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      </invstOrSec>
      <invstOrSec>
        <name>CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CHEVRON PHIL CHEM LLC /CHEV LP</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>T-MOBILE USA INC</name>
        <lei>549300V2JRLO5DIFGE82</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>HYUNDAI AUTO RECEIVABLES TR 2020-C</name>
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        <cusip>44891RAC4</cusip>
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        <balance>13000.00000000</balance>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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        <name>TESLA 2020-A</name>
        <lei>N/A</lei>
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        <identifiers>
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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>AIR LEASE CORP</name>
        <lei>5493004NW4M4P8TMMK63</lei>
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        <identifiers>
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        <balance>7000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6901.23000000</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>2024-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00700000</annualizedRt>
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        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY SOFR 0.731%/VAR 04/05/2024</title>
        <cusip>61772BAA1</cusip>
        <identifiers>
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        <balance>15000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>14961.71000000</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>
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      <invstOrSec>
        <name>DRIVE AUTO RECEIVABLES TR 2021-3</name>
        <lei>N/A</lei>
        <title>DRIVE AUTO RECEIVABLES TR 2021-3 0.52% 01/15/2025</title>
        <cusip>262081AB8</cusip>
        <identifiers>
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        <balance>20000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>19993.63000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00520000</annualizedRt>
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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>25000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>24923.68000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00560000</annualizedRt>
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      <invstOrSec>
        <name>TOYOTA MOTOR CREDIT CORP</name>
        <lei>Z2VZBHUMB7PWWJ63I008</lei>
        <title>TOYOTA MOTOR CREDIT CORP 0.5% 08/14/2023</title>
        <cusip>89236THF5</cusip>
        <identifiers>
          <isin value="US89236THF57"/>
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        <balance>8000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7973.72000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00500000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <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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        <balance>6000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5987.81000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-15</maturityDt>
          <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>10000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10138.42000000</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>2024-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01950000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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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>10000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9977.44000000</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>2032-07-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01090000</annualizedRt>
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      <invstOrSec>
        <name>THE BANK OF NOVA SCOTIA</name>
        <lei>L3I9ZG2KFGXZ61BMYR72</lei>
        <title>BANK OF NOVA SCOTIA 0.55% 09/15/2023</title>
        <cusip>064159YM2</cusip>
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        <balance>25000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>24894.41000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00550000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CIGNA CORP</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>CIGNA CORP 3.05% 11/30/2022</title>
        <cusip>125523BT6</cusip>
        <identifiers>
          <isin value="US125523BT66"/>
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        <balance>10000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10227.04000000</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>2022-11-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03050000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ANTHEM INC</name>
        <lei>8MYN82XMYQH89CTMTH67</lei>
        <title>ANTHEM INC 3.125% 05/15/2022</title>
        <cusip>94973VAX5</cusip>
        <identifiers>
          <isin value="US94973VAX55"/>
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        <balance>10000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10119.61000000</valUSD>
        <pctVal>0.151457214947</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03125000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VALERO ENERGY CORP</name>
        <lei>549300XTO5VR8SKV1V74</lei>
        <title>VALERO ENERGY CORP 1.2% 03/15/2024</title>
        <cusip>91913YBA7</cusip>
        <identifiers>
          <isin value="US91913YBA73"/>
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        <balance>20000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>19907.47000000</valUSD>
        <pctVal>0.297949225597</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>MICROCHIP TECHNOLOGY INC</name>
        <lei>5493007PTFULNYZJ1R12</lei>
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        <curCd>USD</curCd>
        <valUSD>8869.99000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00983000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CANADIAN PACIFIC RAILWAY CO</name>
        <lei>54930036474DURYNB481</lei>
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        <cusip>13645RBD5</cusip>
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        <balance>26000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>25976.16000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01350000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>CARMAX AUTO OWNER TR 2021-1</name>
        <lei>N/A</lei>
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        <cusip>14316NAC3</cusip>
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        <balance>10000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9953.81000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00340000</annualizedRt>
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      <invstOrSec>
        <name>OTIS WORLDWIDE CORP</name>
        <lei>549300ZLBKR8VSU25153</lei>
        <title>OTIS WORLDWIDE CORP 3ML+45 04/05/2023</title>
        <cusip>68902VAG2</cusip>
        <identifiers>
          <isin value="US68902VAG23"/>
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        <balance>9000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9000.46000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-05</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00583130</annualizedRt>
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      <invstOrSec>
        <name>CARVANA AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>CARVANA AUTO RECEIVABLES TRUST 0.7% 11/10/2026</title>
        <cusip>14687JAE9</cusip>
        <identifiers>
          <isin value="US14687JAE91"/>
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        <balance>13000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>12888.67000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00700000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>EXETER AUTOMOBILE RECEIVABLES TR 2021-3</name>
        <lei>N/A</lei>
        <title>EXETER AUTOMOBILE RECEIVABLES TR 2021-3 0.34% 01/16/2024</title>
        <cusip>30166AAB0</cusip>
        <identifiers>
          <isin value="US30166AAB08"/>
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        <balance>8628.69000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8624.77000000</valUSD>
        <pctVal>0.129084386034</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00340000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DELL INTERNATIONAL LLC / EMC CORP</name>
        <lei>N/A</lei>
        <title>DELL INTL/EMC CORP 5.45% 06/15/2023</title>
        <cusip>24703TAA4</cusip>
        <identifiers>
          <isin value="US24703TAA43"/>
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        <balance>18000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19091.93000000</valUSD>
        <pctVal>0.285743279214</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05450000</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>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UST NOTES 0.375% 10/31/2023</title>
        <cusip>91282CDD0</cusip>
        <identifiers>
          <isin value="US91282CDD02"/>
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        <balance>345000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>344056.64000000</valUSD>
        <pctVal>5.149394144499</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00375000</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>
      <invstOrSec>
        <name>MORGAN STANLEY CAP I TR 2019-MEAD</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAP I TR 2019-MEAD 3.17% 11/10/2036 144A</title>
        <cusip>61771LAA0</cusip>
        <identifiers>
          <isin value="US61771LAA08"/>
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        <balance>10000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10276.75000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03170000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GENERAL MTRS FINL CO INC</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GENERAL MTRS FINL CO INC 1.25% 01/08/2026</title>
        <cusip>37045XDD5</cusip>
        <identifiers>
          <isin value="US37045XDD57"/>
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        <balance>15000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14627.81000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01250000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VMWARE INC</name>
        <lei>549300BUDHS3LRWBE814</lei>
        <title>VMWARE INC 0.6% 08/15/2023</title>
        <cusip>928563AG0</cusip>
        <identifiers>
          <isin value="US928563AG03"/>
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        <balance>17000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16899.49000000</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>2023-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00600000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 15YR 3% 02/01/2034#SB0179</title>
        <cusip>3132CWFU3</cusip>
        <identifiers>
          <isin value="US3132CWFU36"/>
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        <balance>10810.21900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11323.97000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</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>SANTANDER RETAIL AUTO LEASE TR 2020-B</name>
        <lei>N/A</lei>
        <title>SANTANDER RETAIL AUTO LEASE TR 2020-B 0.57% 04/22/2024 144A</title>
        <cusip>80286RAC1</cusip>
        <identifiers>
          <isin value="US80286RAC16"/>
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        <balance>15000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14961.31000000</valUSD>
        <pctVal>0.223921509284</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00570000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DRIVE AUTO RECEIVABLES TR 2021-2</name>
        <lei>N/A</lei>
        <title>DRIVE AUTO RECEIVABLES TR 2021-2 0.36% 05/15/2024</title>
