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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS GROUP INC (THE)</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
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        <cusip>38141GXL3</cusip>
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          <isin value="US38141GXL30"/>
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        <curCd>USD</curCd>
        <valUSD>6981855.09000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-17</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00627000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 3/32 #569160</title>
        <cusip>36200QJD7</cusip>
        <identifiers>
          <isin value="US36200QJD79"/>
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        <balance>1827.18890000</balance>
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        <curCd>USD</curCd>
        <valUSD>2103.22000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 3/31 #549552</title>
        <cusip>36213BQD7</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <balance>191.84020000</balance>
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        <curCd>USD</curCd>
        <valUSD>218.48000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 7/28 #475200</title>
        <cusip>36209L3H7</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <balance>774.12580000</balance>
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        <curCd>USD</curCd>
        <valUSD>857.56000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>BANK OF AMERICA CORPORATION</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORP 0.976%/VAR 04/22/2025</title>
        <cusip>06051GJR1</cusip>
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          <isin value="US06051GJR11"/>
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        <balance>8000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7931942.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-22</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00976000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BAMLL COML MTG SECS TR 2019</name>
        <lei>N/A</lei>
        <title>BAMLL COML MTG SECS TR 2019 3.112% 11/05/2032 144A</title>
        <cusip>05492PAA6</cusip>
        <identifiers>
          <isin value="US05492PAA66"/>
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        <balance>2246000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-11-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03112000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BARCLAYS PLC (UNGTD)</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>BARCLAYS PLC (UNGTD) 1.007%/VAR 12/10/2024</title>
        <cusip>06738EBQ7</cusip>
        <identifiers>
          <isin value="US06738EBQ70"/>
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        <balance>4487000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4457048.78000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01007000</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2020-B</name>
        <lei>N/A</lei>
        <title>WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2020-B 0.45% 02/15/2024</title>
        <cusip>98163GAD3</cusip>
        <identifiers>
          <isin value="US98163GAD34"/>
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        <balance>4281000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4273908.52000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00450000</annualizedRt>
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      <invstOrSec>
        <name>CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL</name>
        <lei>N/A</lei>
        <title>CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.464% 07/23/2022</title>
        <cusip>161175BB9</cusip>
        <identifiers>
          <isin value="US161175BB96"/>
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        <balance>10981000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>11174989.25000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04464000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CHEVRON PHIL CHEM LLC /CHEV LP</name>
        <lei>N/A</lei>
        <title>CHEVRON PHIL CHEM LLC /CHEV LP 3.3% 05/01/2023 144A</title>
        <cusip>166754AQ4</cusip>
        <identifiers>
          <isin value="US166754AQ49"/>
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        <balance>4034000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4171230.27000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03300000</annualizedRt>
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      <invstOrSec>
        <name>T-MOBILE USA INC</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>T-MOBILE USA INC 3.5% 04/15/2025</title>
        <cusip>87264ABB0</cusip>
        <identifiers>
          <isin value="US87264ABB08"/>
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        <balance>7030000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7436600.30000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>HYUNDAI AUTO RECEIVABLES TR 2020-C</name>
        <lei>N/A</lei>
        <title>HYUNDAI AUTO RECEIVABLES TR 2020-C 0.38% 05/15/2025</title>
        <cusip>44891RAC4</cusip>
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          <isin value="US44891RAC43"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BX TRUST 2019</name>
        <lei>N/A</lei>
        <title>BX TRUST 2019-XL A 1ML+85 10/15/2036 144A</title>
        <cusip>056054AA7</cusip>
        <identifiers>
          <isin value="US056054AA70"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 11/27 #462363</title>
        <cusip>36208VTU9</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <balance>471.87000000</balance>
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        <curCd>USD</curCd>
        <valUSD>522.73000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TESLA 2020-A</name>
        <lei>N/A</lei>
        <title>TESLA 2020-A 0.68% 12/20/2023 144A</title>
        <cusip>88167HAC0</cusip>
        <identifiers>
          <isin value="US88167HAC07"/>
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        <balance>3853000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3859136.67000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00680000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AIR LEASE CORP</name>
        <lei>5493004NW4M4P8TMMK63</lei>
        <title>AIR LEASE CORP 0.7% 02/15/2024</title>
        <cusip>00914AAL6</cusip>
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          <isin value="US00914AAL61"/>
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        <balance>2930000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2888657.52000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00700000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 10/28 #481353</title>
        <cusip>36209TWN5</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <balance>2578.25600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2896.40000000</valUSD>
        <pctVal>0.000090260850</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>CEDAR FUNDING LT</name>
        <lei>N/A</lei>
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        <cusip>15034AAA3</cusip>
        <identifiers>
          <isin value="US15034AAA34"/>
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        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-15</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>IMPERIAL BRANDS FINANCE PLC</name>
        <lei>2138008L3B3MCG1DFS50</lei>
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        <cusip>45262BAA1</cusip>
        <identifiers>
          <isin value="US45262BAA17"/>
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        <balance>7381000.00000000</balance>
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        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-07-26</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BX TR 2021-ACNT</name>
        <lei>N/A</lei>
        <title>BX TR 2021-ACNT 1ML+85 11/15/2026 144A</title>
        <cusip>05609QAA4</cusip>
        <identifiers>
          <isin value="US05609QAA40"/>
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        <balance>3607000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00950000</annualizedRt>
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      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY SOFR 0.731%/VAR 04/05/2024</title>
        <cusip>61772BAA1</cusip>
        <identifiers>
          <isin value="US61772BAA17"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 4/28 #456802</title>
        <cusip>36208PNT1</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <curCd>USD</curCd>
        <valUSD>459.74000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>INTESA SANPAOLO SPA</name>
        <lei>2W8N8UU78PMDQKZENC08</lei>
        <title>INTESA SANPAOLO SPA 3.125% 07/14/2022 144A</title>
        <cusip>46115HAZ0</cusip>
        <identifiers>
          <isin value="US46115HAZ01"/>
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        <balance>5000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5071376.45000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03125000</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>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>
          <isin value="US262081AB88"/>
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        <balance>8000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7997453.60000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00520000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY .56/VAR 11/10/2023</title>
        <cusip>6174468T9</cusip>
        <identifiers>
          <isin value="US6174468T98"/>
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        <balance>7000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6978631.10000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00560000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.50% 11/31 #545304</title>
        <cusip>31385HX98</cusip>
        <identifiers>
          <isin value="US31385HX989"/>
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        <balance>323.11230000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>375.30000000</valUSD>
        <pctVal>0.000011695517</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07500000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR</name>
        <lei>N/A</lei>
        <title>AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR FRN SOFR+68 09/29/2023</title>
        <cusip>00774MBA2</cusip>
        <identifiers>
          <isin value="US00774MBA27"/>
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        <balance>7000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6994190.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-29</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00730001</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LLOYDS BANKING GROUP PLC</name>
        <lei>549300PPXHEU2JF0AM85</lei>
        <title>LLOYDS TSB BANK T1Y 0.695%/VAR 05/11/2024</title>
        <cusip>53944YAN3</cusip>
        <identifiers>
          <isin value="US53944YAN31"/>
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        <balance>5464000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5444466.69000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-11</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00695000</annualizedRt>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 7/31 #781324</title>
        <cusip>36225BPH5</cusip>
        <identifiers>
          <isin value="US36225BPH59"/>
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        <curCd>USD</curCd>
        <valUSD>6460.24000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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        <name>BX TRUST</name>
        <lei>N/A</lei>
        <title>BX TRUST 0.8% 06/15/2023 144A</title>
        <cusip>05608WAA2</cusip>
        <identifiers>
          <isin value="US05608WAA27"/>
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        <balance>3633000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3612614.87000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-06-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00760000</annualizedRt>
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      <invstOrSec>
        <name>PRPM 2021-RPL2</name>
        <lei>N/A</lei>
        <title>PRPM 2021-RPL2 VAR 10/25/2051 144A</title>
