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        <name>Aircastle Limited</name>
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        <title>AIRCASTLE LTD SR UNSECURED 02/22 5.5</title>
        <cusip>00928QAN1</cusip>
        <identifiers>
          <isin value="US00928QAN16"/>
          <ticker value="AYR"/>
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        <balance>299000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>301797.3</valUSD>
        <pctVal>0.0413767329</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Aker BP ASA</name>
        <lei>549300NFTY73920OYK69</lei>
        <title>AKER BP ASA SR UNSECURED 144A 01/25 3</title>
        <cusip>00973RAE3</cusip>
        <identifiers>
          <isin value="US00973RAE36"/>
          <ticker value="AKERBP"/>
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        <balance>270000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>262956.9</valUSD>
        <pctVal>0.0360516725</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ALBERTSONS COS INC / SAFEWAY I COMPANY GUAR 144A 02/30 4.875</name>
        <lei>N/A</lei>
        <title>ALBERTSONS COS INC / SAFEWAY I COMPANY GUAR 144A 02/30 4.875</title>
        <cusip>013092AE1</cusip>
        <identifiers>
          <isin value="US013092AE14"/>
          <ticker value="ACI"/>
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        <balance>148000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>151423.24</valUSD>
        <pctVal>0.0207602883</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</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>
      <invstOrSec>
        <name>Howmet Aerospace Inc.</name>
        <lei>N/A</lei>
        <title>ARCONIC INC SR UNSECURED 10/24 5.125</title>
        <cusip>013817AW1</cusip>
        <identifiers>
          <isin value="US013817AW16"/>
          <ticker value="ARNC"/>
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        <balance>342000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>353588.25</valUSD>
        <pctVal>0.0484773276</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Alimentation Couche-Tard Inc.</name>
        <lei>549300OSW32RVX8CCZ87</lei>
        <title>ALIMENTATION COUCHE-TARD INC COMPANY GUAR 144A 07/22 2.7</title>
        <cusip>01626PAJ5</cusip>
        <identifiers>
          <isin value="US01626PAJ57"/>
          <ticker value="ATDBCN"/>
        </identifiers>
        <balance>315000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>322466.03</valUSD>
        <pctVal>0.0442104379</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.700000000000</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>Bausch Health Companies Inc.</name>
        <lei>B3BS7ACMDUWISF18KY76</lei>
        <title>BAUSCH HEALTH COS INC COMPANY GUAR 144A 01/30 5.25</title>
        <cusip>071734AJ6</cusip>
        <identifiers>
          <isin value="US071734AJ60"/>
          <ticker value="BHCCN"/>
        </identifiers>
        <balance>193000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>183108.75</valUSD>
        <pctVal>0.0251044056</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</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>Bausch Health Companies Inc.</name>
        <lei>B3BS7ACMDUWISF18KY76</lei>
        <title>BAUSCH HEALTH COS INC COMPANY GUAR 144A 02/29 6.25</title>
        <cusip>071734AK3</cusip>
        <identifiers>
          <isin value="US071734AK34"/>
          <ticker value="BHCCN"/>
        </identifiers>
        <balance>390000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>391950</valUSD>
        <pctVal>0.0537367646</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.250000000000</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>Baxter International Inc.</name>
        <lei>J5OIVXX3P24RJRW5CK77</lei>
        <title>BAXTER INTERNATIONAL INC SR UNSECURED 08/46 3.5</title>
        <cusip>071813BP3</cusip>
        <identifiers>
          <isin value="US071813BP32"/>
          <ticker value="BAX"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>554752.29</valUSD>
        <pctVal>0.0760571328</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bemis Company Inc.</name>
        <lei>PTVU09TE3QPJPL7K4E13</lei>
        <title>BEMIS CO INC SR UNSECURED 09/26 3.1</title>
        <cusip>081437AJ4</cusip>
        <identifiers>
          <isin value="US081437AJ44"/>
          <ticker value="AMCR"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>527886.17</valUSD>
        <pctVal>0.0723737590</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Biogen Inc.</name>
        <lei>W8J5WZB5IY3K0NDQT671</lei>
        <title>BIOGEN INC SR UNSECURED 05/50 3.15</title>
        <cusip>09062XAG8</cusip>
        <identifiers>
          <isin value="US09062XAG88"/>
          <ticker value="BIIB"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>481388.41</valUSD>
        <pctVal>0.0659988663</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Biogen Inc.</name>
        <lei>W8J5WZB5IY3K0NDQT671</lei>
        <title>BIOGEN INC SR UNSECURED 05/30 2.25</title>
        <cusip>09062XAH6</cusip>
        <identifiers>
          <isin value="US09062XAH61"/>
          <ticker value="BIIB"/>
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        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>403659.09</valUSD>
        <pctVal>0.0553420934</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BlackRock Inc.</name>
        <lei>549300LRIF3NWCU26A80</lei>
        <title>BLACKROCK INC SR UNSECURED 01/31 1.9</title>
        <cusip>09247XAR2</cusip>
        <identifiers>
          <isin value="US09247XAR26"/>
          <ticker value="BLK"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>510826.54</valUSD>
        <pctVal>0.0700348655</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Energy Transfer Operating L.P.</name>
        <lei>5493008K8W3OKZE54J59</lei>
        <title>ENERGY TRANSFER OPERATING LP COMPANY GUAR 10/43 5.95</title>
        <cusip>29273RAZ2</cusip>
        <identifiers>
          <isin value="US29273RAZ29"/>
          <ticker value="ETP"/>
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        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>306346.91</valUSD>
        <pctVal>0.0420004893</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Energy Transfer Operating L.P.</name>
        <lei>5493008K8W3OKZE54J59</lei>
        <title>ENERGY TRANSFER OPERATING LP COMPANY GUAR 03/45 5.15</title>
        <cusip>29273RBF5</cusip>
        <identifiers>
          <isin value="US29273RBF55"/>
          <ticker value="ETP"/>
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        <balance>340000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>322423.57</valUSD>
        <pctVal>0.0442046166</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Energy Transfer Operating L.P.</name>
        <lei>5493008K8W3OKZE54J59</lei>
        <title>ENERGY TRANSFER OPERATING LP COMPANY GUAR 04/27 4.2</title>
        <cusip>29273RBK4</cusip>
        <identifiers>
          <isin value="US29273RBK41"/>
          <ticker value="ETP"/>
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        <balance>141000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>147520.87</valUSD>
        <pctVal>0.0202252692</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CITIGROUP COMMERCIAL MORTGAGE CGCMT 2019 PRM A 144A</name>
        <lei>N/A</lei>
        <title>CITIGROUP COMMERCIAL MORTGAGE CGCMT 2019 PRM A 144A</title>
        <cusip>29429JAA8</cusip>
        <identifiers>
          <isin value="US29429JAA88"/>
          <ticker value="CGCMT"/>
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        <balance>170000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>176065.97</valUSD>
        <pctVal>0.0241388330</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.341000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP COMMERCIAL MORTGAGE CGCMT 2019 SMRT A 144A</name>
        <lei>N/A</lei>
        <title>CITIGROUP COMMERCIAL MORTGAGE CGCMT 2019 SMRT A 144A</title>
        <cusip>29429MAA1</cusip>
        <identifiers>
          <isin value="US29429MAA18"/>
          <ticker value="CGCMT"/>
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        <balance>158000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>169991.28</valUSD>
        <pctVal>0.0233059865</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.149000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREMF 2011-K10 MORTGAGE TRUST FREMF 2011 K10 B 144A</name>
        <lei>N/A</lei>
        <title>FREMF 2011-K10 MORTGAGE TRUST FREMF 2011 K10 B 144A</title>
        <cusip>30261YAL0</cusip>
        <identifiers>
          <isin value="US30261YAL02"/>
          <ticker value="FREMF"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1004221.2</valUSD>
        <pctVal>0.1376798015</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.735099000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREMF 2011-K11 MORTGAGE TRUST FREMF 2011 K11 B 144A</name>
        <lei>N/A</lei>
        <title>FREMF 2011-K11 MORTGAGE TRUST FREMF 2011 K11 B 144A</title>
        <cusip>30262BAL9</cusip>
        <identifiers>
          <isin value="US30262BAL99"/>
          <ticker value="FREMF"/>
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        <balance>875000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>883144.59</valUSD>
        <pctVal>0.1210800687</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-12-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.567283000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREMF 2017-K67 MORTGAGE TRUST FREMF 2017 K67 B 144A</name>
        <lei>N/A</lei>
        <title>FREMF 2017-K67 MORTGAGE TRUST FREMF 2017 K67 B 144A</title>
        <cusip>30300YAS8</cusip>
        <identifiers>
          <isin value="US30300YAS81"/>
          <ticker value="FREMF"/>
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        <balance>445000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>478197.09</valUSD>
        <pctVal>0.0655613329</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-09-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.078831000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE CAS 2015 C01 1M2</name>
        <lei>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE CAS 2015 C01 1M2</title>
        <cusip>30711XAT1</cusip>
        <identifiers>
          <isin value="US30711XAT19"/>
          <ticker value="CAS"/>
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        <balance>219066.97</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>220834.64</valUSD>
        <pctVal>0.0302766655</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.484500000000</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>FANNIE MAE CONNECTICUT AVENUE CAS 2015 C02 2M2</name>
        <lei>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE CAS 2015 C02 2M2</title>
        <cusip>30711XAZ7</cusip>
        <identifiers>
          <isin value="US30711XAZ78"/>
          <ticker value="CAS"/>
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        <balance>44543.01</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44974.28</valUSD>
        <pctVal>0.0061660219</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.184500000000</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>FANNIE MAE CONNECTICUT AVENUE CAS 2015 C03 2M2</name>
        <lei>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE CAS 2015 C03 2M2</title>
        <cusip>30711XBD5</cusip>
        <identifiers>
          <isin value="US30711XBD57"/>
          <ticker value="CAS"/>
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        <balance>190076.03</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>194128.74</valUSD>
        <pctVal>0.0266152581</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.184500000000</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>FANNIE MAE CONNECTICUT AVENUE CAS 2018 C02 2M2</name>
        <lei>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE CAS 2018 C02 2M2</title>
        <cusip>30711XC36</cusip>
        <identifiers>
          <isin value="US30711XC368"/>
          <ticker value="CAS"/>
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        <balance>77880.22</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>76125.8</valUSD>
        <pctVal>0.0104369287</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.384500000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE CAS 2018 C05 1M2</name>
        <lei>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE CAS 2018 C05 1M2</title>
        <cusip>30711XY24</cusip>
        <identifiers>
          <isin value="US30711XY248"/>
          <ticker value="CAS"/>
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        <balance>45821.59</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44800.86</valUSD>
        <pctVal>0.0061422459</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.534500000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ford Motor Credit Company LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>FORD MOTOR CREDIT CO LLC SR UNSECURED 08/25 4.134</title>
        <cusip>345397XL2</cusip>
        <identifiers>
          <isin value="US345397XL24"/>
          <ticker value="F"/>
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        <balance>1179000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1118222.55</valUSD>
        <pctVal>0.1533095087</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.134000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Conseco Finance Corp.</name>
        <lei>N/A</lei>
        <title>CONSECO FINANCE CORP GT 1996 10 M1</title>
        <cusip>393505RJ3</cusip>
        <identifiers>
          <isin value="US393505RJ33"/>
          <ticker value="GT"/>
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        <balance>140724.74</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>146277.03</valUSD>
        <pctVal>0.0200547374</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.240000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NRZ EXCESS SPREAD-COLLATERALIZ NZES 2018 PLS1 A 144A</name>
        <lei>N/A</lei>
        <title>NRZ EXCESS SPREAD-COLLATERALIZ NZES 2018 PLS1 A 144A</title>
        <cusip>40423XAB8</cusip>
        <identifiers>
          <isin value="US40423XAB82"/>
          <ticker value="NZES"/>
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        <balance>89919.27</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>90418.87</valUSD>
        <pctVal>0.0123965239</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NRZ EXCESS SPREAD-COLLATERALIZ NZES 2018 PLS2 A 144A</name>
        <lei>N/A</lei>
        <title>NRZ EXCESS SPREAD-COLLATERALIZ NZES 2018 PLS2 A 144A</title>
        <cusip>40423XAF9</cusip>
        <identifiers>
          <isin value="US40423XAF96"/>
          <ticker value="NZES"/>
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        <balance>275766.21</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>277336.42</valUSD>
        <pctVal>0.0380231201</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HarborView Mortgage Loan Trust 2007-3</name>
        <lei>N/A</lei>
        <title>HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 3 ES 144A</title>
        <cusip>41164UAR0</cusip>
        <identifiers>
          <isin value="US41164UAR05"/>
          <ticker value="HVMLT"/>
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        <balance>12010890.47</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>181596.26</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-05-19</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.000000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HarborView Mortgage Loan Trust 2007-4</name>
        <lei>N/A</lei>
        <title>HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 4 ES</title>
        <cusip>41164YAQ4</cusip>
        <identifiers>
          <isin value="US41164YAQ44"/>
          <ticker value="HVMLT"/>
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        <balance>12976485.7</balance>
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        <curCd>USD</curCd>
        <valUSD>168127.24</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-07-19</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HarborView Mortgage Loan Trust 2007-6</name>
        <lei>N/A</lei>
        <title>HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 6 ES 144A</title>
        <cusip>41165BAS9</cusip>
        <identifiers>
          <isin value="US41165BAS97"/>
          <ticker value="HVMLT"/>
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        <balance>11555438.43</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>155726.87</valUSD>
        <pctVal>0.0213503206</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-08-19</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hilton Grand Vacations Trust 2017-A</name>
        <lei>N/A</lei>
        <title>HILTON GRAND VACATIONS TRUST 2 HGVT 2017 AA A 144A</title>
        <cusip>43283AAA3</cusip>
        <identifiers>
          <isin value="US43283AAA34"/>
          <ticker value="HGVT"/>
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        <balance>287459.46</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>283685.35</valUSD>
        <pctVal>0.0388935652</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-12-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.660000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PROGRESS RESIDENTIAL TRUST PROG 2020 SFR1 A 144A</name>
        <lei>N/A</lei>
        <title>PROGRESS RESIDENTIAL TRUST PROG 2020 SFR1 A 144A</title>
        <cusip>74331CAA6</cusip>
        <identifiers>
          <isin value="US74331CAA62"/>
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        <balance>359000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>361605.62</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-04-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.732000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Sabine Pass Liquefaction LLC</name>
        <lei>549300KJYBG7C6WJYZ11</lei>
        <title>SABINE PASS LIQUEFACTION LLC SR SECURED 03/27 5</title>
        <cusip>785592AS5</cusip>
        <identifiers>
          <isin value="US785592AS57"/>
          <ticker value="SPLLLC"/>
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        <balance>336000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>375889.96</valUSD>
        <pctVal>0.0515349159</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Sabine Pass Liquefaction LLC</name>
        <lei>549300KJYBG7C6WJYZ11</lei>
        <title>SABINE PASS LIQUEFACTION LLC SR SECURED 03/28 4.2</title>
        <cusip>785592AU0</cusip>
        <identifiers>
          <isin value="US785592AU04"/>
          <ticker value="SPLLLC"/>
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        <balance>293000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>314233.93</valUSD>
        <pctVal>0.0430818082</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.200000000000</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>Sabine Pass Liquefaction LLC</name>
        <lei>549300KJYBG7C6WJYZ11</lei>
        <title>SABINE PASS LIQUEFACTION LLC SR SECURED 06/26 5.875</title>
        <cusip>785592AV8</cusip>
        <identifiers>
          <isin value="US785592AV86"/>
          <ticker value="SPLLLC"/>
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        <balance>555000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>652125</valUSD>
        <pctVal>0.0894070356</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Santander UK Group Holdings plc</name>
        <lei>549300F5XIFGNNW4CF72</lei>
        <title>SANTANDER UK GROUP HOLDINGS PL SUBORDINATED 144A 09/25 4.75</title>
        <cusip>80281LAA3</cusip>
        <identifiers>
          <isin value="US80281LAA35"/>
          <ticker value="SANUK"/>
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        <balance>280000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>303323.99</valUSD>
        <pctVal>0.0415860437</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Santander Holdings USA Inc.</name>
        <lei>549300SMVCQN2P0O6I58</lei>
        <title>SANTANDER HOLDINGS USA INC SR UNSECURED 07/27 4.4</title>
        <cusip>80282KAP1</cusip>
        <identifiers>
          <isin value="US80282KAP12"/>
          <ticker value="SOV"/>
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        <balance>203000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>219960.68</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>2027-07-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Santander Holdings USA Inc.</name>
        <lei>549300SMVCQN2P0O6I58</lei>
        <title>SANTANDER HOLDINGS USA INC SR UNSECURED 01/23 3.4</title>
        <cusip>80282KAS5</cusip>
        <identifiers>
          <isin value="US80282KAS50"/>
          <ticker value="SOV"/>
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        <balance>360000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>374732.34</valUSD>
        <pctVal>0.0513762050</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Santander Holdings USA Inc.</name>
        <lei>549300SMVCQN2P0O6I58</lei>
        <title>SANTANDER HOLDINGS USA INC SR UNSECURED 06/24 3.5</title>
        <cusip>80282KAW6</cusip>
        <identifiers>
          <isin value="US80282KAW62"/>
          <ticker value="SOV"/>
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        <balance>745000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>783636.92</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Santander Holdings USA Inc.</name>
        <lei>549300SMVCQN2P0O6I58</lei>
        <title>SANTANDER HOLDINGS USA INC SR UNSECURED 10/26 3.244</title>
        <cusip>80282KAZ9</cusip>
        <identifiers>
          <isin value="US80282KAZ93"/>
          <ticker value="SOV"/>
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        <balance>880000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>914250.45</valUSD>
        <pctVal>0.1253447154</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.244000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Santander Holdings USA Inc.</name>
        <lei>549300SMVCQN2P0O6I58</lei>
        <title>SANTANDER HOLDINGS USA INC SR UNSECURED 06/25 3.45</title>
        <cusip>80282KBB1</cusip>
        <identifiers>
          <isin value="US80282KBB17"/>
          <ticker value="SANUSA"/>
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        <balance>744000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>775459.36</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>2025-06-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Charles Schwab Corporation</name>
        <lei>N/A</lei>
        <title>CHARLES SCHWAB CORP/THE JR SUBORDINA 08/49 7</title>
        <cusip>808513AE5</cusip>
        <identifiers>
          <isin value="US808513AE59"/>
          <ticker value="SCHW"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1042200</valUSD>
        <pctVal>0.1428867357</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="15816.450000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Seagate HDD Cayman</name>
        <lei>N/A</lei>
        <title>SEAGATE HDD CAYMAN COMPANY GUAR 144A 01/31 4.125</title>
        <cusip>81180WAY7</cusip>
        <identifiers>
          <isin value="US81180WAY75"/>
          <ticker value="STX"/>
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        <balance>485000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>508121.1</valUSD>
        <pctVal>0.0696639467</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Seagate HDD Cayman</name>
        <lei>N/A</lei>
        <title>SEAGATE HDD CAYMAN COMPANY GUAR 144A 06/29 4.091</title>
        <cusip>81180WAZ4</cusip>
        <identifiers>
          <isin value="US81180WAZ41"/>
          <ticker value="STX"/>
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        <balance>520000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>543847.84</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.091000000000</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>Select Medical Corporation</name>
        <lei>N/A</lei>
        <title>SELECT MEDICAL CORP COMPANY GUAR 144A 08/26 6.25</title>
        <cusip>816196AT6</cusip>
        <identifiers>
          <isin value="US816196AT67"/>
          <ticker value="SEM"/>