        <cusip>262104AB8</cusip>
        <identifiers>
          <isin value="US262104AB81"/>
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        <balance>18000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17991.69000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00360000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MARATHON PETROLEUM CORP</name>
        <lei>3BNYRYQHD39K4LCKQF12</lei>
        <title>MARATHON PETROLEUM CORP 4.5% 05/01/2023</title>
        <cusip>56585ABG6</cusip>
        <identifiers>
          <isin value="US56585ABG67"/>
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        <balance>10000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10447.90000000</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>2023-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MOSAIC CO</name>
        <lei>2YD5STGSJNMUB7H76907</lei>
        <title>MOSAIC CO NEW 3.25% 11/15/2022</title>
        <cusip>61945CAF0</cusip>
        <identifiers>
          <isin value="US61945CAF05"/>
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        <balance>5000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5111.05000000</valUSD>
        <pctVal>0.076495576258</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>0.03250000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PERKINELMER INC</name>
        <lei>549300IKL1SDPFI7N655</lei>
        <title>PERKINELMER INC 0.85% 09/15/2024</title>
        <cusip>714046AL3</cusip>
        <identifiers>
          <isin value="US714046AL31"/>
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        <balance>20000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19679.47000000</valUSD>
        <pctVal>0.294536816917</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00850000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>PHILLIPS 66</name>
        <lei>5493005JBO5YSIGK1814</lei>
        <title>PHILLIPS 66 0.9% 02/15/2024</title>
        <cusip>718546AY0</cusip>
        <identifiers>
          <isin value="US718546AY08"/>
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        <balance>20000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>19848.54000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00900000</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>CAPITAL ONE FINANCIAL CORP</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
        <title>CAPITAL ONE FINANCIAL CORP 2.6% 05/11/2023</title>
        <cusip>14040HCD5</cusip>
        <identifiers>
          <isin value="US14040HCD52"/>
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        <balance>8000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8199.49000000</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>2023-05-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02600000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FIRSTENERGY CORP</name>
        <lei>549300SVYJS666PQJH88</lei>
        <title>FIRSTENERGY CORP 1.6% 01/15/2026</title>
        <cusip>337932AN7</cusip>
        <identifiers>
          <isin value="US337932AN77"/>
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        <balance>2000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1962.74000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01600000</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>WELLS FARGO and CO</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WELLS FARGO and CO NEW 2.164%/VAR 02/11/2026</title>
        <cusip>95000U2K8</cusip>
        <identifiers>
          <isin value="US95000U2K82"/>
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        <balance>25000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25509.63000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-11</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02164000</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>
      <invstOrSec>
        <name>BA CR CARD TR</name>
        <lei>N/A</lei>
        <title>BA CR CARD TR 0.34% 05/15/2026</title>
        <cusip>05522RDC9</cusip>
        <identifiers>
          <isin value="US05522RDC97"/>
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        <balance>20000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19806.75000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00340000</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>JPMORGAN CHASE and CO</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE and CO 0.697%/VAR 03/16/2024</title>
        <cusip>46647PBZ8</cusip>
        <identifiers>
          <isin value="US46647PBZ80"/>
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        <balance>10000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9986.48000000</valUSD>
        <pctVal>0.149464697545</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00697000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>INTERNATIONAL FLAVORS and FRAGRANCES INC</name>
        <lei>BZLRL03D3GPGMOGFO832</lei>
        <title>INTERNATIONAL FLAVS and FRAG INC 0.697% 09/15/2022 144A</title>
        <cusip>459506AM3</cusip>
        <identifiers>
          <isin value="US459506AM35"/>
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        <balance>2000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2001.14000000</valUSD>
        <pctVal>0.029950471522</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00697000</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>GOLDMAN SACHS GROUP INC (THE)</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GOLDMAN SACHS GROUP INC (THE) 2.905/VAR 07/24/2023</title>
        <cusip>38141GWM2</cusip>
        <identifiers>
          <isin value="US38141GWM22"/>
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        <balance>10000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10129.82000000</valUSD>
        <pctVal>0.151610025002</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-24</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02905000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BOEING CO</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BOEING CO 1.167% 02/04/2023</title>
        <cusip>097023DD4</cusip>
        <identifiers>
          <isin value="US097023DD43"/>
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        <balance>10000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10003.74000000</valUSD>
        <pctVal>0.149723022869</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01167000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DELTA AIRLINES INC</name>
        <lei>Q2CCMS6R0AS67HJMBN42</lei>
        <title>DELTA AIRLINES INC 2.9% 10/28/2024</title>
        <cusip>247361ZU5</cusip>
        <identifiers>
          <isin value="US247361ZU54"/>
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        <balance>15000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15116.89000000</valUSD>
        <pctVal>0.226250029207</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02900000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NEXTERA ENERGY CAP HLDGS INC</name>
        <lei>UMI46YPGBLUE4VGNNT48</lei>
        <title>NEXTERA ENERGY CAP HLDGS INC FRN 3ML+27 02/22/2023</title>
        <cusip>65339KBT6</cusip>
        <identifiers>
          <isin value="US65339KBT60"/>
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        <balance>25000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24959.50000000</valUSD>
        <pctVal>0.373561466942</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-22</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00429630</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MICROSOFT CORP</name>
        <lei>INR2EJN1ERAN0W5ZP974</lei>
        <title>MICROSOFT CORP 2.4% 08/08/2026</title>
        <cusip>594918BR4</cusip>
        <identifiers>
          <isin value="US594918BR43"/>
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        <balance>20000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20864.02000000</valUSD>
        <pctVal>0.312265627016</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02400000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DUKE ENERGY CORP NEW</name>
        <lei>I1BZKREC126H0VB1BL91</lei>
        <title>DUKE ENERGY CORP NEW FRN SOFR+25 06/10/2023</title>
        <cusip>26441CBK0</cusip>
        <identifiers>
          <isin value="US26441CBK09"/>
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        <balance>13000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12993.40000000</valUSD>
        <pctVal>0.194468381360</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00299200</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 0.35% 07/17/2023</title>
        <cusip>362590AB7</cusip>
        <identifiers>
          <isin value="US362590AB72"/>
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        <balance>3115.22000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3115.30000000</valUSD>
        <pctVal>0.046625775274</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00350000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COMM 2012-LC4 MTG TR</name>
        <lei>N/A</lei>
        <title>COMM 2012-LC4 A4 3.288% 12/44</title>
        <cusip>126192AD5</cusip>
        <identifiers>
          <isin value="US126192AD55"/>
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        <balance>1149.74000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1149.25000000</valUSD>
        <pctVal>0.017200485421</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-12-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03288000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>OCCIDENTAL PETROLEUM CORP</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>OCCIDENTAL PETROLEUM CORP 2.9% 08/15/2024</title>
        <cusip>674599CW3</cusip>
        <identifiers>
          <isin value="US674599CW33"/>
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        <balance>5000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5014.78000000</valUSD>
        <pctVal>0.075054731592</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02900000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CATERPILLAR FINL SVCS CORP</name>
        <lei>EDBQKYOPJUCJKLOJDE72</lei>
        <title>CATERPILLAR FINL SVCS CORP 0.25% 03/01/2023</title>
        <cusip>14913R2J5</cusip>
        <identifiers>
          <isin value="US14913R2J59"/>
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        <balance>25000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24895.03000000</valUSD>
        <pctVal>0.372596563487</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00250000</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>JPMORGAN CHASE and CO</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE and CO 1.514%/VAR 06/01/2024</title>
        <cusip>46647PBQ8</cusip>
        <identifiers>
          <isin value="US46647PBQ81"/>
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        <balance>35000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35279.63000000</valUSD>
        <pctVal>0.528019805524</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01514000</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>PIONEER NATURAL RESOURCES CO</name>
        <lei>FY8JBF7CCL2VE4F1B628</lei>
        <title>PIONEER NATURAL RESOURCES CO 0.55% 05/15/2023</title>
        <cusip>723787AU1</cusip>
        <identifiers>
          <isin value="US723787AU18"/>
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        <balance>13000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12938.43000000</valUSD>
        <pctVal>0.193645661600</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00550000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FIRSTENERGY CORP</name>
        <lei>549300SVYJS666PQJH88</lei>
        <title>FIRSTENERGY CORP 2.05% 03/01/2025</title>
        <cusip>337932AK3</cusip>
        <identifiers>
          <isin value="US337932AK39"/>
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        <balance>7000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6965.00000000</valUSD>
        <pctVal>0.104243098509</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02050000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UST NOTES 2.625% 06/30/2023</title>