        <cusip>69357QAA4</cusip>
        <identifiers>
          <isin value="US69357QAA40"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <name>BX COMMERCIAL MORTGAGE TRUST 2021</name>
        <lei>N/A</lei>
        <title>BX COMMERCIAL MORTGAGE TRUST 2021-VINO A 1ML+69.82 05/15/2038 144A</title>
        <cusip>05608KAA8</cusip>
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          <isin value="US05608KAA88"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2038-05-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00742330</annualizedRt>
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        <name>DEUTSCHE BANK AG NEW YORK BNCH</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
        <title>DEUTSCHE BANK AG NEW YORK BNCH 0.898% 05/28/2024</title>
        <cusip>251526CJ6</cusip>
        <identifiers>
          <isin value="US251526CJ68"/>
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        <balance>2427000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2410534.99000000</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>2024-05-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00898000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 8/28 #464764</title>
        <cusip>36208YJH3</cusip>
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          <isin value="US36208YJH36"/>
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        <balance>621.40160000</balance>
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        <curCd>USD</curCd>
        <valUSD>683.89000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </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>2959000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2952987.61000000</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>2024-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00300000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      </invstOrSec>
      <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>3500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3548445.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01950000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TRAPEZA CDO XII LTD / TRAPEZA CDO XII INC</name>
        <lei>5493000R4ICCD2N68609</lei>
        <title>TRAP 2007-12A B 3ML+56 4/42</title>
        <cusip>89413GAG3</cusip>
        <identifiers>
          <isin value="US89413GAG38"/>
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        <balance>261000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>190045.85000000</valUSD>
        <pctVal>0.005922420982</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-04-06</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00686630</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>REGIONS FINL CORP NEW</name>
        <lei>CW05CS5KW59QTC0DG824</lei>
        <title>REGIONS FINL CORP NEW 2.25% 05/18/2025</title>
        <cusip>7591EPAQ3</cusip>
        <identifiers>
          <isin value="US7591EPAQ39"/>
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        <balance>3950000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4057178.31000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-18</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ALLY FINANCIAL INC</name>
        <lei>549300JBN1OSM8YNAI90</lei>
        <title>ALLY FINL INC 3.05% 06/05/2023</title>
        <cusip>02005NBK5</cusip>
        <identifiers>
          <isin value="US02005NBK54"/>
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        <balance>5730000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5883072.54000000</valUSD>
        <pctVal>0.183334875516</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03050000</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>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>7508000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7491058.20000000</valUSD>
        <pctVal>0.233444720126</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01090000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NATIONSTAR HECM LOAN TRUST 2020-1</name>
        <lei>N/A</lei>
        <title>NATIONSTAR HECM LOAN TRUST 2020-1 1.2686% 09/25/2030 144A</title>
        <cusip>63862XAA0</cusip>
        <identifiers>
          <isin value="US63862XAA00"/>
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        <balance>3129842.37000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3123053.74000000</valUSD>
        <pctVal>0.097324087840</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01268600</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>UPSTART SECURITIZATION TR 2021-5</name>
        <lei>N/A</lei>
        <title>UPSTART SECURITIZATION TR 2021-5 1.31% 11/20/2031 144A</title>
        <cusip>91679JAA5</cusip>
        <identifiers>
          <isin value="US91679JAA51"/>
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        <balance>8080000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8061239.86000000</valUSD>
        <pctVal>0.251213357678</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01310000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>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>5040000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5154427.96000000</valUSD>
        <pctVal>0.160628039511</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03050000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AJAX MORTGAGE LOAN TRUST 2021</name>
        <lei>N/A</lei>
        <title>AJAX MORTGAGE LOAN TRUST 2021-B A VAR 06/25/2066 144A</title>
        <cusip>00970LAA7</cusip>
        <identifiers>
          <isin value="US00970LAA70"/>
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        <balance>3330601.59000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3313954.58000000</valUSD>
        <pctVal>0.103273152975</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-06-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02239000</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>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>7314000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7401484.88000000</valUSD>
        <pctVal>0.230653336311</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 11/28 #469699</title>
        <cusip>36209EX49</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <balance>984.55990000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1097.15000000</valUSD>
        <pctVal>0.000034190613</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</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>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 6/28 #473582</title>
        <cusip>36209KCT3</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <balance>1141.99330000</balance>
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        <curCd>USD</curCd>
        <valUSD>1277.31000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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          <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>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 1/29 #780951</title>
        <cusip>36225BBU1</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <balance>897.13550000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1001.60000000</valUSD>
        <pctVal>0.000031212977</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 4.5% 09/01/2049#FM1534</title>
        <cusip>3140X4V45</cusip>
        <identifiers>
          <isin value="US3140X4V450"/>
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        <balance>6216260.77440000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6755916.13000000</valUSD>
        <pctVal>0.210535402083</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>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>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 3/31 #544721</title>
        <cusip>36212VD22</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <balance>798.17590000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>CARMAX AUTO OWNER TR 2021-1</name>
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        <name>UST NOTES</name>
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        <name>OTIS WORLDWIDE CORP</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>DISCOVER BANK</name>
        <lei>X05BVSK68TQ7YTOSNR22</lei>
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        <name>VCAT 2021-NPL3</name>
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        <name>J P MORGAN CHASE COML MTG SECS TR 2019-BROOK</name>
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        <name>CARVANA AUTO RECEIVABLES TRUST</name>
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        <name>ENTERPRISE FLEET FINANCING 2020-1 LLC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 5/31 #424091</title>
        <cusip>36206XC43</cusip>
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      </invstOrSec>
      <invstOrSec>
        <name>MFT 2021-3A A</name>
        <lei>N/A</lei>
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      </invstOrSec>
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        <name>EXETER AUTOMOBILE RECEIVABLES TR 2021-3</name>
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        <name>DELL INTERNATIONAL LLC / EMC CORP</name>
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        <fairValLevel>2</fairValLevel>
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        <name>AMERICAN EXPRESS CR ACC MST TR</name>
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        <name>MORGAN STANLEY CAP I TR 2019-MEAD</name>
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        <name>GENERAL MTRS FINL CO INC</name>
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        <name>VMWARE INC</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>SANTANDER RETAIL AUTO LEASE TR 2020-B</name>
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        <name>DRIVE AUTO RECEIVABLES TR 2021-2</name>
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        <name>SYMPHONY CLO XXI LTD</name>
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        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>UPSTART SECURITIZATION TRUST 21-3</name>
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        <name>MARATHON PETROLEUM CORP</name>
        <lei>3BNYRYQHD39K4LCKQF12</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 5/31 #558993</title>
        <cusip>36213M7E2</cusip>
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          <ticker value="GN"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MOSAIC CO</name>
        <lei>2YD5STGSJNMUB7H76907</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SOCIETE GENERALE</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ENEL FINANCE AMERICA LLC</name>
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        <title>ENEL FINANCE AMERICA LLC YCP .0037 07/11/2022</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PRPM 2021-RPL1 LLC</name>
        <lei>N/A</lei>
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        <cusip>69360GAA1</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SIEMENS FINANCIERINGSMAATSCHAPPIJ NV</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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        <name>PERKINELMER INC</name>
        <lei>549300IKL1SDPFI7N655</lei>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PHILLIPS 66</name>
        <lei>5493005JBO5YSIGK1814</lei>
        <title>PHILLIPS 66 0.9% 02/15/2024</title>
        <cusip>718546AY0</cusip>
        <identifiers>
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        <balance>8080000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CAPITAL ONE FINANCIAL CORP</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36225ADJ6</cusip>
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        <curCd>USD</curCd>
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        <name>FIRSTENERGY CORP</name>
        <lei>549300SVYJS666PQJH88</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>WELLS FARGO and CO</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
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        <name>CREDIT SUISSE AG NY BRNCH</name>
        <lei>ANGGYXNX0JLX3X63JN86</lei>
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        <cusip>22550L2D2</cusip>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 6/32 #587698</title>
        <cusip>36201M3F7</cusip>
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        <name>SLM STUDENT LN TR</name>