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        <balance>299000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>302274.05</valUSD>
        <pctVal>0.0414420958</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.250000000000</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>The Sherwin-Williams Company</name>
        <lei>Z15BMIOX8DDH0X2OBP21</lei>
        <title>SHERWIN-WILLIAMS CO/THE SR UNSECURED 01/22 4.2</title>
        <cusip>824348BB1</cusip>
        <identifiers>
          <isin value="US824348BB18"/>
          <ticker value="SHW"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1039434.64</valUSD>
        <pctVal>0.1425076019</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WILLIS ENGINE STRUCTURED TRUST WESTF 2020 A A 144A</name>
        <lei>N/A</lei>
        <title>WILLIS ENGINE STRUCTURED TRUST WESTF 2020 A A 144A</title>
        <cusip>97064FAA3</cusip>
        <identifiers>
          <isin value="US97064FAA30"/>
          <ticker value="WESTF"/>
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        <balance>160175.38</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>119890.01</valUSD>
        <pctVal>0.0164370487</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.228000000000</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>US ULTRA BONDCBT 0920</name>
        <lei>N/A</lei>
        <title>US ULTRA BONDCBT 0920</title>
        <cusip>ADI1JZCF7</cusip>
        <identifiers>
          <isin value="US912810RP57"/>
          <ticker value="WNU0"/>
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        <balance>7</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1171.79</valUSD>
        <pctVal>-0.0001606537</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CHICAGO BOARD OF TRADE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>US 30yr 6%</issuerName>
                <issueTitle>US 30yr 6%</issueTitle>
                <identifiers>
                  <other otherDesc="NOTIONAL BOND" value="US 30yr 6%"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-21</expDate>
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            <curCd>USD</curCd>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>US 10YR NOTE CBT 0920</name>
        <lei>N/A</lei>
        <title>US 10YR NOTE CBT 0920</title>
        <cusip>ADI1JZD82</cusip>
        <identifiers>
          <isin value="US912828X885"/>
          <ticker value="TYU0"/>
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        <balance>84</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-77736.58</valUSD>
        <pctVal>-0.0106577683</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CHICAGO BOARD OF TRADE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>US 10yr 6%</issuerName>
                <issueTitle>US 10yr 6%</issueTitle>
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                  <other otherDesc="NOTIONAL BOND" value="US 10yr 6%"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-21</expDate>
            <notionalAmt>-11610075.920000000000</notionalAmt>
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            <unrealizedAppr>-77736.580000000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ABY Transmision Sur S.A.</name>
        <lei>549300PQCSQSSZTVDH16</lei>
        <title>ABY TRANSMISION SUR SA SR SECURED 144A 04/43 6.875</title>
        <cusip>00289LAA3</cusip>
        <identifiers>
          <isin value="US00289LAA35"/>
          <ticker value="ABENGO"/>
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        <balance>214456</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>276112.1</valUSD>
        <pctVal>0.0378552645</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.875000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE POOL MBS 30YR TBA</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL MBS 30YR TBA</title>
        <cusip>01F030678</cusip>
        <identifiers>
          <isin value="US01F0306781"/>
          <ticker value="FNCL"/>
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        <balance>26250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27635301.75</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>N/A</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE POOL MBS 30YR TBA</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL MBS 30YR TBA</title>
        <cusip>01F032674</cusip>
        <identifiers>
          <isin value="US01F0326748"/>
          <ticker value="FNCL"/>
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        <balance>25000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26289062.5</valUSD>
        <pctVal>3.6042586110</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>N/A</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>FANNIE MAE POOL MBS 30YR TBA</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL MBS 30YR TBA</title>
        <cusip>01F040677</cusip>
        <identifiers>
          <isin value="US01F0406771"/>
          <ticker value="FNCL"/>
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        <balance>16000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16951875.2</valUSD>
        <pctVal>2.3241202368</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>N/A</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>American Airlines 2017-1 Class A Pass Through Trust</name>
        <lei>N/A</lei>
        <title>AMERICAN AIRLINES 2017-1 CLASS PASS THRU CE 08/30 4</title>
        <cusip>02378AAA5</cusip>
        <identifiers>
          <isin value="US02378AAA51"/>
          <ticker value="AAL"/>
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        <balance>161975</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>133507.93</valUSD>
        <pctVal>0.0183040801</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORP SR UNSECURED 10/30 VAR</title>
        <cusip>06051GHX0</cusip>
        <identifiers>
          <isin value="US06051GHX07"/>
          <ticker value="BAC"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>540910.89</valUSD>
        <pctVal>0.0741594621</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-22</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.884000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COMM 2020-CBM MORTGAGE TRUST COMM 2020 CBM A2 144A</name>
        <lei>N/A</lei>
        <title>COMM 2020-CBM MORTGAGE TRUST COMM 2020 CBM A2 144A</title>
        <cusip>20049AAB4</cusip>
        <identifiers>
          <isin value="US20049AAB44"/>
          <ticker value="COMM"/>
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        <balance>124000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>121616.14</valUSD>
        <pctVal>0.0166737030</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-02-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.896000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Credit Suisse First Boston Mortgage Securities Corp.</name>
        <lei>N/A</lei>
        <title>CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 C1 AX 144A</title>
        <cusip>225458EC8</cusip>
        <identifiers>
          <isin value="US225458EC85"/>
          <ticker value="CSFB"/>
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        <balance>131976.26</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3</valUSD>
        <pctVal>0.0000004113</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-02-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.049664000000</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>Credito Real S.A.B. de C.V. Sociedad Financiera de Objeto Multiple Entidad Re</name>
        <lei>N/A</lei>
        <title>CREDITO REAL SAB DE CV SOFOM E JR SUBORDINA 144A 12/99 VAR</title>
        <cusip>22548WAB8</cusip>
        <identifiers>
          <isin value="US22548WAB81"/>
          <ticker value="CREAL"/>
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        <balance>195000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>166335</valUSD>
        <pctVal>0.0228047066</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-29</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>9.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="43125.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Crown Castle International Corp.</name>
        <lei>54930012H97VSM0I2R19</lei>
        <title>CROWN CASTLE INTERNATIONAL COR SR UNSECURED 06/26 3.7</title>
        <cusip>22822VAC5</cusip>
        <identifiers>
          <isin value="US22822VAC54"/>
          <ticker value="CCI"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>557645.76</valUSD>
        <pctVal>0.0764538307</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Crown Castle International Corp.</name>
        <lei>54930012H97VSM0I2R19</lei>
        <title>CROWN CASTLE INTERNATIONAL COR SR UNSECURED 07/50 4.15</title>
        <cusip>22822VAQ4</cusip>
        <identifiers>
          <isin value="US22822VAQ41"/>
          <ticker value="CCI"/>
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        <balance>508000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>583906.54</valUSD>
        <pctVal>0.0800542117</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.150000000000</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>Crown Castle International Corp.</name>
        <lei>54930012H97VSM0I2R19</lei>
        <title>CROWN CASTLE INTERNATIONAL COR SR UNSECURED 07/30 3.3</title>
        <cusip>22822VAR2</cusip>
        <identifiers>
          <isin value="US22822VAR24"/>
          <ticker value="CCI"/>
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        <balance>532000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>580841.62</valUSD>
        <pctVal>0.0796340079</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.300000000000</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>Crown Castle International Corp.</name>
        <lei>54930012H97VSM0I2R19</lei>
        <title>CROWN CASTLE INTERNATIONAL COR SR UNSECURED 01/31 2.25</title>
        <cusip>22822VAT8</cusip>
        <identifiers>
          <isin value="US22822VAT89"/>
          <ticker value="CCI"/>
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        <balance>624000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>628504.33</valUSD>
        <pctVal>0.0861686165</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</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>Cubesmart L.P.</name>
        <lei>N/A</lei>
        <title>CUBESMART LP COMPANY GUAR 02/29 4.375</title>
        <cusip>22966RAE6</cusip>
        <identifiers>
          <isin value="US22966RAE62"/>
          <ticker value="CUBE"/>
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        <balance>600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>697321.49</valUSD>
        <pctVal>0.0956035228</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cydsa S.A.B. de C.V.</name>
        <lei>N/A</lei>
        <title>CYDSA SAB DE CV COMPANY GUAR 144A 10/27 6.25</title>
        <cusip>232553AA5</cusip>
        <identifiers>
          <isin value="US232553AA57"/>
          <ticker value="CYDSA"/>
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        <balance>350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>342916</valUSD>
        <pctVal>0.0470141507</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CYRUSONE LP / CYRUSONE FINANCE COMPANY GUAR 11/29 3.45</name>
        <lei>N/A</lei>
        <title>CYRUSONE LP / CYRUSONE FINANCE COMPANY GUAR 11/29 3.45</title>
        <cusip>23283PAR5</cusip>
        <identifiers>
          <isin value="US23283PAR55"/>
          <ticker value="CONE"/>
        </identifiers>
        <balance>375000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>390356.25</valUSD>
        <pctVal>0.0535182597</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ARBOR MULTIFAMILY MORTGAGE SEC AMMST 2020 MF1 XA 144A</name>
        <lei>N/A</lei>
        <title>ARBOR MULTIFAMILY MORTGAGE SEC AMMST 2020 MF1 XA 144A</title>
        <cusip>03881BAW3</cusip>
        <identifiers>
          <isin value="US03881BAW37"/>
          <ticker value="AMMST"/>
        </identifiers>
        <balance>4349825.73</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>314679.44</valUSD>
        <pctVal>0.0431428881</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-05-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.087209000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COMM 2014-CCRE20 MORTGAGE TRUS COMM 2014 CR20 A3</name>
        <lei>N/A</lei>
        <title>COMM 2014-CCRE20 MORTGAGE TRUS COMM 2014 CR20 A3</title>
        <cusip>12592LBH4</cusip>
        <identifiers>
          <isin value="US12592LBH42"/>
          <ticker value="COMM"/>
        </identifiers>
        <balance>780000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>827199.28</valUSD>
        <pctVal>0.1134099068</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-11-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.326000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COMM 2017-PANW MORTGAGE TRUST COMM 2017 PANW A 144A</name>
        <lei>N/A</lei>
        <title>COMM 2017-PANW MORTGAGE TRUST COMM 2017 PANW A 144A</title>
        <cusip>12595HAA6</cusip>
        <identifiers>
          <isin value="US12595HAA68"/>
          <ticker value="COMM"/>
        </identifiers>
        <balance>159000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>163664.17</valUSD>
        <pctVal>0.0224385329</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.244000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COMM 2018-COR3 MORTGAGE TRUST COMM 2018 COR3 XA</name>
        <lei>N/A</lei>
        <title>COMM 2018-COR3 MORTGAGE TRUST COMM 2018 COR3 XA</title>
        <cusip>12595VAE7</cusip>
        <identifiers>
          <isin value="US12595VAE74"/>
          <ticker value="COMM"/>
        </identifiers>
        <balance>5038163.13</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>150710.6</valUSD>
        <pctVal>0.0206625846</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-05-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.585166000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CSMC 2019-AFC1 TRUST CSMC 2019 AFC1 A1 144A</name>
        <lei>N/A</lei>
        <title>CREDIT SUISSE MORTGAGE TRUST 07/49 1</title>
        <cusip>12596XAA0</cusip>
        <identifiers>
          <isin value="US12596XAA00"/>
          <ticker value="CSMC"/>
        </identifiers>
        <balance>460431.46</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>469912.89</valUSD>
        <pctVal>0.0644255603</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.573000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CSAIL 2019-C17 COMMERCIAL MORT CSAIL 2019 C17 A4</name>
        <lei>N/A</lei>
        <title>CSAIL 2019-C17 COMMERCIAL MORT CSAIL 2019 C17 A4</title>
        <cusip>12597BAT6</cusip>
        <identifiers>
          <isin value="US12597BAT61"/>
          <ticker value="CSAIL"/>
        </identifiers>
        <balance>425000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>454684.98</valUSD>
        <pctVal>0.0623377975</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.762800000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DCP Midstream Operating LP</name>
        <lei>549300Y6CTBSE0QIPL28</lei>
        <title>DCP MIDSTREAM LLC JR SUBORDINA 144A 05/43 VAR</title>
        <cusip>23311RAH9</cusip>
        <identifiers>
          <isin value="US23311RAH93"/>
          <ticker value="DCP"/>
        </identifiers>
        <balance>281000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>196700</valUSD>
        <pctVal>0.0269677806</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-05-21</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DCP Midstream Operating LP</name>
        <lei>549300Y6CTBSE0QIPL28</lei>
        <title>DCP MIDSTREAM OPERATING LP COMPANY GUAR 05/29 5.125</title>
        <cusip>23311VAH0</cusip>
        <identifiers>
          <isin value="US23311VAH06"/>
          <ticker value="DCP"/>
        </identifiers>
        <balance>130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>124150</valUSD>
        <pctVal>0.0170210979</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DPL Inc.</name>
        <lei>N/A</lei>
        <title>DPL INC SR UNSECURED 144A 07/25 4.125</title>
        <cusip>233293AS8</cusip>
        <identifiers>
          <isin value="US233293AS84"/>
          <ticker value="AES"/>
        </identifiers>
        <balance>216000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>216060.48</valUSD>
        <pctVal>0.0296221231</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DSLA Mortgage Loan Trust 2004-AR3</name>
        <lei>N/A</lei>
        <title>DSLA MORTGAGE LOAN TRUST 2004- DSLA 2004 AR3 2A2B</title>
        <cusip>23332UBH6</cusip>
        <identifiers>
          <isin value="US23332UBH68"/>
          <ticker value="DSLA"/>
        </identifiers>
        <balance>479706.1</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>429460.2</valUSD>
        <pctVal>0.0588794532</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-07-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.093880000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Daimler Finance North America LLC</name>
        <lei>549300423Z16BB673J12</lei>
        <title>DAIMLER FINANCE NORTH AMERICA COMPANY GUAR 144A 08/25 3.5</title>
        <cusip>233851CB8</cusip>
        <identifiers>
          <isin value="US233851CB85"/>
          <ticker value="DAIGR"/>
        </identifiers>
        <balance>240000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>258316.54</valUSD>
        <pctVal>0.0354154742</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Daimler Finance North America LLC</name>
        <lei>549300423Z16BB673J12</lei>
        <title>DAIMLER FINANCE NORTH AMERICA COMPANY GUAR 144A 06/24 2.7</title>
        <cusip>233851DX9</cusip>
        <identifiers>
          <isin value="US233851DX96"/>
          <ticker value="DAIGR"/>
        </identifiers>
        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>310103.72</valUSD>
        <pctVal>0.0425155520</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COLT 2020-1 MORTGAGE LOAN TRUS COLT 2020 1 A1 144A</name>
        <lei>N/A</lei>
        <title>COLT FUNDING LLC 02/50 1</title>
        <cusip>12597KAA7</cusip>
        <identifiers>
          <isin value="US12597KAA79"/>
          <ticker value="COLT"/>
        </identifiers>
        <balance>204493.22</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>206711.03</valUSD>
        <pctVal>0.0283403035</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.488000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CSMC 2020-AFC1 TRUST CSMC 2020 AFC1 A1 144A</name>
        <lei>N/A</lei>
        <title>CSMC 2020 AFC1 TR 02/50 1</title>
        <cusip>12597MAA3</cusip>
        <identifiers>
          <isin value="US12597MAA36"/>
          <ticker value="CSMC"/>
        </identifiers>
        <balance>284296.18</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>288666.67</valUSD>
        <pctVal>0.0395765095</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.240000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COMM 2012-LC4 Mortgage Trust</name>
        <lei>N/A</lei>
        <title>COMM 2012-LC4 MORTGAGE TRUST COMM 2012 LC4 XA 144A</title>
        <cusip>126192AH6</cusip>
        <identifiers>
          <isin value="US126192AH69"/>
          <ticker value="COMM"/>
        </identifiers>
        <balance>4033274.85</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>92065.15</valUSD>
        <pctVal>0.0126222306</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-12-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.284138000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COMM 2012-CCRE2 Mortgage Trust</name>
        <lei>N/A</lei>
        <title>COMM 2012-CCRE2 MORTGAGE TRUST COMM 2012 CR2 XA</title>
        <cusip>12624KAE6</cusip>
        <identifiers>
          <isin value="US12624KAE64"/>
          <ticker value="COMM"/>
        </identifiers>
        <balance>9241201.55</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>243017.72</valUSD>
        <pctVal>0.0333179896</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-08-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.789958000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Danske Bank A/S</name>
        <lei>MAES062Z21O4RZ2U7M96</lei>
        <title>DANSKE BANK A/S SR UNSECURED 144A 01/22 5</title>
        <cusip>23636AAS0</cusip>
        <identifiers>
          <isin value="US23636AAS06"/>
          <ticker value="DANBNK"/>
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        <balance>375000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>394363.04</valUSD>
        <pctVal>0.0540675949</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DaVita Inc.</name>
        <lei>M2XHYMU3TZNEZURC6H66</lei>
        <title>DAVITA INC COMPANY GUAR 05/25 5</title>
        <cusip>23918KAR9</cusip>
        <identifiers>
          <isin value="US23918KAR95"/>
          <ticker value="DVA"/>
        </identifiers>
        <balance>480000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>490800</valUSD>
        <pctVal>0.0672892054</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>COMMERCIAL MORTGAGE PASS THROU COMM 2012 CR3 XA</name>
        <lei>N/A</lei>
        <title>COMMERCIAL MORTGAGE PASS THROU COMM 2012 CR3 XA</title>
        <cusip>12624PAF2</cusip>
        <identifiers>
          <isin value="US12624PAF27"/>
          <ticker value="COMM"/>
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        <balance>9162727.33</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>294480.9</valUSD>
        <pctVal>0.0403736466</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-10-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.011227000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COMM 2013-WWP Mortgage Trust</name>
        <lei>549300CJNWCNIHR7IT87</lei>
        <title>COMM 2013-WWP MORTGAGE TRUST COMM 2013 WWP A2 144A</title>
        <cusip>12625CAC7</cusip>
        <identifiers>
          <isin value="US12625CAC73"/>
          <ticker value="COMM"/>
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        <balance>1400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1487563.42</valUSD>
        <pctVal>0.2039465373</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.424400000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COMM 2013-CCRE8 Mortgage Trust</name>
        <lei>549300NGGFIEJ2ER3D22</lei>
        <title>COMM 2013-CCRE8 MORTGAGE TRUST COMM 2013 CR8 A5</title>
        <cusip>12625KAE5</cusip>
        <identifiers>
          <isin value="US12625KAE55"/>
          <ticker value="COMM"/>
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        <balance>330000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>349998.63</valUSD>
        <pctVal>0.0479851868</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-06-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.612000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COMM 2013-CCRE8 Mortgage Trust</name>
        <lei>549300NGGFIEJ2ER3D22</lei>
        <title>COMM 2013-CCRE8 MORTGAGE TRUST COMM 2013 CR8 AM 144A</title>
        <cusip>12625KAL9</cusip>
        <identifiers>
          <isin value="US12625KAL98"/>
          <ticker value="COMM"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1052930.2</valUSD>
        <pctVal>0.1443578576</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-06-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.946409000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COMM 2013-300P MORTGAGE TRUST COMM 2013 300P D 144A</name>
        <lei>549300NMFC2YLCA2NF13</lei>
        <title>COMM 2013-300P MORTGAGE TRUST COMM 2013 300P D 144A</title>
        <cusip>12625XAL1</cusip>
        <identifiers>
          <isin value="US12625XAL10"/>
          <ticker value="COMM"/>
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        <balance>377000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>382133.08</valUSD>
        <pctVal>0.0523908543</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-08-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.539950000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COMM 2013-300P MORTGAGE TRUST COMM 2013 300P E 144A</name>
        <lei>549300NMFC2YLCA2NF13</lei>
        <title>COMM 2013-300P MORTGAGE TRUST COMM 2013 300P E 144A</title>
