 #483164</title>
        <cusip>36209VWZ3</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <balance>3255.11830000</balance>
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        <curCd>USD</curCd>
        <valUSD>3722.03000000</valUSD>
        <pctVal>0.000213663516</pctVal>
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        <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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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NISOURCE INC</name>
        <lei>549300D8GOWWH0SJB189</lei>
        <title>NISOURCE INC 0.95% 08/15/2025</title>
        <cusip>65473PAK1</cusip>
        <identifiers>
          <isin value="US65473PAK12"/>
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        <balance>1507000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1499073.56000000</valUSD>
        <pctVal>0.086054472356</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00950000</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% 8/32 #579718</title>
        <cusip>36201DAT9</cusip>
        <identifiers>
          <isin value="US36201DAT90"/>
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        <balance>189.75040000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>222.73000000</valUSD>
        <pctVal>0.000012785838</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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          <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% 7/31 #529426</title>
        <cusip>36212CD73</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <balance>529.86600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>611.33000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>EASTERN ENERGY GAS HOLDINGS LLC</name>
        <lei>549300BFOD6TDMVV4O24</lei>
        <title>EASTERN ENERGY GAS HOLDINGS LLC 2.5% 11/15/2024</title>
        <cusip>257375AN5</cusip>
        <identifiers>
          <isin value="US257375AN55"/>
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        <balance>722000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>762102.06000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02500000</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>WESTERN UN CO</name>
        <lei>28ID94QU1140NC23S047</lei>
        <title>WESTERN UN CO 2.85% 01/10/2025</title>
        <cusip>959802AY5</cusip>
        <identifiers>
          <isin value="US959802AY56"/>
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        <balance>775000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>821205.86000000</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>2025-01-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02850000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ALLY FINL INC</name>
        <lei>549300JBN1OSM8YNAI90</lei>
        <title>ALLY FINL INC 5.125% 09/30/2024</title>
        <cusip>02005NAV2</cusip>
        <identifiers>
          <isin value="US02005NAV29"/>
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        <balance>3126000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3537738.68000000</valUSD>
        <pctVal>0.203084253878</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05125000</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>JP MORGAN CHASE COMMERCIAL MORTGAGE SE TR 2012-C8</name>
        <lei>N/A</lei>
        <title>JPMCC 2012-C8 AS 3.4239 10/45</title>
        <cusip>46638UAH9</cusip>
        <identifiers>
          <isin value="US46638UAH95"/>
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        <balance>866000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>889664.23000000</valUSD>
        <pctVal>0.051071266900</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03423900</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>TERWIN MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>TMTS 2003-4HE A 1ML+43 9/34</title>
        <cusip>881561BU7</cusip>
        <identifiers>
          <isin value="US881561BU72"/>
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        <balance>86418.99030000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>80635.96000000</valUSD>
        <pctVal>0.004628915602</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00951630</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>BARCLAYS PLC (UNGTD)</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>BARCLAYS PLC (UNGTD) 2.852%/VAR 05/07/2026</title>
        <cusip>06738EBL8</cusip>
        <identifiers>
          <isin value="US06738EBL83"/>
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        <balance>2387000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2529487.21000000</valUSD>
        <pctVal>0.145205474231</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-07</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02852000</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>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>3715000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3966596.93000000</valUSD>
        <pctVal>0.227702905960</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>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NATWEST MARKETS PLC</name>
        <lei>RR3QWICWWIPCS8A4S074</lei>
        <title>NATWEST MARKETS PLC 0.8% 08/12/2024 144A</title>
        <cusip>63906YAB4</cusip>
        <identifiers>
          <isin value="US63906YAB48"/>
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        <balance>2224000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2226885.51000000</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>2024-08-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00800000</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>FLORIDA PWR and LT CO</name>
        <lei>A89MY1K3YLIGJMYWVX50</lei>
        <title>FLORIDA PWR and LT CO FRN 3ML+38 07/28/2023</title>
        <cusip>341081GA9</cusip>
        <identifiers>
          <isin value="US341081GA93"/>
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        <balance>4078000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4078203.90000000</valUSD>
        <pctVal>0.234109715587</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-07-28</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00564000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VCAT ASSET SECURITIZATION LLC 2021</name>
        <lei>N/A</lei>
        <title>VCAT ASSET SECURITIZATION LLC 2021 2.2891% 12/26/2050 144A</title>
        <cusip>91790CAA4</cusip>
        <identifiers>
          <isin value="US91790CAA45"/>
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        <balance>1108021.42000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1110675.35000000</valUSD>
        <pctVal>0.063758433044</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-12-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02289100</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>GMF FLOORPLAN OWNER REVOLVING TR</name>
        <lei>N/A</lei>
        <title>GMF FLOORPLAN OWNER REVOLVING TR 0.68% 08/15/2025 144A</title>
        <cusip>361886CH5</cusip>
        <identifiers>
          <isin value="US361886CH53"/>
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        <balance>1575000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1584333.14000000</valUSD>
        <pctVal>0.090948807341</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00680000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <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>
          <isin value="US14042RNW78"/>
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        <balance>1132000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1156825.41000000</valUSD>
        <pctVal>0.066407681999</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-06</maturityDt>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS PLC (UNGTD)</name>
        <lei>213800LBQA1Y9L22JB70</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>DONLEN FLEET LEASE FDG 2 LLC</name>
        <lei>N/A</lei>
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        <cusip>257812AD9</cusip>
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        <issuerCat>CORP</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>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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        <balance>665.43210000</balance>
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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>2029-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>TOYOTA AUTO LN EXTD NT TR 2020-1</name>
        <lei>549300XP7ILZSI1BWP36</lei>
        <title>TOYOTA AUTO LN EXTD NT TR 2020-1 1.35% 05/25/2033 144A</title>
        <cusip>89237JAA4</cusip>
        <identifiers>
          <isin value="US89237JAA43"/>
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        <balance>2401000.00000000</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>2033-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>VOLVO FINANCIAL EQUIPMENT LLC 2019</name>
        <lei>N/A</lei>
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        <cusip>92888BAC3</cusip>
        <identifiers>
          <isin value="US92888BAC37"/>
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        <balance>1977000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2004447.28000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02040000</annualizedRt>
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      <invstOrSec>
        <name>WESTERN UN CO</name>
        <lei>28ID94QU1140NC23S047</lei>
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        <cusip>959802AX7</cusip>
        <identifiers>
          <isin value="US959802AX73"/>
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        <balance>2949000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3151676.16000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-09</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <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>