        <lei>GX18J72G8XB30P3MQA62</lei>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <name>BA CR CARD TR</name>
        <lei>N/A</lei>
        <title>BA CR CARD TR 0.34% 05/15/2026</title>
        <cusip>05522RDC9</cusip>
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        <curCd>USD</curCd>
        <valUSD>9876637.88000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>LIFE 2021-BMR MTG TR</name>
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        <name>MADISON PARK FUNDING XXIII LTD</name>
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        <name>JPMORGAN CHASE and CO</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>INTERNATIONAL FLAVORS and FRAGRANCES INC</name>
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        <name>THE TORONTO DOMINION BANK</name>
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        <name>GOLDMAN SACHS GROUP INC (THE)</name>
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        <name>VOLKSWAGEN AUTO LEASE TR 2019-A</name>
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        <name>SECURITIZED TERM AUTO RECEIVABLES TR 2019-1</name>
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        <name>BOEING CO</name>
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        <name>VCAT 2021-NPL2 LLC</name>
        <lei>N/A</lei>
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        <name>DEUTSCHE BANK AG NEW YORK BNCH</name>
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        <name>DELTA AIRLINES INC</name>
        <lei>Q2CCMS6R0AS67HJMBN42</lei>
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        <name>CASCADE FUNDING MORTGAGE TRUST 2020-HB5</name>
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        <name>MADISON PK FDG XXXII LTD / MADISON PK FDG XXXII LLC</name>
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        <title>MADISON PK FDG XXXII LTD / MADISON PK FDG XXXII LLC 3ML+100 01/22/2031 144A</title>
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        <name>NEXTERA ENERGY CAP HLDGS INC</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>PRESTON RIDGE PARTNERS MORTGAGE TRUST</name>
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        <name>IMPERIAL BRANDS FINANCE PLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>PRPM 2021-2</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>CITIGROUP COML MTG TR 2014-GC21</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>DUKE ENERGY CORP NEW</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 12/28 #780995</title>
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        <name>USAA CAPITAL CORP</name>
        <lei>5493007XLF4LU3U2W757</lei>
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        <name>GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>COMM 2012-LC4 MTG TR</name>
        <lei>N/A</lei>
        <title>COMM 2012-LC4 A4 3.288% 12/44</title>
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        <name>OCCIDENTAL PETROLEUM CORP</name>
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        <name>JPMORGAN CHASE and CO</name>
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        <name>PIONEER NATURAL RESOURCES CO</name>
        <lei>FY8JBF7CCL2VE4F1B628</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 5/32 #552576</title>
        <cusip>36213E2H8</cusip>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
        <lei>N/A</lei>
        <title>FNR 2001-40 Z 6% 8/31</title>
        <cusip>313920NH9</cusip>
        <identifiers>
          <isin value="US313920NH91"/>
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        <valUSD>86387.95000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PROVIDENT FDG MTG TR 2020-1</name>
        <lei>N/A</lei>
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        <cusip>743874AE9</cusip>
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          <isin value="US743874AE93"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GENERAL MTRS FINL CO INC</name>
        <lei>5493008B6JBRUJ90QL97</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FIRSTENERGY CORP</name>
        <lei>549300SVYJS666PQJH88</lei>
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          <isin value="US337932AK39"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 8/28 #475544</title>
        <cusip>36209MHV9</cusip>
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          <ticker value="GN"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>OCEANVIEW MTG LN TR 2020-1</name>
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        <cusip>676477AA0</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>DEUTSCHE BANK AG NEW YORK BNCH</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
        <title>DEUTSCHE BANK AG NEW YORK BNCH 2.129%/VAR 11/24/2026</title>
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          <isin value="US251526CE71"/>
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        <balance>5000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5012394.60000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 2/30 #528329</title>
        <cusip>36212A4N2</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>DLL SECURITIZATION TRUST 2019</name>
        <lei>N/A</lei>
        <title>DLL SECURITIZATION TRUST 2019 2.08% 02/21/2023 144A</title>
        <cusip>23291RAC4</cusip>
        <identifiers>
          <isin value="US23291RAC43"/>
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        <balance>1058036.80000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1061452.46000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02080000</annualizedRt>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 1/32 #574355</title>
        <cusip>36200WBY6</cusip>
        <identifiers>
          <isin value="US36200WBY66"/>
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        <balance>503.94210000</balance>
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        <curCd>USD</curCd>
        <valUSD>569.35000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>7 ELEVEN INC</name>
        <lei>549300K23JPL0SS3LB18</lei>
        <title>7 ELEVEN INC 0.625% 02/10/2023 144A</title>
        <cusip>817826AA8</cusip>
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          <isin value="US817826AA80"/>
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        <balance>1562000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <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>
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          <isin value="US13607HVC32"/>
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        <curCd>USD</curCd>
        <valUSD>7179987.09000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 8/32 #594252</title>
        <cusip>36201VEZ1</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <curCd>USD</curCd>
        <valUSD>31510.82000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 4/28 #780773</title>
        <cusip>36225A2E9</cusip>
        <identifiers>
          <isin value="US36225A2E95"/>
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        <curCd>USD</curCd>
        <valUSD>21491.15000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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      <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>355000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>374305.08000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03100000</annualizedRt>
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      <invstOrSec>
        <name>PARK PL SECS INC</name>
        <lei>N/A</lei>
        <title>PPSI 2005-WCH1 M4 1ML+83 1/36</title>
        <cusip>70069FFL6</cusip>
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          <isin value="US70069FFL67"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NATWEST GROUP PLC (UNGTD)</name>
        <lei>2138005O9XJIJN4JPN90</lei>
        <title>ROYAL BK SCOTLND GRP PLC(UNGTD) 2.359/VAR 05/22/2024</title>
        <cusip>780097BN0</cusip>
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          <isin value="US780097BN03"/>
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        <balance>5310000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5410653.07000000</valUSD>
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        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 2/32 #569702</title>
        <cusip>36200Q3K8</cusip>
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          <ticker value="GN"/>
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        <curCd>USD</curCd>
        <valUSD>752.24000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 2/31 #474763</title>
        <cusip>36209LML7</cusip>
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          <ticker value="GN"/>
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        <curCd>USD</curCd>
        <valUSD>493.50000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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        <name>SOUTHERN COMPANY</name>
        <lei>549300FC3G3YU2FBZD92</lei>
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        <identifiers>
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        <balance>3086000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-26</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CREDIT SUISSE AG NY BRNCH</name>
        <lei>ANGGYXNX0JLX3X63JN86</lei>
        <title>CREDIT SUISSE AG NY BRNCH 0.52% 08/09/2023</title>
        <cusip>22550L2F7</cusip>
        <identifiers>
          <isin value="US22550L2F72"/>
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        <balance>7000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6965289.73000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00520000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MERCEDES-BENZ AUTO RECEIVABLES TR 2020-1</name>
        <lei>N/A</lei>
        <title>MERCEDES-BENZ AUT RC TR 2012-1 0.46% 03/15/2023</title>
        <cusip>58769VAB6</cusip>
        <identifiers>
          <isin value="US58769VAB62"/>
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        <balance>725887.83000000</balance>
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        <curCd>USD</curCd>
        <valUSD>725983.79000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>AIR LEASE CORP</name>
        <lei>5493004NW4M4P8TMMK63</lei>
        <title>AIR LEASE CORP 0.8% 08/18/2024</title>
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        <balance>3717000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3647948.73000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-18</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 20YR 4.5% 08/01/2039#FM1353</title>
        <cusip>3140X4QF6</cusip>
        <identifiers>
          <isin value="US3140X4QF66"/>
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        <balance>986807.41180000</balance>
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        <curCd>USD</curCd>
        <valUSD>1077178.35000000</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>2039-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>BANK OF AMERICA CORPORATION</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
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        <cusip>06051GHC6</cusip>
        <identifiers>
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        <balance>24790000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>25348516.47000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03004000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <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>377936000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>373728510.32000000</valUSD>
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        <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>
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      <invstOrSec>
        <name>COMM 2013-LC6 MTG TR</name>
        <lei>N/A</lei>
        <title>COMM 2013-LC6 ASB 2.478% 1/46</title>
        <cusip>20048EAW1</cusip>
        <identifiers>
          <isin value="US20048EAW12"/>
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        <balance>889229.69770000</balance>
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        <curCd>USD</curCd>
        <valUSD>895791.86000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>RMF BUYOUT ISSUANCE TRUST 2021</name>
        <lei>N/A</lei>
        <title>RMF BUYOUT ISSUANCE TRUST 2021 1.268% 11/25/2031 144A</title>