        <cusip>9128284U1</cusip>
        <identifiers>
          <isin value="US9128284U17"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>258652.35000000</valUSD>
        <pctVal>3.871173352594</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02625000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BRISTOL-MYERS SQUIBB CO</name>
        <lei>HLYYNH7UQUORYSJQCN42</lei>
        <title>BRISTOL-MYERS SQUIBB CO 3.25% 02/20/2023</title>
        <cusip>110122CZ9</cusip>
        <identifiers>
          <isin value="US110122CZ98"/>
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        <balance>18000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18533.30000000</valUSD>
        <pctVal>0.277382428946</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03250000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>7 ELEVEN INC</name>
        <lei>549300K23JPL0SS3LB18</lei>
        <title>7 ELEVEN INC 0.625% 02/10/2023 144A</title>
        <cusip>817826AA8</cusip>
        <identifiers>
          <isin value="US817826AA80"/>
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        <balance>3000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2990.79000000</valUSD>
        <pctVal>0.044762270867</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-10</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>CANADIAN IMPERIAL BANK OF COMMERCE</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
        <title>CANADIAN IMPERIAL BK OF COMM 0.45% 06/22/2023</title>
        <cusip>13607HVC3</cusip>
        <identifiers>
          <isin value="US13607HVC32"/>
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        <balance>25000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24844.25000000</valUSD>
        <pctVal>0.371836554221</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00450000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COMCAST CORP NEW</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>COMCAST CORP NEW 3.1% 04/01/2025</title>
        <cusip>20030NDJ7</cusip>
        <identifiers>
          <isin value="US20030NDJ72"/>
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        <balance>2000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2108.76000000</valUSD>
        <pctVal>0.031561188286</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03100000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN EXPRESS CO</name>
        <lei>R4PP93JZOLY261QX3811</lei>
        <title>AMERICAN EXPRESS CO 2.65% 12/02/2022</title>
        <cusip>025816BD0</cusip>
        <identifiers>
          <isin value="US025816BD05"/>
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        <balance>30000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30649.48000000</valUSD>
        <pctVal>0.458721717575</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02650000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOUTHERN COMPANY</name>
        <lei>549300FC3G3YU2FBZD92</lei>
        <title>SOUTHERN COMPANY 0.6% 02/26/2024</title>
        <cusip>842587DG9</cusip>
        <identifiers>
          <isin value="US842587DG96"/>
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        <balance>6000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5921.98000000</valUSD>
        <pctVal>0.088632526132</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00600000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MERCEDES-BENZ AUTO 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>
        <identifiers>
          <isin value="US58769VAB62"/>
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        <balance>1236.87000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1237.03000000</valUSD>
        <pctVal>0.018514262763</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00460000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AIR LEASE CORP</name>
        <lei>5493004NW4M4P8TMMK63</lei>
        <title>AIR LEASE CORP 0.8% 08/18/2024</title>
        <cusip>00914AAP7</cusip>
        <identifiers>
          <isin value="US00914AAP75"/>
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        <balance>7000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6869.96000000</valUSD>
        <pctVal>0.102820662891</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00800000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BANK OF AMERICA CORPORATION</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORPORATION 3.004%/VAR 12/20/2023</title>
        <cusip>06051GHC6</cusip>
        <identifiers>
          <isin value="US06051GHC69"/>
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        <balance>100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>102252.99000000</valUSD>
        <pctVal>1.530390310047</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03004000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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>1103000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1090720.51000000</valUSD>
        <pctVal>16.32449182634</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00250000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COMM 2013-LC6 MTG TR</name>
        <lei>N/A</lei>
        <title>COMM 2013-LC6 ASB 2.478% 1/46</title>
        <cusip>20048EAW1</cusip>
        <identifiers>
          <isin value="US20048EAW12"/>
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        <balance>1776.82300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1789.94000000</valUSD>
        <pctVal>0.026789503481</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-01-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02478000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>INTERCONTINENTAL EXCHANGE INC</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>INTERCONTINENTAL EXCHANGE INC 0.7% 06/15/2023</title>
        <cusip>45866FAM6</cusip>
        <identifiers>
          <isin value="US45866FAM68"/>
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        <balance>13000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12965.52000000</valUSD>
        <pctVal>0.194051109632</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>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>VERIZON COMMUNICATIONS INC</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VERIZON COMMUNICATIONS INC 0.75% 03/22/2024</title>
        <cusip>92343VGF5</cusip>
        <identifiers>
          <isin value="US92343VGF58"/>
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        <balance>8000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7950.10000000</valUSD>
        <pctVal>0.118986799348</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <name>JPMORGAN CHASE and CO</name>
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        <name>SANTANDER HLDGS USA INC</name>
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        <name>MERCEDES-BENZ AUTO LEASE TRUST 2020-B</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>CANADIAN PACER AUTO RECEIVABLES TRUST 2018-2</name>
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        <name>CAPTIAL ONE MULTI-ASSET EXECUT</name>
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        <name>JOHN DEERE OWNER TR 2020-B</name>
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        <name>CLECO POWER LLC</name>
        <lei>TM1ZH54SJKLNHFCBFK92</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>BANK NEW YORK MELLON CORP</name>
        <lei>WFLLPEPC7FZXENRZV188</lei>
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        <name>CANADIAN IMPERIAL BANK OF COMMERCE</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
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        <name>SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2021-A</name>
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        <name>TESLA AUTO LEASE TR 2021-A</name>
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        <name>THE BANK OF NOVA SCOTIA</name>
        <lei>L3I9ZG2KFGXZ61BMYR72</lei>
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        <name>BENCHMARK 2018-B7 MTG TR</name>
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        <name>DISCOVER CARD EXECUTION NT TR</name>
        <lei>549300CKCX1QE4RUW216</lei>
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        <name>ITC HLDGS CORP</name>
        <lei>549300HTO5U9D3SLE207</lei>
        <title>ITC HLDGS CORP 2.7% 11/15/2022</title>
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      <invstOrSec>
        <name>PLAINS ALL AM PIPELN/PAA FIN C</name>
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      <invstOrSec>
        <name>REPUBLIC SERVICES INC</name>
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      <invstOrSec>
        <name>BMW US CAPITAL LLC</name>
        <lei>KK5MZM9DIXLXZL9DZL15</lei>
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      <invstOrSec>
        <name>INTERNATIONAL LEASE FIN CORP</name>
        <lei>N/A</lei>
        <title>INTERNATIONAL LEASE FIN CORP 5.875% 08/15/2022</title>
        <cusip>459745GN9</cusip>
        <identifiers>
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        <balance>25000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>25894.59000000</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>2022-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05875000</annualizedRt>
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      <invstOrSec>
        <name>ROGERS COMMUNICATIONS INC</name>
        <lei>54930030NVF3Y2OL0A78</lei>
        <title>ROGERS COMMUNICATIONS INC FRN 3ML+60 03/22/2022</title>
        <cusip>775109BQ3</cusip>
        <identifiers>
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        <balance>15000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>15019.80000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <name>FORD CREDIT AUTO OWNER TRUST 2020-B</name>
        <lei>N/A</lei>
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        <cusip>34533GAB5</cusip>
        <identifiers>
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        <balance>273.13000000</balance>
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        <curCd>USD</curCd>
        <valUSD>273.18000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00500000</annualizedRt>
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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 3.4834% 06/15/2045</title>
        <cusip>46637WAD5</cusip>
        <identifiers>
          <isin value="US46637WAD56"/>
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        <balance>3619.85200000</balance>
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        <curCd>USD</curCd>
        <valUSD>3644.60000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03483400</annualizedRt>
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      <invstOrSec>
        <name>WILLIAMS COS INC</name>
        <lei>D71FAKCBLFS2O0RBPG08</lei>
        <title>WILLIAMS COS INC 3.6% 03/15/2022</title>
        <cusip>96949LAA3</cusip>
        <identifiers>
          <isin value="US96949LAA35"/>
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        <balance>28000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28101.47000000</valUSD>
        <pctVal>0.420586404232</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03600000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <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>181000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>179960.66000000</valUSD>
        <pctVal>2.693418062922</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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          <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>6000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5852.04000000</valUSD>
        <pctVal>0.087585754802</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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        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>BNP PARIBAS 3.25% 03/03/2023</title>
        <cusip>05574LFY9</cusip>
        <identifiers>
          <isin value="US05574LFY92"/>