        <identifiers>
          <isin value="US05369AAG67"/>
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        <balance>3233000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3233000.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01140500</annualizedRt>
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      <invstOrSec>
        <name>VALERO ENERGY CORP</name>
        <lei>549300XTO5VR8SKV1V74</lei>
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        <cusip>91913YAX8</cusip>
        <identifiers>
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        <balance>587000.00000000</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>
          <maturityDt>2023-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02700000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CONSUMER LOAN UNDERLYING BOND CREDIT TRUST 2019-P1</name>
        <lei>N/A</lei>
        <title>CONSUMER LOAN UNDERLYING BOND CREDIT TRUST 2019-P1 2.94% 07/15/2026 144A</title>
        <cusip>21054AAA6</cusip>
        <identifiers>
          <isin value="US21054AAA60"/>
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        <balance>68036.14810000</balance>
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        <curCd>USD</curCd>
        <valUSD>68155.45000000</valUSD>
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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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      <invstOrSec>
        <name>DAIMLER FIN NORTH AMER LLC</name>
        <lei>549300423Z16BB673J12</lei>
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        <cusip>233851EB6</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>3935844.51000000</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>0.00750000</annualizedRt>
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        <name>GS MTG SECS TR 2011-GC5</name>
        <lei>N/A</lei>
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        <cusip>36191YAE8</cusip>
        <identifiers>
          <isin value="US36191YAE86"/>
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        <balance>4380729.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4379886.59000000</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>2044-08-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05209000</annualizedRt>
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          <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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        <curCd>USD</curCd>
        <valUSD>3632429.48000000</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>Variable</couponKind>
          <annualizedRt>0.03142000</annualizedRt>
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        <name>GOLDMAN SACHS GROUP INC (THE)</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
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        <cusip>38141GXY5</cusip>
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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>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>2287604.69000000</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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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04270700</annualizedRt>
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        <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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        <curCd>USD</curCd>
        <valUSD>2100326.13000000</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>2034-04-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01101000</annualizedRt>
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        <name>EQUITABLE FINANCIAL LIFE GLOBAL FUNDING</name>
        <lei>635400B4JJBON4TCHF02</lei>
        <title>EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 0.5% 11/17/2023 144A</title>
        <cusip>29449WAC1</cusip>
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          <isin value="US29449WAC10"/>
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        <curCd>USD</curCd>
        <valUSD>5003270.10000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00500000</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>NATWEST GROUP PLC (UNGTD)</name>
        <lei>2138005O9XJIJN4JPN90</lei>
        <title>NATWEST GRP PLC(UNGTD) 3.875% 09/12/2023</title>
        <cusip>780097BD2</cusip>
        <identifiers>
          <isin value="US780097BD21"/>
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        <balance>6951000.00000000</balance>
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        <curCd>USD</curCd>
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        <name>MERCEDES-BENZ AUTO LEASE TR 2019-A</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>TCI-FLATIRON CLO 2016-1 LTD / TCI-FLATIRON CLO 2016-1 LLC</name>
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        <name>PRINCIPAL LIFE GLOBAL FDG II</name>
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        <name>GMF FLOORPLAN OWNER REVOLVING TR</name>
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        <name>ENERGY TRANSFER LP</name>
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        <name>CARMAX AUTO OWNER TRUST 2020-3</name>
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        <name>PPL ELEC UTILS CORP</name>
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        <name>ONE GAS INC</name>
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        <name>ATMOS ENERGY CORP</name>
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        <name>BOEING CO</name>
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        <name>MASSMUTUAL GLOBAL FDG II</name>
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        <name>HYUNDAI AUTO RECEIVABLES TR 2020-B</name>
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        <name>GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2020-4</name>
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        <title>GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2020-4 0.38% 08/18/2025</title>
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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>
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        <name>THE TORONTO DOMINION BANK</name>
        <lei>PT3QB789TSUIDF371261</lei>
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        <name>ROYAL BANK OF CANADA</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
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        <cusip>78015K7G3</cusip>
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      <invstOrSec>
        <name>ROPER TECHNOLOGIES INC</name>
        <lei>549300LJXD867XMVE759</lei>
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      <invstOrSec>
        <name>ENTERPRISE FLEET FING 2019-1 LLC</name>
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      <invstOrSec>
        <name>MICRON TECHNOLOGY INC</name>
        <lei>B3DXGBC8GAIYWI2Z0172</lei>
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        <cusip>595112BR3</cusip>
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        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CITIGROUP INC</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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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>Variable</couponKind>
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      <invstOrSec>
        <name>ENTERPRISE FLEET FING 2020-2 LLC</name>
        <lei>N/A</lei>
        <title>ENTERPRISE FLEET FING 2020-2 LLC 0.61% 07/20/2026 144A</title>
        <cusip>29375MAB3</cusip>
        <identifiers>
          <isin value="US29375MAB37"/>
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        <balance>3953000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <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>2949000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3001888.81000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-09</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>PAYPAL HLDGS INC</name>
        <lei>5493005X2GO78EFZ3E94</lei>
        <title>PAYPAL HLDGS INC 1.35% 06/01/2023</title>
        <cusip>70450YAF0</cusip>
        <identifiers>
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        <balance>1647000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1680285.87000000</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>2023-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01350000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
        <lei>N/A</lei>
        <title>FNR 2016-27 KG 3% 01/40</title>
        <cusip>3136ASBQ8</cusip>
        <identifiers>
          <isin value="US3136ASBQ89"/>
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        <balance>1022183.73640000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1076842.97000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</annualizedRt>
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      <invstOrSec>
        <name>ABBVIE INC</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>ABBVIE INC 2.3% 11/21/2022</title>
        <cusip>00287YBM0</cusip>
        <identifiers>
          <isin value="US00287YBM03"/>
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        <balance>4395000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4522148.40000000</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>2022-11-21</maturityDt>
          <couponKind>Fixed</couponKind>
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        <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>
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        <curCd>USD</curCd>
        <valUSD>5959524.93000000</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>Variable</couponKind>
          <annualizedRt>0.02876000</annualizedRt>
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        <name>FLORIDA PWR and LT CO</name>
        <lei>A89MY1K3YLIGJMYWVX50</lei>