        <cusip>74969TAA8</cusip>
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          <isin value="US74969TAA88"/>
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        <balance>5019000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5025549.80000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01258600</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>INTERCONTINENTAL EXCHANGE INC</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>INTERCONTINENTAL EXCHANGE INC 0.7% 06/15/2023</title>
        <cusip>45866FAM6</cusip>
        <identifiers>
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        <balance>6998000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6979441.30000000</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>
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        <name>VERIZON COMMUNICATIONS INC</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VERIZON COMMUNICATIONS INC 0.75% 03/22/2024</title>
        <cusip>92343VGF5</cusip>
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        <balance>3860000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3835925.41000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00750000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HSBC HOLDINGS PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC HOLDINGS PLC 1.162%/VAR 11/22/2024</title>
        <cusip>404280CW7</cusip>
        <identifiers>
          <isin value="US404280CW70"/>
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        <balance>8100000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8087201.60000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-22</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01162000</annualizedRt>
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        <name>AMERICAN TOWER CORP</name>
        <lei>5493006ORUSIL88JOE18</lei>
        <title>AMERICAN TOWER CORP 1.3% 09/15/2025</title>
        <cusip>03027XBB5</cusip>
        <identifiers>
          <isin value="US03027XBB55"/>
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        <balance>2980000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2938339.84000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01300000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CREDIT SUISSE AG NY BRNCH</name>
        <lei>ANGGYXNX0JLX3X63JN86</lei>
        <title>CREDIT SUISSE AG NY BRNCH 0.495% 02/02/2024</title>
        <cusip>22550L2E0</cusip>
        <identifiers>
          <isin value="US22550L2E08"/>
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        <balance>8000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7918728.24000000</valUSD>
        <pctVal>0.246772251448</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00495000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DELL EQUIPMENT FINANCE TRUST 2020-2</name>
        <lei>N/A</lei>
        <title>DELL EQUIPMENT FINANCE TRUST 2020-2 0.57% 10/23/2023 144A</title>
        <cusip>24704GAC7</cusip>
        <identifiers>
          <isin value="US24704GAC78"/>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>PLAINS ALL AM PIPELN/PAA FIN C</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GS MTG SECS TR 2012-GCJ9</name>
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        <name>LANARK MASTER ISSUER PLC</name>
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        <name>UPSTART SECURITIZATION TR 2021-1</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>REPUBLIC SERVICES INC</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV</name>
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        <name>BMW US CAPITAL LLC</name>
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        <name>INTERNATIONAL LEASE FIN CORP</name>
        <lei>N/A</lei>
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        <name>FORD CREDIT AUTO OWNER TRUST 2020-B</name>
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        <name>MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2016-C28</name>
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        <name>JP MORGAN CHASE COML MTG SECS TR 2012-CIBX</name>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TCI-SYMPHONY CLO 2017-1 LTD / TCI-SYMPHONY CLO 2017-1 LLC</name>
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        <cusip>87232BAF9</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BAYER US FINANCE II LLC</name>
        <lei>529900XWNEXYNJ3X6T40</lei>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>WILLIAMS COS INC</name>
        <lei>D71FAKCBLFS2O0RBPG08</lei>
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        <balance>10739000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 9/28 #483164</title>
        <cusip>36209VWZ3</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <curCd>USD</curCd>
        <valUSD>7084.84000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>NISOURCE INC</name>
        <lei>549300D8GOWWH0SJB189</lei>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 8/32 #579718</title>
        <cusip>36201DAT9</cusip>
        <identifiers>
          <isin value="US36201DAT90"/>
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        <balance>375.82370000</balance>
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        <curCd>USD</curCd>
        <valUSD>433.31000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 7/31 #529426</title>
        <cusip>36212CD73</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <balance>1032.83070000</balance>
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        <curCd>USD</curCd>
        <valUSD>1170.44000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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      <invstOrSec>
        <name>MARLETTE FDG TR 2021-2</name>
        <lei>N/A</lei>
        <title>MARLETTE FDG TR 2021-2 0.51% 09/15/2031 144A</title>
        <cusip>57108TAA5</cusip>
        <identifiers>
          <isin value="US57108TAA51"/>
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        <balance>4226221.80000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4219306.01000000</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>2031-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00510000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>EASTERN ENERGY GAS HOLDINGS LLC</name>
        <lei>549300BFOD6TDMVV4O24</lei>
        <title>EASTERN ENERGY GAS HOLDINGS LLC 2.5% 11/15/2024</title>
        <cusip>257375AN5</cusip>
        <identifiers>
          <isin value="US257375AN55"/>
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        <balance>1475000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1527509.73000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02500000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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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        <balance>1585000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1648167.32000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02850000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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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>6284000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6885314.77000000</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>2024-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05125000</annualizedRt>
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      <invstOrSec>
        <name>JP MORGAN CHASE COMMERCIAL MORTGAGE SE TR 2012-C8</name>
        <lei>N/A</lei>
        <title>JPMCC 2012-C8 AS 3.4239 10/45</title>
        <cusip>46638UAH9</cusip>
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          <isin value="US46638UAH95"/>
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        <curCd>USD</curCd>
        <valUSD>1744259.24000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03423900</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CFMT 2021-HB7 LLC</name>
        <lei>N/A</lei>
        <title>CFMT 2021-HB7 LLC 1.3034% 10/27/2031 144A</title>
        <cusip>12530BAA7</cusip>
        <identifiers>
          <isin value="US12530BAA70"/>
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        <balance>2525000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2521256.94000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01151200</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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        <name>CEDAR FUNDING LTD</name>
        <lei>549300ZKTUZSV15HAV29</lei>
        <title>CEDAR FUNDING LTD 3ML+110 10/20/2032 144A</title>
        <cusip>15033XAJ5</cusip>
        <identifiers>
          <isin value="US15033XAJ54"/>
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        <balance>2196000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2195084.27000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>TERWIN MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>TMTS 2003-4HE A 1ML+43 9/34</title>
        <cusip>881561BU7</cusip>
        <identifiers>
          <isin value="US881561BU72"/>
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        <curCd>USD</curCd>
        <valUSD>165396.85000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00951630</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>NEW YORK MORTGAGE TRUST 2021-SP1</name>
        <lei>N/A</lei>
        <title>NEW YORK MORTGAGE TRUST 2021-SP1 1.6696% 08/25/2061 144A</title>
        <cusip>62955RAA3</cusip>
        <identifiers>
          <isin value="US62955RAA32"/>
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        <balance>2470164.82000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2450868.39000000</valUSD>
        <pctVal>0.076376697403</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01669600</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 CP .004 03/28/2022</title>
        <cusip>37046UCU3</cusip>
        <identifiers>
          <ticker value="GMFPP"/>
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        <name>BARCLAYS PLC (UNGTD)</name>
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        <fairValLevel>2</fairValLevel>
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        <name>DANSKE BANK A/S</name>
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        <name>NATWEST MARKETS PLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>VCAT ASSET SECURITIZATION LLC 2021</name>
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        <name>GMF FLOORPLAN OWNER REVOLVING TR</name>
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        <cusip>361886CH5</cusip>
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        <name>GS MTG SECS CORP TR 2021-IP</name>
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        <title>GSMS 2021-IP A 1ML+105 10/15/2036 144A</title>
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      <invstOrSec>
        <name>BARCLAYS PLC (UNGTD)</name>
        <lei>213800LBQA1Y9L22JB70</lei>
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        <name>DONLEN FLEET LEASE FDG 2 LLC</name>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 5/29 #499907</title>
        <cusip>36210RKU3</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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        <name>TOYOTA AUTO LN EXTD NT TR 2020-1</name>
        <lei>549300XP7ILZSI1BWP36</lei>
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        <cusip>89237JAA4</cusip>
        <identifiers>
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          <couponKind>Fixed</couponKind>
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        <name>VOLVO FINANCIAL EQUIPMENT LLC 2019</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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        <name>WESTERN UNION CO/THE</name>
        <lei>28ID94QU1140NC23S047</lei>
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        <cusip>959802AX7</cusip>
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        <name>VALERO ENERGY CORP</name>
        <lei>549300XTO5VR8SKV1V74</lei>
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        <cusip>91913YAX8</cusip>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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        <name>DAIMLER FIN NORTH AMER LLC</name>
        <lei>549300423Z16BB673J12</lei>
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        <name>GS MTG SECS TR 2011-GC5</name>
        <lei>N/A</lei>
        <title>GS MTG SECS TR 2011-GC5 5.209% 08/10/2044 144A</title>