        <cusip>12625XAN7</cusip>
        <identifiers>
          <isin value="US12625XAN75"/>
          <ticker value="COMM"/>
        </identifiers>
        <balance>700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>629336.47</valUSD>
        <pctVal>0.0862827037</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-08-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.539950000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COMM 2015-CCRE27 MORTGAGE TRUS COMM 2015 CR27 A4</name>
        <lei>N/A</lei>
        <title>COMM 2015-CCRE27 MORTGAGE TRUS COMM 2015 CR27 A4</title>
        <cusip>12635QBG4</cusip>
        <identifiers>
          <isin value="US12635QBG47"/>
          <ticker value="COMM"/>
        </identifiers>
        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1101248.3</valUSD>
        <pctVal>0.1509823208</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-10-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.612000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CREDIT SUISSE MORTGAGE CAPITAL CSMC 2019 ICE4 D 144A</name>
        <lei>N/A</lei>
        <title>CREDIT SUISSE MORTGAGE CAPITAL CSMC 2019 ICE4 D 144A</title>
        <cusip>12653VAG1</cusip>
        <identifiers>
          <isin value="US12653VAG14"/>
          <ticker value="CSMC"/>
        </identifiers>
        <balance>460000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>445630.7</valUSD>
        <pctVal>0.0610964460</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.784750000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Telefonaktiebolaget LM Ericsson</name>
        <lei>549300W9JLPW15XIFM52</lei>
        <title>TELEFONAKTIEBOLAGET LM ERICSSO SR UNSECURED 05/22 4.125</title>
        <cusip>294829AA4</cusip>
        <identifiers>
          <isin value="US294829AA48"/>
          <ticker value="ERICB"/>
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        <balance>575000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>602025</valUSD>
        <pctVal>0.0825382720</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</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>The Estee Lauder Companies Inc.</name>
        <lei>549300VFZ8XJ9NUPU221</lei>
        <title>ESTEE LAUDER COS INC/THE SR UNSECURED 04/30 2.6</title>
        <cusip>29736RAQ3</cusip>
        <identifiers>
          <isin value="US29736RAQ39"/>
          <ticker value="EL"/>
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        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>436212.18</valUSD>
        <pctVal>0.0598051568</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.600000000000</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>Expedia Group Inc.</name>
        <lei>CI7MUJI4USF3V0NJ1H64</lei>
        <title>EXPEDIA GROUP INC COMPANY GUAR 02/30 3.25</title>
        <cusip>30212PAR6</cusip>
        <identifiers>
          <isin value="US30212PAR64"/>
          <ticker value="EXPE"/>
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        <balance>479000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>446415.45</valUSD>
        <pctVal>0.0612040361</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</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>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 12/30 FIXED 7.5</title>
        <cusip>31386EQK7</cusip>
        <identifiers>
          <isin value="US31386EQK72"/>
          <ticker value="FN"/>
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        <balance>703.45</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>827.25</valUSD>
        <pctVal>0.0001134169</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.500000000000</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>FREDDIE MAC REMICS FHR 3387 SB</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS FHR 3387 SB</title>
        <cusip>31397PFN5</cusip>
        <identifiers>
          <isin value="US31397PFN50"/>
          <ticker value="FHR"/>
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        <balance>1193825.4</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>229996.43</valUSD>
        <pctVal>0.0315327568</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.235250000000</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>FANNIE MAE REMICS FNR 2011 41 KA</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS FNR 2011 41 KA</title>
        <cusip>31397SU28</cusip>
        <identifiers>
          <isin value="US31397SU284"/>
          <ticker value="FNR"/>
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        <balance>238080.83</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>251178.37</valUSD>
        <pctVal>0.0344368234</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GS MORTGAGE SECURITIES CORP II GSMS 2005 GG4 XC 144A</name>
        <lei>N/A</lei>
        <title>GS MORTGAGE SECURITIES CORP II GSMS 2005 GG4 XC 144A</title>
        <cusip>36228CWD1</cusip>
        <identifiers>
          <isin value="US36228CWD19"/>
          <ticker value="GSMS"/>
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        <balance>356736.65</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>121.43</valUSD>
        <pctVal>0.0000166482</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-07-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.833733000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GS Mortgage Securities Trust 2015-GC30</name>
        <lei>N/A</lei>
        <title>GS MORTGAGE SECURITIES TRUST 2 GSMS 2015 GC30 A3</title>
        <cusip>36250GAN5</cusip>
        <identifiers>
          <isin value="US36250GAN51"/>
          <ticker value="GSMS"/>
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        <balance>419229.84</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>447499.26</valUSD>
        <pctVal>0.0613526276</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.119000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS FNR 2010 15 KA</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS FNR 2010 15 KA</title>
        <cusip>31398MRA6</cusip>
        <identifiers>
          <isin value="US31398MRA61"/>
          <ticker value="FNR"/>
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        <balance>134608.65</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>137540.33</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>2039-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>FREDDIE MAC REMICS FHR 3632 AP</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS FHR 3632 AP</title>
        <cusip>31398WR63</cusip>
        <identifiers>
          <isin value="US31398WR637"/>
          <ticker value="FHR"/>
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        <balance>936577.28</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>993803.37</valUSD>
        <pctVal>0.1362515059</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 09/34 FIXED VAR</title>
        <cusip>31402DJS0</cusip>
        <identifiers>
          <isin value="US31402DJS09"/>
          <ticker value="FN"/>
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        <balance>368722.01</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>428685.21</valUSD>
        <pctVal>0.0587732012</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</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>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 07/33 FLOATING VAR</title>
        <cusip>31402DSC5</cusip>
        <identifiers>
          <isin value="US31402DSC55"/>
          <ticker value="FN"/>
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        <balance>18511.03</balance>
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        <curCd>USD</curCd>
        <valUSD>19296.45</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>2033-07-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.997000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 12/34 FIXED VAR</title>
        <cusip>31402QSZ5</cusip>
        <identifiers>
          <isin value="US31402QSZ53"/>
          <ticker value="FN"/>
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        <balance>229148.13</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>266960.62</valUSD>
        <pctVal>0.0366005868</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</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>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 05/35 FIXED VAR</title>
        <cusip>31403C4P3</cusip>
        <identifiers>
          <isin value="US31403C4P37"/>
          <ticker value="FN"/>
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        <balance>354644.24</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>417492.02</valUSD>
        <pctVal>0.0572386029</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</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>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 02/36 FIXED VAR</title>
        <cusip>31403C5R8</cusip>
        <identifiers>
          <isin value="US31403C5R83"/>
          <ticker value="FN"/>
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        <balance>1160888.93</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1369009.61</valUSD>
        <pctVal>0.1876926830</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 02/36 FIXED VAR</title>
        <cusip>31403C6L0</cusip>
        <identifiers>
          <isin value="US31403C6L05"/>
          <ticker value="FN"/>
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        <balance>735863.7</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>844660.93</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>2036-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 12/34 FIXED VAR</title>
        <cusip>31403DBZ1</cusip>
        <identifiers>
          <isin value="US31403DBZ15"/>
          <ticker value="FN"/>
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        <balance>224712.62</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>256688.78</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 08/34 FLOATING VAR</title>
        <cusip>31405RM94</cusip>
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          <isin value="US31405RM946"/>
          <ticker value="FN"/>
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        <balance>333276.6</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>348392.03</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-01</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>GS MORTGAGE SECURITIES TRUST 2 GSMS 2015 GC34 A4</name>
        <lei>54930070360RBP384M53</lei>
        <title>GS MORTGAGE SECURITIES TRUST 2 GSMS 2015 GC34 A4</title>
        <cusip>36250VAD4</cusip>
        <identifiers>
          <isin value="US36250VAD47"/>
          <ticker value="GSMS"/>
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        <curCd>USD</curCd>
        <valUSD>223932.53</valUSD>
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      <invstOrSec>
        <name>GS MORTGAGE SECURITIES TRUST 2 GSMS 2015 590M C 144A</name>
        <lei>N/A</lei>
        <title>GS MORTGAGE SECURITIES TRUST 2 GSMS 2015 590M C 144A</title>
        <cusip>36250WAJ9</cusip>
        <identifiers>
          <isin value="US36250WAJ99"/>
          <ticker value="GSMS"/>
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        <balance>150000</balance>
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        <curCd>USD</curCd>
        <valUSD>147062.79</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-10-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.932247000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GS MORTGAGE SECURITIES CORP TR GSMS 2016 RENT D 144A</name>
        <lei>5493006UCJFJVDKIY756</lei>
        <title>GS MORTGAGE SECURITIES CORP TR GSMS 2016 RENT D 144A</title>
        <cusip>36251GAL8</cusip>
        <identifiers>
          <isin value="US36251GAL86"/>
          <ticker value="GSMS"/>
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        <balance>249000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>245827.99</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>GS MORTGAGE SECURITIES CORP TR GSMS 2017 485L C 144A</name>
        <lei>5493001UQE7OCP3UT106</lei>
        <title>GS MORTGAGE SECURITIES CORP TR GSMS 2017 485L C 144A</title>
        <cusip>36252CAJ1</cusip>
        <identifiers>
          <isin value="US36252CAJ18"/>
          <ticker value="GSMS"/>
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        <curCd>USD</curCd>
        <valUSD>150504.35</valUSD>
        <pctVal>0.0206343075</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-02-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.114534000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GS MORTGAGE SECURITIES TRUST 2 GSMS 2019 GC40 A2</name>
        <lei>N/A</lei>
        <title>GS MORTGAGE SECURITIES TRUST 2 GSMS 2019 GC40 A2</title>
        <cusip>36257HBM7</cusip>
        <identifiers>
          <isin value="US36257HBM79"/>
          <ticker value="GSMS"/>
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        <balance>380000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>403591.01</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-07-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.971000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GS MORTGAGE SECURITIES CORP TR GSMS 2020 UPTN A 144A</name>
        <lei>N/A</lei>
        <title>GS MORTGAGE SECURITIES CORP TR GSMS 2020 UPTN A 144A</title>
        <cusip>36258PAA5</cusip>
        <identifiers>
          <isin value="US36258PAA57"/>
          <ticker value="GSMS"/>
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        <balance>256000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>255433.19</valUSD>
        <pctVal>0.0350201638</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-02-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.751000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GS MORTGAGE SECURITIES TRUST 2 GSMS 2019 GC39 A2</name>
        <lei>N/A</lei>
        <title>GS MORTGAGE SECURITIES TRUST 2 GSMS 2019 GC39 A2</title>
        <cusip>36260JAB3</cusip>
        <identifiers>
          <isin value="US36260JAB35"/>
          <ticker value="GSMS"/>
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        <balance>474000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>506765.16</valUSD>
        <pctVal>0.0694780459</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-05-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.457000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRVINE CORE OFFICE TRUST 2013- ICOT 2013 IRV A2 144A</name>
        <lei>N/A</lei>
        <title>IRVINE CORE OFFICE TRUST 2013- ICOT 2013 IRV A2 144A</title>
        <cusip>46361TAC6</cusip>
        <identifiers>
          <isin value="US46361TAC62"/>
          <ticker value="ICOT"/>
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        <balance>325000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>336606.89</valUSD>
        <pctVal>0.0461491650</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-05-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.278870000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 02/36 FIXED 6</title>
        <cusip>31407HRF5</cusip>
        <identifiers>
          <isin value="US31407HRF54"/>
          <ticker value="FN"/>
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        <balance>103523.31</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>123081.76</valUSD>
        <pctVal>0.0168746411</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 07/47 FIXED VAR</title>
        <cusip>3140J5XB0</cusip>
        <identifiers>
          <isin value="US3140J5XB02"/>
          <ticker value="FN"/>
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        <balance>1949406.98</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2120694.35</valUSD>
        <pctVal>0.2907494656</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 10/47 FIXED VAR</title>
        <cusip>3140J7LP8</cusip>
        <identifiers>
          <isin value="US3140J7LP81"/>
          <ticker value="FN"/>
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        <balance>1152534.88</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1234611.5</valUSD>
        <pctVal>0.1692665583</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 02/47 FIXED VAR</title>
        <cusip>3140J7TQ8</cusip>
        <identifiers>
          <isin value="US3140J7TQ82"/>
          <ticker value="FN"/>
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        <balance>507329.27</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>549958.37</valUSD>
        <pctVal>0.0753998813</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRVINE CORE OFFICE TRUST 2013- ICOT 2013 IRV XA 144A</name>
        <lei>N/A</lei>
        <title>IRVINE CORE OFFICE TRUST 2013- ICOT 2013 IRV XA 144A</title>
        <cusip>46361TAE2</cusip>
        <identifiers>
          <isin value="US46361TAE29"/>
          <ticker value="ICOT"/>
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        <balance>7316612.8</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>114505.72</valUSD>
        <pctVal>0.0156988568</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-05-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.210870000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN CHASE COMMERCIAL MOR JPMCC 2015 JP1 A4</name>
        <lei>N/A</lei>
        <title>JP MORGAN CHASE COMMERCIAL MOR JPMCC 2015 JP1 A4</title>
        <cusip>46590KAD6</cusip>
        <identifiers>
          <isin value="US46590KAD63"/>
          <ticker value="JPMCC"/>
        </identifiers>
        <balance>685000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>755299.63</valUSD>
        <pctVal>0.1035523878</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.649800000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Regions Financial Corporation</name>
        <lei>CW05CS5KW59QTC0DG824</lei>
        <title>REGIONS FINANCIAL CORP SR UNSECURED 05/25 2.25</title>
        <cusip>7591EPAQ3</cusip>
        <identifiers>
          <isin value="US7591EPAQ39"/>
          <ticker value="RF"/>
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        <balance>1074000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1123478.94</valUSD>
        <pctVal>0.1540301653</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/29 4.625</name>
        <lei>N/A</lei>
        <title>RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/29 4.625</title>
        <cusip>76120HAA5</cusip>
        <identifiers>
          <isin value="US76120HAA59"/>
          <ticker value="RWLVCA"/>
        </identifiers>
        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>293953.58</valUSD>
        <pctVal>0.0403013505</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625000000000</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>Reynolds American Inc.</name>
        <lei>02S2RPPVO9RP4NEU2740</lei>
        <title>REYNOLDS AMERICAN INC COMPANY GUAR 09/23 4.85</title>
        <cusip>761713AY2</cusip>
        <identifiers>
          <isin value="US761713AY21"/>
          <ticker value="BATSLN"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1113897.77</valUSD>
        <pctVal>0.1527165767</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Royal Bank Of Scotland Group Public Limited Company</name>
        <lei>N/A</lei>
        <title>ROYAL BANK OF SCOTLAND GROUP P JR SUBORDINA 12/49 VAR</title>
        <cusip>780097BB6</cusip>
        <identifiers>
          <isin value="US780097BB64"/>
          <ticker value="RBS"/>
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        <balance>740000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>769415</valUSD>
        <pctVal>0.1054876202</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>8.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 03/48 FIXED VAR</title>
        <cusip>3140J8A60</cusip>
        <identifiers>
          <isin value="US3140J8A602"/>
          <ticker value="FN"/>
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        <balance>309946.12</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>338923.42</valUSD>
        <pctVal>0.0464667637</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 11/48 FIXED VAR</title>
        <cusip>3140JATG3</cusip>
        <identifiers>
          <isin value="US3140JATG37"/>
          <ticker value="FN"/>
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        <balance>678172.64</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>716719.29</valUSD>
        <pctVal>0.0982629819</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 07/49 FIXED 3.5</title>
        <cusip>3140JVC26</cusip>
        <identifiers>
          <isin value="US3140JVC264"/>
          <ticker value="FN"/>
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        <balance>1113043.62</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1174807.97</valUSD>
        <pctVal>0.1610674303</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 09/49 FIXED 3</title>
        <cusip>3140JVEN8</cusip>
        <identifiers>
          <isin value="US3140JVEN89"/>
          <ticker value="FN"/>
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        <balance>3435247.31</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3620304.77</valUSD>
        <pctVal>0.4963476595</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>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 10/49 FIXED 3</title>
        <cusip>3140JVS52</cusip>
        <identifiers>
          <isin value="US3140JVS526"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>758742.29</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>799829.32</valUSD>
        <pctVal>0.1096574560</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HCA Inc.</name>
        <lei>L3CJ6J7LJ2DX62FTXD46</lei>
        <title>HCA INC COMPANY GUAR 02/25 5.375</title>
        <cusip>404119BR9</cusip>
        <identifiers>
          <isin value="US404119BR91"/>
          <ticker value="HCA"/>
        </identifiers>
        <balance>800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>857000</valUSD>
        <pctVal>0.1174956174</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Royal Bank Of Scotland Group Public Limited Company</name>
        <lei>N/A</lei>
        <title>ROYAL BANK OF SCOTLAND GROUP P SR UNSECURED 09/23 3.875</title>
        <cusip>780097BD2</cusip>
        <identifiers>
          <isin value="US780097BD21"/>
          <ticker value="RBS"/>
        </identifiers>
        <balance>915000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>986502.03</valUSD>
        <pctVal>0.1352504844</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Royal Bank Of Scotland Group Public Limited Company</name>
        <lei>N/A</lei>
        <title>ROYAL BANK OF SCOTLAND GROUP P JR SUBORDINA 12/99 VAR</title>
        <cusip>780097BQ3</cusip>
        <identifiers>
          <isin value="US780097BQ34"/>
          <ticker value="RBS"/>
        </identifiers>
        <balance>501000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>507513</valUSD>
        <pctVal>0.0695805756</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-29</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HCA Inc.</name>
        <lei>L3CJ6J7LJ2DX62FTXD46</lei>
        <title>HCA INC SR SECURED 06/26 5.25</title>
        <cusip>404119BT5</cusip>
        <identifiers>
          <isin value="US404119BT57"/>
          <ticker value="HCA"/>
        </identifiers>
        <balance>383000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>440836.83</valUSD>
        <pctVal>0.0604392013</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HCA Inc.</name>
        <lei>L3CJ6J7LJ2DX62FTXD46</lei>
        <title>HCA INC SR SECURED 06/29 4.125</title>
        <cusip>404119BX6</cusip>
        <identifiers>
          <isin value="US404119BX69"/>
          <ticker value="HCA"/>
        </identifiers>
        <balance>186000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>205130.89</valUSD>
        <pctVal>0.0281236646</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SBA Communications Corporation</name>
        <lei>N/A</lei>
        <title>SBA COMMUNICATIONS CORP SR UNSECURED 09/24 4.875</title>
        <cusip>78388JAV8</cusip>
        <identifiers>
          <isin value="US78388JAV89"/>
          <ticker value="SBAC"/>
        </identifiers>