        <title>FLORIDA PWR and LT CO 2.85% 04/01/2025</title>
        <cusip>341081FZ5</cusip>
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          <isin value="US341081FZ53"/>
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        <curCd>USD</curCd>
        <valUSD>995339.89000000</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>0.02850000</annualizedRt>
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        <name>GM FINANCIAL AUTOMOBILE LEASING 2020-3</name>
        <lei>N/A</lei>
        <title>GM FINANCIAL AUTOMOBILE LEASING 2020-3 0.45% 08/21/2023</title>
        <cusip>362569AC9</cusip>
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        <curCd>USD</curCd>
        <valUSD>2033960.49000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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        <name>AIG GLOBAL FDG</name>
        <lei>54930057MDZ7KOVOTV71</lei>
        <title>AIG GLOBAL FDG 0.8% 07/07/2023 144A</title>
        <cusip>00138CAM0</cusip>
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        <curCd>USD</curCd>
        <valUSD>1397496.94000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-07-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00800000</annualizedRt>
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        <name>WELLS FARGO COML MTG TR 2017</name>
        <lei>N/A</lei>
        <title>WELLS FARGO COML MTG TR 2017-RC1 ASB 3.453% 01/15/2060</title>
        <cusip>95001FAY1</cusip>
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        <curCd>USD</curCd>
        <valUSD>2247690.43000000</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>2060-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03453000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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        <name>SOUTHERN CALIFORNIA EDISON CO</name>
        <lei>9R1Z5I36FERIBVKW4P77</lei>
        <title>SOUTHERN CALIFORNIA EDISON CO 3ML+27 12/03/2021</title>
        <cusip>842400GX5</cusip>
        <identifiers>
          <isin value="US842400GX55"/>
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        <balance>2857000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2857964.87000000</valUSD>
        <pctVal>0.164061768190</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-03</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00454250</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3138ENQ85</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>METROPOLITAN LIFE GLOBAL FUNDING I</name>
        <lei>635400MMSOCXNNNZDZ82</lei>
        <title>METROPOLITAN LIFE GLBL FDG I 0.9% 06/08/2023 144A</title>
        <cusip>59217GEH8</cusip>
        <identifiers>
          <isin value="US59217GEH83"/>
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        <balance>2778000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2807942.90000000</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>0.00900000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>GS MORTGAGE SECURITIES CORPORATION II</name>
        <lei>N/A</lei>
        <title>GSMS 2012-GC6 AS 4.948% 1/45</title>
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          <isin value="US36192BAE74"/>
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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>CONSUMER LN UNDERLYING BD CLUB CR TR 2019-P2</name>
        <lei>N/A</lei>
        <title>CONSUMER LN UNDERLYING BD CLUB CR TR 2019-P2 2.47% 10/15/2026 144A</title>
        <cusip>21054PAB1</cusip>
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          <isin value="US21054PAB13"/>
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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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      <invstOrSec>
        <name>GOSFORTH FDG 2018-1 PLC</name>
        <lei>N/A</lei>
        <title>GOSFORTH FDG PLC 2018-1A A1 3ML+45 08/25/2060 144A</title>
        <cusip>38312RAA1</cusip>
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          <isin value="US38312RAA14"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
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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% 9/28 #467219</title>
        <cusip>36209CAU0</cusip>
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          <ticker value="GN"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <cusip>912828ZL7</cusip>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 7/29 #472106</title>
        <cusip>36209HNX9</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>375.70000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>MITSUBISHI UFJ FIN GRP INC</name>
        <lei>353800V2V8PUY9TK3E06</lei>
        <title>MITSUBISHI UFJ FIN GRP INC 0.848%/VAR 09/15/2024</title>
        <cusip>606822BV5</cusip>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00848000</annualizedRt>
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      <invstOrSec>
        <name>MORGAN STANLEY BK AMER MERRILL LYNCH TR 2012-C6</name>
        <lei>N/A</lei>
        <title>MSBAM 2012-C6 A4 2.858% 11/45</title>
        <cusip>61761DAD4</cusip>
        <identifiers>
          <isin value="US61761DAD49"/>
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        <balance>1395289.23600000</balance>
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        <curCd>USD</curCd>
        <valUSD>1425048.94000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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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% 1/28 #468670</title>
        <cusip>36209DT38</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <curCd>USD</curCd>
        <valUSD>256.91000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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        <name>CROWN CASTLE INTL CORP</name>
        <lei>54930012H97VSM0I2R19</lei>
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        <cusip>22822VAS0</cusip>
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          <isin value="US22822VAS07"/>
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        <curCd>USD</curCd>
        <valUSD>345390.24000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01350000</annualizedRt>
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        <name>HSBC HOLDINGS PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC HOLDINGS PLC 0.976/VAR 05/24/2025</title>
        <cusip>404280CS6</cusip>
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        <curCd>USD</curCd>
        <valUSD>4518952.65000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.00976000</annualizedRt>
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      <invstOrSec>
        <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>
        <identifiers>
          <isin value="US17318UAF12"/>
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        <balance>1779687.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1830127.60000000</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>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 8.5% 08/01/2027#</title>
        <cusip>31292GTE6</cusip>
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          <isin value="US31292GTE60"/>
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        <curCd>USD</curCd>
        <valUSD>35.55000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.08500000</annualizedRt>
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      <invstOrSec>
        <name>GENERAL MTRS FINL CO INC</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GENERAL MTRS FINL CO INC FRN SOFR+120 11/17/2023</title>
        <cusip>37045XDC7</cusip>
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          <isin value="US37045XDC74"/>
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        <curCd>USD</curCd>
        <valUSD>2546725.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-17</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01210000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>NEXTERA ENERGY CAP HLDGS INC</name>
        <lei>UMI46YPGBLUE4VGNNT48</lei>
        <title>NEXTERA ENERGY CAP HLDGS INC 2.75% 05/01/2025</title>
        <cusip>65339KBQ2</cusip>
        <identifiers>
          <isin value="US65339KBQ22"/>
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        <balance>3173000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3377642.95000000</valUSD>
        <pctVal>0.193893941982</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>WELLS FARGO COML MTG TR 2015-LC22</name>
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        <name>TRUIST BANK</name>
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        <name>ENERGY TRANSFER LP</name>
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        <name>GENERAL MTRS FINL CO INC</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>TOYOTA MOTOR CREDIT CORP</name>
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        <name>FORD CR AUTO LEASE TR 2011-A</name>
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        <name>VERIZON OWNER TR 2018-A</name>
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        <name>HSBC HOLDINGS PLC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>HYUNDAI AUTO LEASE SECURITIZATION TRUST 2021-A</name>
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        <name>UPSTART SECURITIZATION TR 2021-1</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>DOMINION ENERGY INC</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
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      <invstOrSec>
        <name>MMAF EQUIP FIN LLC 2019-B</name>
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        <name>PROTECTIVE LIFE GLOBAL FUNDING</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CSMC 2019-ICE4</name>
        <lei>N/A</lei>
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        <cusip>12653VAA4</cusip>