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        <balance>25000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25822.95000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03250000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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        <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>3000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3106.80000000</valUSD>
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        <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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        <name>WESTERN UNION CO/THE</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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        <curCd>USD</curCd>
        <valUSD>3119.56000000</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>2025-01-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02850000</annualizedRt>
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      <invstOrSec>
        <name>ALLY FINANCIAL 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>10000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10956.90000000</valUSD>
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        <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>
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        <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>100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>99755.82000000</valUSD>
        <pctVal>1.493015903973</pctVal>
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        <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>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BANK NEW YORK MELLON CORP</name>
        <lei>WFLLPEPC7FZXENRZV188</lei>
        <title>BANK NEW YORK MELLON CORP 1.6% 04/24/2025</title>
        <cusip>06406RAN7</cusip>
        <identifiers>
          <isin value="US06406RAN70"/>
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        <balance>8000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8082.74000000</valUSD>
        <pctVal>0.120971983065</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01600000</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>VOLVO FINANCIAL EQUIPMENT LLC 2019</name>
        <lei>N/A</lei>
        <title>VOLVO FINANCIAL EQUIPMENT LLC 2.04% 11/15/2023 144A</title>
        <cusip>92888BAC3</cusip>
        <identifiers>
          <isin value="US92888BAC37"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>VALERO ENERGY CORP</name>
        <lei>549300XTO5VR8SKV1V74</lei>
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        <cusip>91913YAX8</cusip>
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        <curCd>USD</curCd>
        <valUSD>2048.80000000</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>0.02700000</annualizedRt>
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      <invstOrSec>
        <name>GOLDMAN SACHS GROUP INC (THE)</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
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        <cusip>38141GXY5</cusip>
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        <curCd>USD</curCd>
        <valUSD>9967.56000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00523000</annualizedRt>
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      <invstOrSec>
        <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>
        <identifiers>
          <isin value="US29449WAC10"/>
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        <balance>25000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>24802.75000000</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>2023-11-17</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>HYUNDAI CAPITAL AMERICA</name>
        <lei>549300RIPPWJB5Z0FK07</lei>
        <title>HYUNDAI CAP AMER 1% 09/17/2024 144A</title>
        <cusip>44891ABY2</cusip>
        <identifiers>
          <isin value="US44891ABY29"/>
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        <balance>16000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15788.68000000</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>2024-09-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01000000</annualizedRt>
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      <invstOrSec>
        <name>MERCEDES-BENZ AUTO LEASE TR 2019-A</name>
        <lei>N/A</lei>
        <title>MERCEDES-BENZ AUTO LEASE TRUST 2019-B A3 2.03% 10/17/2022</title>
        <cusip>58769QAC5</cusip>
        <identifiers>
          <isin value="US58769QAC50"/>
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        <curCd>USD</curCd>
        <valUSD>2462.95000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-10-17</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>WELLS FARGO and CO</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
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        <cusip>95000U2R3</cusip>
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          <isin value="US95000U2R36"/>
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        <balance>60000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>60629.34000000</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>2024-06-02</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>PRINCIPAL LIFE GLOBAL FDG II</name>
        <lei>635400WSLKBQWSOIIT41</lei>
        <title>PRINCIPAL LIFE GLOBAL FDG II FRN SOFR+45 04/12/2024 144A</title>
        <cusip>74256LEM7</cusip>
        <identifiers>
          <isin value="US74256LEM72"/>
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        <balance>7000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7030.07000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-12</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00498705</annualizedRt>
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      <invstOrSec>
        <name>ENERGY TRANSFER LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
        <title>ENERGY TRANSFER LP 4.25% 03/15/2023</title>
        <cusip>29278NAL7</cusip>
        <identifiers>
          <isin value="US29278NAL73"/>
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        <balance>10000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10325.29000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04250000</annualizedRt>
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      <invstOrSec>
        <name>PPL ELEC UTILS CORP</name>
        <lei>549300GCZLSGYEYPIR35</lei>
        <title>PPL ELEC UTILS CORP FRN 3ML+25 09/28/2023</title>
        <cusip>69351UAX1</cusip>
        <identifiers>
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        <balance>8000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8000.02000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-28</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00382250</annualizedRt>
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      <invstOrSec>
        <name>ONE GAS INC</name>
        <lei>549300HXDWI0LATTX840</lei>
        <title>ONE GAS INC 0.85% 03/11/2023</title>
        <cusip>68235PAJ7</cusip>
        <identifiers>
          <isin value="US68235PAJ75"/>
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        <balance>20000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>19968.49000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-03-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00850000</annualizedRt>
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      <invstOrSec>
        <name>ATMOS ENERGY CORP</name>
        <lei>QVLWEGTD2S8GJMO8D383</lei>
        <title>ATMOS ENERGY CORP FRN 3ML+38 03/09/2023</title>
        <cusip>049560AV7</cusip>
        <identifiers>
          <isin value="US049560AV77"/>
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        <balance>11000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11000.75000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-09</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00496000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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        <name>BOEING CO</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BOEING CO 4.875% 05/01/2025</title>
        <cusip>097023CT0</cusip>
        <identifiers>
          <isin value="US097023CT04"/>
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        <balance>10000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10959.95000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04875000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2020-4</name>
        <lei>N/A</lei>
        <title>GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2020-4 0.38% 08/18/2025</title>
        <cusip>36260KAC8</cusip>
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          <isin value="US36260KAC80"/>
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        <balance>12000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>11975.81000000</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>2025-08-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00380000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>THE TORONTO DOMINION BANK</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TORONTO DOMINION BANK FRN SOFR+48 01/27/2023</title>
        <cusip>89114QCF3</cusip>
        <identifiers>
          <isin value="US89114QCF37"/>
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        <balance>25000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25085.28000000</valUSD>
        <pctVal>0.375443979064</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-27</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00529720</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>ROYAL BANK OF CANADA</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>ROYAL BANK OF CANADA 1.6% 04/17/2023</title>
        <cusip>78015K7G3</cusip>
        <identifiers>
          <isin value="US78015K7G34"/>
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        <balance>25000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25321.62000000</valUSD>
        <pctVal>0.378981210062</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01600000</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>CITIGROUP INC</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC 0.981%/VAR 5/01/2025</title>
        <cusip>172967MX6</cusip>
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          <isin value="US172967MX62"/>
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        <balance>9000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8940.15000000</valUSD>
        <pctVal>0.133804585375</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00981000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AMERICREDIT AUTOMOBILE RECEIVABLES TR 2021-3</name>
        <lei>N/A</lei>
        <title>AMERICREDIT AUTOMOBILE RECEIVABLES TR 2021-3 0.76% 08/18/2026</title>
        <cusip>03066JAC7</cusip>
        <identifiers>
          <isin value="US03066JAC71"/>
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        <balance>16000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15945.87000000</valUSD>
        <pctVal>0.238657128102</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00760000</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>PAYPAL HLDGS INC</name>
        <lei>5493005X2GO78EFZ3E94</lei>
        <title>PAYPAL HLDGS INC 1.35% 06/01/2023</title>
        <cusip>70450YAF0</cusip>
        <identifiers>
          <isin value="US70450YAF07"/>
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        <balance>6000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6062.53000000</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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ABBVIE INC</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>ABBVIE INC 2.3% 11/21/2022</title>
        <cusip>00287YBM0</cusip>
        <identifiers>
          <isin value="US00287YBM03"/>
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        <balance>20000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20301.55000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02300000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FLORIDA PWR and LT CO</name>