        <balance>700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>717563</valUSD>
        <pctVal>0.0983786554</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SBA Tower Trust</name>
        <lei>N/A</lei>
        <title>SBA TOWER TRUST ASSET BACKED 144A 04/48 3.722</title>
        <cusip>78403DAF7</cusip>
        <identifiers>
          <isin value="US78403DAF78"/>
          <ticker value="SBATOW"/>
        </identifiers>
        <balance>543000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>563477.51</valUSD>
        <pctVal>0.0772533698</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.722000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SBA Tower Trust</name>
        <lei>N/A</lei>
        <title>SBA TOWER TRUST ASSET BACKED 144A 01/25 2.836</title>
        <cusip>78403DAN0</cusip>
        <identifiers>
          <isin value="US78403DAN03"/>
          <ticker value="SBATOW"/>
        </identifiers>
        <balance>477000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>491793.34</valUSD>
        <pctVal>0.0674253934</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.836000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SBA Communications Corporation</name>
        <lei>N/A</lei>
        <title>SBA COMMUNICATIONS CORP SR UNSECURED 144A 02/27 3.875</title>
        <cusip>78410GAC8</cusip>
        <identifiers>
          <isin value="US78410GAC87"/>
          <ticker value="SBAC"/>
        </identifiers>
        <balance>408000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>405960</valUSD>
        <pctVal>0.0556575506</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SL Green Operating Partnership L.P.</name>
        <lei>N/A</lei>
        <title>SL GREEN OPERATING PARTNERSHIP COMPANY GUAR 10/22 3.25</title>
        <cusip>78444FAF3</cusip>
        <identifiers>
          <isin value="US78444FAF36"/>
          <ticker value="SLG"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>497907.43</valUSD>
        <pctVal>0.0682636417</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STARWOOD MORTGAGE RESIDENTIAL STAR 2018 IMC1 A1 144A</name>
        <lei>N/A</lei>
        <title>STARWOOD MORTGAGE RESIDENTIA 03/48 1</title>
        <cusip>85572KAA2</cusip>
        <identifiers>
          <isin value="US85572KAA25"/>
          <ticker value="STAR"/>
        </identifiers>
        <balance>103229.6</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>104589.92</valUSD>
        <pctVal>0.0143393900</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.793000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Healthpeak Properties Inc.</name>
        <lei>PZ9HF5U52KPF0MH0QN75</lei>
        <title>HCP INC SR UNSECURED 08/24 3.875</title>
        <cusip>40414LAL3</cusip>
        <identifiers>
          <isin value="US40414LAL36"/>
          <ticker value="HCP"/>
        </identifiers>
        <balance>800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>879318.66</valUSD>
        <pctVal>0.1205555296</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Harsco Corporation</name>
        <lei>KAO98FK89NPNNPQGUZ43</lei>
        <title>HARSCO CORP COMPANY GUAR 144A 07/27 5.75</title>
        <cusip>415864AM9</cusip>
        <identifiers>
          <isin value="US415864AM90"/>
          <ticker value="HSC"/>
        </identifiers>
        <balance>110000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>110275</valUSD>
        <pctVal>0.0151188205</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STARWOOD MORTGAGE RESIDENTIAL 02/50 1</name>
        <lei>N/A</lei>
        <title>STARWOOD MORTGAGE RESIDENTIAL 02/50 1</title>
        <cusip>85573AAA3</cusip>
        <identifiers>
          <isin value="US85573AAA34"/>
          <ticker value="STAR"/>
        </identifiers>
        <balance>234087.96</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>236053.64</valUSD>
        <pctVal>0.0323632067</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.275000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Structured Asset Securities Corporation</name>
        <lei>N/A</lei>
        <title>STRUCTURED ASSET SECURITIES CO SASC 1998 RF2 A 144A</title>
        <cusip>863572TZ6</cusip>
        <identifiers>
          <isin value="US863572TZ64"/>
          <ticker value="SASC"/>
        </identifiers>
        <balance>50203.1</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>48994.02</valUSD>
        <pctVal>0.0067171326</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.738960000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Hartford Financial Services Group Inc.</name>
        <lei>IU7C3FTM7Y3BQM112U94</lei>
        <title>HARTFORD FINANCIAL SERVICES GR SR UNSECURED 03/40 6.625</title>
        <cusip>416515BA1</cusip>
        <identifiers>
          <isin value="US416515BA11"/>
          <ticker value="HIG"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>715633.75</valUSD>
        <pctVal>0.0981141532</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-03-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Healthcare Trust of America Holdings LP</name>
        <lei>549300IYGAS4GE6VDL07</lei>
        <title>HEALTHCARE TRUST OF AMERICA HO COMPANY GUAR 08/26 3.5</title>
        <cusip>42225UAD6</cusip>
        <identifiers>
          <isin value="US42225UAD63"/>
          <ticker value="HTA"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>540194.08</valUSD>
        <pctVal>0.0740611866</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Healthcare Trust of America Holdings LP</name>
        <lei>549300IYGAS4GE6VDL07</lei>
        <title>HEALTHCARE TRUST OF AMERICA HO COMPANY GUAR 07/27 3.75</title>
        <cusip>42225UAF1</cusip>
        <identifiers>
          <isin value="US42225UAF12"/>
          <ticker value="HTA"/>
        </identifiers>
        <balance>600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>633004.95</valUSD>
        <pctVal>0.0867856563</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hess Corporation</name>
        <lei>UASVRYNXNK17ULIGK870</lei>
        <title>HESS CORP SR UNSECURED 02/41 5.6</title>
        <cusip>42809HAD9</cusip>
        <identifiers>
          <isin value="US42809HAD98"/>
          <ticker value="HES"/>
        </identifiers>
        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>419606.1</valUSD>
        <pctVal>0.0575284455</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hess Corporation</name>
        <lei>UASVRYNXNK17ULIGK870</lei>
        <title>HESS CORP SR UNSECURED 04/47 5.8</title>
        <cusip>42809HAH0</cusip>
        <identifiers>
          <isin value="US42809HAH03"/>
          <ticker value="HES"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>542496.66</valUSD>
        <pctVal>0.0743768728</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hillenbrand Inc.</name>
        <lei>U246OE781574J2BUD366</lei>
        <title>HILLENBRAND INC COMPANY GUAR 06/25 5.75</title>
        <cusip>431571AD0</cusip>
        <identifiers>
          <isin value="US431571AD01"/>
          <ticker value="HI"/>
        </identifiers>
        <balance>97000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100395</valUSD>
        <pctVal>0.0137642620</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hilton Domestic Operating Company Inc.</name>
        <lei>5493003EG7H0N1E4XV50</lei>
        <title>HILTON DOMESTIC OPERATING CO I COMPANY GUAR 01/30 4.875</title>
        <cusip>432833AF8</cusip>
        <identifiers>
          <isin value="US432833AF84"/>
          <ticker value="HILDOC"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>197000</valUSD>
        <pctVal>0.0270089109</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hilton Domestic Operating Company Inc.</name>
        <lei>5493003EG7H0N1E4XV50</lei>
        <title>HILTON DOMESTIC OPERATING CO I COMPANY GUAR 144A 05/28 5.75</title>
        <cusip>432833AH4</cusip>
        <identifiers>
          <isin value="US432833AH41"/>
          <ticker value="HLT"/>
        </identifiers>
        <balance>95000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>95950</valUSD>
        <pctVal>0.0131548477</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ONE MARKET PLAZA TRUST 2017-1M OMPT 2017 1MKT D 144A</name>
        <lei>N/A</lei>
        <title>ONE MARKET PLAZA TRUST 2017-1M OMPT 2017 1MKT D 144A</title>
        <cusip>68245HAG9</cusip>
        <identifiers>
          <isin value="US68245HAG92"/>
          <ticker value="OMPT"/>
        </identifiers>
        <balance>90000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>90078.94</valUSD>
        <pctVal>0.0123499191</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.145500000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Plains All American Pipeline L.P. and PAA Finance Corp.</name>
        <lei>N/A</lei>
        <title>PLAINS ALL AMERICAN PIPELINE L SR UNSECURED 02/45 4.9</title>
        <cusip>72650RBH4</cusip>
        <identifiers>
          <isin value="US72650RBH49"/>
          <ticker value="PAA"/>
        </identifiers>
        <balance>750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>693509.18</valUSD>
        <pctVal>0.0950808510</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>J.B. Poindexter and Co. Inc.</name>
        <lei>N/A</lei>
        <title>JB POINDEXTER and CO INC SR UNSECURED 144A 04/26 7.125</title>
        <cusip>730481AJ7</cusip>
        <identifiers>
          <isin value="US730481AJ74"/>
          <ticker value="JBPOIN"/>
        </identifiers>
        <balance>106000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>107060</valUSD>
        <pctVal>0.0146780406</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Post Holdings Inc.</name>
        <lei>JM1I5YUAURL6DC8N1468</lei>
        <title>POST HOLDINGS INC COMPANY GUAR 144A 12/29 5.5</title>
        <cusip>737446AP9</cusip>
        <identifiers>
          <isin value="US737446AP91"/>
          <ticker value="POST"/>
        </identifiers>
        <balance>177000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>183039.24</valUSD>
        <pctVal>0.0250948757</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Prime Security Services Borrrower LLC / Prime Finance Inc.</name>
        <lei>N/A</lei>
        <title>PRIME SECURITY SERVICES BORROW SECURED 144A 01/28 6.25</title>
        <cusip>74166MAE6</cusip>
        <identifiers>
          <isin value="US74166MAE66"/>
          <ticker value="PRSESE"/>
        </identifiers>
        <balance>218000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>205334.2</valUSD>
        <pctVal>0.0281515386</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Prudential Financial Inc.</name>
        <lei>5PRBRS5FEH7NREC8OR45</lei>
        <title>PRUDENTIAL FINANCIAL INC JR SUBORDINA 09/42 VAR</title>
        <cusip>744320AL6</cusip>
        <identifiers>
          <isin value="US744320AL68"/>
          <ticker value="PRU"/>
        </identifiers>
        <balance>795000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>846198</valUSD>
        <pctVal>0.1160146516</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-09-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>QVC Inc.</name>
        <lei>549300WBLU5NKPX5X472</lei>
        <title>QVC INC SR SECURED 07/22 5.125</title>
        <cusip>747262AH6</cusip>
        <identifiers>
          <isin value="US747262AH67"/>
          <ticker value="QVCN"/>
        </identifiers>
        <balance>185000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>186813</valUSD>
        <pctVal>0.0256122623</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>QVC Inc.</name>
        <lei>549300WBLU5NKPX5X472</lei>
        <title>QVC INC SR SECURED 03/23 4.375</title>
        <cusip>747262AK9</cusip>
        <identifiers>
          <isin value="US747262AK96"/>
          <ticker value="QVCN"/>
        </identifiers>
        <balance>315000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>314968.5</valUSD>
        <pctVal>0.0431825185</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>QVC Inc.</name>
        <lei>549300WBLU5NKPX5X472</lei>
        <title>QVC INC SR SECURED 08/34 5.45</title>
        <cusip>747262AW3</cusip>
        <identifiers>
          <isin value="US747262AW35"/>
          <ticker value="QVCN"/>
        </identifiers>
        <balance>245000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>221546.15</valUSD>
        <pctVal>0.0303742143</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Qorvo Inc.</name>
        <lei>N/A</lei>
        <title>QORVO INC COMPANY GUAR 07/26 5.5</title>
        <cusip>74736KAF8</cusip>
        <identifiers>
          <isin value="US74736KAF84"/>
          <ticker value="QRVO"/>
        </identifiers>
        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>156000</valUSD>
        <pctVal>0.0213877670</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="157304.170000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Qualcomm Incorporated</name>
        <lei>H1J8DDZKZP6H7RWC0H53</lei>
        <title>QUALCOMM INC SR UNSECURED 05/25 3.45</title>
        <cusip>747525AF0</cusip>
        <identifiers>
          <isin value="US747525AF05"/>
          <ticker value="QCOM"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>557621.98</valUSD>
        <pctVal>0.0764505704</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VELOCITY COMMERCIAL CAPITAL LO VCC 2018 2 M1 144A</name>
        <lei>N/A</lei>
        <title>VELOCITY COMMERCIAL CAPITAL LO VCC 2018 2 M1 144A</title>
        <cusip>92259BAD2</cusip>
        <identifiers>
          <isin value="US92259BAD29"/>
          <ticker value="VCC"/>
        </identifiers>
        <balance>395719.72</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>403134</valUSD>
        <pctVal>0.0552701030</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-10-26</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.260000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UBS Group AG</name>
        <lei>549300SZJ9VS8SGXAN81</lei>
        <title>UBS GROUP AG JR SUBORDINA REGS 12/49 VAR</title>
        <cusip>JK4458820</cusip>
        <identifiers>
          <isin value="CH0317921697"/>
          <ticker value="UBS"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>202179.2</valUSD>
        <pctVal>0.0277189848</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-22</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>American Airlines Pass Through Trust 2001-01</name>
        <lei>N/A</lei>
        <title>AMERICAN AIRLINES PASS THROUGH PASS THRU CE 11/22 6.977</title>
        <cusip>02378JAR9</cusip>
        <identifiers>
          <isin value="US02378JAR95"/>
          <ticker value="AAL"/>
        </identifiers>
        <balance>36214.78</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30702.91</valUSD>
        <pctVal>0.0042094018</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.977000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.5</name>
        <lei>N/A</lei>
        <title>AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.5</title>
        <cusip>02378MAA9</cusip>
        <identifiers>
          <isin value="US02378MAA99"/>
          <ticker value="AAL"/>
        </identifiers>
        <balance>216612.74</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>174363.72</valUSD>
        <pctVal>0.0239054527</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DEALER TIRE LLC / DT ISSUER LL SR UNSECURED 144A 02/28 8</name>
        <lei>N/A</lei>
        <title>DEALER TIRE LLC / DT ISSUER LL SR UNSECURED 144A 02/28 8</title>
        <cusip>24229JAA1</cusip>
        <identifiers>
          <isin value="US24229JAA16"/>
          <ticker value="DEATIR"/>
        </identifiers>
        <balance>122000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>113002.5</valUSD>
        <pctVal>0.0154927637</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DELL INTERNATIONAL LLC / EMC C SR SECURED 144A 10/26 4.9</name>
        <lei>N/A</lei>
        <title>DELL INTERNATIONAL LLC / EMC C SR SECURED 144A 10/26 4.9</title>
        <cusip>24703DAZ4</cusip>
        <identifiers>
          <isin value="US24703DAZ42"/>
          <ticker value="DELL"/>
        </identifiers>
        <balance>597000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>657330.07</valUSD>
        <pctVal>0.0901206563</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DELL INTERNATIONAL LLC / EMC C SR SECURED 144A 10/29 5.3</name>
        <lei>N/A</lei>
        <title>DELL INTERNATIONAL LLC / EMC C SR SECURED 144A 10/29 5.3</title>
        <cusip>24703DBA8</cusip>
        <identifiers>
          <isin value="US24703DBA81"/>
          <ticker value="DELL"/>
        </identifiers>
        <balance>1309000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1449118.93</valUSD>
        <pctVal>0.1986757566</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DELL INTERNATIONAL LLC / EMC C SR SECURED 144A 07/25 5.85</name>
        <lei>N/A</lei>
        <title>DELL INTERNATIONAL LLC / EMC C SR SECURED 144A 07/25 5.85</title>
        <cusip>24703DBB6</cusip>
        <identifiers>
          <isin value="US24703DBB64"/>
          <ticker value="DELL"/>
        </identifiers>
        <balance>195000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>224023.92</valUSD>
        <pctVal>0.0307139192</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Commercial Metals Company</name>
        <lei>549300OQS2LO07ZJ7N73</lei>
        <title>COMMERCIAL METALS CO SR UNSECURED 07/27 5.375</title>
        <cusip>201723AL7</cusip>
        <identifiers>
          <isin value="US201723AL70"/>
          <ticker value="CMC"/>
        </identifiers>
        <balance>122000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>123525</valUSD>
        <pctVal>0.0169354097</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CommScope Inc.</name>
        <lei>549300Z6K4JXMFE8QY54</lei>
        <title>COMMSCOPE INC COMPANY GUAR 144A 03/27 8.25</title>
        <cusip>20338QAA1</cusip>
        <identifiers>
          <isin value="US20338QAA13"/>
          <ticker value="COMM"/>
        </identifiers>
        <balance>436000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>448077.2</valUSD>
        <pctVal>0.0614318638</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>American Homes 4 Rent L.P.</name>
        <lei>N/A</lei>
        <title>AMERICAN HOMES 4 RENT LP COMPANY GUAR 02/28 4.25</title>
        <cusip>02666TAA5</cusip>
        <identifiers>
          <isin value="US02666TAA51"/>
          <ticker value="AMH"/>
        </identifiers>
        <balance>415000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>443740.77</valUSD>
        <pctVal>0.0608373346</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>American International Group Inc.</name>
        <lei>ODVCVCQG2BP6VHV36M30</lei>
        <title>AMERICAN INTERNATIONAL GROUP I JR SUBORDINA 03/87 6.25</title>
        <cusip>026874BE6</cusip>
        <identifiers>
          <isin value="US026874BE68"/>
          <ticker value="AIG"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>97000</valUSD>
        <pctVal>0.0132988038</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CONNECT FINCO SARL / CONNECT U SR SECURED 144A 10/26 6.75</name>
        <lei>N/A</lei>
        <title>CONNECT FINCO SARL / CONNECT U 10/26 6.75</title>
        <cusip>20752TAA2</cusip>
        <identifiers>
          <isin value="US20752TAA25"/>
          <ticker value="ISATLN"/>
        </identifiers>
        <balance>490000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>463050</valUSD>
        <pctVal>0.0634846507</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ConocoPhillips Company</name>
        <lei>6VJJ5GQWIRDQ06DUXG89</lei>
        <title>CONOCOPHILLIPS CO COMPANY GUAR 03/46 5.95</title>
        <cusip>20826FAR7</cusip>
        <identifiers>
          <isin value="US20826FAR73"/>
          <ticker value="COP"/>
        </identifiers>
        <balance>30000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43717.09</valUSD>
        <pctVal>0.0059936598</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BMW US Capital LLC</name>
        <lei>KK5MZM9DIXLXZL9DZL15</lei>
        <title>BMW US CAPITAL LLC COMPANY GUAR 144A 04/22 2.95</title>
        <cusip>05565EBF1</cusip>
        <identifiers>
          <isin value="US05565EBF16"/>
          <ticker value="BMW"/>
        </identifiers>
        <balance>671000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>695234.08</valUSD>
        <pctVal>0.0953173366</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BP Capital Markets p.l.c.</name>
        <lei>549300CRVT18MXX0AG93</lei>
        <title>BP CAPITAL MARKETS PLC COMPANY GUAR 05/23 2.75</title>
        <cusip>05565QCD8</cusip>
        <identifiers>
          <isin value="US05565QCD88"/>
          <ticker value="BPLN"/>
        </identifiers>
        <balance>530000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>556619.65</valUSD>
        <pctVal>0.0763131499</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="204084.510000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Delta Air Lines Inc.</name>
        <lei>Q2CCMS6R0AS67HJMBN42</lei>
        <title>DELTA AIR LINES INC SR UNSECURED 04/28 4.375</title>
        <cusip>247361ZN1</cusip>
        <identifiers>
          <isin value="US247361ZN12"/>
          <ticker value="DAL"/>
        </identifiers>
        <balance>445000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>370878.24</valUSD>
        <pctVal>0.0508478037</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Delta Air Lines Inc.</name>
        <lei>Q2CCMS6R0AS67HJMBN42</lei>
        <title>DELTA AIR LINES INC SR UNSECURED 04/23 3.8</title>
        <cusip>247361ZP6</cusip>
        <identifiers>
          <isin value="US247361ZP69"/>
          <ticker value="DAL"/>
        </identifiers>
        <balance>411000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>365842.29</valUSD>
        <pctVal>0.0501573696</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BPCE</name>
        <lei>N/A</lei>
        <title>BPCE SA SUBORDINATED 144A 10/23 5.7</title>
        <cusip>05578QAA1</cusip>
        <identifiers>
          <isin value="US05578QAA13"/>
          <ticker value="BPCEGP"/>
        </identifiers>
        <balance>340000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>378858.05</valUSD>
        <pctVal>0.0519418442</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BPCE</name>
        <lei>N/A</lei>
        <title>BPCE SA SUBORDINATED 144A 03/25 4.5</title>
        <cusip>05578QAD5</cusip>
        <identifiers>
          <isin value="US05578QAD51"/>
          <ticker value="BPCEGP"/>
        </identifiers>
        <balance>405000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>442186.46</valUSD>
        <pctVal>0.0606242370</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Consolidated Edison Company of New York Inc.</name>
        <lei>VZFZPMWDHTQCFKYOBP05</lei>
        <title>CONSOLIDATED EDISON CO OF NEW SR UNSECURED 04/30 3.35</title>
        <cusip>209111FX6</cusip>
        <identifiers>
          <isin value="US209111FX66"/>
          <ticker value="ED"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>568994.99</valUSD>
        <pctVal>0.0780098222</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Consolidated Edison Company of New York Inc.</name>
        <lei>VZFZPMWDHTQCFKYOBP05</lei>
        <title>CONSOLIDATED EDISON CO OF NEW SR UNSECURED 04/50 3.95</title>
        <cusip>209111FY4</cusip>
        <identifiers>
          <isin value="US209111FY40"/>
          <ticker value="ED"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>594999.65</valUSD>
        <pctVal>0.0815750890</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Constellation Brands Inc.</name>
        <lei>5493005GKEG8QCVY7037</lei>
        <title>CONSTELLATION BRANDS INC SR UNSECURED 05/30 2.875</title>
        <cusip>21036PBF4</cusip>
        <identifiers>
          <isin value="US21036PBF45"/>
          <ticker value="STZ"/>
        </identifiers>
        <balance>168000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>177964.95</valUSD>
        <pctVal>0.0243991852</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Continental Airlines 2007-1 Class A Pass Through Trust</name>
        <lei>N/A</lei>
        <title>CONTINENTAL AIRLINES 2007-1 CL PASS THRU CE 10/23 5.983</title>
        <cusip>21079NAA9</cusip>
        <identifiers>
          <isin value="US21079NAA90"/>
          <ticker value="UAL"/>