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        <issuerCat>CORP</issuerCat>
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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>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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        <name>WELLTOWER INC</name>
        <lei>T6IZ0MBEG5ACZDTR7D06</lei>
        <title>WELLTOWER INC 3.625% 03/15/2024</title>
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        <identifiers>
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        <balance>1604000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHR 3949 MK 4.5% 10/34</title>
        <cusip>3137AFZS4</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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          <couponKind>Fixed</couponKind>
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      <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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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
        <lei>N/A</lei>
        <title>FNR 2015-27 KF 1ML+30 05/45</title>
        <cusip>3136ANWT0</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 15YR 3% 12/31#BM1790</title>
        <cusip>3140J57C7</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BAT CAPITAL CORP</name>
        <lei>2138005GYEXN7XRHFA84</lei>
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        <cusip>05526DAZ8</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>5628668.49000000</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>0.03222000</annualizedRt>
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        <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>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>EMERA US FINANCE LP</name>
        <lei>N/A</lei>
        <title>EMERA US FINANCE LP 0.833% 06/15/2024 144A</title>
        <cusip>29103DAN6</cusip>
        <identifiers>
          <isin value="US29103DAN66"/>
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        <balance>2029000.00000000</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>
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          <maturityDt>2024-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00833000</annualizedRt>
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        <name>METROPOLITAN LIFE GLOBAL FUNDING I</name>
        <lei>635400MMSOCXNNNZDZ82</lei>
        <title>METROPOLITAN LIFE GLBL FDG I 1.95% 01/13/2023 144A</title>
        <cusip>59217GEE5</cusip>
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          <isin value="US59217GEE52"/>
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        <curCd>USD</curCd>
        <valUSD>3576886.84000000</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>
          <annualizedRt>0.01950000</annualizedRt>
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      <invstOrSec>
        <name>CNH EQUIP TR 2018-A</name>
        <lei>N/A</lei>
        <title>CNH EQUIP TR 2018-A 3.12% 07/17/2023</title>
        <cusip>12652VAC1</cusip>
        <identifiers>
          <isin value="US12652VAC19"/>
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        <curCd>USD</curCd>
        <valUSD>625977.71000000</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>2023-07-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03120000</annualizedRt>
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        <name>CHEVRON CORP NEW</name>
        <lei>N/A</lei>
        <title>CHEVRON CORP NEW 1.141% 05/11/2023</title>
        <cusip>166764BV1</cusip>
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          <isin value="US166764BV15"/>
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        <curCd>USD</curCd>
        <valUSD>3134599.06000000</valUSD>
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        <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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NEW YORK LIFE GLOBAL FDG</name>
        <lei>635400DPNHEAUHB7ZI15</lei>
        <title>NEW YORK LIFE INSURANCE CO 1.1% 05/05/2023 144A</title>
        <cusip>64952WDP5</cusip>
        <identifiers>
          <isin value="US64952WDP59"/>
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        <balance>1810000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1837839.86000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01100000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CENTERPOINT ENERGY INC</name>
        <lei>21TPXMRRHFKOBHDC8J74</lei>
        <title>CENTERPOINT ENERGY INC FRN SOFR+65 05/13/2024</title>
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      <invstOrSec>
        <name>MORGAN STANLEY</name>
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        <name>SYNCHRONY FINANCIAL</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>DISCOVERY COMMUNICATIONS LLC</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>UST NOTES</name>
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        <name>SYNOVUS FINANCIAL CORP</name>
        <lei>549300EIUS8UN5JTLE54</lei>
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        <cusip>87161CAL9</cusip>
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        <issuerCat>CORP</issuerCat>
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        <name>WFRBS COML MTG TR 2013-C14</name>
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        <name>BBVA USA</name>
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        <name>SHELL INTERNATIONAL FINANCE BV</name>
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          <couponKind>Fixed</couponKind>
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        <name>CSMC 2020-NET</name>
        <lei>N/A</lei>
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        <name>ANTHEM INC</name>
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        <name>LLOYDS BANKING GROUP PLC</name>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>Fidelity Revere Street Trust</name>
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        <name>JOHN DEERE OWNER TR 2020</name>
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        <issuerCat>CORP</issuerCat>
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        <name>AMERICAN HONDA FINANCE CORP</name>
        <lei>B6Q2VFHD1797Q7NZ3E43</lei>
        <title>AMERICAN HONDA FINANCE CORP FRN 3ML+15 02/22/2023</title>
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        <name>WORLD OMNI AUTO RECEIVABLES TR 2020-C</name>
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      <invstOrSec>
        <name>VOLKSWAGEN AUTO LEASE TRUST 2020-A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>DEUTSCHE BANK AG NEW YORK BNCH</name>
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        <fairValLevel>2</fairValLevel>
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        <name>7 ELEVEN INC</name>
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        <name>SOFI CONSUMER LN PROGRAM 2019-4 TR</name>
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        <name>MERIT 2020</name>
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        <name>AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>SANTANDER RETAIL AUTO LEASE TRUST 2019-A</name>
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        <name>VIATRIS INC</name>
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        <name>TOYOTA AUTO RECEIVABLES 2019-A OWNER TRUST</name>
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        <name>NTT FINANCE CORP</name>
        <lei>3538007PR116187GD960</lei>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FORD MOTOR CREDIT CO LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
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        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY FRN SOFR+70 01/20/2023</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>BAT INTERNATIONAL FINANCE PLC</name>
        <lei>21380041YBGOQDFAC823</lei>
        <title>BAT INTL FINANCE PLC 1.668% 03/25/2026</title>
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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>
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          <isLoanByFund>N</isLoanByFund>
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        <name>DOMINION ENERGY INC</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
        <title>DOMINION ENERGY INC FRN 3ML+53 09/15/2023</title>
        <cusip>25746UDH9</cusip>
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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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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>WESTERN GAS PARTNERS LP</name>
        <lei>L6D8A6MLSY454J2JXJ60</lei>
        <title>WESTERN GAS PARTNERS LP STEP 02/01/2025</title>
        <cusip>958667AB3</cusip>
        <identifiers>
          <isin value="US958667AB34"/>
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        <balance>2019000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2104807.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-02-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04350000</annualizedRt>
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      <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>2562000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2745670.45000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04500000</annualizedRt>
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      <invstOrSec>
        <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>
        <cusip>056059AG3</cusip>
        <identifiers>
          <isin value="US056059AG38"/>
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        <balance>2892294.98760000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2893168.46000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-15</maturityDt>
          <couponKind>Variable</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>ENERGY TRANSFER LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