        <cusip>36191YAE8</cusip>
        <identifiers>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2044-08-10</maturityDt>
          <couponKind>Variable</couponKind>
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        <name>GOLDMAN SACHS GROUP INC (THE)</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
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        <curCd>USD</curCd>
        <valUSD>6628426.40000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
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        <name>NATWEST GROUP PLC (UNGTD)</name>
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        <name>HYUNDAI CAPITAL AMERICA</name>
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        <name>MERCEDES-BENZ AUTO LEASE TR 2019-A</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>SYNOVUS BANK</name>
        <lei>DX0JX77PRMOELF7VG772</lei>
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        <name>MORTGAGE REPURCHASE AGREEMENT FING TR II</name>
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        <name>TCI-FLATIRON CLO 2016-1 LTD / TCI-FLATIRON CLO 2016-1 LLC</name>
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        <name>WELLS FARGO and CO</name>
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        <name>INTESA SANPAOLO SPA</name>
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        <invCountry>IT</invCountry>
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        <name>PRINCIPAL LIFE GLOBAL FDG II</name>
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        <name>GMF FLOORPLAN OWNER REVOLVING TR</name>
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        <name>ENERGY TRANSFER LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
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        <name>PPL ELEC UTILS CORP</name>
        <lei>549300GCZLSGYEYPIR35</lei>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>ONE GAS INC</name>
        <lei>549300HXDWI0LATTX840</lei>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ATMOS ENERGY CORP</name>
        <lei>QVLWEGTD2S8GJMO8D383</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BOEING CO</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>OCEANVIEW TRUST 2021-EB01</name>
        <lei>N/A</lei>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2020-4</name>
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        <name>ROYAL BANK OF CANADA</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
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      <invstOrSec>
        <name>MITSUBISHI UFJ FINANCIAL GROUP INC</name>
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        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>CITIGROUP INC</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>AMERICREDIT AUTOMOBILE RECEIVABLES TR 2021-3</name>
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        <title>AMERICREDIT AUTOMOBILE RECEIVABLES TR 2021-3 0.76% 08/18/2026</title>
        <cusip>03066JAC7</cusip>
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        <name>ENTERPRISE FLEET FING 2020-2 LLC</name>
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          <couponKind>Fixed</couponKind>
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        <name>ELP COMMERCIAL MORTGAGE TRUST 2021-ELP</name>
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        <title>ELP COMMERCIAL MORTGAGE TRUST 2021-ELP 1ML+70.1 11/15/2036 144A</title>
        <cusip>26863LAA2</cusip>
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        <name>PAYPAL HLDGS INC</name>
        <lei>5493005X2GO78EFZ3E94</lei>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <title>FNR 2016-27 KG 3% 01/40</title>
        <cusip>3136ASBQ8</cusip>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>ABBVIE INC</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>FLORIDA PWR and LT CO</name>
        <lei>A89MY1K3YLIGJMYWVX50</lei>
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        <name>AIG GLOBAL FDG</name>
        <lei>54930057MDZ7KOVOTV71</lei>
        <title>AIG GLOBAL FDG 0.8% 07/07/2023 144A</title>
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        <name>WELLS FARGO COML MTG TR 2017</name>
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        <title>WELLS FARGO COML MTG TR 2017-RC1 ASB 3.453% 01/15/2060</title>
        <cusip>95001FAY1</cusip>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 15YR 3.5% 09/01/2029#AL5878</title>
        <cusip>3138ENQ85</cusip>
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        <curCd>USD</curCd>
        <valUSD>1717622.17000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>GENERAL MTRS FINL CO INC</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GENERAL MTRS FINL CO INC CP .0036 01/21/2022</title>
        <cusip>37046UAM3</cusip>
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          <ticker value="GMFPP"/>
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        <curCd>USD</curCd>
        <valUSD>4497777.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-01-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00360000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>METROPOLITAN LIFE GLOBAL FUNDING I</name>
        <lei>635400MMSOCXNNNZDZ82</lei>
        <title>METROPOLITAN LIFE GLBL FDG I 0.9% 06/08/2023 144A</title>
        <cusip>59217GEH8</cusip>
        <identifiers>
          <isin value="US59217GEH83"/>
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        <balance>5675000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5695208.45000000</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>2023-06-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00900000</annualizedRt>
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      <invstOrSec>
        <name>WESTLAKE CHEMICAL CORP</name>
        <lei>GOXNEVUM0LL78B1OS344</lei>
        <title>WESTLAKE CHEMICAL CORP 0.875% 08/15/2024</title>
        <cusip>960413AX0</cusip>
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          <isin value="US960413AX07"/>
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        <balance>2556000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2530316.14000000</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>2024-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>VIATRIS INC</name>
        <lei>254900ZZTSW7NL773X71</lei>
        <title>VIATRIS INC CP .0068 04/26/2022</title>
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          <ticker value="VTRSCP"/>
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        <curCd>USD</curCd>
        <valUSD>2994120.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-26</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>GOSFORTH FDG 2018-1 PLC</name>
        <lei>N/A</lei>
        <title>GOSFORTH FDG PLC 2018-1A A1 3ML+45 08/25/2060 144A</title>
        <cusip>38312RAA1</cusip>
        <identifiers>
          <isin value="US38312RAA14"/>
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        <balance>604638.59470000</balance>
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        <curCd>USD</curCd>
        <valUSD>605115.05000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-08-25</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 9/28 #467219</title>
        <cusip>36209CAU0</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <curCd>USD</curCd>
        <valUSD>3904.37000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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      <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>146699000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>143862436.94000000</valUSD>
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        <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>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 7/29 #472106</title>
        <cusip>36209HNX9</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <balance>630.85950000</balance>
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        <curCd>USD</curCd>
        <valUSD>704.32000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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      <invstOrSec>
        <name>MITSUBISHI UFJ FINANCIAL GROUP INC</name>
        <lei>353800V2V8PUY9TK3E06</lei>
        <title>MITSUBISHI UFJ FIN GRP INC 0.848%/VAR 09/15/2024</title>
        <cusip>606822BV5</cusip>
        <identifiers>
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        <balance>8059000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8037733.43000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00848000</annualizedRt>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 1/28 #468670</title>
        <cusip>36209DT38</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <balance>434.75990000</balance>
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        <curCd>USD</curCd>
        <valUSD>484.48000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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      <invstOrSec>
        <name>CROWN CASTLE INTERNATIONAL CORP</name>
        <lei>54930012H97VSM0I2R19</lei>
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        <cusip>22822VAS0</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>692909.21000000</valUSD>
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        <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>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>HSBC HOLDINGS PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC HOLDINGS PLC 0.976/VAR 05/24/2025</title>
        <cusip>404280CS6</cusip>
        <identifiers>
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        <balance>8400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8305455.31000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-24</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>CITIGROUP COML MTG TR 2012-GC8</name>
        <lei>N/A</lei>
        <title>CGCMT 2012-GC8 AS 3.683% 9/45 144A</title>
        <cusip>17318UAF1</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BX 2021-BXMF</name>
        <lei>N/A</lei>
        <title>BX 2021-BXMF 1ML+64 10/15/2026 144A</title>
        <cusip>05609RAA2</cusip>
        <identifiers>
          <isin value="US05609RAA23"/>
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        <balance>3376000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3349763.42000000</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>2026-10-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00725930</annualizedRt>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 8.5% 08/01/2027#</title>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>CRPT 2021</name>
        <lei>N/A</lei>
        <title>CRPT 2021-RETL A 1ML+140 07/15/2034 144A</title>
        <cusip>12566BAA4</cusip>
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        <balance>2492000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2487302.58000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01490000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>EFF 2021-2</name>
        <lei>N/A</lei>
        <title>EFF 2021-2 0.48% 05/20/2027 144A</title>
        <cusip>29374YAB8</cusip>
        <identifiers>
          <isin value="US29374YAB83"/>
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        <balance>7441000.00000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HUMANA INC</name>
        <lei>529900YLDW34GJAO4J06</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GENERAL MTRS FINL CO INC</name>
        <lei>5493008B6JBRUJ90QL97</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>NEXTERA ENERGY CAP HLDGS INC</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>WELLS FARGO COML MTG TR 2015-LC22</name>
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        <cusip>94989TBA1</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DLLAD 2021-1A A2</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BX 2020-BXLP</name>
        <lei>N/A</lei>
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        <identifiers>
          <isin value="US05607QAA67"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 7/28 #474002</title>
        <cusip>36209KRX8</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>ENERGY TRANSFER LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GENERAL MTRS FINL CO INC</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GENERAL MTRS FINL CO INC 1.05% 03/08/2024</title>