        </identifiers>
        <balance>130534.81</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>121677.03</valUSD>
        <pctVal>0.0166820511</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.983000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Banco Santander S.A.</name>
        <lei>5493006QMFDDMYWIAM13</lei>
        <title>BANCO SANTANDER SA SR UNSECURED 04/28 4.379</title>
        <cusip>05964HAJ4</cusip>
        <identifiers>
          <isin value="US05964HAJ41"/>
          <ticker value="SANTAN"/>
        </identifiers>
        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>446828.51</valUSD>
        <pctVal>0.0612606670</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.379000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORP JR SUBORDINA 12/49 VAR</title>
        <cusip>060505EU4</cusip>
        <identifiers>
          <isin value="US060505EU46"/>
          <ticker value="BAC"/>
        </identifiers>
        <balance>708000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>785681.76</valUSD>
        <pctVal>0.1077178104</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Delta Air Lines Inc.</name>
        <lei>Q2CCMS6R0AS67HJMBN42</lei>
        <title>DELTA AIR LINES INC SR UNSECURED 10/24 2.9</title>
        <cusip>247361ZU5</cusip>
        <identifiers>
          <isin value="US247361ZU54"/>
          <ticker value="DAL"/>
        </identifiers>
        <balance>662000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>536892.17</valUSD>
        <pctVal>0.0736084912</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Delta Air Lines 2002-1 Class G-1 Pass Through Trust</name>
        <lei>N/A</lei>
        <title>DELTA AIR LINES 2002-1 CLASS G PASS THRU CE 07/24 6.718</title>
        <cusip>247367AX3</cusip>
        <identifiers>
          <isin value="US247367AX39"/>
          <ticker value="DAL"/>
        </identifiers>
        <balance>115886.95</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>110688.95</valUSD>
        <pctVal>0.0151755735</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.718000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Continental Resources Inc.</name>
        <lei>XXRTID9RYWOZ0UPIVR53</lei>
        <title>CONTINENTAL RESOURCES INC/OK COMPANY GUAR 06/44 4.9</title>
        <cusip>212015AQ4</cusip>
        <identifiers>
          <isin value="US212015AQ46"/>
          <ticker value="CLR"/>
        </identifiers>
        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>318500</valUSD>
        <pctVal>0.0436666910</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CoStar Group Inc.</name>
        <lei>N/A</lei>
        <title>COSTAR GROUP INC COMPANY GUAR 144A 07/30 2.8</title>
        <cusip>22160NAA7</cusip>
        <identifiers>
          <isin value="US22160NAA72"/>
          <ticker value="CSGP"/>
        </identifiers>
        <balance>526000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>538159.04</valUSD>
        <pctVal>0.0737821805</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORP SUBORDINATED 08/24 4.2</title>
        <cusip>06051GFH7</cusip>
        <identifiers>
          <isin value="US06051GFH74"/>
          <ticker value="BAC"/>
        </identifiers>
        <balance>263000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>291837.17</valUSD>
        <pctVal>0.0400111884</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORP SUBORDINATED 04/25 3.95</title>
        <cusip>06051GFP9</cusip>
        <identifiers>
          <isin value="US06051GFP90"/>
          <ticker value="BAC"/>
        </identifiers>
        <balance>539000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>596408.09</valUSD>
        <pctVal>0.0817681876</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Credit Agricole S.A.</name>
        <lei>N/A</lei>
        <title>CREDIT AGRICOLE SA JR SUBORDINA 144A 01/49 VAR</title>
        <cusip>225313AD7</cusip>
        <identifiers>
          <isin value="US225313AD75"/>
          <ticker value="ACAFP"/>
        </identifiers>
        <balance>310000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>335996.16</valUSD>
        <pctVal>0.0460654332</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-23</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Credit Agricole S.A.</name>
        <lei>N/A</lei>
        <title>CREDIT AGRICOLE SA SUBORDINATED 144A 03/25 4.375</title>
        <cusip>225313AF2</cusip>
        <identifiers>
          <isin value="US225313AF24"/>
          <ticker value="ACAFP"/>
        </identifiers>
        <balance>600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>662782.16</valUSD>
        <pctVal>0.0908681436</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORP SR UNSECURED 10/20 2.625</title>
        <cusip>06051GFT1</cusip>
        <identifiers>
          <isin value="US06051GFT13"/>
          <ticker value="BAC"/>
        </identifiers>
        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1006794.85</valUSD>
        <pctVal>0.1380326517</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORP SUBORDINATED 03/26 4.45</title>
        <cusip>06051GFU8</cusip>
        <identifiers>
          <isin value="US06051GFU85"/>
          <ticker value="BAC"/>
        </identifiers>
        <balance>618000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>709590.51</valUSD>
        <pctVal>0.0972856185</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Credit Agricole S.A.</name>
        <lei>N/A</lei>
        <title>CREDIT AGRICOLE SA SUBORDINATED 144A 01/30 3.25</title>
        <cusip>225313AM7</cusip>
        <identifiers>
          <isin value="US225313AM74"/>
          <ticker value="ACAFP"/>
        </identifiers>
        <balance>623000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>668303</valUSD>
        <pctVal>0.0916250567</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Credit Suisse Group AG</name>
        <lei>N/A</lei>
        <title>CREDIT SUISSE GROUP AG 12/99 1</title>
        <cusip>225401AJ7</cusip>
        <identifiers>
          <isin value="US225401AJ72"/>
          <ticker value="CS"/>
        </identifiers>
        <balance>410000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>425953.1</valUSD>
        <pctVal>0.0583986260</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-17</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Deutsche Telekom International Finance B.V.</name>
        <lei>N/A</lei>
        <title>DEUTSCHE TELEKOM INTERNATIONAL COMPANY GUAR 06/30 8.75</title>
        <cusip>25156PAC7</cusip>
        <identifiers>
          <isin value="US25156PAC77"/>
          <ticker value="DT"/>
        </identifiers>
        <balance>758000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1180630.84</valUSD>
        <pctVal>0.1618657520</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Devon Energy Corporation</name>
        <lei>54930042348RKR3ZPN35</lei>
        <title>DEVON ENERGY CORP SR UNSECURED 06/45 5</title>
        <cusip>25179MAU7</cusip>
        <identifiers>
          <isin value="US25179MAU71"/>
          <ticker value="DVN"/>
        </identifiers>
        <balance>600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>537391.7</valUSD>
        <pctVal>0.0736769773</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Devon Energy Corporation</name>
        <lei>54930042348RKR3ZPN35</lei>
        <title>DEVON FINANCING CO LLC COMPANY GUAR 09/31 7.875</title>
        <cusip>25179SAD2</cusip>
        <identifiers>
          <isin value="US25179SAD27"/>
          <ticker value="DVN"/>
        </identifiers>
        <balance>874000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1025522.61</valUSD>
        <pctVal>0.1406002476</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="66852.910000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DELL INTERNATIONAL LLC / EMC C SR SECURED 144A 07/46 8.35</name>
        <lei>N/A</lei>
        <title>DELL INTERNATIONAL LLC / EMC C SR SECURED 144A 07/46 8.35</title>
        <cusip>25272KAR4</cusip>
        <identifiers>
          <isin value="US25272KAR41"/>
          <ticker value="DELL"/>
        </identifiers>
        <balance>433000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>562402.65</valUSD>
        <pctVal>0.0771060054</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Dominion Energy Inc.</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
        <title>DOMINION ENERGY INC SR UNSECURED 04/30 3.375</title>
        <cusip>25746UDG1</cusip>
        <identifiers>
          <isin value="US25746UDG13"/>
          <ticker value="D"/>
        </identifiers>
        <balance>727000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>804230.01</valUSD>
        <pctVal>0.1102607953</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Enbridge Energy Partners L.P.</name>
        <lei>CZ6VG2MNE1J6YDI02G48</lei>
        <title>ENBRIDGE ENERGY PARTNERS LP COMPANY GUAR 04/38 7.5</title>
        <cusip>29250RAP1</cusip>
        <identifiers>
          <isin value="US29250RAP10"/>
          <ticker value="ENBCN"/>
        </identifiers>
        <balance>600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>824134.29</valUSD>
        <pctVal>0.1129896934</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DIAMOND SPORTS GROUP LLC / DIA COMPANY GUAR 144A 08/27 6.625</name>
        <lei>N/A</lei>
        <title>DIAMOND SPORTS GROUP LLC / DIA SR UNSECURED 144A 08/27 6.625</title>
        <cusip>25277LAC0</cusip>
        <identifiers>
          <isin value="US25277LAC00"/>
          <ticker value="DSPORT"/>
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        <balance>375000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>201000</valUSD>
        <pctVal>0.0275573152</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Discover Bank</name>
        <lei>X05BVSK68TQ7YTOSNR22</lei>
        <title>DISCOVER BANK SR UNSECURED 09/24 2.45</title>
        <cusip>25466AAQ4</cusip>
        <identifiers>
          <isin value="US25466AAQ40"/>
          <ticker value="DFS"/>
        </identifiers>
        <balance>411000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>431040.36</valUSD>
        <pctVal>0.0590960948</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Strips</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC STRIPS FHS 290 IO</title>
        <cusip>31283DAA2</cusip>
        <identifiers>
          <isin value="US31283DAA28"/>
          <ticker value="FHS"/>
        </identifiers>
        <balance>1521905.92</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>173464.25</valUSD>
        <pctVal>0.0237821344</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC FG 01/41 FIXED 4</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FG 01/41 FIXED 4</title>
        <cusip>3128M9T51</cusip>
        <identifiers>
          <isin value="US3128M9T510"/>
          <ticker value="FG"/>
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        <balance>572110.21</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>626289.73</valUSD>
        <pctVal>0.0858649924</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Discover Financial Services</name>
        <lei>Z1YLO2USPORE63VVUL20</lei>
        <title>DISCOVER FINANCIAL SERVICES SR UNSECURED 11/24 3.95</title>
        <cusip>254709AK4</cusip>
        <identifiers>
          <isin value="US254709AK45"/>
          <ticker value="DFS"/>
        </identifiers>
        <balance>580000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>634381.97</valUSD>
        <pctVal>0.0869744472</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-06</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>Discover Financial Services</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
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          <ticker value="GNR"/>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
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        <cusip>38379RSQ7</cusip>
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          <ticker value="GNR"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2017 124 IO</title>
        <cusip>38379RW58</cusip>
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          <isin value="US38379RW580"/>
          <ticker value="GNR"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Dollar General Corporation</name>
        <lei>OPX52SQVOZI8IVSWYU66</lei>
        <title>DOLLAR GENERAL CORP SR UNSECURED 04/30 3.5</title>
        <cusip>256677AG0</cusip>
        <identifiers>
          <isin value="US256677AG02"/>
          <ticker value="DG"/>
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        <balance>324000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>362925.33</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-03</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Dollar Tree Inc.</name>
        <lei>549300PMSTQITB1WHR43</lei>
        <title>DOLLAR TREE INC SR UNSECURED 05/28 4.2</title>
        <cusip>256746AH1</cusip>
        <identifiers>
          <isin value="US256746AH16"/>
          <ticker value="DLTR"/>
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        <balance>781000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>908852.35</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.200000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Dominion Energy Inc.</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
        <title>DOMINION ENERGY INC SR UNSECURED 03/27 3.6</title>
        <cusip>25746UDF3</cusip>
        <identifiers>
          <isin value="US25746UDF30"/>
          <ticker value="D"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>553080.57</valUSD>
        <pctVal>0.0758279382</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VeriSign Inc.</name>
        <lei>LMPL4N8ZOJRMF0KOF759</lei>
        <title>VERISIGN INC SR UNSECURED 04/25 5.25</title>
        <cusip>92343EAH5</cusip>
        <identifiers>
          <isin value="US92343EAH53"/>
          <ticker value="VRSN"/>
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        <balance>205000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>227037.5</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>2025-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2017 20 IO</title>
        <cusip>38379U6A9</cusip>
        <identifiers>
          <isin value="US38379U6A96"/>
          <ticker value="GNR"/>
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        <balance>3976652.85</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>206379.53</valUSD>
        <pctVal>0.0282948545</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-12-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.731590000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2017 46 IO</title>
        <cusip>38379U7Q3</cusip>
        <identifiers>
          <isin value="US38379U7Q30"/>
          <ticker value="GNR"/>
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        <balance>1591505.82</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>78026.44</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-11-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.615860000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VeriSign Inc.</name>
        <lei>LMPL4N8ZOJRMF0KOF759</lei>
        <title>VERISIGN INC SR UNSECURED 07/27 4.75</title>
        <cusip>92343EAL6</cusip>
        <identifiers>
          <isin value="US92343EAL65"/>
          <ticker value="VRSN"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>204845.55</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>4.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VERIZON COMMUNICATIONS INC SR UNSECURED 08/46 4.862</title>
        <cusip>92343VCK8</cusip>
        <identifiers>
          <isin value="US92343VCK89"/>
          <ticker value="VZ"/>
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        <curCd>USD</curCd>
        <valUSD>1033144.16</valUSD>
        <pctVal>0.1416451703</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.862000000000</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>FREDDIE MAC FG 11/43 FIXED 4</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FG 11/43 FIXED 4</title>
        <cusip>3128M9YE6</cusip>
        <identifiers>
          <isin value="US3128M9YE60"/>
          <ticker value="FG"/>
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        <balance>993060.61</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1088966.63</valUSD>
        <pctVal>0.1492984907</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <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>FREDDIE MAC FG 09/23 FIXED 4.5</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FG 09/23 FIXED 4.5</title>
        <cusip>3128MB2J5</cusip>
        <identifiers>
          <isin value="US3128MB2J51"/>
          <ticker value="FG"/>
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        <balance>52854.45</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>55395.85</valUSD>
        <pctVal>0.0075948303</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VERIZON COMMUNICATIONS INC SR UNSECURED 08/54 5.012</title>
        <cusip>92343VCM4</cusip>
        <identifiers>
          <isin value="US92343VCM46"/>
          <ticker value="VZ"/>
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        <balance>335000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>485233.05</valUSD>
        <pctVal>0.0665259706</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-08-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.012000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VERIZON COMMUNICATIONS INC SR UNSECURED 11/34 4.4</title>
        <cusip>92343VCQ5</cusip>
        <identifiers>
          <isin value="US92343VCQ59"/>
          <ticker value="VZ"/>
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        <balance>335000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>416269.56</valUSD>
        <pctVal>0.0570710023</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>FREDDIE MAC POOL FR 06/49 FIXED 3.5</name>
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      <invstOrSec>
        <name>FREDDIE MAC POOL FR 04/47 FIXED 3</name>
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      <invstOrSec>
        <name>Verizon Communications Inc.</name>
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      <invstOrSec>
        <name>Verizon Communications Inc.</name>
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      <invstOrSec>
        <name>FREDDIE MAC FG 09/41 FIXED 4.5</name>
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          <isin value="US3132GJCZ03"/>
          <ticker value="FG"/>
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          <couponKind>Fixed</couponKind>
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        <name>FREDDIE MAC FG 10/41 FIXED 4.5</name>
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          <ticker value="FG"/>
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      <invstOrSec>
        <name>FREDDIE MAC FG 03/43 FIXED 3</name>
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          <isin value="US3132J7YK21"/>
          <ticker value="FG"/>
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      <invstOrSec>
        <name>FREDDIE MAC FG 12/46 FIXED 3</name>
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        <title>FREDDIE MAC FG 12/46 FIXED 3</title>
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          <isin value="US3132L8EV50"/>
          <ticker value="FG"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
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          <isin value="US92343VCZ58"/>
          <ticker value="VZ"/>
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      <invstOrSec>
        <name>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
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      <invstOrSec>
        <name>Verisk Analytics Inc.</name>
        <lei>549300I1YSWNIRKBWP67</lei>
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          <ticker value="VRSK"/>
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      <invstOrSec>
        <name>ViacomCBS Inc.</name>
        <lei>5KYC8KF17ROCY24M3H09</lei>
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          <ticker value="VIA"/>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2017 169 IO</title>
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          <ticker value="GNR"/>
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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>Variable</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2018 9 IO</title>
        <cusip>38380JMW5</cusip>
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          <ticker value="GNR"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VICI Properties LP / VICI Note Co Inc</name>
        <lei>N/A</lei>
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          <isin value="US92564RAB15"/>
          <ticker value="VICI"/>
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        <curCd>USD</curCd>
        <valUSD>53625</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Visa Inc.</name>
        <lei>549300JZ4OKEHW3DPJ59</lei>
        <title>VISA INC SR UNSECURED 04/40 2.7</title>
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          <isin value="US92826CAK80"/>
          <ticker value="V"/>
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        <balance>221000</balance>
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        <curCd>USD</curCd>
        <valUSD>236756.93</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>2040-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.700000000000</annualizedRt>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2018 69 IO</title>
        <cusip>38380JQ50</cusip>
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          <isin value="US38380JQ504"/>
          <ticker value="GNR"/>
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        <balance>2538514.82</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>140664.69</valUSD>
        <pctVal>0.0192852796</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-04-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.574350000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2018 35 IO</title>
        <cusip>38380JUL0</cusip>
        <identifiers>
          <isin value="US38380JUL06"/>
          <ticker value="GNR"/>
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        <balance>2784033.78</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>140572.83</valUSD>
        <pctVal>0.0192726855</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-03-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.527730000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC FG 02/44 FIXED 4</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FG 02/44 FIXED 4</title>
        <cusip>3132M5BQ4</cusip>
        <identifiers>
          <isin value="US3132M5BQ44"/>
          <ticker value="FG"/>
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        <balance>187215.24</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>205120.26</valUSD>
        <pctVal>0.0281222072</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC FG 10/46 FIXED 3.5</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FG 10/46 FIXED 3.5</title>
        <cusip>3132WGYF8</cusip>
        <identifiers>
          <isin value="US3132WGYF87"/>
          <ticker value="FG"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4043937.76</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>FREDDIE MAC POOL FR 12/49 FIXED 3</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC POOL FR 12/49 FIXED 3</title>
        <cusip>3133KHB54</cusip>
        <identifiers>
          <isin value="US3133KHB540"/>
          <ticker value="FR"/>
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        <balance>1295439.78</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1366237.51</valUSD>
        <pctVal>0.1873126252</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>FREDDIE MAC POOL FR 12/49 FIXED 3.5</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC POOL FR 12/49 FIXED 3.5</title>
        <cusip>3133KHCR5</cusip>
        <identifiers>
          <isin value="US3133KHCR57"/>
          <ticker value="FR"/>