        <title>ENERGY TRANSFER PARTNERS 3.6% 2/1/23</title>
        <cusip>29273RAS8</cusip>
        <identifiers>
          <isin value="US29273RAS85"/>
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        <balance>1867000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1941876.58000000</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>2023-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03600000</annualizedRt>
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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% 1/28 #464672</title>
        <cusip>36208YFM6</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <balance>1069.79400000</balance>
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        <curCd>USD</curCd>
        <valUSD>1201.98000000</valUSD>
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        <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>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AIR LEASE CORP</name>
        <lei>5493004NW4M4P8TMMK63</lei>
        <title>AIR LEASE CORP 3.5% 01/15/2022</title>
        <cusip>00912XBE3</cusip>
        <identifiers>
          <isin value="US00912XBE31"/>
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        <balance>3058000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3116334.84000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MIZUHO FINANCIAL GROUP INC</name>
        <lei>353800CI5L6DDAN5XZ33</lei>
        <title>MIZUHO FINL GROUP INC 0.849%/VAR 09/08/2024</title>
        <cusip>60687YBJ7</cusip>
        <identifiers>
          <isin value="US60687YBJ73"/>
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        <balance>2087000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2098768.38000000</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>2024-09-08</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00849000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>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>3093668.64930000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3192565.50000000</valUSD>
        <pctVal>0.183269551872</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>
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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>6367000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6509158.30000000</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>2022-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02900000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PHILLIPS 66</name>
        <lei>5493005JBO5YSIGK1814</lei>
        <title>PHILLIPS 66 3.7% 04/06/2023</title>
        <cusip>718546AU8</cusip>
        <identifiers>
          <isin value="US718546AU85"/>
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        <balance>2697000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2852997.77000000</valUSD>
        <pctVal>0.163776631302</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03700000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 20YR 4.5% 06/01/2039#FM1045</title>
        <cusip>3140X4ET9</cusip>
        <identifiers>
          <isin value="US3140X4ET98"/>
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        <balance>261416.63690000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>285145.56000000</valUSD>
        <pctVal>0.016368810287</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2039-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>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>
        <identifiers>
          <isin value="US69353RFS22"/>
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        <balance>2558000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2581001.82000000</valUSD>
        <pctVal>0.148162675733</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>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02028000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AIMCO CLO SER 2018-B / AIMCO CLO SER 2018-B LLC</name>
        <lei>N/A</lei>
        <title>AIMCO CLO SER 2018-BA AR 3ML+110 01/15/2032 144A</title>
        <cusip>00900PAL9</cusip>
        <identifiers>
          <isin value="US00900PAL94"/>
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        <balance>4518000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4518284.63000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01265910</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>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>309.75150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>354.18000000</valUSD>
        <pctVal>0.000020331739</pctVal>
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        <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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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SVENSKA HANDELSBANKEN AB</name>
        <lei>NHBDILHZTYCNBV5UYZ31</lei>
        <title>SVENSKA HANDELSBANKEN AB 0.625% 06/30/2023 144A</title>
        <cusip>86959LAF0</cusip>
        <identifiers>
          <isin value="US86959LAF04"/>
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        <balance>5060000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5090549.80000000</valUSD>
        <pctVal>0.292223536410</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00625000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>KINDER MORGAN 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>1826000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1934053.02000000</valUSD>
        <pctVal>0.111024513130</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CENTERPOINT ENERGY RES CORP</name>
        <lei>2JADVB0458J06WCD4N56</lei>
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        <cusip>15189WAN0</cusip>
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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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      <invstOrSec>
        <name>HPEFS EQUIP TR 2020-2</name>
        <lei>N/A</lei>
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        <cusip>40438PAB8</cusip>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UBS GROUP AG</name>
        <lei>549300SZJ9VS8SGXAN81</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-07-30</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>NORTHWESTERN MUTUAL GLOBAL FUNDING</name>
        <lei>635400LZXFVELZDVP257</lei>
        <title>NORTHWESTERN MUTUAL GLOBAL FUNDING SOFR+33 03/25/2024 144A</title>
        <cusip>66815L2C2</cusip>
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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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        <name>ROPER TECHNOLOGIES INC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UBS BARCLAYS COML MTG TR 2013-C6</name>
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      <invstOrSec>
        <name>LANARK MASTER ISSUER PLC</name>
        <lei>213800KIOPB5OYXIVY33</lei>
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        <cusip>513770BE6</cusip>
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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>
        <name>CHC COML MTG TR 2019-CHC</name>
        <lei>N/A</lei>
        <title>CHC COML MTG TR 2019-CHC A 1ML+112 06/15/2034</title>
        <cusip>162665AA1</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>3044409.28000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-06-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01221000</annualizedRt>
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      <invstOrSec>
        <name>ABBVIE INC</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>ABBVIE INC 2.9% 11/06/2022</title>
        <cusip>00287YAL3</cusip>
        <identifiers>
          <isin value="US00287YAL39"/>
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        <balance>3000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3108354.21000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>LLOYDS BANKING GROUP PLC</name>
        <lei>549300PPXHEU2JF0AM85</lei>
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        <cusip>53944YAM5</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>1036628.34000000</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>Variable</couponKind>
          <annualizedRt>0.01326000</annualizedRt>
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      <invstOrSec>
        <name>VENTAS RLTY LP/VENTAS CAP CORP</name>
        <lei>N/A</lei>
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        <cusip>92276MAZ8</cusip>
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          <isin value="US92276MAZ86"/>
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        <balance>2500000.00000000</balance>
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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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        <name>DAIMLER FIN NORTH AMER LLC</name>
        <lei>549300423Z16BB673J12</lei>
        <title>DAIMLER FIN NORTH AMER LLC 3ML+84 05/04/23 144A</title>
        <cusip>233851DM3</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <name>TESLA 2020-A</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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        <name>THE BANK OF NOVA SCOTIA</name>
        <lei>L3I9ZG2KFGXZ61BMYR72</lei>
        <title>BANK OF NOVA SCOTIA FRN SOFR+44.5 VAR 04/15/2024</title>
        <cusip>0641593W4</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.00455000</annualizedRt>
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        <name>FAHB 2021-HB1</name>
        <lei>N/A</lei>
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          <isin value="US31735RAA59"/>
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          <couponKind>Variable</couponKind>
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        <name>J P MORGAN CHASE COML MTG SECS TR 2012-LC9</name>