        <cusip>37045XDG8</cusip>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>TOYOTA MOTOR CREDIT CORP</name>
        <lei>Z2VZBHUMB7PWWJ63I008</lei>
        <title>TOYOTA MOTOR CREDIT CORP 2.9% 03/30/2023</title>
        <cusip>89236TGW9</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>7480839.26000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02900000</annualizedRt>
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        <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>
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          <isin value="US14687TAC18"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-03-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00490000</annualizedRt>
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      <invstOrSec>
        <name>FORD CR AUTO LEASE TR 2011-A</name>
        <lei>N/A</lei>
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        <cusip>34531RAD9</cusip>
        <identifiers>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>AIMCO 2019</name>
        <lei>N/A</lei>
        <title>AIMCO 2019 3ML+106 07/22/2032 144A</title>
        <cusip>00901AAJ6</cusip>
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          <isin value="US00901AAJ60"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <name>VERIZON OWNER TR 2018-A</name>
        <lei>N/A</lei>
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        <cusip>92348XAA3</cusip>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>HSBC HOLDINGS PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC HOLDINGS PLC 1.645/VAR 04/18/2026</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 20YR 4.5% 03/01/2039#FM1774</title>
        <cusip>3140X46L5</cusip>
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        <balance>747417.20160000</balance>
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        <curCd>USD</curCd>
        <valUSD>813762.89000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04500000</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>HYUNDAI AUTO LEASE SECURITIZATION TRUST 2021-A</name>
        <lei>N/A</lei>
        <title>HYUNDAI AUTO LEASE SECURITIZATION TRUST 2021-A 0.33% 01/16/2024 144A</title>
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        <name>HSBC HOLDINGS PLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>UPSTART SECURITIZATION TR 2021-1</name>
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        <name>ASTRAZENECA FINANCE LLC</name>
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        <name>MMAF EQUIP FIN LLC 2019-B</name>
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        <name>PROTECTIVE LIFE GLOBAL FUNDING</name>
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        <name>CSMC 2019-ICE4</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 3/32 #552475</title>
        <cusip>36213EXC5</cusip>
        <identifiers>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>WELLTOWER INC</name>
        <lei>T6IZ0MBEG5ACZDTR7D06</lei>
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        <cusip>95040QAG9</cusip>
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        <balance>3276000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHR 3949 MK 4.5% 10/34</title>
        <cusip>3137AFZS4</cusip>
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        <curCd>USD</curCd>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 2/30 #477030</title>
        <cusip>36209N4P4</cusip>
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        <curCd>USD</curCd>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
        <lei>N/A</lei>
        <title>FNR 2015-27 KF 1ML+30 05/45</title>
        <cusip>3136ANWT0</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Variable</couponKind>
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        <name>BAT CAPITAL CORP</name>
        <lei>2138005GYEXN7XRHFA84</lei>
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        <cusip>05526DAZ8</cusip>
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        <issuerCat>CORP</issuerCat>
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        <name>AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR</name>
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        <title>AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.125% 07/03/2023</title>
        <cusip>00774MAF2</cusip>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <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>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <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>
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          <isin value="US12652VAC19"/>
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        <curCd>USD</curCd>
        <valUSD>537123.28000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>NIAGARA PARK CLO LLC</name>
        <lei>N/A</lei>
        <title>NIAGARA PARK CLO LLC 3ML+100 07/17/2032 144A</title>
        <cusip>65357LAJ4</cusip>
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          <isin value="US65357LAJ44"/>
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        <balance>8390000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8400118.34000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-17</maturityDt>
          <couponKind>Variable</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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        <name>CHEVRON CORP NEW</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>CENTERPOINT ENERGY INC</name>
        <lei>21TPXMRRHFKOBHDC8J74</lei>
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        <cusip>15189TAZ0</cusip>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>HSBC USA INC</name>
        <lei>549300LBOHZ4QSIWU288</lei>
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        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>4997426.50000000</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>0.00400000</annualizedRt>
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      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
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        <cusip>6174468C6</cusip>
        <identifiers>
          <isin value="US6174468C63"/>
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        <balance>6714000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7283442.14000000</valUSD>
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        <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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      </invstOrSec>
      <invstOrSec>
        <name>SYNCHRONY FINANCIAL</name>
        <lei>549300RS7EWPM9MA6C78</lei>
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        <cusip>87165BAN3</cusip>
        <identifiers>
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        <balance>8076000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04375000</annualizedRt>
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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>
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        <balance>14550221.00800000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 8.5% 08/01/2027#</title>
        <cusip>31283G3U9</cusip>
        <identifiers>
          <isin value="US31283G3U95"/>
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        <curCd>USD</curCd>
        <valUSD>1245.23000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.08500000</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>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>67140200.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>65327938.96000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00250000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      </invstOrSec>
      <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>7000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7113123.92000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03125000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>WFRBS COML MTG TR 2013-C14</name>
        <lei>549300GADFYEKC4OLM57</lei>
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        <cusip>92890PAF1</cusip>
        <identifiers>
          <isin value="US92890PAF18"/>
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        <balance>1415229.20280000</balance>
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        <curCd>USD</curCd>
        <valUSD>1437402.02000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02977000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>BBVA USA</name>
        <lei>C90VT034M03BN29IRA40</lei>
        <title>BBVA USA 2.5% 08/27/2024</title>
        <cusip>05552JAA7</cusip>
        <identifiers>
          <isin value="US05552JAA79"/>
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        <balance>6217000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6439417.09000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <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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        <curCd>USD</curCd>
        <valUSD>1923945.36000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CSMC 2020-NET</name>
        <lei>N/A</lei>
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        <cusip>126438AA8</cusip>
        <identifiers>
          <isin value="US126438AA86"/>
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        <balance>1097742.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1110126.40000000</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>
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        <name>ANTHEM INC</name>
        <lei>8MYN82XMYQH89CTMTH67</lei>
        <title>ANTHEM INC 0.45% 03/15/2023</title>
        <cusip>036752AQ6</cusip>
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          <isin value="US036752AQ61"/>
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        <balance>9394000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
        <lei>N/A</lei>
        <title>FNR 2016-27 HK 3% 01/25/2041</title>
        <cusip>3136ASAZ9</cusip>
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          <isin value="US3136ASAZ97"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>Fidelity Revere Street Trust</name>
        <lei>549300BDV45LJNXBZC55</lei>
        <title>Fidelity Cash Central Fund</title>
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        <curCd>USD</curCd>
        <valUSD>14728660.20000000</valUSD>
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        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>BX COMMERCIAL MORTGAGE TRUST 2021-PAC</name>
        <lei>N/A</lei>
        <title>BX COMMERCIAL MORTGAGE TRUST 2021-PAC 1ML+71.21 10/15/2036 144A</title>
        <cusip>05609PAA6</cusip>
        <identifiers>
          <isin value="US05609PAA66"/>
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        <balance>3704000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3693582.50000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VOLKSWAGEN AUTO LEASE TRUST 2020-A</name>
        <lei>N/A</lei>
        <title>VOLKSWAGEN AUTO LEASE TRUST 2020-A 0.39% 01/22/2024</title>
        <cusip>92868VAC3</cusip>
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        <name>DEUTSCHE BANK AG NEW YORK BNCH</name>
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        <name>SOFI CONSUMER LN PROGRAM 2019-4 TR</name>
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        <name>MERIT 2020</name>
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        <name>AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>OPG TR 2021-PORT</name>
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        <name>SREIT TR 2021-MFP</name>
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        <name>TOYOTA AUTO RECEIVABLES 2019-A OWNER TRUST</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FORD MOTOR CREDIT CO LLC</name>
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        <name>DOMINION ENERGY INC</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
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        <name>MITSUBISHI UFJ FINANCIAL GROUP INC</name>
        <lei>353800V2V8PUY9TK3E06</lei>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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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>1148000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ENERGY TRANSFER LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