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        <balance>951688.51</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1005867.09</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>2049-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2018 43 IO</title>
        <cusip>38380JWY0</cusip>
        <identifiers>
          <isin value="US38380JWY09"/>
          <ticker value="GNR"/>
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        <balance>4226892.3</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>216589.34</valUSD>
        <pctVal>0.0296946304</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-05-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.576640000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2018 158 IO</title>
        <cusip>38380MUV1</cusip>
        <identifiers>
          <isin value="US38380MUV17"/>
          <ticker value="GNR"/>
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        <balance>2503353.64</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>171570.1</valUSD>
        <pctVal>0.0235224444</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-05-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.690930000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Visa Inc.</name>
        <lei>549300JZ4OKEHW3DPJ59</lei>
        <title>VISA INC SR UNSECURED 04/30 2.05</title>
        <cusip>92826CAM4</cusip>
        <identifiers>
          <isin value="US92826CAM47"/>
          <ticker value="V"/>
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        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>419283.69</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>2030-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Vistra Operations Company LLC</name>
        <lei>549300ZH5GKBTJZ7NM23</lei>
        <title>VISTRA OPERATIONS CO LLC SR SECURED 144A 07/29 4.3</title>
        <cusip>92840VAE2</cusip>
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          <isin value="US92840VAE20"/>
          <ticker value="VST"/>
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        <balance>520000</balance>
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        <curCd>USD</curCd>
        <valUSD>546588.04</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS FNR 2011 86 NA</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS FNR 2011 86 NA</title>
        <cusip>3136A0J81</cusip>
        <identifiers>
          <isin value="US3136A0J811"/>
          <ticker value="FNR"/>
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        <curCd>USD</curCd>
        <valUSD>355092.51</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS FNR 2012 21 PA</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS FNR 2012 21 PA</title>
        <cusip>3136A35Y3</cusip>
        <identifiers>
          <isin value="US3136A35Y34"/>
          <ticker value="FNR"/>
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        <balance>2128174.72</balance>
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        <curCd>USD</curCd>
        <valUSD>2187896.84</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Vistra Operations Company LLC</name>
        <lei>549300ZH5GKBTJZ7NM23</lei>
        <title>VISTRA OPERATIONS CO LLC SR SECURED 144A 01/27 3.7</title>
        <cusip>92840VAG7</cusip>
        <identifiers>
          <isin value="US92840VAG77"/>
          <ticker value="VST"/>
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        <balance>554000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>570432.19</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>2027-01-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.700000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VMware Inc.</name>
        <lei>549300BUDHS3LRWBE814</lei>
        <title>VMWARE INC SR UNSECURED 05/25 4.5</title>
        <cusip>928563AD7</cusip>
        <identifiers>
          <isin value="US928563AD71"/>
          <ticker value="VMW"/>
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        <balance>439000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>480306.58</valUSD>
        <pctVal>0.0658505463</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Vodafone Group Public Limited Company</name>
        <lei>N/A</lei>
        <title>VODAFONE GROUP PLC JR SUBORDINA 04/79 VAR</title>
        <cusip>92857WBQ2</cusip>
        <identifiers>
          <isin value="US92857WBQ24"/>
          <ticker value="VOD"/>
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        <balance>671000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>786527.45</valUSD>
        <pctVal>0.1078337554</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2079-04-04</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WFRBS COMMERCIAL MORTGAGE TRUS WFRBS 2012 C10 XA 144A</name>
        <lei>N/A</lei>
        <title>WFRBS COMMERCIAL MORTGAGE TRUS WFRBS 2012 C10 XA 144A</title>
        <cusip>92890NAA7</cusip>
        <identifiers>
          <isin value="US92890NAA72"/>
          <ticker value="WFRBS"/>
        </identifiers>
        <balance>5885725.68</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>182505.76</valUSD>
        <pctVal>0.0250217351</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-12-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.679019000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2019 131 IO</title>
        <cusip>38380NPW3</cusip>
        <identifiers>
          <isin value="US38380NPW38"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>2309234.6</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>170119</valUSD>
        <pctVal>0.0233234970</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-07-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.931440000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Vulcan Materials Company</name>
        <lei>549300Q8LSNHAVWBNI21</lei>
        <title>VULCAN MATERIALS CO SR UNSECURED 06/30 3.5</title>
        <cusip>929160AZ2</cusip>
        <identifiers>
          <isin value="US929160AZ21"/>
          <ticker value="VMC"/>
        </identifiers>
        <balance>323000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>350752.68</valUSD>
        <pctVal>0.0480885679</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS FNR 2012 38 PA</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS FNR 2012 38 PA</title>
        <cusip>3136A42X6</cusip>
        <identifiers>
          <isin value="US3136A42X69"/>
          <ticker value="FNR"/>
        </identifiers>
        <balance>751500.5</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>770664.74</valUSD>
        <pctVal>0.1056589608</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE-ACES FNA 2012 M5 X</name>
        <lei>N/A</lei>
        <title>FANNIE MAE-ACES FNA 2012 M5 X</title>
        <cusip>3136A6JD7</cusip>
        <identifiers>
          <isin value="US3136A6JD79"/>
          <ticker value="FNA"/>
        </identifiers>
        <balance>8874806.14</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>52646.24</valUSD>
        <pctVal>0.0072178559</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.636249000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WaMu Mortgage Pass-Through Certificates Series 2005-AR2 Trust</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS-THROUGH CER WAMU 2005 AR2 2A1B</title>
        <cusip>92922FD39</cusip>
        <identifiers>
          <isin value="US92922FD395"/>
          <ticker value="WAMU"/>
        </identifiers>
        <balance>522459.69</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>493276.45</valUSD>
        <pctVal>0.0676287293</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.554500000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WaMu Mortgage Pass-Through Certificates Series 2005-AR8</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS-THROUGH CER WAMU 2005 AR8 2AB2</title>
        <cusip>92922FR91</cusip>
        <identifiers>
          <isin value="US92922FR916"/>
          <ticker value="WAMU"/>
        </identifiers>
        <balance>417025.92</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>377820.73</valUSD>
        <pctVal>0.0517996265</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.024500000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mid-America Apartments L.P.</name>
        <lei>549300FXWGE3QSYCUJ38</lei>
        <title>MID-AMERICA APARTMENTS LP SR UNSECURED 03/29 3.95</title>
        <cusip>59523UAQ0</cusip>
        <identifiers>
          <isin value="US59523UAQ04"/>
          <ticker value="MAA"/>
        </identifiers>
        <balance>700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>807114.04</valUSD>
        <pctVal>0.1106561989</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sompo International Holdings Ltd.</name>
        <lei>N/A</lei>
        <title>SOMPO INTERNATIONAL HOLDINGS L SR UNSECURED 10/22 4.7</title>
        <cusip>614810AB5</cusip>
        <identifiers>
          <isin value="US614810AB54"/>
          <ticker value="ENH"/>
        </identifiers>
        <balance>1080000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1143860.08</valUSD>
        <pctVal>0.1568244415</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Weingarten Realty Investors</name>
        <lei>549300JMKTJNB8GWHU88</lei>
        <title>WEINGARTEN REALTY INVESTORS SR UNSECURED 10/22 3.375</title>
        <cusip>948741AH6</cusip>
        <identifiers>
          <isin value="US948741AH62"/>
          <ticker value="WRI"/>
        </identifiers>
        <balance>1050000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1071647.51</valUSD>
        <pctVal>0.1469240208</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo and Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WELLS FARGO and CO JR SUBORDINA 12/49 VAR</title>
        <cusip>949746RN3</cusip>
        <identifiers>
          <isin value="US949746RN35"/>
          <ticker value="WFC"/>
        </identifiers>
        <balance>1088000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1130834.56</valUSD>
        <pctVal>0.1550386287</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo and Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WELLS FARGO and CO SUBORDINATED 02/23 3.45</title>
        <cusip>94974BFJ4</cusip>
        <identifiers>
          <isin value="US94974BFJ44"/>
          <ticker value="WFC"/>
        </identifiers>
        <balance>900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>956147.85</valUSD>
        <pctVal>0.1310888938</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo and Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WELLS FARGO and CO SR UNSECURED 04/26 VAR</title>
        <cusip>95000U2N2</cusip>
        <identifiers>
          <isin value="US95000U2N22"/>
          <ticker value="WFC"/>
        </identifiers>
        <balance>1065000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1101175.23</valUSD>
        <pctVal>0.1509723028</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.188000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo and Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WELLS FARGO + COMPANY 04/41 1</title>
        <cusip>95000U2Q5</cusip>
        <identifiers>
          <isin value="US95000U2Q52"/>
          <ticker value="WFC"/>
        </identifiers>
        <balance>497000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>517142.29</valUSD>
        <pctVal>0.0709007616</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-04-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.068000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo and Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WELLS FARGO and CO SR UNSECURED 06/28 VAR</title>
        <cusip>95000U2S1</cusip>
        <identifiers>
          <isin value="US95000U2S19"/>
          <ticker value="WFC"/>
        </identifiers>
        <balance>687000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>709689.81</valUSD>
        <pctVal>0.0972992327</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-02</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.393000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY SR UNSECURED 04/31 VAR</title>
        <cusip>6174468P7</cusip>
        <identifiers>
          <isin value="US6174468P76"/>
          <ticker value="MS"/>
        </identifiers>
        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1142128.11</valUSD>
        <pctVal>0.1565869865</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.622000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY JR SUBORDINA 12/49 VAR</title>
        <cusip>61761JQK8</cusip>
        <identifiers>
          <isin value="US61761JQK87"/>
          <ticker value="MS"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>179651</valUSD>
        <pctVal>0.0246303444</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.828880000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WaMu Mortgage Pass-Through Certificates Series 2005-AR8</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS-THROUGH CER WAMU 2005 AR8 2AB3</title>
        <cusip>92922FS25</cusip>
        <identifiers>
          <isin value="US92922FS252"/>
          <ticker value="WAMU"/>
        </identifiers>
        <balance>333124.1</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>301387.1</valUSD>
        <pctVal>0.0413204940</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.904500000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WFRBS COMMERCIAL MORTGAGE TRUS WFRBS 2012 C9 XA 144A</name>
        <lei>N/A</lei>
        <title>WFRBS COMMERCIAL MORTGAGE TRUS WFRBS 2012 C9 XA 144A</title>
        <cusip>92930RAF9</cusip>
        <identifiers>
          <isin value="US92930RAF91"/>
          <ticker value="WFRBS"/>
        </identifiers>
        <balance>6965392.76</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>233921.57</valUSD>
        <pctVal>0.0320708977</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-11-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.047814000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Mosaic Company</name>
        <lei>2YD5STGSJNMUB7H76907</lei>
        <title>MOSAIC CO/THE SR UNSECURED 11/23 4.25</title>
        <cusip>61945CAC7</cusip>
        <identifiers>
          <isin value="US61945CAC73"/>
          <ticker value="MOS"/>
        </identifiers>
        <balance>600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>628979.05</valUSD>
        <pctVal>0.0862337011</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Motorola Solutions Inc.</name>
        <lei>6S552MUG6KGJVEBSEC55</lei>
        <title>MOTOROLA SOLUTIONS INC SR UNSECURED 02/28 4.6</title>
        <cusip>620076BL2</cusip>
        <identifiers>
          <isin value="US620076BL24"/>
          <ticker value="MSI"/>
        </identifiers>
        <balance>659000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>749359.89</valUSD>
        <pctVal>0.1027380431</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WFRBS Commercial Mortgage Trust 2011-C3</name>
        <lei>N/A</lei>
        <title>WFRBS COMMERCIAL MORTGAGE TRUS WFRBS 2011 C3 XA 144A</title>
        <cusip>92935VAJ7</cusip>
        <identifiers>
          <isin value="US92935VAJ70"/>
          <ticker value="WFRBS"/>
        </identifiers>
        <balance>11877585.37</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>82786.77</valUSD>
        <pctVal>0.0113501548</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-03-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.477419000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-1 Trust</name>
        <lei>N/A</lei>
        <title>WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 1 6A1</title>
        <cusip>9393362Q5</cusip>
        <identifiers>
          <isin value="US9393362Q59"/>
          <ticker value="WMALT"/>
        </identifiers>
        <balance>240552.3</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>241298.61</valUSD>
        <pctVal>0.0330822977</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Motorola Solutions Inc.</name>
        <lei>6S552MUG6KGJVEBSEC55</lei>
        <title>MOTOROLA SOLUTIONS INC SR UNSECURED 05/29 4.6</title>
        <cusip>620076BN8</cusip>
        <identifiers>
          <isin value="US620076BN89"/>
          <ticker value="MSI"/>
        </identifiers>
        <balance>129000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>148898.23</valUSD>
        <pctVal>0.0204141067</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Murphy Oil Corporation</name>
        <lei>QBKYQD0ODE7DC7PDIN91</lei>
        <title>MURPHY OIL CORP SR UNSECURED 08/25 5.75</title>
        <cusip>626717AJ1</cusip>
        <identifiers>
          <isin value="US626717AJ13"/>
          <ticker value="MUR"/>
        </identifiers>
        <balance>222000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>200470.44</valUSD>
        <pctVal>0.0274847119</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO COMMERCIAL MORTGAG WFCM 2017 SMP D 144A</name>
        <lei>N/A</lei>
        <title>WELLS FARGO COMMERCIAL MORTGAG WFCM 2017 SMP D 144A</title>
        <cusip>95001CAG7</cusip>
        <identifiers>
          <isin value="US95001CAG78"/>
          <ticker value="WFCM"/>
        </identifiers>
        <balance>505000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>406792.24</valUSD>
        <pctVal>0.0557716516</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.834750000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO COMMERCIAL MORTGAG WFCM 2019 C54 A3</name>
        <lei>N/A</lei>
        <title>WELLS FARGO COMMERCIAL MORTGAG WFCM 2019 C54 A3</title>
        <cusip>95001YAD6</cusip>
        <identifiers>
          <isin value="US95001YAD67"/>
          <ticker value="WFCM"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>545545.35</valUSD>
        <pctVal>0.0747948515</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.892000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mylan N.V.</name>
        <lei>549300A0CD4KNFGIIS89</lei>
        <title>MYLAN NV COMPANY GUAR 06/26 3.95</title>
        <cusip>62854AAN4</cusip>
        <identifiers>
          <isin value="US62854AAN46"/>
          <ticker value="MYL"/>
        </identifiers>
        <balance>800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>894441.32</valUSD>
        <pctVal>0.1226288625</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mylan N.V.</name>
        <lei>549300A0CD4KNFGIIS89</lei>
        <title>MYLAN NV COMPANY GUAR 06/46 5.25</title>
        <cusip>62854AAP9</cusip>
        <identifiers>
          <isin value="US62854AAP93"/>
          <ticker value="MYL"/>
        </identifiers>
        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>309877.7</valUSD>
        <pctVal>0.0424845644</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Prosus N.V.</name>
        <lei>N/A</lei>
        <title>MYRIAD INTERNATIONAL HOLDINGS COMPANY GUAR 144A 07/25 5.5</title>
        <cusip>62856RAC9</cusip>
        <identifiers>
          <isin value="US62856RAC97"/>
          <ticker value="NPNSJ"/>
        </identifiers>
        <balance>365000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>412286.87</valUSD>
        <pctVal>0.0565249712</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NCL Corporation Ltd.</name>
        <lei>UNZWILHE4KMRP9K2L524</lei>
        <title>NCL CORP LTD SR UNSECURED 144A 12/24 3.625</title>
        <cusip>62886HAP6</cusip>
        <identifiers>
          <isin value="US62886HAP64"/>
          <ticker value="NCLH"/>
        </identifiers>
        <balance>700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>428750</valUSD>
        <pctVal>0.0587820840</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NRG Energy Inc.</name>
        <lei>5E2UPK5SW04M13XY7I38</lei>
        <title>NRG ENERGY INC SR SECURED 144A 06/24 3.75</title>
        <cusip>629377CK6</cusip>
        <identifiers>
          <isin value="US629377CK62"/>
          <ticker value="NRG"/>
        </identifiers>
        <balance>270000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>285043.24</valUSD>
        <pctVal>0.0390797333</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NXP B.V.</name>
        <lei>N/A</lei>
        <title>NXP BV / NXP FUNDING LLC COMPANY GUAR 144A 06/23 4.625</title>
        <cusip>62947QAV0</cusip>
        <identifiers>
          <isin value="US62947QAV05"/>
          <ticker value="NXPI"/>
        </identifiers>
        <balance>710000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>778761.28</valUSD>
        <pctVal>0.1067690051</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NXP B.V.</name>
        <lei>N/A</lei>
        <title>NXP BV / NXP FUNDING LLC COMPANY GUAR 144A 03/24 4.875</title>
        <cusip>62947QAZ1</cusip>
        <identifiers>
          <isin value="US62947QAZ19"/>
          <ticker value="NXPI"/>
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        <balance>354000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>395359.57</valUSD>
        <pctVal>0.0542042203</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NXP BV / NXP FUNDING LLC / NXP COMPANY GUAR 144A 06/26 3.875</name>
        <lei>N/A</lei>
        <title>NXP BV / NXP FUNDING LLC / NXP COMPANY GUAR 144A 06/26 3.875</title>
        <cusip>62954HAA6</cusip>
        <identifiers>
          <isin value="US62954HAA68"/>
          <ticker value="NXPI"/>
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        <balance>325000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>363649.64</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>2026-06-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Amresco Residential Securities Corporation Mortgage Loan Trust 1998-1</name>
        <lei>N/A</lei>
        <title>AMRESCO RESIDENTIAL SECURITIES AMRES 1998 1 A6</title>
        <cusip>03215PDN6</cusip>
        <identifiers>
          <isin value="US03215PDN69"/>
          <ticker value="AMRES"/>
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        <balance>33.6</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34.5</valUSD>
        <pctVal>0.0000047300</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.503404000000</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>APPLEBEE'S FUNDING LLC / IHOP DIN 2019 1A A2I 144A</name>
        <lei>N/A</lei>
        <title>APPLEBEE'S FUNDING LLC / IHOP DIN 2019 1A A2I 144A</title>
        <cusip>03789XAD0</cusip>
        <identifiers>
          <isin value="US03789XAD03"/>
          <ticker value="DIN"/>
        </identifiers>
        <balance>575000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>509639.75</valUSD>
        <pctVal>0.0698721553</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-06-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.194000000000</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>APPLEBEE'S FUNDING LLC / IHOP DIN 2019 1A A2II 144A</name>
        <lei>N/A</lei>
        <title>APPLEBEE'S FUNDING LLC / IHOP DIN 2019 1A A2II 144A</title>
        <cusip>03789XAE8</cusip>
        <identifiers>
          <isin value="US03789XAE85"/>
          <ticker value="DIN"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>430195</valUSD>
        <pctVal>0.0589801950</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-06-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.723000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ARBYS FUNDING 2015-1A LLC ARBYS 2015 1A A2 144A</name>
        <lei>N/A</lei>
        <title>ARBYS FUNDING 2015-1A LLC ARBYS 2015 1A A2 144A</title>
        <cusip>038779AA2</cusip>
        <identifiers>
          <isin value="US038779AA23"/>
          <ticker value="ARBYS"/>
        </identifiers>
        <balance>391550</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>398969.87</valUSD>
        <pctVal>0.0546991963</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-10-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.969000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Business Loan Express SBA Loan Trust 2005-1</name>
        <lei>N/A</lei>
        <title>BUSINESS LOAN EXPRESS SBA LOAN BLX 2005 1A A 144A</title>
        <cusip>123281BA4</cusip>
        <identifiers>
          <isin value="US123281BA49"/>
          <ticker value="BLX"/>
        </identifiers>
        <balance>228350.54</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>208823.85</valUSD>
        <pctVal>0.0286299734</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-06-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.484500000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Credit-Based Asset Servicing and Securitization LLC</name>