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        <title>J P MORGAN CHASE COML MTG SECS TR 2012-LC9 3.353% 12/15/2047 144A</title>
        <cusip>46639EAJ0</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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        <name>TOYOTA AUTO RECEIVABLES 2020-C OWNER TR</name>
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        <title>TOYOTA AUTO RECEIVABLES 2020-C OWNER TR 0.44% 10/15/2024</title>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GM FINL AUTOMOBILE LEASING TR 2019-1</name>
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        <name>CIGNA CORP</name>
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        <name>COMM 2012-CCRE4 MTG TR</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>J P MORGAN CHASE COML MTG SECS TR 2012-C6</name>
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      <invstOrSec>
        <name>AVIATION CAPITAL GROUP LLC</name>
        <lei>549300ODEK8HY3445C77</lei>
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        <name>PHILIP MORRIS INTL INC</name>
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      <invstOrSec>
        <name>PROVIDENT FDG MTG TR 2019-1</name>
        <lei>N/A</lei>
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        <cusip>74387LAE1</cusip>
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        <fairValLevel>2</fairValLevel>
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        <name>SOUTHERN CALIFORNIA GAS CO</name>
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        <cusip>842434CV2</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>AFFRM 2021-A</name>
        <lei>N/A</lei>
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        <cusip>00833MAA2</cusip>
        <identifiers>
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        <balance>455000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>AON CORP2</name>
        <lei>LTS3U8DGK38SETRUWX71</lei>
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        <cusip>037389BD4</cusip>
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        <balance>1789000.00000000</balance>
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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>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>
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        <balance>2176416.94170000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2026-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02590000</annualizedRt>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 4/28 #467760</title>
        <cusip>36209CTR7</cusip>
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          <isin value="US36209CTR78"/>
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        <curCd>USD</curCd>
        <valUSD>918.55000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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        <name>EQUITABLE HOLDINGS INC</name>
        <lei>549300FIBAKMNHPZ4009</lei>
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        <cusip>054561AC9</cusip>
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        <curCd>USD</curCd>
        <valUSD>3393047.23000000</valUSD>
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        <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>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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        <balance>146471.18630000</balance>
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        <curCd>USD</curCd>
        <valUSD>146610.86000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02170000</annualizedRt>
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        <name>VERIZON OWNER TR 2020-A</name>
        <lei>N/A</lei>
        <title>VERIZON OWNER TR 2020-A 1.85% 07/22/2024</title>
        <cusip>92348TAA2</cusip>
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        <balance>3967000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01850000</annualizedRt>
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        <name>NTT FINANCE CORP</name>
        <lei>3538007PR116187GD960</lei>
        <title>NTT FINANCE CORP 0.373% 03/03/2023 144A</title>
        <cusip>62954WAA3</cusip>
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        <balance>3840000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3843264.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00373000</annualizedRt>
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        <name>MORGAN STANLEY BK AMER MERRILL LYNCH TR 2016-C32</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY BK AMER MERRILL LYNCH TR 2016-C32 A1 1.968% 12/15/49</title>
        <cusip>61691GAN0</cusip>
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          <isin value="US61691GAN07"/>
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        <balance>227742.04360000</balance>
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        <curCd>USD</curCd>
        <valUSD>228394.34000000</valUSD>
        <pctVal>0.013111000648</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01968000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>PHILLIPS 66</name>
        <lei>5493005JBO5YSIGK1814</lei>
        <title>PHILLIPS 66 3.85% 04/09/2025</title>
        <cusip>718546AV6</cusip>
        <identifiers>
          <isin value="US718546AV68"/>
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        <balance>3943000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4349490.18000000</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>2025-04-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03850000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AT and T INC</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>AT and T INC 0.9% 03/25/2024</title>
        <cusip>00206RMJ8</cusip>
        <identifiers>
          <isin value="US00206RMJ85"/>
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        <balance>5000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5013639.90000000</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>2024-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00900000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>VOLKSWAGEN AUTO LN ENHANCED TR 2018-1</name>
        <lei>N/A</lei>
        <title>VOLKSWAGEN AUTO LN ENHANCED TR 2018-1 A3 3.02% 11/21/2022</title>
        <cusip>92868LAD3</cusip>
        <identifiers>
          <isin value="US92868LAD38"/>
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        <balance>537185.06340000</balance>
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        <curCd>USD</curCd>
        <valUSD>541120.96000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03020000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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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>727000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>727529.98000000</valUSD>
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        <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>0.00733750</annualizedRt>
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      <invstOrSec>
        <name>WESTERN GAS PARTNERS LP</name>
        <lei>L6D8A6MLSY454J2JXJ60</lei>
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        <cusip>958667AD9</cusip>
        <identifiers>
          <isin value="US958667AD99"/>
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        <balance>1253000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1249893.65000000</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>2023-01-13</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02287500</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>EATON VANCE CLO 2019-1 LTD</name>
        <lei>N/A</lei>
        <title>EATON 2019-1A AR 3ML+108 04/15/2031 144A</title>
        <cusip>27830XAL0</cusip>
        <identifiers>
          <isin value="US27830XAL01"/>
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        <balance>4077000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4077358.78000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01222640</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <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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        <balance>328.05410000</balance>
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        <curCd>USD</curCd>
        <valUSD>374.03000000</valUSD>
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        <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>
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          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DTE ENERGY CO</name>
        <lei>549300IX8SD6XXD71I78</lei>
        <title>DTE ENERGY CO 2.25% 11/01/2022</title>
        <cusip>233331BE6</cusip>
        <identifiers>
          <isin value="US233331BE67"/>
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        <balance>3961000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4075916.14000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-01</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>
      <invstOrSec>
        <name>MERCEDES BENZ AUTO LEASE TR 2020-A</name>
        <lei>N/A</lei>
        <title>MERCEDES BENZ AUTO LEASE TR 2020-A 1.84% 12/15/2022</title>
        <cusip>58770FAC6</cusip>
        <identifiers>
          <isin value="US58770FAC68"/>
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        <balance>2018000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2035738.62000000</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>2022-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01840000</annualizedRt>
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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>125733.77380000</balance>
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        <curCd>USD</curCd>
        <valUSD>128206.14000000</valUSD>