        <lei>A89MY1K3YLIGJMYWVX50</lei>
        <title>FLORIDA PWR and LT CO 2.85% 04/01/2025</title>
        <cusip>341081FZ5</cusip>
        <identifiers>
          <isin value="US341081FZ53"/>
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        <balance>4000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4186.46000000</valUSD>
        <pctVal>0.062657510723</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02850000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GM FINANCIAL AUTOMOBILE LEASING 2020-3</name>
        <lei>N/A</lei>
        <title>GM FINANCIAL AUTOMOBILE LEASING 2020-3 0.35% 11/21/2022</title>
        <cusip>362569AA3</cusip>
        <identifiers>
          <isin value="US362569AA39"/>
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        <balance>4038.80000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4039.03000000</valUSD>
        <pctVal>0.060450969443</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>0.00350000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AIG GLOBAL FDG</name>
        <lei>54930057MDZ7KOVOTV71</lei>
        <title>AIG GLOBAL FDG 0.8% 07/07/2023 144A</title>
        <cusip>00138CAM0</cusip>
        <identifiers>
          <isin value="US00138CAM01"/>
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        <balance>5000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5002.39000000</valUSD>
        <pctVal>0.074869294121</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00800000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO 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>
        <identifiers>
          <isin value="US95001FAY16"/>
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        <balance>10000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10466.72000000</valUSD>
        <pctVal>0.156652307829</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03453000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOUTHERN 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>10000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10000.02000000</valUSD>
        <pctVal>0.149667346727</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>0.00388880</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WESTLAKE CHEMICAL CORP</name>
        <lei>GOXNEVUM0LL78B1OS344</lei>
        <title>WESTLAKE CHEMICAL CORP 0.875% 08/15/2024</title>
        <cusip>960413AX0</cusip>
        <identifiers>
          <isin value="US960413AX07"/>
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        <balance>5000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4949.76000000</valUSD>
        <pctVal>0.074081596450</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UST NOTES 0.375% 04/30/2025</title>
        <cusip>912828ZL7</cusip>
        <identifiers>
          <isin value="US912828ZL77"/>
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        <balance>418000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>409917.58000000</valUSD>
        <pctVal>6.135115387336</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00375000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CROWN CASTLE INTERNATIONAL CORP</name>
        <lei>54930012H97VSM0I2R19</lei>
        <title>CROWN CASTLE INTL CORP 1.35% 07/15/2025</title>
        <cusip>22822VAS0</cusip>
        <identifiers>
          <isin value="US22822VAS07"/>
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        <balance>2000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1979.74000000</valUSD>
        <pctVal>0.029630184040</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01350000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HUMANA INC</name>
        <lei>529900YLDW34GJAO4J06</lei>
        <title>HUMANA INC 0.65% 08/03/2023</title>
        <cusip>444859BP6</cusip>
        <identifiers>
          <isin value="US444859BP69"/>
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        <balance>17000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16908.51000000</valUSD>
        <pctVal>0.253064676752</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00650000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GENERAL MTRS FINL CO INC</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GENERAL MTRS FINL CO INC FRN SOFR+120 11/17/2023</title>
        <cusip>37045XDC7</cusip>
        <identifiers>
          <isin value="US37045XDC74"/>
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        <balance>50000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>50689.50000000</valUSD>
        <pctVal>0.758654779886</pctVal>
        <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>Variable</couponKind>
          <annualizedRt>0.01250000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <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>10000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10411.89000000</valUSD>
        <pctVal>0.155831683408</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02750000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WELLS FARGO COML MTG TR 2015-LC22</name>
        <lei>549300XO83D3BDYP0P62</lei>
        <title>WELLS FARGO COML MTG TR 2015-LC22 3.571% 09/15/2058</title>
        <cusip>94989TBA1</cusip>
        <identifiers>
          <isin value="US94989TBA16"/>
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        <balance>7605.84000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7920.91000000</valUSD>
        <pctVal>0.118549921237</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03571000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ENERGY TRANSFER LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
        <title>ENERGY TRANSFER LP 4.2% 09/15/2023</title>
        <cusip>29278NAC7</cusip>
        <identifiers>
          <isin value="US29278NAC74"/>
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        <balance>4000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4191.59000000</valUSD>
        <pctVal>0.062734289918</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04200000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TOYOTA MOTOR CREDIT CORP</name>
        <lei>Z2VZBHUMB7PWWJ63I008</lei>
        <title>TOYOTA MOTOR CREDIT CORP 2.9% 03/30/2023</title>
        <cusip>89236TGW9</cusip>
        <identifiers>
          <isin value="US89236TGW99"/>
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        <balance>14000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14423.87000000</valUSD>
        <pctVal>0.215877803489</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02900000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CARVANA AUTO RECEIVABLES TR 2021-P2</name>
        <lei>N/A</lei>
        <title>CARVANA AUTO RECEIVABLES TR 2021-P2 0.49% 03/10/2026</title>
        <cusip>14687TAC1</cusip>
        <identifiers>
          <isin value="US14687TAC18"/>
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        <balance>15000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14898.64000000</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>2026-03-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00490000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FORD CR AUTO LEASE TR 2011-A</name>
        <lei>N/A</lei>
        <title>FORD CR AUTO LEASE TR 2011-A 0.62% 08/15/2023</title>
        <cusip>34531RAD9</cusip>
        <identifiers>
          <isin value="US34531RAD98"/>
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        <balance>13000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13015.60000000</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>2023-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00620000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BANK OF MONTREAL QUE</name>
        <lei>NQQ6HPCNCCU6TUTQYE16</lei>
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        <cusip>06367WB85</cusip>
        <identifiers>
          <isin value="US06367WB850"/>
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        <balance>25000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25432.89000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01850000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2020-A</name>
        <lei>N/A</lei>
        <title>WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2020-A 1.71% 11/15/2022</title>
        <cusip>98162HAB6</cusip>
        <identifiers>
          <isin value="US98162HAB69"/>
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        <balance>4248.31000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4252.83000000</valUSD>
        <pctVal>0.063650850916</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01710000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ASTRAZENECA FINANCE LLC</name>
        <lei>549300C3HATU4Q460S18</lei>
        <title>ASTRAZENECA FINANCE LLC 0.7% 05/28/2024</title>
        <cusip>04636NAC7</cusip>
        <identifiers>
          <isin value="US04636NAC74"/>
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        <balance>13000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12868.49000000</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>2024-05-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00700000</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>WELLTOWER INC</name>
        <lei>T6IZ0MBEG5ACZDTR7D06</lei>
        <title>WELLTOWER INC 3.625% 03/15/2024</title>
        <cusip>95040QAG9</cusip>
        <identifiers>
          <isin value="US95040QAG91"/>
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        <balance>6000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6320.49000000</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>2024-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03625000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BAT CAPITAL CORP</name>
        <lei>2138005GYEXN7XRHFA84</lei>
        <title>BAT CAPITAL CORP 3.222% 08/15/2024</title>
        <cusip>05526DAZ8</cusip>
        <identifiers>
          <isin value="US05526DAZ87"/>
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        <balance>25000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26037.70000000</valUSD>
        <pctVal>0.389698567992</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03222000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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>8000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7888.97000000</valUSD>
        <pctVal>0.118071884687</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00833000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>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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        <balance>878.72000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>880.67000000</valUSD>
        <pctVal>0.013180727862</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03120000</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>CHEVRON CORP NEW</name>
        <lei>N/A</lei>
        <title>CHEVRON CORP NEW 1.141% 05/11/2023</title>
        <cusip>166764BV1</cusip>
        <identifiers>
          <isin value="US166764BV15"/>
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        <balance>11000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11077.61000000</valUSD>
        <pctVal>0.165795318087</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01141000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CENTERPOINT ENERGY INC</name>
        <lei>21TPXMRRHFKOBHDC8J74</lei>
        <title>CENTERPOINT ENERGY INC FRN SOFR+65 05/13/2024</title>
        <cusip>15189TAZ0</cusip>
        <identifiers>
          <isin value="US15189TAZ03"/>
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        <balance>12000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11999.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-13</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00700000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2019-1</name>
        <lei>N/A</lei>
        <title>GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2019-1 2.97% 11/16/2023</title>