        <lei>N/A</lei>
        <title>CREDIT-BASED ASSET SERVICING and CBASS 2006 MH1 B1 144A</title>
        <cusip>1248P8AK5</cusip>
        <identifiers>
          <isin value="US1248P8AK54"/>
          <ticker value="CBASS"/>
        </identifiers>
        <balance>2560000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2658017.79</valUSD>
        <pctVal>0.3644170844</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NXP BV / NXP FUNDING LLC / NXP COMPANY GUAR 144A 05/30 3.4</name>
        <lei>N/A</lei>
        <title>NXP BV / NXP FUNDING LLC / NXP COMPANY GUAR 144A 05/30 3.4</title>
        <cusip>62954HAD0</cusip>
        <identifiers>
          <isin value="US62954HAD08"/>
          <ticker value="NXPI"/>
        </identifiers>
        <balance>155000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>166787.76</valUSD>
        <pctVal>0.0228667804</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>National CineMedia LLC</name>
        <lei>7LJEQIVQVLNGS4X6T547</lei>
        <title>NATIONAL CINEMEDIA LLC SR SECURED 144A 04/28 5.875</title>
        <cusip>63530QAJ8</cusip>
        <identifiers>
          <isin value="US63530QAJ85"/>
          <ticker value="NATCIN"/>
        </identifiers>
        <balance>180000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>144000</valUSD>
        <pctVal>0.0197425542</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CARS-DB4 L.P.</name>
        <lei>N/A</lei>
        <title>CARS-DB4 LP CAUTO 2020 1A A4 144A</title>
        <cusip>12510HAD2</cusip>
        <identifiers>
          <isin value="US12510HAD26"/>
          <ticker value="CAUTO"/>
        </identifiers>
        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>972898.9</valUSD>
        <pctVal>0.1333854807</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.190000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CARS-DB4 L.P.</name>
        <lei>N/A</lei>
        <title>CARS-DB4 LP CAUTO 2020 1A B1 144A</title>
        <cusip>12510HAG5</cusip>
        <identifiers>
          <isin value="US12510HAG56"/>
          <ticker value="CAUTO"/>
        </identifiers>
        <balance>331000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>309215.6</valUSD>
        <pctVal>0.0423937898</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.170000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>National Oilwell Varco Inc.</name>
        <lei>549300EHF3IW1AR6U008</lei>
        <title>NATIONAL OILWELL VARCO INC SR UNSECURED 12/22 2.6</title>
        <cusip>637071AJ0</cusip>
        <identifiers>
          <isin value="US637071AJ02"/>
          <ticker value="NOV"/>
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        <balance>171000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>172099.88</valUSD>
        <pctVal>0.0235950778</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>National Retail Properties Inc.</name>
        <lei>5493008JKH5SOTI0JS97</lei>
        <title>NATIONAL RETAIL PROPERTIES INC SR UNSECURED 04/23 3.3</title>
        <cusip>637417AF3</cusip>
        <identifiers>
          <isin value="US637417AF33"/>
          <ticker value="NNN"/>
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        <balance>660000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>687305.67</valUSD>
        <pctVal>0.0942303431</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nationstar Mortgage Holdings Inc.</name>
        <lei>N/A</lei>
        <title>NATIONSTAR MORTGAGE HOLDINGS I COMPANY GUAR 144A 01/27 6</title>
        <cusip>63861CAA7</cusip>
        <identifiers>
          <isin value="US63861CAA71"/>
          <ticker value="NSM"/>
        </identifiers>
        <balance>99000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>94050</valUSD>
        <pctVal>0.0128943557</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nationwide Building Society</name>
        <lei>549300XFX12G42QIKN82</lei>
        <title>NATIONWIDE BUILDING SOCIETY SR UNSECURED 144A 04/23 VAR</title>
        <cusip>63861VAD9</cusip>
        <identifiers>
          <isin value="US63861VAD91"/>
          <ticker value="NWIDE"/>
        </identifiers>
        <balance>359000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>373027.53</valUSD>
        <pctVal>0.0511424737</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-26</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.622000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CLI Funding LLC</name>
        <lei>N/A</lei>
        <title>CLI FUNDING LLC CLIF 2018 1A A 144A</title>
        <cusip>12563LAJ6</cusip>
        <identifiers>
          <isin value="US12563LAJ61"/>
          <ticker value="CLIF"/>
        </identifiers>
        <balance>362210.33</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>366939.17</valUSD>
        <pctVal>0.0503077530</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-04-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.030000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Energen Corporation</name>
        <lei>5493002ES6YDYGYRKG86</lei>
        <title>ENERGEN CORP SR UNSECURED 09/21 4.625</title>
        <cusip>29265NAS7</cusip>
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          <isin value="US29265NAS71"/>
          <ticker value="EGN"/>
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        <curCd>USD</curCd>
        <valUSD>503705</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Nationwide Mutual Insurance Company</name>
        <lei>Z7LVXXWM8HZPKF5T2355</lei>
        <title>NATIONWIDE MUTUAL INSURANCE CO SUBORDINATED 144A 12/24 VAR</title>
        <cusip>638671AJ6</cusip>
        <identifiers>
          <isin value="US638671AJ61"/>
          <ticker value="NATMUT"/>
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        <balance>1130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1125052.81</valUSD>
        <pctVal>0.1542459446</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.603380000000</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>Natura Cosmeticos S.A.</name>
        <lei>N/A</lei>
        <title>NATURA COSMETICOS SA SR UNSECURED 144A 02/23 5.375</title>
        <cusip>63883KAA3</cusip>
        <identifiers>
          <isin value="US63883KAA34"/>
          <ticker value="NATURA"/>
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        <balance>410000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>414612.5</valUSD>
        <pctVal>0.0568438176</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.375000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="206849.800000000000"/>
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      <invstOrSec>
        <name>Ford Motor Credit Company LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>FORD MOTOR CREDIT CO LLC SR UNSECURED 05/29 5.113</title>
        <cusip>345397ZR7</cusip>
        <identifiers>
          <isin value="US345397ZR75"/>
          <ticker value="F"/>
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        <balance>667000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>650578.46</valUSD>
        <pctVal>0.0891950033</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.113000000000</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>Freedom Mortgage Corporation</name>
        <lei>549300LYRWPSYPK6S325</lei>
        <title>FREEDOM MORTGAGE CORP SR UNSECURED 144A 11/24 8.125</title>
        <cusip>35640YAA5</cusip>
        <identifiers>
          <isin value="US35640YAA55"/>
          <ticker value="FREMOR"/>
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        <balance>322000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>312340</valUSD>
        <pctVal>0.0428221484</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.125000000000</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>Netflix Inc.</name>
        <lei>549300Y7VHGU0I7CE873</lei>
        <title>NETFLIX INC SR UNSECURED 11/26 4.375</title>
        <cusip>64110LAN6</cusip>
        <identifiers>
          <isin value="US64110LAN64"/>
          <ticker value="NFLX"/>
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        <balance>700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>728119</valUSD>
        <pctVal>0.0998258943</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</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>Netflix Inc.</name>
        <lei>549300Y7VHGU0I7CE873</lei>
        <title>NETFLIX INC SR UNSECURED 04/28 4.875</title>
        <cusip>64110LAS5</cusip>
        <identifiers>
          <isin value="US64110LAS51"/>
          <ticker value="NFLX"/>
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        <balance>774000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>827614.98</valUSD>
        <pctVal>0.1134668997</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GMF Floorplan Owner Revolving Trust</name>
        <lei>N/A</lei>
        <title>GMF FLOORPLAN OWNER REVOLVING GFORT 2019 2 A 144A</title>
        <cusip>361886CD4</cusip>
        <identifiers>
          <isin value="US361886CD40"/>
          <ticker value="GFORT"/>
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        <balance>580000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>604378.97</valUSD>
        <pctVal>0.0828610038</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GSRPM Mortgage Loan Trust 2006-1</name>
        <lei>N/A</lei>
        <title>GSRPM MORTGAGE LOAN TRUST 2006 GSRPM 2006 1 A1 144A</title>
        <cusip>362334NU4</cusip>
        <identifiers>
          <isin value="US362334NU42"/>
          <ticker value="GSRPM"/>
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        <balance>45527.63</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>45345.25</valUSD>
        <pctVal>0.0062168823</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.484500000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JACK IN THE BOX FUNDING LLC JACK 2019 1A A23 144A</name>
        <lei>N/A</lei>
        <title>JACK IN THE BOX FUNDING LLC JACK 2019 1A A23 144A</title>
        <cusip>466365AC7</cusip>
        <identifiers>
          <isin value="US466365AC73"/>
          <ticker value="JACK"/>
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        <balance>228850</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>234207.38</valUSD>
        <pctVal>0.0321100825</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.970000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LAUREL ROAD PRIME STUDENT LOAN LRK 2019 A A2FX 144A</name>
        <lei>N/A</lei>
        <title>LAUREL ROAD PRIME STUDENT LOAN LRK 2019 A A2FX 144A</title>
        <cusip>51889RAB5</cusip>
        <identifiers>
          <isin value="US51889RAB50"/>
          <ticker value="LRK"/>
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        <balance>140000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>144215.25</valUSD>
        <pctVal>0.0197720652</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.730000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Long Beach Mortgage Loan Trust 2004-1</name>
        <lei>N/A</lei>
        <title>LONG BEACH MORTGAGE LOAN TRUST LBMLT 2004 1 M3</title>
        <cusip>542514EW0</cusip>
        <identifiers>
          <isin value="US542514EW08"/>
          <ticker value="LBMLT"/>
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        <balance>39587.9</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39484.65</valUSD>
        <pctVal>0.0054133878</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.234500000000</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>MVW Owner Trust 2015-1</name>
        <lei>549300Y5CF8WQOLGBR17</lei>
        <title>MVW OWNER TRUST 2015-1 MVWOT 2015 1A A 144A</title>
        <cusip>55388PAA8</cusip>
        <identifiers>
          <isin value="US55388PAA84"/>
          <ticker value="MVWOT"/>
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        <balance>29238.72</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28982.9</valUSD>
        <pctVal>0.0039735866</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.520000000000</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>Netflix Inc.</name>
        <lei>549300Y7VHGU0I7CE873</lei>
        <title>NETFLIX INC SR UNSECURED 11/28 5.875</title>
        <cusip>64110LAT3</cusip>
        <identifiers>
          <isin value="US64110LAT35"/>
          <ticker value="NFLX"/>
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        <balance>520000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>591396</valUSD>
        <pctVal>0.0810810247</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.875000000000</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>Netflix Inc.</name>
        <lei>549300Y7VHGU0I7CE873</lei>
        <title>NETFLIX INC SR UNSECURED 144A 11/29 5.375</title>
        <cusip>64110LAU0</cusip>
        <identifiers>
          <isin value="US64110LAU08"/>
          <ticker value="NFLX"/>
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        <balance>120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>131800.8</valUSD>
        <pctVal>0.0180700308</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Piedmont Operating Partnership LP</name>
        <lei>549300WKGDPAS39FBD10</lei>
        <title>PIEDMONT OPERATING PARTNERSHIP COMPANY GUAR 03/24 4.45</title>
        <cusip>720198AD2</cusip>
        <identifiers>
          <isin value="US720198AD26"/>
          <ticker value="PDM"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>512373.89</valUSD>
        <pctVal>0.0702470088</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Quicken Loans LLC</name>
        <lei>549300FGXN1K3HLB1R50</lei>
        <title>QUICKEN LOANS INC COMPANY GUAR 144A 05/25 5.75</title>
        <cusip>74840LAA0</cusip>
        <identifiers>
          <isin value="US74840LAA08"/>
          <ticker value="QUICKN"/>
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        <balance>345000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>352690.05</valUSD>
        <pctVal>0.0483541834</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Radian Group Inc.</name>
        <lei>54930005OUP720S5U385</lei>
        <title>RADIAN GROUP INC SR UNSECURED 10/24 4.5</title>
        <cusip>750236AU5</cusip>
        <identifiers>
          <isin value="US750236AU59"/>
          <ticker value="RDN"/>
        </identifiers>
        <balance>190000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>183350</valUSD>
        <pctVal>0.0251374813</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RADIATE HOLDCO LLC / RADIATE F SR UNSECURED 144A 02/25 6.625</name>
        <lei>N/A</lei>
        <title>RADIATE HOLDCO LLC / RADIATE F SR UNSECURED 144A 02/25 6.625</title>
        <cusip>75026JAA8</cusip>
        <identifiers>
          <isin value="US75026JAA88"/>
          <ticker value="RADIAT"/>
        </identifiers>
        <balance>320000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>318467.2</valUSD>
        <pctVal>0.0436621940</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Netflix Inc.</name>
        <lei>549300Y7VHGU0I7CE873</lei>
        <title>NETFLIX INC SR UNSECURED 144A 06/30 4.875</title>
        <cusip>64110LAV8</cusip>
        <identifiers>
          <isin value="US64110LAV80"/>
          <ticker value="NFLX"/>
        </identifiers>
        <balance>277000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>295938.49</valUSD>
        <pctVal>0.0405734838</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Norbord Inc.</name>
        <lei>549300VL705RQ5PHI407</lei>
        <title>NORBORD INC SR SECURED 144A 04/23 6.25</title>
        <cusip>65548PAE6</cusip>
        <identifiers>
          <isin value="US65548PAE60"/>
          <ticker value="OSBCN"/>
        </identifiers>
        <balance>120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>126600</valUSD>
        <pctVal>0.0173569955</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SIERRA TIMESHARE 2019-1 RECEIV SRFC 2019 1A A 144A</name>
        <lei>N/A</lei>
        <title>SIERRA TIMESHARE 2019-1 RECEIV SRFC 2019 1A A 144A</title>
        <cusip>82653EAA5</cusip>
        <identifiers>
          <isin value="US82653EAA55"/>
          <ticker value="SRFC"/>
        </identifiers>
        <balance>161020.68</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>164159.49</valUSD>
        <pctVal>0.0225064418</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SMB PRIVATE EDUCATION LOAN TRU SMB 2019 B A2A 144A</name>
        <lei>N/A</lei>
        <title>SMB PRIVATE EDUCATION LOAN TRU SMB 2019 B A2A 144A</title>
        <cusip>83192CAB3</cusip>
        <identifiers>
          <isin value="US83192CAB37"/>
          <ticker value="SMB"/>
        </identifiers>
        <balance>526000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>543260.11</valUSD>
        <pctVal>0.0744815426</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.840000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sonic Capital LLC</name>
        <lei>N/A</lei>
        <title>SONIC CAPITAL LLC SONIC 2020 1A A2I 144A</title>
        <cusip>83546DAG3</cusip>
        <identifiers>
          <isin value="US83546DAG34"/>
          <ticker value="SONIC"/>
        </identifiers>
        <balance>307970</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>322786.44</valUSD>
        <pctVal>0.0442543665</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.845000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SUNBIRD ENGINE FINANCE LLC SUNBD 2020 1A A 144A</name>
        <lei>N/A</lei>
        <title>SUNBIRD ENGINE FINANCE LLC SUNBD 2020 1A A 144A</title>
        <cusip>86709LAA4</cusip>
        <identifiers>
          <isin value="US86709LAA44"/>
          <ticker value="SUNBD"/>
        </identifiers>
        <balance>247488.49</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>196039.59</valUSD>
        <pctVal>0.0268772376</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.671000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Taco Bell Funding LLC</name>
        <lei>N/A</lei>
        <title>TACO BELL FUNDING LLC BELL 2016 1A A2II 144A</title>
        <cusip>87342RAB0</cusip>
        <identifiers>
          <isin value="US87342RAB06"/>
          <ticker value="BELL"/>
        </identifiers>
        <balance>679000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>681152.43</valUSD>
        <pctVal>0.0933867273</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.377000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Taco Bell Funding LLC</name>
        <lei>N/A</lei>
        <title>TACO BELL FUNDING LLC BELL 2018 1A A2I 144A</title>
        <cusip>87342RAD6</cusip>
        <identifiers>
          <isin value="US87342RAD61"/>
          <ticker value="BELL"/>
        </identifiers>
        <balance>495455</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>505998.28</valUSD>
        <pctVal>0.0693729059</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.318000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nordstrom Inc.</name>
        <lei>549300S3IZB5P35KNV16</lei>
        <title>NORDSTROM INC SR SECURED 144A 05/25 8.75</title>
        <cusip>655664AU4</cusip>
        <identifiers>
          <isin value="US655664AU44"/>
          <ticker value="JWN"/>
        </identifiers>
        <balance>51000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>54883.31</valUSD>
        <pctVal>0.0075245606</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NVIDIA Corporation</name>
        <lei>549300S4KLFTLO7GSQ80</lei>
        <title>NVIDIA CORP SR UNSECURED 04/30 2.85</title>
        <cusip>67066GAF1</cusip>
        <identifiers>
          <isin value="US67066GAF19"/>
          <ticker value="NVDA"/>
        </identifiers>
        <balance>422000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>469320.51</valUSD>
        <pctVal>0.0643443443</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.850000000000</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>TAL Advantage V LLC</name>
        <lei>549300DUZ8I1AWFHN784</lei>
        <title>TAL ADVANTAGE V LLC TAL 2014 1A A 144A</title>
        <cusip>87407PAJ9</cusip>
        <identifiers>
          <isin value="US87407PAJ93"/>
          <ticker value="TAL"/>
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        <balance>328166.67</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>326186.9</valUSD>
        <pctVal>0.0447205732</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-02-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.510000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Williams Companies Inc.</name>
        <lei>D71FAKCBLFS2O0RBPG08</lei>
        <title>WILLIAMS COS INC/THE SR UNSECURED 06/24 4.55</title>
        <cusip>969457BW9</cusip>
        <identifiers>
          <isin value="US969457BW96"/>
          <ticker value="WMB"/>
        </identifiers>
        <balance>929000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1030825.96</valUSD>
        <pctVal>0.1413273426</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.550000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Oncor Electric Delivery Company LLC</name>
        <lei>549300SP2X2BS1KERD24</lei>
        <title>ONCOR ELECTRIC DELIVERY CO LLC SR SECURED 06/22 4.1</title>
        <cusip>68233JAR5</cusip>
        <identifiers>
          <isin value="US68233JAR59"/>
          <ticker value="ONCRTX"/>
        </identifiers>
        <balance>750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>792150.06</valUSD>
        <pctVal>0.1086046212</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ONEOK Partners L.P.</name>
        <lei>T4DHW82NMF6BXJT50795</lei>
        <title>ONEOK PARTNERS LP COMPANY GUAR 10/36 6.65</title>
        <cusip>68268NAC7</cusip>
        <identifiers>
          <isin value="US68268NAC74"/>
          <ticker value="OKE"/>
        </identifiers>
        <balance>835000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>934268.47</valUSD>
        <pctVal>0.1280892074</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ONEOK Partners L.P.</name>
        <lei>T4DHW82NMF6BXJT50795</lei>
        <title>ONEOK PARTNERS LP COMPANY GUAR 03/25 4.9</title>
        <cusip>68268NAP8</cusip>
        <identifiers>
          <isin value="US68268NAP87"/>
          <ticker value="OKE"/>
        </identifiers>
        <balance>175000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>189983.21</valUSD>
        <pctVal>0.0260469015</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Oracle Corporation</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>ORACLE CORP SR UNSECURED 04/30 2.95</title>
        <cusip>68389XBV6</cusip>
        <identifiers>
          <isin value="US68389XBV64"/>
          <ticker value="ORCL"/>
        </identifiers>
        <balance>918000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1022691.33</valUSD>
        <pctVal>0.1402120761</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="223792.200000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AOA 2015-1177 MORTGAGE TRUST AOA 2015 1177 C 144A</name>
        <lei>N/A</lei>
        <title>AOA 2015-1177 MORTGAGE TRUST AOA 2015 1177 C 144A</title>
        <cusip>00183HAG6</cusip>
        <identifiers>
          <isin value="US00183HAG65"/>
          <ticker value="AOA"/>
        </identifiers>
        <balance>120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>120292.79</valUSD>
        <pctVal>0.0164922703</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-13</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.110230000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ares Capital Corporation</name>
        <lei>WEQ82666OJYSI5GUAB47</lei>
        <title>ARES CAPITAL CORP SR UNSECURED 06/24 4.2</title>
        <cusip>04010LAX1</cusip>
        <identifiers>
          <isin value="US04010LAX10"/>
          <ticker value="ARCC"/>
        </identifiers>
        <balance>387000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>396261.62</valUSD>
        <pctVal>0.0543278923</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Arizona Public Service Company</name>
        <lei>YG6VT0TPHRH4TFVAQV64</lei>
        <title>ARIZONA PUBLIC SERVICE CO SR UNSECURED 09/35 5.5</title>
        <cusip>040555CH5</cusip>
        <identifiers>
          <isin value="US040555CH53"/>
          <ticker value="PNW"/>
        </identifiers>
        <balance>1118000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1425075.45</valUSD>