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        <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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      <invstOrSec>
        <name>MORGAN STANLEY CAP I TR 2019-H7</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAP I TR 2019-H7 2.327% 07/15/2052</title>
        <cusip>61771MAS9</cusip>
        <identifiers>
          <isin value="US61771MAS98"/>
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        <balance>1495699.35460000</balance>
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        <curCd>USD</curCd>
        <valUSD>1531729.85000000</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>2052-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02327000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ATHENE GLOBAL FUNDING</name>
        <lei>549300LM1QSI4MSIL320</lei>
        <title>ATHENE GLOBAL FUNDING 0.95% 01/08/2024 144A</title>
        <cusip>04685A2S9</cusip>
        <identifiers>
          <isin value="US04685A2S92"/>
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        <balance>3290000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3305567.00000000</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>2024-01-08</maturityDt>
          <couponKind>Fixed</couponKind>
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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>748.33980000</balance>
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        <curCd>USD</curCd>
        <valUSD>879.30000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <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>CARMAX AUTO OWNER TR 2018-4</name>
        <lei>N/A</lei>
        <title>CARMAX AUTO OWNER TR 2018-4 3.36% 09/15/2023</title>
        <cusip>14315EAC4</cusip>
        <identifiers>
          <isin value="US14315EAC49"/>
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        <balance>1118170.74000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1136798.46000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03360000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>STANDARD CHARTERED PLC</name>
        <lei>U4LOSYZ7YG4W3S5F2G91</lei>
        <title>STANDARD CHARTERED PLC FRN 3ML+120 09/10/2022 144A</title>
        <cusip>853254BR0</cusip>
        <identifiers>
          <isin value="US853254BR03"/>
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        <balance>4695000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4708150.23000000</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>2022-09-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01382500</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>FORD CREDIT AUTO OWNER TRUST 2019-A</name>
        <lei>N/A</lei>
        <title>FORD CREDIT AUTO OWNER TRUST 2019-A A3 2.78% 09/15/2023</title>
        <cusip>34533FAD3</cusip>
        <identifiers>
          <isin value="US34533FAD33"/>
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        <balance>657258.31000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>665504.21000000</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>2023-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02780000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NATIONSTAR HECM LOAN TRUST</name>
        <lei>N/A</lei>
        <title>NATIONSTAR HECM LOAN TRUST 2.2722% 11/25/2029 144A</title>
        <cusip>63862UAA6</cusip>
        <identifiers>
          <isin value="US63862UAA60"/>
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        <balance>447462.51930000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>448287.33000000</valUSD>
        <pctVal>0.025733980423</pctVal>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>BRASS NO 10 PLC</name>
        <lei>213800UCE3NFG8SQKH09</lei>
        <title>BRASS NO 10 PLC VAR 04/16/2069 144A</title>
        <cusip>10554PAA1</cusip>
        <identifiers>
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        <balance>1037226.67000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1038563.66000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2069-04-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00669000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
        <lei>N/A</lei>
        <title>FNR 2016-42 FL 1ML+35 07/25/2046</title>
        <cusip>3136ASU95</cusip>
        <identifiers>
          <isin value="US3136ASU954"/>
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        <balance>2555066.86650000</balance>
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        <curCd>USD</curCd>
        <valUSD>2571890.19000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00441630</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LN MTG MLT CTF GT 2% 08/15/2032</title>
        <cusip>3137BFZB0</cusip>
        <identifiers>
          <isin value="US3137BFZB08"/>
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        <curCd>USD</curCd>
        <valUSD>287428.95000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ROYAL BANK OF CANADA</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>ROYAL BK CDA GLB MTN SR NTS BE 2.55% 07/16/2024</title>
        <cusip>78013XZU5</cusip>
        <identifiers>
          <isin value="US78013XZU52"/>
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        <balance>4245000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4498365.97000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02550000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WILLIAMS COS INC</name>
        <lei>D71FAKCBLFS2O0RBPG08</lei>
        <title>WILLIAMS PARTNERS LP 4% 11/15/2021</title>
        <cusip>96950FAH7</cusip>
        <identifiers>
          <isin value="US96950FAH73"/>
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        <balance>1643000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1654984.16000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
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      <invstOrSec>
        <name>GREAT-WEST LIFECO FIN 20</name>
        <lei>N/A</lei>
        <title>GREAT-WEST LIFECO FIN 20 0.904% 08/12/2025 144A</title>
        <cusip>391399AA0</cusip>
        <identifiers>
          <isin value="US391399AA00"/>
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        <balance>1726000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1709644.89000000</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>2025-08-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00904000</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>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 10/28 #486623</title>
        <cusip>36210ASL2</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <balance>209.99680000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>238.96000000</valUSD>
        <pctVal>0.000013717523</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>
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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>AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR</name>
        <lei>N/A</lei>
        <title>AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 1.75% 01/30/2026</title>
        <cusip>00774MAS4</cusip>
        <identifiers>
          <isin value="US00774MAS44"/>
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        <balance>2616000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2576047.24000000</valUSD>
        <pctVal>0.147878257557</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01750000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>570000.06000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>570735.36000000</valUSD>
        <pctVal>0.032763122217</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>0.00920130</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AVOLON HOLDINGS FUNDING LTD</name>
        <lei>635400ZRKEX9L1BKCH30</lei>
        <title>AVOLON HLDGS FDG LTD 3.625% 05/01/2022 144A</title>
        <cusip>05401AAE1</cusip>
        <identifiers>
          <isin value="US05401AAE10"/>
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        <balance>476000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>487669.80000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03625000</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>CITIGROUP INC</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC 3.106%/VAR 04/08/2026</title>
        <cusip>172967MQ1</cusip>
        <identifiers>
          <isin value="US172967MQ12"/>
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        <balance>3286000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3526450.13000000</valUSD>
        <pctVal>0.202436233501</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-08</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03106000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CARMAX AUTO OWNER TRUST 2019-4</name>
        <lei>N/A</lei>
        <title>CARMAX AUTO OWNER TR 2019-4 2.01% 03/15/2023</title>
        <cusip>14315WAB6</cusip>
        <identifiers>
          <isin value="US14315WAB63"/>
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        <balance>217678.18360000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>218296.17000000</valUSD>
        <pctVal>0.012531314158</pctVal>
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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>0.02010000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PUBLIC SVC ENTERPRISE GRP INC</name>
        <lei>PUSS41EMO3E6XXNV3U28</lei>
        <title>PUBLIC SERVICE ELEC and GAS CO 2.65% 11/15/2022</title>
        <cusip>744573AL0</cusip>
        <identifiers>
          <isin value="US744573AL05"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2066465.98000000</valUSD>
        <pctVal>0.118625692758</pctVal>
        <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>0.02650000</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>UBS BARCLAYS COML MTG TR 2013-C6</name>
        <lei>549300G1IXWLFE766Q13</lei>
        <title>UBS BARCLAYS COML MTG TR 2013-C6 A3FL 1ML+79 04/10/2046 144A</title>