        <cusip>36256XAD4</cusip>
        <identifiers>
          <isin value="US36256XAD49"/>
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        <balance>2191.24000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2203.86000000</valUSD>
        <pctVal>0.032984521906</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02970000</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>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY 4% 07/23/2025</title>
        <cusip>6174468C6</cusip>
        <identifiers>
          <isin value="US6174468C63"/>
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        <balance>25000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27120.35000000</valUSD>
        <pctVal>0.405902270878</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SYNCHRONY FINANCIAL</name>
        <lei>549300RS7EWPM9MA6C78</lei>
        <title>SYNCHRONY FINANCIAL 4.375% 03/19/2024</title>
        <cusip>87165BAN3</cusip>
        <identifiers>
          <isin value="US87165BAN38"/>
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        <balance>14000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14843.01000000</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>2024-03-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04375000</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>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 15YR 2% 01/01/2032#ZS7735</title>
        <cusip>3132A8SY6</cusip>
        <identifiers>
          <isin value="US3132A8SY62"/>
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        <balance>25999.04900000</balance>
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        <curCd>USD</curCd>
        <valUSD>26730.27000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02000000</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>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UST NOTES 0.25% 07/31/2025</title>
        <cusip>91282CAB7</cusip>
        <identifiers>
          <isin value="US91282CAB72"/>
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        <balance>100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>97300.78000000</valUSD>
        <pctVal>1.456272045170</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00250000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SYNOVUS FINANCIAL CORP</name>
        <lei>549300EIUS8UN5JTLE54</lei>
        <title>SYNOVUS FINANCIAL CORP 3.125% 11/01/2022</title>
        <cusip>87161CAL9</cusip>
        <identifiers>
          <isin value="US87161CAL90"/>
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        <balance>10000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10161.61000000</valUSD>
        <pctVal>0.152085816546</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>0.03125000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SHELL INTERNATIONAL FINANCE BV</name>
        <lei>213800ITMMKU4Z7I4F78</lei>
        <title>SHELL INTL FIN B V 3.5% 11/13/2023</title>
        <cusip>822582BZ4</cusip>
        <identifiers>
          <isin value="US822582BZ43"/>
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        <balance>3000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3154.01000000</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>2023-11-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ANTHEM INC</name>
        <lei>8MYN82XMYQH89CTMTH67</lei>
        <title>ANTHEM INC 0.45% 03/15/2023</title>
        <cusip>036752AQ6</cusip>
        <identifiers>
          <isin value="US036752AQ61"/>
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        <balance>17000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16927.64000000</valUSD>
        <pctVal>0.253350989814</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00450000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fidelity Revere Street Trust</name>
        <lei>549300BDV45LJNXBZC55</lei>
        <title>Fidelity Cash Central Fund</title>
        <cusip>31635A105</cusip>
        <identifiers>
          <isin value="US31635A1051"/>
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        <balance>294684.90400000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>294743.84000000</valUSD>
        <pctVal>4.411344027027</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>7 ELEVEN INC</name>
        <lei>549300K23JPL0SS3LB18</lei>
        <title>7 ELEVEN INC 0.8% 02/10/2024 144A</title>
        <cusip>817826AB6</cusip>
        <identifiers>
          <isin value="US817826AB63"/>
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        <balance>4000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3957.06000000</valUSD>
        <pctVal>0.059224148655</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00800000</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>ALLY FINANCIAL INC</name>
        <lei>549300JBN1OSM8YNAI90</lei>
        <title>ALLY FINL INC 1.45% 10/02/2023</title>
        <cusip>02005NBL3</cusip>
        <identifiers>
          <isin value="US02005NBL38"/>
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        <balance>2000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2008.84000000</valUSD>
        <pctVal>0.030065715148</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01450000</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>THE TORONTO DOMINION BANK</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TORONTO DOMINION BANK 0.25% 01/06/2023</title>
        <cusip>89114QCM8</cusip>
        <identifiers>
          <isin value="US89114QCM87"/>
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        <balance>20000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19928.13000000</valUSD>
        <pctVal>0.298258437717</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00250000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>OPG TR 2021-PORT</name>
        <lei>N/A</lei>
        <title>OPG TR 2021-PORT 1ML+49.8 10/15/2036 144A</title>
        <cusip>67118AAA3</cusip>
        <identifiers>
          <isin value="US67118AAA34"/>
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        <balance>20000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19842.16000000</valUSD>
        <pctVal>0.296971750111</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00574000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY 0.529%/VAR 01/25/2024</title>
        <cusip>6174468W2</cusip>
        <identifiers>
          <isin value="US6174468W28"/>
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        <balance>15000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14941.04000000</valUSD>
        <pctVal>0.223618134179</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00529000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY FRN SOFR+70 01/20/2023</title>
        <cusip>6174468K8</cusip>
        <identifiers>
          <isin value="US6174468K89"/>
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        <balance>50000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>50032.50000000</valUSD>
        <pctVal>0.748821654872</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00748840</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BAT INTERNATIONAL FINANCE PLC</name>
        <lei>21380041YBGOQDFAC823</lei>
        <title>BAT INTL FINANCE PLC 1.668% 03/25/2026</title>
        <cusip>05530QAN0</cusip>
        <identifiers>
          <isin value="US05530QAN07"/>
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        <balance>20000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19701.71000000</valUSD>
        <pctVal>0.294869676430</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01668000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DOMINION ENERGY INC</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
        <title>DOMINION ENERGY INC FRN 3ML+53 09/15/2023</title>
        <cusip>25746UDH9</cusip>
        <identifiers>
          <isin value="US25746UDH95"/>
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        <balance>10000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10002.31000000</valUSD>
        <pctVal>0.149701620481</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00646000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</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 4.5% 07/15/2023</title>
        <cusip>55336VAE0</cusip>
        <identifiers>
          <isin value="US55336VAE02"/>
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        <balance>2000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2091.32000000</valUSD>
        <pctVal>0.031300168955</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ENERGY TRANSFER LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
        <title>ENERGY TRANSFER LP 3.6% 02/01/2023</title>
        <cusip>29273RAS8</cusip>
        <identifiers>
          <isin value="US29273RAS85"/>
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        <balance>7000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7162.95000000</valUSD>
        <pctVal>0.107205757712</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03600000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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>10000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10035.85000000</valUSD>
        <pctVal>0.150203603758</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>199393.39000000</valUSD>
        <pctVal>2.984261995111</pctVal>
        <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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>14932.12400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15264.00000000</valUSD>
        <pctVal>0.228451781141</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03452000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ENBRIDGE INC</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
        <title>ENBRIDGE INC 0.55% 10/04/2023</title>
        <cusip>29250NBG9</cusip>
        <identifiers>
          <isin value="US29250NBG97"/>
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        <balance>25000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24818.66000000</valUSD>
        <pctVal>0.371453556246</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00550000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>31000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32140.19000000</valUSD>
        <pctVal>0.481032733997</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>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KINDER MORGAN ENERGY PARTNERS LP</name>
        <lei>549300PDHUGWPWGOT525</lei>
        <title>KINDER MORGAN ENERGY PTNRS LP 3.5% 09/01/2023</title>
        <cusip>494550BQ8</cusip>
        <identifiers>
          <isin value="US494550BQ81"/>
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        <balance>7000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7254.07000000</valUSD>
        <pctVal>0.108569523848</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>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CENTERPOINT ENERGY RES CORP</name>
        <lei>2JADVB0458J06WCD4N56</lei>
        <title>CENTERPOINT ENERGY RES CORP FRN 3ML+50 03/02/2023</title>
        <cusip>15189WAN0</cusip>
        <identifiers>
          <isin value="US15189WAN02"/>
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        <balance>14000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13977.84000000</valUSD>
        <pctVal>0.209202204174</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-02</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00619630</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>NORTHWESTERN MUTUAL GLOBAL FUNDING</name>
        <lei>635400LZXFVELZDVP257</lei>
        <title>NORTHWESTERN MUTUAL GLOBAL FUNDING SOFR+33 03/25/2024 144A</title>
        <cusip>66815L2C2</cusip>
        <identifiers>
          <isin value="US66815L2C20"/>
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        <balance>17000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17043.87000000</valUSD>
        <pctVal>0.255090569906</pctVal>
        <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>Variable</couponKind>