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        <cusip>29273RAS8</cusip>
        <identifiers>
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        <balance>3816000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 1/28 #464672</title>
        <cusip>36208YFM6</cusip>
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        <curCd>USD</curCd>
        <valUSD>2249.79000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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      <invstOrSec>
        <name>AIR LEASE CORP</name>
        <lei>5493004NW4M4P8TMMK63</lei>
        <title>AIR LEASE CORP 3.5% 01/15/2022</title>
        <cusip>00912XBE3</cusip>
        <identifiers>
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        <balance>6145000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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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>
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        <balance>4265000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4252064.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>COMM 14-CCRE18 MTG TR</name>
        <lei>N/A</lei>
        <title>COMM 2014-CR18 ASB 3.452% 07/15/2047</title>
        <cusip>12632QAU7</cusip>
        <identifiers>
          <isin value="US12632QAU76"/>
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        <balance>4873454.08810000</balance>
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        <curCd>USD</curCd>
        <valUSD>4981770.99000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2047-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03452000</annualizedRt>
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      <invstOrSec>
        <name>JDE PEETS BV</name>
        <lei>724500EHG519SE5ZRT89</lei>
        <title>JDE PEETS BV 0.8% 09/24/2024 144A</title>
        <cusip>47216QAA1</cusip>
        <identifiers>
          <isin value="US47216QAA13"/>
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        <balance>6779000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6644005.84000000</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>2024-09-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00800000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <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>10000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9927462.20000000</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>2023-10-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00550000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PHILLIPS 66</name>
        <lei>5493005JBO5YSIGK1814</lei>
        <title>PHILLIPS 66 3.7% 04/06/2023</title>
        <cusip>718546AU8</cusip>
        <identifiers>
          <isin value="US718546AU85"/>
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        <balance>5512000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5714733.95000000</valUSD>
        <pctVal>0.178088920408</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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 20YR 4.5% 06/01/2039#FM1045</title>
        <cusip>3140X4ET9</cusip>
        <identifiers>
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        <balance>401750.84330000</balance>
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        <curCd>USD</curCd>
        <valUSD>437412.90000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2039-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04500000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VOLKSWAGEN GROUP AMER FIN LLC</name>
        <lei>5493002SQ1AVQBY41K40</lei>
        <title>VOLKSWAGEN GROUP AMER FIN LLC 3.125% 05/12/2023 144A</title>
        <cusip>928668BD3</cusip>
        <identifiers>
          <isin value="US928668BD33"/>
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        <balance>5897000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6081466.36000000</valUSD>
        <pctVal>0.189517445261</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03125000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PNC BANK NA PITTSBURGH PA</name>
        <lei>AD6GFRVSDT01YPT1CS68</lei>
        <title>PNC BK NA PITTSBURGH PA MTN 2.028%/VAR 12/09/2022</title>
        <cusip>69353RFS2</cusip>
        <identifiers>
          <isin value="US69353RFS22"/>
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        <balance>5227000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5228510.55000000</valUSD>
        <pctVal>0.162936683901</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.02028000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 6/32 #586738</title>
        <cusip>36201LZB3</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <balance>1322.69690000</balance>
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        <curCd>USD</curCd>
        <valUSD>1526.64000000</valUSD>
        <pctVal>0.000047574860</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AIMCO CLO SER 2018-B / AIMCO CLO SER 2018-B LLC</name>
        <lei>N/A</lei>
        <title>AIMCO CLO SER 2018-BA AR 3ML+110 01/15/2032 144A</title>
        <cusip>00900PAL9</cusip>
        <identifiers>
          <isin value="US00900PAL94"/>
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        <balance>8883000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8883577.40000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-01-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01223750</annualizedRt>
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      <invstOrSec>
        <name>SYMPHONY CLO XXIII LTD</name>
        <lei>N/A</lei>
        <title>SYMPHONY CLO XXIII LTD 3ML+102 01/15/2034 144A</title>
        <cusip>87167NDC6</cusip>
        <identifiers>
          <isin value="US87167NDC65"/>
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        <balance>8047000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8047000.00000000</valUSD>
        <pctVal>0.250769599261</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 12/29 #781120</title>
        <cusip>36225BG51</cusip>
        <identifiers>
          <isin value="US36225BG519"/>
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        <balance>575.72760000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>647.85000000</valUSD>
        <pctVal>0.000020189025</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
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        <name>NORTHWESTERN MUTUAL GLOBAL FUNDING</name>
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        <name>UBS BARCLAYS COML MTG TR 2013-C6</name>
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        <name>LANARK MASTER ISSUER PLC</name>
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        <name>CHC COML MTG TR 2019-CHC</name>
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        <name>CONAGRA BRANDS INC</name>
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        <name>THE BANK OF NOVA SCOTIA</name>
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        <name>FAHB 2021-HB1</name>
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        <name>J P MORGAN CHASE COML MTG SECS TR 2012-LC9</name>
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        <name>TOYOTA AUTO RECEIVABLES 2020-C OWNER TR</name>
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        <name>CIGNA CORP</name>
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        <name>EXTENDED STAY AMER TR 2021-ESH</name>
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        <fairValLevel>2</fairValLevel>
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        <name>COMM 2012-CCRE4 MTG TR</name>
        <lei>N/A</lei>
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        <name>J P MORGAN CHASE COML MTG SECS TR 2012-C6</name>
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        <name>PHILIP MORRIS INTERNATIONAL INC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>AFFRM 2021-A</name>
        <lei>N/A</lei>
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        <name>AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR</name>
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        <cusip>00774MAT2</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-10-29</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CLUB 2019-HP1 A</name>
        <lei>N/A</lei>
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        <cusip>21055MAA9</cusip>
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        <balance>1745334.61230000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02590000</annualizedRt>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 4/28 #467760</title>
        <cusip>36209CTR7</cusip>
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        <balance>1550.40080000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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        <name>EQUITABLE HOLDINGS INC</name>
        <lei>549300FIBAKMNHPZ4009</lei>
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        <cusip>054561AC9</cusip>
        <identifiers>
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        <balance>408000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>424294.17000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03900000</annualizedRt>
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        <name>VERIZON OWNER TR 2020-A</name>
        <lei>N/A</lei>
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        <cusip>92348TAA2</cusip>
        <identifiers>
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        <balance>8106000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>NTT FINANCE CORP</name>
        <lei>3538007PR116187GD960</lei>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-03-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00373000</annualizedRt>
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        <name>PHILLIPS 66</name>
        <lei>5493005JBO5YSIGK1814</lei>
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        <cusip>718546AV6</cusip>
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          <isin value="US718546AV68"/>
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        <balance>8057000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8628240.17000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03850000</annualizedRt>
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        <name>HPEFS EQUIPMENT TRUST 2021-2</name>
        <lei>N/A</lei>
        <title>HPEFS EQUIPMENT TRUST 2021-2 0.3% 09/20/2028 144A</title>
        <cusip>40441JAB7</cusip>
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        <curCd>USD</curCd>
        <valUSD>5667596.57000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00300000</annualizedRt>
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        <name>AT and T INC</name>
        <lei>549300Z40J86GGSTL398</lei>
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        <cusip>00206RMJ8</cusip>
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        <curCd>USD</curCd>
        <valUSD>10541602.42000000</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>2024-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00900000</annualizedRt>
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        <name>VOLKSWAGEN AUTO LN ENHANCED TR 2018-1</name>
        <lei>N/A</lei>
        <title>VOLKSWAGEN AUTO LN ENHANCED TR 2018-1 A3 3.02% 11/21/2022</title>
        <cusip>92868LAD3</cusip>
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        <balance>56932.40660000</balance>
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        <curCd>USD</curCd>
        <valUSD>57018.06000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-11-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03020000</annualizedRt>
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        <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>2561000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2547682.80000000</valUSD>
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        <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>
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        <securityLending>
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      <invstOrSec>
        <name>EATON VANCE CLO 2019-1 LTD</name>
        <lei>N/A</lei>
        <title>EATON 2019-1A AR 3ML+108 04/15/2031 144A</title>
        <cusip>27830XAL0</cusip>
        <identifiers>
          <isin value="US27830XAL01"/>