        <cusip>90349GAC9</cusip>
        <identifiers>
          <isin value="US90349GAC96"/>
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        <balance>2300890.97110000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2294432.37000000</valUSD>
        <pctVal>0.131712126893</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-04-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00888130</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FORD CR FLOORPLN MAST OWN TR A</name>
        <lei>5493001DTG5N7T8BG747</lei>
        <title>FORD CR FLOORPLN MAST OWN TR A 0.7% 09/15/2025</title>
        <cusip>34528QHK3</cusip>
        <identifiers>
          <isin value="US34528QHK31"/>
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        <balance>7267000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7320603.57000000</valUSD>
        <pctVal>0.420240003129</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00700000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MPLX LP</name>
        <lei>5493000CZJ19CK4P3G36</lei>
        <title>MPLX LP 1.75% 03/01/2026</title>
        <cusip>55336VBR0</cusip>
        <identifiers>
          <isin value="US55336VBR06"/>
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        <balance>4929000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4994336.61000000</valUSD>
        <pctVal>0.286700408312</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01750000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</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>
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        <name>PHILIP MORRIS INTL INC</name>
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        <name>ATHENE GLOBAL FUNDING</name>
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        <name>VERIZON MASTER TRUST 2021-1 A</name>
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        <name>APPLE INC</name>
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        <name>FORD MOTOR CREDIT CO LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
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        <name>PALMER SQUARE LOAN FUNDING LTD 2021</name>
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        <title>PALMER SQUARE LOAN FUNDING LTD CLO 2021-2A A1 3ML+80 05/20/2029 144A</title>
        <cusip>69702DAA5</cusip>
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        <invCountry>KY</invCountry>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>ZIONS BANCORP NA</name>
        <lei>YYQWUR1Z2BCX32HQS333</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <cusip>36210VZL8</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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        <name>THE BANK OF NOVA SCOTIA</name>
        <lei>L3I9ZG2KFGXZ61BMYR72</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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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>ABBVIE INC</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
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        <cusip>00287YCS6</cusip>
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        <name>MARLETTE FUNDING TRUST 2020</name>
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        <title>MARLETTE FUNDING TRUST 2020 2.24% 03/15/2030 144A</title>
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        <name>ALTRIA GROUP INC</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
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        <name>PACIFIC LIFE GLOBAL FUNDING II</name>
        <lei>6354003EUPCHXTWUU869</lei>
        <title>PACIFIC LIFE GF II 1.2% 06/24/2025 144A</title>
        <cusip>6944PL2B4</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>WORLD OMNI AUTO RECEIVABLES TR 2020-A</name>
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      <invstOrSec>
        <name>WORLD OMNI SELECT AUTO TRUST</name>
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        <name>SANTANDER RETAIL AUTO LEASE TRUST 2019-C</name>
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        <name>BP CAP MARKETS AMERICA INC</name>
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        <name>VOLVO FINL EQUIP LLC SER 2019-1</name>
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        <name>UBS AG LONDN BRANCH</name>
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        <name>BANK OF AMERICA CORPORATION</name>
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        <name>EQUINOR ASA</name>
        <lei>OW6OFBNCKXC4US5C7523</lei>
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        <name>GENERAL MTRS FINL CO INC</name>
        <lei>5493008B6JBRUJ90QL97</lei>
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        <name>CHESAPEAKE FUNDING II LLC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36207KBA7</cusip>
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        <name>TRUIST BANK</name>
        <lei>JJKC32MCHWDI71265Z06</lei>
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        <cusip>89788JAB5</cusip>
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        <fairValLevel>2</fairValLevel>
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        <name>CREDIT SUISSE AG NY BRNCH</name>
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        <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>
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        <name>ZIONS BANCORP NA</name>
        <lei>YYQWUR1Z2BCX32HQS333</lei>
        <title>ZIONS FIRST NATIONAL BANK 3.5% 08/27/2021</title>
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        <name>MARLETTE FUNDING TRUST 2019</name>
        <lei>N/A</lei>
        <title>MARLETTE FUNDING TRUST 2019-4A A 2.39% 12/17/2029 144A</title>
        <cusip>57110AAA2</cusip>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 12/28 #781228</title>
        <cusip>36225BLH9</cusip>
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        <issuerCat>USGA</issuerCat>
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      <invstOrSec>
        <name>J P MORGAN CHASE COML MTG SECS TR 2013-LC11</name>
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        <name>NEXTERA ENERGY CAP HLDGS INC</name>
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        <name>CWABS INC</name>
        <lei>N/A</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>UST NOTES</name>
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        <name>BA CR CARD TR</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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        <name>RMF BUYOUT ISSUANCE TRUST 2020-2</name>
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        <name>VOLKSWAGEN GROUP AMER FIN LLC</name>
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        <cusip>928668BJ0</cusip>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>SANTANDER RETAIL AUTO LEASE TR 2019-B</name>
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        <cusip>80281GAB2</cusip>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>TOYOTA AUTO RECEIVABLES OWNER TRUST</name>
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        <title>TOYOTA AUTO RECEIVABLES OWNER TRUS 2019-C A3 1.91% 09/15/2023</title>
        <cusip>89238UAD2</cusip>
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        <name>FLORIDA PWR and LT CO</name>
        <lei>A89MY1K3YLIGJMYWVX50</lei>
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        <name>FIRST REPUBLIC BANK</name>
        <lei>YWC0TIKBQM2JV8L4IV08</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>AMERICAN INTERNATIONAL GROUP INC</name>
        <lei>ODVCVCQG2BP6VHV36M30</lei>
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        <cusip>026874DQ7</cusip>
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        <name>WFRBS COML MTG TR 2014-C20</name>
        <lei>549300UVB571ELWL8972</lei>
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        <name>CHESAPEAKE FUNDING II LLC</name>
        <lei>5493000HT7H4OFOD6Z12</lei>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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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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        <issuerCat>USGA</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>MYLAN INC</name>
        <lei>30ZMPDNA1RHIBH89C294</lei>
        <title>MYLAN INC 3.125% 1/23 144A</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <name>BNP PARIBAS</name>
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        <name>MET TOWER GLOBAL FUNDING</name>
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        <name>VF CORPORATION</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>BAYVIEW COML ASSET TR 06 2</name>
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        <name>MORGAN STANLEY CAP I TR 2011-C3</name>
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        <name>VERIZON COMMUNICATIONS INC</name>
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        <name>EXELON CORP</name>
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        <name>GS MTG SECS CORP TR 2012-BWTR</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 10/28 #486612</title>
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        <name>MORTGAGE REPURCHASE AGREEMENT FINANCING TRUST SERIES 2016-5</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 6/29 #510983</title>
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        <name>UBS AG LONDN BRANCH</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>CARMAX AUTO OWNER TR 2020-4</name>
        <lei>N/A</lei>
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        <cusip>14316HAC6</cusip>
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    <signature>
      <ncom:dateSigned>2021-06-30</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>
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  <documents>XXXX</documents>
</edgarSubmission>