          <annualizedRt>0.00378752</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UBS BARCLAYS COML MTG TR 2013-C6</name>
        <lei>549300G1IXWLFE766Q13</lei>
        <title>UBSBB 2013-C6 ASB 2.7877% 4/46</title>
        <cusip>90349GBG9</cusip>
        <identifiers>
          <isin value="US90349GBG91"/>
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        <balance>10669.60250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10765.54000000</valUSD>
        <pctVal>0.161124658539</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>Fixed</couponKind>
          <annualizedRt>0.02787700</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CONAGRA BRANDS INC</name>
        <lei>54930035UDEIH090K650</lei>
        <title>CONAGRA BRANDS INC 0.5% 08/11/2023</title>
        <cusip>205887CG5</cusip>
        <identifiers>
          <isin value="US205887CG52"/>
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        <balance>11000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10926.25000000</valUSD>
        <pctVal>0.163529957658</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TOYOTA AUTO RECEIVABLES 2020-C OWNER TR</name>
        <lei>N/A</lei>
        <title>TOYOTA AUTO RECEIVABLES 2020-C OWNER TR 0.44% 10/15/2024</title>
        <cusip>89237VAB5</cusip>
        <identifiers>
          <isin value="US89237VAB53"/>
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        <balance>25000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24995.44000000</valUSD>
        <pctVal>0.374099370310</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
          <annualizedRt>0.00440000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CIGNA CORP</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>CIGNA CORP 0.613% 03/15/2024</title>
        <cusip>125523CN8</cusip>
        <identifiers>
          <isin value="US125523CN87"/>
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        <balance>4000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3951.85000000</valUSD>
        <pctVal>0.059146172124</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00613000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PHILIP MORRIS INTERNATIONAL INC</name>
        <lei>HL3H1H2BGXWVG3BSWR90</lei>
        <title>PHILIP MORRIS INTL INC 2.875% 05/01/2024</title>
        <cusip>718172CH0</cusip>
        <identifiers>
          <isin value="US718172CH08"/>
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        <balance>10000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10447.25000000</valUSD>
        <pctVal>0.156360906088</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02875000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EQUITABLE HOLDINGS INC</name>
        <lei>549300FIBAKMNHPZ4009</lei>
        <title>EQUITABLE HOLDINGS INC 3.9% 04/20/2023</title>
        <cusip>054561AC9</cusip>
        <identifiers>
          <isin value="US054561AC95"/>
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        <balance>2000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2079.87000000</valUSD>
        <pctVal>0.031128800186</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03900000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VERIZON OWNER TR 2020-A</name>
        <lei>N/A</lei>
        <title>VERIZON OWNER TR 2020-A 1.85% 07/22/2024</title>
        <cusip>92348TAA2</cusip>
        <identifiers>
          <isin value="US92348TAA25"/>
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        <balance>15000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15139.96000000</valUSD>
        <pctVal>0.226595311085</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01850000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>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>20000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19871.07000000</valUSD>
        <pctVal>0.297404437545</pctVal>
        <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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WESTERN GAS PARTNERS LP</name>
        <lei>L6D8A6MLSY454J2JXJ60</lei>
        <title>WESTERN GAS PARTNERS LP FRN 3ML+210 01/13/2023</title>
        <cusip>958667AD9</cusip>
        <identifiers>
          <isin value="US958667AD99"/>
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        <balance>5000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4974.00000000</valUSD>
        <pctVal>0.074444389373</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-13</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02221750</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <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>20000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20290.21000000</valUSD>
        <pctVal>0.303677582169</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <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>4446.94000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4462.15000000</valUSD>
        <pctVal>0.066783681552</pctVal>
        <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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>15000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14950.66000000</valUSD>
        <pctVal>0.223762113878</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00950000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>1982.58000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1998.97000000</valUSD>
        <pctVal>0.029917993772</pctVal>
        <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>0.03360000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <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 0.375% 08/15/2024</title>
        <cusip>91282CCT6</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>148464.84000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UST NOTES 2.125% 12/31/2022</title>
        <cusip>912828N30</cusip>
        <identifiers>
          <isin value="US912828N308"/>
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        <balance>200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>203953.12000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-12-31</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>SOUTHERN COMPANY</name>
        <lei>549300FC3G3YU2FBZD92</lei>
        <title>SOUTHERN COMPANY FRN SOFR+37 05/10/2023</title>
        <cusip>842587DK0</cusip>
        <identifiers>
          <isin value="US842587DK09"/>
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        <balance>13000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12978.81000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00420000</annualizedRt>
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      <invstOrSec>
        <name>ROYAL BANK OF CANADA</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>ROYAL BANK OF CANADA 2.55% 07/16/2024</title>
        <cusip>78013XZU5</cusip>
        <identifiers>
          <isin value="US78013XZU52"/>
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        <balance>15000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15553.57000000</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>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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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>7000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6822.99000000</valUSD>
        <pctVal>0.102117676769</pctVal>
        <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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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AVOLON HOLDINGS FUNDING LTD</name>
        <lei>635400ZRKEX9L1BKCH30</lei>
        <title>AVOLON HOLDINGS FUNDING LTD 3.625% 05/01/2022 144A</title>
        <cusip>05401AAE1</cusip>
        <identifiers>
          <isin value="US05401AAE10"/>
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        <balance>2000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2019.53000000</valUSD>
        <pctVal>0.030225709222</pctVal>
        <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>
          <isCashCollateral>N</isCashCollateral>
          <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>25000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26207.23000000</valUSD>
        <pctVal>0.392235873446</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>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FORD 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>24000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23941.89000000</valUSD>
        <pctVal>0.358331198532</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>
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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>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>19000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18804.51000000</valUSD>
        <pctVal>0.281441548938</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>
      <invstOrSec>
        <name>PHILIP MORRIS INTERNATIONAL INC</name>
        <lei>HL3H1H2BGXWVG3BSWR90</lei>
        <title>PHILIP MORRIS INTL INC 1.125% 05/01/2023</title>
        <cusip>718172CQ0</cusip>
        <identifiers>
          <isin value="US718172CQ07"/>
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        <balance>11000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11065.97000000</valUSD>
        <pctVal>0.165621105644</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01125000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SYNCHRONY FINANCIAL</name>
        <lei>549300RS7EWPM9MA6C78</lei>
        <title>SYNCHRONY FINANCIAL 4.25% 08/15/2024</title>
        <cusip>87165BAD5</cusip>
        <identifiers>
          <isin value="US87165BAD55"/>
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        <balance>21000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22356.50000000</valUSD>
        <pctVal>0.334603134505</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04250000</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>ATHENE GLOBAL FUNDING</name>
        <lei>549300LM1QSI4MSIL320</lei>
        <title>ATHENE GLOBAL FUNDING 1% 04/16/2024 144A</title>
        <cusip>04685A2W0</cusip>
        <identifiers>
          <isin value="US04685A2W05"/>
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        <balance>10000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9955.95000000</valUSD>
        <pctVal>0.149007764049</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VERIZON MASTER TRUST 2021-1 A</name>
        <lei>N/A</lei>
        <title>VERIZON MASTER TRUST 2021-1 A 0.5% 05/20/2027</title>
        <cusip>92348KAA1</cusip>
        <identifiers>
          <isin value="US92348KAA16"/>
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        <balance>12000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11874.71000000</valUSD>
        <pctVal>0.177725278435</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00500000</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>APPLE INC</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>APPLE INC 0.75% 05/11/2023</title>
        <cusip>037833DV9</cusip>
        <identifiers>
          <isin value="US037833DV96"/>
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        <balance>13000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13030.96000000</valUSD>
        <pctVal>0.195030530790</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00750000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>EVERSOURCE ENERGY</name>
        <lei>SJ7XXD41SQU3ZNWUJ746</lei>
        <title>EVERSOURCE ENERGY FRN SOFR+25 08/15/2023</title>
        <cusip>30040WAM0</cusip>
        <identifiers>
          <isin value="US30040WAM01"/>
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        <balance>25000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24966.50000000</valUSD>
        <pctVal>0.373666233875</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00300001</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PACIFIC LIFE GLOBAL FUNDING II</name>
        <lei>6354003EUPCHXTWUU869</lei>
        <title>PACIFIC LIFE GF II 1.2% 06/24/2025 144A</title>