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        <balance>8070000.00000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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        <name>MERCEDES BENZ AUTO LEASE TR 2020-A</name>
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        <name>WFRBS COML MTG TR 2013-C12</name>
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        <name>MORGAN STANLEY CAP I TR 2019-H7</name>
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        <name>DNB BANK ASA</name>
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        <name>ATHENE GLOBAL FUNDING</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>CARMAX AUTO OWNER TR 2018-4</name>
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        <name>GOLDMAN SACHS GROUP INC (THE)</name>
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        <name>FORD CREDIT AUTO OWNER TRUST 2019-A</name>
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        <name>BRASS NO 10 PLC</name>
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        <name>UST NOTES</name>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>SOUTHERN COMPANY</name>
        <lei>549300FC3G3YU2FBZD92</lei>
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        <name>ROYAL BANK OF CANADA</name>
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        <name>Fidelity Revere Street Trust</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR</name>
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        <name>AVOLON HOLDINGS FUNDING LTD</name>
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        <name>CITIGROUP INC</name>
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        <name>UBS BARCLAYS COML MTG TR 2013-C6</name>
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        <cusip>90349GAC9</cusip>
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        <name>CASCADE FUNDING MORTGAGE TRUST</name>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <name>FORD CR FLOORPLN MAST OWN TR A</name>
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        <curCd>USD</curCd>
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        <name>MPLX LP</name>
        <lei>5493000CZJ19CK4P3G36</lei>
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          <couponKind>Fixed</couponKind>
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        <name>PHILIP MORRIS INTERNATIONAL INC</name>
        <lei>HL3H1H2BGXWVG3BSWR90</lei>
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        <cusip>718172CQ0</cusip>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>SYNCHRONY FINANCIAL</name>
        <lei>549300RS7EWPM9MA6C78</lei>
        <title>SYNCHRONY FINANCIAL 4.25% 08/15/2024</title>
        <cusip>87165BAD5</cusip>
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          <isin value="US87165BAD55"/>
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        <balance>9435000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10044455.71000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>ATHENE GLOBAL FUNDING</name>
        <lei>549300LM1QSI4MSIL320</lei>
        <title>ATHENE GLOBAL FUNDING 1% 04/16/2024 144A</title>
        <cusip>04685A2W0</cusip>
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          <isin value="US04685A2W05"/>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>VERIZON MASTER TRUST 2021-1 A</name>
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        <curCd>USD</curCd>
        <valUSD>6174851.28000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>APPLE INC</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>APPLE INC 0.75% 05/11/2023</title>
        <cusip>037833DV9</cusip>
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        <balance>7175000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7192089.06000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00750000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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        <name>FORD MOTOR CREDIT CO LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>FORD MTR CR CO LLC 3.087% 01/09/2023</title>
        <cusip>345397A29</cusip>
        <identifiers>
          <isin value="US345397A290"/>
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        <balance>6821000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6907149.23000000</valUSD>
        <pctVal>0.215248296811</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03087000</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>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021</name>
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        <name>EQUITABLE FINANCIAL LIFE GLOBAL FUNDING</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>TRUIST BANK</name>
        <lei>JJKC32MCHWDI71265Z06</lei>
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        <name>SOCIETE GENERALE</name>
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        <fairValLevel>2</fairValLevel>
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        <name>MARLETTE FUNDING TRUST 2019</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>J P MORGAN CHASE COML MTG SECS TR 2013-LC11</name>
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        <name>NEXTERA ENERGY CAP HLDGS INC</name>
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        <name>CWABS INC</name>
        <lei>N/A</lei>
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        <name>CSMC 2021-RPL6 TRUST</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36208FK66</cusip>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>VERIZON MASTER TRUST 2021-1 A</name>
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        <name>BA CR CARD TR</name>
        <lei>N/A</lei>
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        <name>RMF BUYOUT ISSUANCE TRUST 2020-2</name>
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        <name>VOLKSWAGEN GROUP AMER FIN LLC</name>
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        <name>TOYOTA AUTO RECEIVABLES OWNER TRUST</name>
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        <cusip>89238UAD2</cusip>
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        <name>FIRST REPUBLIC BANK</name>
        <lei>YWC0TIKBQM2JV8L4IV08</lei>
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        <name>AMERICAN INTERNATIONAL GROUP INC</name>
        <lei>ODVCVCQG2BP6VHV36M30</lei>
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        <name>JACKSON FINANCIAL INC</name>
        <lei>213800WXW2KG1N4CO374</lei>
        <title>JACKSON FINANCIAL INC 1.125% 11/22/2023 144A</title>
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        <fairValLevel>2</fairValLevel>
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        <name>WFRBS COML MTG TR 2014-C20</name>
        <lei>549300UVB571ELWL8972</lei>
        <title>WFRBS COML MTG TR 2014-C20 ASB 3.638% 05/15/2047</title>
        <cusip>92890FAV8</cusip>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2047-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CHESAPEAKE FUNDING II LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36209JYU9</cusip>
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        <name>MYLAN INC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 7/28 #477182</title>
        <cusip>36209PCT2</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CITIGROUP COML MTG TR 2016-GC36</name>
        <lei>N/A</lei>
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        <cusip>17324TAF6</cusip>
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          <maturityDt>2049-02-10</maturityDt>
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        <name>KINDER MORGAN INC DEL</name>
        <lei>549300WR7IX8XE0TBO16</lei>
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        <cusip>49456BAM3</cusip>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>BNP PARIBAS 3.5% 03/01/2023 144A</title>
        <cusip>09659W2E3</cusip>
        <identifiers>
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        <balance>20640000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</annualizedRt>
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        <name>VF CORPORATION</name>
        <lei>CWAJJ9DJ5Z7P057HV541</lei>
        <title>VF CORPORATION 2.05% 04/23/2022</title>
        <cusip>918204AZ1</cusip>
        <identifiers>
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        <balance>9376000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9432993.33000000</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>2022-04-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02050000</annualizedRt>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 8.5% 08/01/2027#</title>
        <cusip>3128FRAH3</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>2819.37000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>SUMITOMO MITSUI FINANCIAL GROUP INC</name>
        <lei>35380028MYWPB6AUO129</lei>
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        <cusip>86562MCC2</cusip>
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        <balance>804000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-01-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00508000</annualizedRt>
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        <name>AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR</name>
        <lei>N/A</lei>
        <title>AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 1.65% 10/29/2024</title>
        <cusip>00774MAU9</cusip>
        <identifiers>
          <isin value="US00774MAU99"/>
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        <curCd>USD</curCd>
        <valUSD>4741433.04000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>UPSTART SECURITIZATION TRUST 2021-4</name>
        <lei>N/A</lei>
        <title>UPSTART SECURITIZATION TRUST 2021-4 0.84% 09/20/2031 144A</title>
        <cusip>91682NAA1</cusip>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00840000</annualizedRt>
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        <name>VERIZON COMMUNICATIONS INC</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VERIZON COMMUNICATIONS INC FRN SOFR+50 03/22/2024</title>
        <cusip>92343VGD0</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <name>VMWARE INC</name>
        <lei>549300BUDHS3LRWBE814</lei>
        <title>VMWARE INC 1% 08/15/2024</title>
        <cusip>928563AH8</cusip>
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        <balance>5608000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>EXELON CORP</name>
        <lei>3SOUA6IRML7435B56G12</lei>
        <title>EXELON CORP VAR 06/01/2022</title>
        <cusip>30161NAW1</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <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>
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        <curCd>USD</curCd>
        <valUSD>2095686.01000000</valUSD>
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        <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>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 10/28 #486612</title>
        <cusip>36210AR90</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <balance>1928.50600000</balance>
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        <curCd>USD</curCd>
        <valUSD>2171.89000000</valUSD>
        <pctVal>0.000067682861</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <name>MORTGAGE REPURCHASE AGREEMENT FINANCING TRUST SERIES 2016-5</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <fairValLevel>2</fairValLevel>
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        <name>DEUTSCHE BANK AG NEW YORK BNCH</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CARMAX AUTO OWNER TR 2020-4</name>
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        <name>VOYA CLO 2017-1 LTD</name>
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        <name>SANTANDER DRIVE AUTO RECEIVABLES TR 2021-2</name>
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        <name>ARES LII CLO LTD</name>
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        <name>CANADIAN NATURAL RESOURCES LTD</name>
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        <name>MORTGAGE REPURCHASE AGREEMENT FINANCING TRUST SERIES 2016-5</name>
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      <ncom:signature>Laura M. Del Prato</ncom:signature>
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</edgarSubmission>