        <cusip>6944PL2B4</cusip>
        <identifiers>
          <isin value="US6944PL2B41"/>
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        <balance>10000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9942.06000000</valUSD>
        <pctVal>0.148799876521</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01200000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>EQUITABLE FINANCIAL LIFE GLOBAL FUNDING</name>
        <lei>635400B4JJBON4TCHF02</lei>
        <title>EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.1% 11/12/2024 144A</title>
        <cusip>29449WAK3</cusip>
        <identifiers>
          <isin value="US29449WAK36"/>
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        <balance>25000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24799.96000000</valUSD>
        <pctVal>0.371173678868</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01100000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VOLVO FINL EQUIP LLC SER 2019-1</name>
        <lei>N/A</lei>
        <title>VOLVO FINL EQUIP LLC SER 2019-1 3% 03/15/2023 144A</title>
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          <isin value="US92888DAC92"/>
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        <balance>1569.68000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1575.16000000</valUSD>
        <pctVal>0.023574954637</pctVal>
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        <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>0.03000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BANK OF AMERICA CORPORATION</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORPORATION 0.81%/VAR 10/24/2024</title>
        <cusip>06051GJH3</cusip>
        <identifiers>
          <isin value="US06051GJH39"/>
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        <balance>20000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>19874.51000000</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>2024-10-24</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00810000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NEXTERA ENERGY CAP HLDGS INC</name>
        <lei>UMI46YPGBLUE4VGNNT48</lei>
        <title>NEXTERA ENERGY CAP HLDGS INC 0.65% 03/01/2023</title>
        <cusip>65339KBU3</cusip>
        <identifiers>
          <isin value="US65339KBU34"/>
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        <balance>20000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19974.45000000</valUSD>
        <pctVal>0.298951695481</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00650000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>VERIZON MASTER TRUST 2021-1 A</name>
        <lei>N/A</lei>
        <title>VERIZON MASTER TRUST 2021-1 A 0.99% 04/20/2028</title>
        <cusip>92348KAD5</cusip>
        <identifiers>
          <isin value="US92348KAD54"/>
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        <balance>20000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19941.14000000</valUSD>
        <pctVal>0.298453154546</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00990000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UST NOTES 2.125% 03/31/2024</title>
        <cusip>912828W71</cusip>
        <identifiers>
          <isin value="US912828W713"/>
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        <balance>350000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>361826.17000000</valUSD>
        <pctVal>5.415345453366</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02125000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BA CR CARD TR</name>
        <lei>N/A</lei>
        <title>BA CR CARD TR 0.44% 09/15/2026</title>
        <cusip>05522RDD7</cusip>
        <identifiers>
          <isin value="US05522RDD70"/>
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        <balance>18000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17777.64000000</valUSD>
        <pctVal>0.266072688842</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00440000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JACKSON FINANCIAL INC</name>
        <lei>213800WXW2KG1N4CO374</lei>
        <title>JACKSON FINANCIAL INC 1.125% 11/22/2023 144A</title>
        <cusip>46817MAH0</cusip>
        <identifiers>
          <isin value="US46817MAH07"/>
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        <balance>18000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17989.93000000</valUSD>
        <pctVal>0.269249970591</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01125000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WFRBS COML MTG TR 2014-C20</name>
        <lei>549300UVB571ELWL8972</lei>
        <title>WFRBS COML MTG TR 2014-C20 ASB 3.638% 05/15/2047</title>
        <cusip>92890FAV8</cusip>
        <identifiers>
          <isin value="US92890FAV85"/>
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        <balance>4758.90000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4910.30000000</valUSD>
        <pctVal>0.073491010281</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03638000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MYLAN INC</name>
        <lei>30ZMPDNA1RHIBH89C294</lei>
        <title>MYLAN INC 3.125% 01/15/2023 144A</title>
        <cusip>628530AV9</cusip>
        <identifiers>
          <isin value="US628530AV91"/>
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        <balance>12000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12294.49000000</valUSD>
        <pctVal>0.184008001751</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03125000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP COML MTG TR 2016-GC36</name>
        <lei>N/A</lei>
        <title>CITIGROUP COML MTG TR 2016-GC36 AAB 3.368% 02/10/2049</title>
        <cusip>17324TAF6</cusip>
        <identifiers>
          <isin value="US17324TAF66"/>
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        <balance>8345.94000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8687.62000000</valUSD>
        <pctVal>0.130025043427</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-02-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03368000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VF CORPORATION</name>
        <lei>CWAJJ9DJ5Z7P057HV541</lei>
        <title>VF CORPORATION 2.05% 04/23/2022</title>
        <cusip>918204AZ1</cusip>
        <identifiers>
          <isin value="US918204AZ14"/>
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        <balance>30000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30182.36000000</valUSD>
        <pctVal>0.451730470457</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02050000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VERIZON COMMUNICATIONS INC</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VERIZON COMMUNICATIONS INC FRN SOFR+50 03/22/2024</title>
        <cusip>92343VGD0</cusip>
        <identifiers>
          <isin value="US92343VGD01"/>
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        <balance>11000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11048.40000000</valUSD>
        <pctVal>0.165358140642</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-22</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00549016</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VMWARE INC</name>
        <lei>549300BUDHS3LRWBE814</lei>
        <title>VMWARE INC 1% 08/15/2024</title>
        <cusip>928563AH8</cusip>
        <identifiers>
          <isin value="US928563AH85"/>
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        <balance>11000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10921.70000000</valUSD>
        <pctVal>0.163461859151</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>EXELON CORP</name>
        <lei>3SOUA6IRML7435B56G12</lei>
        <title>EXELON CORP VAR 06/01/2022</title>
        <cusip>30161NAW1</cusip>
        <identifiers>
          <isin value="US30161NAW11"/>
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        <balance>20000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20206.04000000</valUSD>
        <pctVal>0.302417834631</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>Variable</couponKind>
          <annualizedRt>0.03497000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GS MTG SECS CORP TR 2012-BWTR</name>
        <lei>N/A</lei>
        <title>GSMS 2017-GS8 A1 2.222% 12/31/2049</title>
        <cusip>36254KAH5</cusip>
        <identifiers>
          <isin value="US36254KAH59"/>
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        <balance>3017.35210000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3035.16000000</valUSD>
        <pctVal>0.045426343556</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02222000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ANALOG DEVICES INC</name>
        <lei>GYVOE5EZ4GDAVTU4CQ61</lei>
        <title>ANALOG DEVICES INC FRN SOFR+0 10/01/2024</title>
        <cusip>032654AT2</cusip>
        <identifiers>
          <isin value="US032654AT25"/>
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        <balance>8000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8013.52000000</valUSD>
        <pctVal>0.119935987763</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00298840</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CARMAX AUTO OWNER TR 2020-4</name>
        <lei>N/A</lei>
        <title>CARMAX AUTO OWNER TR 2020-4 0.5% 08/15/2025</title>
        <cusip>14316HAC6</cusip>
        <identifiers>
          <isin value="US14316HAC60"/>
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        <balance>10000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9984.23000000</valUSD>
        <pctVal>0.149431022459</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>0.00500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SANTANDER DRIVE AUTO RECEIVABLES TR 2021-2</name>
        <lei>N/A</lei>
        <title>SANTANDER DRIVE AUTO RECEIVABLES TR 2021-2 0.34% 02/18/2025</title>
        <cusip>80286XAC8</cusip>
        <identifiers>
          <isin value="US80286XAC83"/>
        </identifiers>
        <balance>13000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12983.69000000</valUSD>
        <pctVal>0.194323054657</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00340000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CANADIAN NATURAL RESOURCES LTD</name>
        <lei>549300T15RIMIKZC5Q38</lei>
        <title>CANADIAN NATL RESOURCES LTD 2.05% 07/15/2025</title>
        <cusip>136385AZ4</cusip>
        <identifiers>
          <isin value="US136385AZ48"/>
        </identifiers>
        <balance>8000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8084.34000000</valUSD>
        <pctVal>0.120995929792</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02050000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KEURIG DR PEPPER INC</name>
        <lei>DYTQ8KRTKO7Y2BVU5K74</lei>
        <title>KEURIG DR PEPPER INC 0.75% 03/15/2024</title>
        <cusip>49271VAL4</cusip>
        <identifiers>
          <isin value="US49271VAL45"/>
        </identifiers>
        <balance>20000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19792.80000000</valUSD>
        <pctVal>0.296232993565</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00750000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>THERMO FISHER SCIENTIFIC INC</name>
        <lei>HCHV7422L5HDJZCRFL38</lei>
        <title>THERMO FISHER SCIENTIFIC INC 1.215% 10/18/2024</title>
        <cusip>883556CS9</cusip>
        <identifiers>
          <isin value="US883556CS94"/>
        </identifiers>
        <balance>25000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25003.18000000</valUSD>
        <pctVal>0.374215212605</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01215000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2021-12-30</ncom:dateSigned>
      <ncom:nameOfApplicant>Laura M. Del Prato</ncom:nameOfApplicant>
      <ncom:signature>Laura M. Del Prato</ncom:signature>
      <ncom:signerName>Laura M. Del Prato</ncom:signerName>
      <ncom:title>President and Treasurer</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