        <pctVal>0.1953793697</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Otis Worldwide Corporation</name>
        <lei>N/A</lei>
        <title>OTIS WORLDWIDE CORP COMPANY GUAR 144A 04/25 2.056</title>
        <cusip>68902VAD9</cusip>
        <identifiers>
          <isin value="US68902VAD91"/>
          <ticker value="UTX"/>
        </identifiers>
        <balance>412000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>431767.46</valUSD>
        <pctVal>0.0591957810</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.056000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Owens-Brockway Glass Container Inc.</name>
        <lei>V2UQUCDZJ9WY98W8QU33</lei>
        <title>OWENS-BROCKWAY GLASS CONTAINER COMPANY GUAR 144A 05/27 6.625</title>
        <cusip>69073TAT0</cusip>
        <identifiers>
          <isin value="US69073TAT07"/>
          <ticker value="OI"/>
        </identifiers>
        <balance>173000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>179920</valUSD>
        <pctVal>0.0246672246</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Asbury Automotive Group Inc.</name>
        <lei>549300JH4DTA7U42GL91</lei>
        <title>ASBURY AUTOMOTIVE GROUP INC COMPANY GUAR 144A 03/30 4.75</title>
        <cusip>043436AT1</cusip>
        <identifiers>
          <isin value="US043436AT19"/>
          <ticker value="ABG"/>
        </identifiers>
        <balance>20000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19500</valUSD>
        <pctVal>0.0026734709</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ashtead Capital Inc.</name>
        <lei>N/A</lei>
        <title>ASHTEAD CAPITAL INC SECURED 144A 08/27 4.375</title>
        <cusip>045054AF0</cusip>
        <identifiers>
          <isin value="US045054AF03"/>
          <ticker value="AHTLN"/>
        </identifiers>
        <balance>285000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>292940.1</valUSD>
        <pctVal>0.0401624013</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Owens Corning</name>
        <lei>JO5M6676RDJIZ2U8X907</lei>
        <title>OWENS CORNING SR UNSECURED 08/29 3.95</title>
        <cusip>690742AJ0</cusip>
        <identifiers>
          <isin value="US690742AJ00"/>
          <ticker value="OC"/>
        </identifiers>
        <balance>366000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>398862.86</valUSD>
        <pctVal>0.0546845251</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="340104.420000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Oztel Holdings SPC Limited</name>
        <lei>N/A</lei>
        <title>OZTEL HOLDINGS SPC LTD SR SECURED 144A 04/28 6.625</title>
        <cusip>692733AB4</cusip>
        <identifiers>
          <isin value="US692733AB47"/>
          <ticker value="OTELOM"/>
        </identifiers>
        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>246645.6</valUSD>
        <pctVal>0.0338153758</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Assurant Inc.</name>
        <lei>H3F39CAXWQRVWURFXL38</lei>
        <title>ASSURANT INC SR UNSECURED 03/23 4</title>
        <cusip>04621XAF5</cusip>
        <identifiers>
          <isin value="US04621XAF50"/>
          <ticker value="AIZ"/>
        </identifiers>
        <balance>1260000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1343981.22</valUSD>
        <pctVal>0.1842612640</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BBCMS TRUST 2015-MSQ BBCMS 2015 MSQ D 144A</name>
        <lei>N/A</lei>
        <title>BBCMS TRUST 2015-MSQ BBCMS 2015 MSQ D 144A</title>
        <cusip>05490VAG2</cusip>
        <identifiers>
          <isin value="US05490VAG23"/>
          <ticker value="BBCMS"/>
        </identifiers>
        <balance>140000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>137725.29</valUSD>
        <pctVal>0.0188822847</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-09-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.122792000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Anadarko Petroleum Corporation</name>
        <lei>B78FQ7XBQFLP4AYJ6F79</lei>
        <title>ANADARKO PETROLEUM CORP SR UNSECURED 07/44 4.5</title>
        <cusip>032511BK2</cusip>
        <identifiers>
          <isin value="US032511BK26"/>
          <ticker value="APC"/>
        </identifiers>
        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>231744</valUSD>
        <pctVal>0.0317723505</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="3563.600000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The PNC Financial Services Group Inc.</name>
        <lei>CFGNEKW0P8842LEUIA51</lei>
        <title>PNC FINANCIAL SERVICES GROUP I JR SUBORDINA 07/49 VAR</title>
        <cusip>693475AK1</cusip>
        <identifiers>
          <isin value="US693475AK12"/>
          <ticker value="PNC"/>
        </identifiers>
        <balance>595000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>590537.5</valUSD>
        <pctVal>0.0809633234</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Unitedhealth Group Incorporated</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNITEDHEALTH GROUP INC SR UNSECURED 03/36 5.8</title>
        <cusip>91324PAR3</cusip>
        <identifiers>
          <isin value="US91324PAR38"/>
          <ticker value="UNH"/>
        </identifiers>
        <balance>540000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>763225.11</valUSD>
        <pctVal>0.1046389796</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Universal Health Services Inc.</name>
        <lei>549300YGMGQDO0NMJD09</lei>
        <title>UNIVERSAL HEALTH SERVICES INC SR SECURED 144A 08/22 4.75</title>
        <cusip>913903AR1</cusip>
        <identifiers>
          <isin value="US913903AR19"/>
          <ticker value="UHS"/>
        </identifiers>
        <balance>310000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>310000</valUSD>
        <pctVal>0.0425013319</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Universal Health Services Inc.</name>
        <lei>549300YGMGQDO0NMJD09</lei>
        <title>UNIVERSAL HEALTH SERVICES INC SR SECURED 144A 06/26 5</title>
        <cusip>913903AT7</cusip>
        <identifiers>
          <isin value="US913903AT74"/>
          <ticker value="UHS"/>
        </identifiers>
        <balance>288000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>295113.6</valUSD>
        <pctVal>0.0404603905</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS COMMERCIAL MORTGAGE T BBCMS 2019 C5 A2</name>
        <lei>N/A</lei>
        <title>BARCLAYS COMMERCIAL MORTGAGE T BBCMS 2019 C5 A2</title>
        <cusip>05492JAT9</cusip>
        <identifiers>
          <isin value="US05492JAT97"/>
          <ticker value="BBCMS"/>
        </identifiers>
        <balance>312000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>331207.03</valUSD>
        <pctVal>0.0454088384</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.043000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BAMLL COMMERCIAL MORTGAGE SECU 11/32 1</name>
        <lei>N/A</lei>
        <title>BAMLL COMMERCIAL MORTGAGE SECU 11/32 1</title>
        <cusip>05492PAL2</cusip>
        <identifiers>
          <isin value="US05492PAL22"/>
          <ticker value="BAMLL"/>
        </identifiers>
        <balance>231000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>145738.71</valUSD>
        <pctVal>0.0199809332</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-11-05</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.8425</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Univision Communications Inc.</name>
        <lei>549300YQDE2JSGTL8V47</lei>
        <title>UNIVISION COMMUNICATIONS INC SR SECURED 144A 06/27 6.625</title>
        <cusip>914906AU6</cusip>
        <identifiers>
          <isin value="US914906AU68"/>
          <ticker value="UVN"/>
        </identifiers>
        <balance>306000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>292230</valUSD>
        <pctVal>0.0400650458</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Upjohn Inc.</name>
        <lei>N/A</lei>
        <title>UPJOHN INC COMPANY GUAR 144A 06/25 1.65</title>
        <cusip>91533BAB6</cusip>
        <identifiers>
          <isin value="US91533BAB62"/>
          <ticker value="UPJOHN"/>
        </identifiers>
        <balance>209000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>213066.01</valUSD>
        <pctVal>0.0292115781</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Anadarko Petroleum Corporation</name>
        <lei>B78FQ7XBQFLP4AYJ6F79</lei>
        <title>ANADARKO PETROLEUM CORP SR UNSECURED 03/26 5.55</title>
        <cusip>032511BN6</cusip>
        <identifiers>
          <isin value="US032511BN64"/>
          <ticker value="APC"/>
        </identifiers>
        <balance>800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>730168</valUSD>
        <pctVal>0.1001068144</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.550000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="142246.950000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Anglo American Capital plc</name>
        <lei>TINT358G1SSHR3L3PW36</lei>
        <title>ANGLO AMERICAN CAPITAL PLC COMPANY GUAR 144A 09/22 4.125</title>
        <cusip>034863AG5</cusip>
        <identifiers>
          <isin value="US034863AG56"/>
          <ticker value="AALLN"/>
        </identifiers>
        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>417058.93</valUSD>
        <pctVal>0.0571792258</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Upjohn Inc.</name>
        <lei>N/A</lei>
        <title>UPJOHN INC COMPANY GUAR 144A 06/27 2.3</title>
        <cusip>91533BAC4</cusip>
        <identifiers>
          <isin value="US91533BAC46"/>
          <ticker value="UPJOHN"/>
        </identifiers>
        <balance>209000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>215765.18</valUSD>
        <pctVal>0.0295816372</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Upjohn Inc.</name>
        <lei>N/A</lei>
        <title>UPJOHN INC COMPANY GUAR 144A 06/30 2.7</title>
        <cusip>91533BAD2</cusip>
        <identifiers>
          <isin value="US91533BAD29"/>
          <ticker value="UPJOHN"/>
        </identifiers>
        <balance>209000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>214729.09</valUSD>
        <pctVal>0.0294395881</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BBCMS MORTGAGE TRUST 2020-C6 BBCMS 2020 C6 A2</name>
        <lei>N/A</lei>
        <title>BARCLAYS COMMERCIAL MORTGAGE 02/53 2.69</title>
        <cusip>05492TAB6</cusip>
        <identifiers>
          <isin value="US05492TAB61"/>
          <ticker value="BBCMS"/>
        </identifiers>
        <balance>206000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>215941.7</valUSD>
        <pctVal>0.0296058382</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.690000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BAMLL RE-REMIC TRUST 2014-FRR4 BAMLL 2014 FRR4 BK23 144A</name>
        <lei>N/A</lei>
        <title>BAMLL RE-REMIC TRUST 2014-FRR4 BAMLL 2014 FRR4 BK23 144A</title>
        <cusip>05525GAC3</cusip>
        <identifiers>
          <isin value="US05525GAC33"/>
          <ticker value="BAMLL"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>404890.4</valUSD>
        <pctVal>0.0555109073</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-27</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BBCMS TRUST 2015-SRCH BBCMS 2015 SRCH D 144A</name>
        <lei>N/A</lei>
        <title>BBCMS TRUST 2015-SRCH BBCMS 2015 SRCH D 144A</title>
        <cusip>05547HAN1</cusip>
        <identifiers>
          <isin value="US05547HAN17"/>
          <ticker value="BBCMS"/>
        </identifiers>
        <balance>329000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>345483</valUSD>
        <pctVal>0.0473660891</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.121768000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BBCMS 2018-TALL MORTGAGE TRUST BBCMS 2018 TALL E 144A</name>
        <lei>N/A</lei>
        <title>BBCMS 2018-TALL MORTGAGE TRUST BBCMS 2018 TALL E 144A</title>
        <cusip>05548WAJ6</cusip>
        <identifiers>
          <isin value="US05548WAJ62"/>
          <ticker value="BBCMS"/>
        </identifiers>
        <balance>223000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>189962.37</valUSD>
        <pctVal>0.0260440443</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.621750000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>USB Capital IX</name>
        <lei>N/A</lei>
        <title>USB CAPITAL IX LIMITD GUARA 10/49 VAR</title>
        <cusip>91731KAA8</cusip>
        <identifiers>
          <isin value="US91731KAA88"/>
          <ticker value="USB"/>
        </identifiers>
        <balance>1045000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>863170</valUSD>
        <pctVal>0.1183415310</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-08-03</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bausch Health Companies Inc.</name>
        <lei>B3BS7ACMDUWISF18KY76</lei>
        <title>BAUSCH HEALTH COS INC COMPANY GUAR 144A 04/25 6.125</title>
        <cusip>91831AAC5</cusip>
        <identifiers>
          <isin value="US91831AAC53"/>
          <ticker value="BHCCN"/>
        </identifiers>
        <balance>425000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>431064.75</valUSD>
        <pctVal>0.0590994387</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Valero Energy Corporation</name>
        <lei>549300XTO5VR8SKV1V74</lei>
        <title>VALERO ENERGY CORP SR UNSECURED 04/25 2.85</title>
        <cusip>91913YAY6</cusip>
        <identifiers>
          <isin value="US91913YAY68"/>
          <ticker value="VLO"/>
        </identifiers>
        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>421894.36</valUSD>
        <pctVal>0.0578421684</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ventas Realty Limited Partnership</name>
        <lei>32SXKSJ72K64GM3HOU64</lei>
        <title>VENTAS REALTY LP COMPANY GUAR 02/25 3.5</title>
        <cusip>92277GAE7</cusip>
        <identifiers>
          <isin value="US92277GAE70"/>
          <ticker value="VTR"/>
        </identifiers>
        <balance>343000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>354017.98</valUSD>
        <pctVal>0.0485362440</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Anglo American Capital plc</name>
        <lei>TINT358G1SSHR3L3PW36</lei>
        <title>ANGLO AMERICAN CAPITAL PLC COMPANY GUAR 144A 04/27 4.75</title>
        <cusip>034863AR1</cusip>
        <identifiers>
          <isin value="US034863AR12"/>
          <ticker value="AALLN"/>
        </identifiers>
        <balance>215000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>239257.91</valUSD>
        <pctVal>0.0328025156</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Anheuser-Busch InBev Worldwide Inc.</name>
        <lei>549300CRGMZK3K53BF92</lei>
        <title>ANHEUSER-BUSCH INBEV WORLDWIDE COMPANY GUAR 10/48 4.439</title>
        <cusip>03523TBT4</cusip>
        <identifiers>
          <isin value="US03523TBT43"/>
          <ticker value="ABIBB"/>
        </identifiers>
        <balance>730000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>840636.67</valUSD>
        <pctVal>0.1152521874</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-10-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.439000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Anheuser-Busch InBev Worldwide Inc.</name>
        <lei>549300CRGMZK3K53BF92</lei>
        <title>ANHEUSER-BUSCH INBEV WORLDWIDE COMPANY GUAR 04/48 4.6</title>
        <cusip>035240AN0</cusip>
        <identifiers>
          <isin value="US035240AN09"/>
          <ticker value="ABIBB"/>
        </identifiers>
        <balance>440000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>513660.41</valUSD>
        <pctVal>0.0704233921</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Antero Resources Corporation</name>
        <lei>APVBKPOULHUX7YZLKU17</lei>
        <title>ANTERO RESOURCES CORP COMPANY GUAR 03/25 5</title>
        <cusip>03674XAJ5</cusip>
        <identifiers>
          <isin value="US03674XAJ54"/>
          <ticker value="AR"/>
        </identifiers>
        <balance>223000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>131570</valUSD>
        <pctVal>0.0180383878</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Anthem Inc.</name>
        <lei>8MYN82XMYQH89CTMTH67</lei>
        <title>ANTHEM INC SR UNSECURED 01/25 2.375</title>
        <cusip>036752AJ2</cusip>
        <identifiers>
          <isin value="US036752AJ29"/>
          <ticker value="ANTM"/>
        </identifiers>
        <balance>132000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>139891.22</valUSD>
        <pctVal>0.0191792360</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Apache Corporation</name>
        <lei>72ZZ1XRHOOU9P9X16K08</lei>
        <title>APACHE CORP SR UNSECURED 09/40 5.1</title>
        <cusip>037411AW5</cusip>
        <identifiers>
          <isin value="US037411AW56"/>
          <ticker value="APA"/>
        </identifiers>
        <balance>325000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>266930.31</valUSD>
        <pctVal>0.0365964312</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BWAY 2015-1740 MORTGAGE TRUST BWAY 2015 1740 XA 144A</name>
        <lei>N/A</lei>
        <title>BWAY 2015-1740 MORTGAGE TRUST BWAY 2015 1740 XA 144A</title>
        <cusip>05604LAC6</cusip>
        <identifiers>
          <isin value="US05604LAC63"/>
          <ticker value="BWAY"/>
        </identifiers>
        <balance>3705000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51521.36</valUSD>
        <pctVal>0.0070636336</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.023033000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BX COMMERCIAL MORTGAGE TRUST 2 BX 2018 BIOA D 144A</name>
        <lei>N/A</lei>
        <title>BX COMMERCIAL MORTGAGE TRUST 2 BX 2018 BIOA D 144A</title>
        <cusip>056057AL6</cusip>
        <identifiers>
          <isin value="US056057AL66"/>
          <ticker value="BX"/>
        </identifiers>
        <balance>260000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>248054.04</valUSD>
        <pctVal>0.0340084744</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.505800000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Applied Materials Inc.</name>
        <lei>41BNNE1AFPNAZELZ6K07</lei>
        <title>APPLIED MATERIALS INC SR UNSECURED 06/30 1.75</title>
        <cusip>038222AN5</cusip>
        <identifiers>
          <isin value="US038222AN54"/>
          <ticker value="AMAT"/>
        </identifiers>
        <balance>254000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>258312.06</valUSD>
        <pctVal>0.0354148599</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Applied Materials Inc.</name>
        <lei>41BNNE1AFPNAZELZ6K07</lei>
        <title>APPLIED MATERIALS INC SR UNSECURED 06/50 2.75</title>
        <cusip>038222AP0</cusip>
        <identifiers>
          <isin value="US038222AP03"/>
          <ticker value="AMAT"/>
        </identifiers>
        <balance>294000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>299731.61</valUSD>
        <pctVal>0.0410935246</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Arconic Corporation</name>
        <lei>N/A</lei>
        <title>ARCONIC ROLLED PRODUCTS CORP SECURED 144A 02/28 6.125</title>
        <cusip>03966VAA5</cusip>
        <identifiers>
          <isin value="US03966VAA52"/>
          <ticker value="ARCROL"/>
        </identifiers>
        <balance>53000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>52986.75</valUSD>
        <pctVal>0.0072645401</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Arconic Corporation</name>
        <lei>N/A</lei>
        <title>ARCONIC CORP SR SECURED 144A 05/25 6</title>
        <cusip>03966VAB3</cusip>
        <identifiers>
          <isin value="US03966VAB36"/>
          <ticker value="ARNC"/>
        </identifiers>
        <balance>117000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>120363.75</valUSD>
        <pctVal>0.0165019990</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CNOOC Finance (2003) Limited</name>
        <lei>N/A</lei>
        <title>CNOOC FINANCE 2003 LTD COMPANY GUAR 144A 05/33 5.5</title>
        <cusip>12615TAB4</cusip>
        <identifiers>
          <isin value="US12615TAB44"/>
          <ticker value="CNOOC"/>
        </identifiers>
        <balance>545000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>709529.94</valUSD>
        <pctVal>0.0972773143</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>VG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-05-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CNO Financial Group Inc.</name>
        <lei>11XPYHB76MPM4Y4P2897</lei>
        <title>CNO FINANCIAL GROUP INC SR UNSECURED 05/25 5.25</title>
        <cusip>12621EAK9</cusip>
        <identifiers>
          <isin value="US12621EAK91"/>
          <ticker value="CNO"/>
        </identifiers>
        <balance>194000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>214417.88</valUSD>
        <pctVal>0.0293969209</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CNO Financial Group Inc.</name>
        <lei>11XPYHB76MPM4Y4P2897</lei>
        <title>CNO FINANCIAL GROUP INC SR UNSECURED 05/29 5.25</title>
        <cusip>12621EAL7</cusip>
        <identifiers>
          <isin value="US12621EAL74"/>
          <ticker value="CNO"/>
        </identifiers>
        <balance>484000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>518612.95</valUSD>
        <pctVal>0.0711023906</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CSC Holdings LLC</name>
        <lei>3HG2WD2W22M120IUNG49</lei>
        <title>CSC HOLDINGS LLC COMPANY GUAR 144A 02/28 5.375</title>
        <cusip>126307AS6</cusip>
        <identifiers>
          <isin value="US126307AS68"/>
          <ticker value="CSCHLD"/>
        </identifiers>
        <balance>135000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>141075</valUSD>
        <pctVal>0.0193415335</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ContiMortgage Home Equity Loan Trust 1995-2</name>
        <lei>N/A</lei>
        <title>CONTIMORTGAGE HOME EQUITY LOAN CONHE 1995 2 A5</title>
        <cusip>21075WBF1</cusip>
        <identifiers>
          <isin value="US21075WBF14"/>
          <ticker value="CONHE"/>
        </identifiers>
        <balance>6088.95</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4933.72</valUSD>
        <pctVal>0.0006764183</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.100000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COREVEST AMERICAN FINANCE 2019 CAFL 2019 3 A 144A</name>
        <lei>N/A</lei>
        <title>COREVEST AMERICAN FINANCE 2019 CAFL 2019 3 A 144A</title>
        <cusip>21872NAA8</cusip>
        <identifiers>
          <isin value="US21872NAA81"/>
          <ticker value="CAFL"/>
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        <balance>103128.21</balance>
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        <curCd>USD</curCd>
        <valUSD>105790.84</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.705000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CSC Holdings LLC</name>
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        <title>CSC HOLDINGS LLC SR UNSECURED 144A 04/28 7.5</title>
        <cusip>126307AY3</cusip>
        <identifiers>
          <isin value="US126307AY37"/>
          <ticker value="CSCHLD"/>
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        <balance>220000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>240075</valUSD>
        <pctVal>0.0329145395</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.500000000000</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>CSC Holdings LLC</name>
        <lei>3HG2WD2W22M120IUNG49</lei>
        <title>CSC HOLDINGS LLC SR UNSECURED 144A 01/30 5.75</title>
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        <identifiers>
          <isin value="US126307BA42"/>
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        <balance>416000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>434507.84</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CSX Corporation</name>
        <lei>549300JVQR4N1MMP3Q88</lei>
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          <isin value="US126408HS51"/>
          <ticker value="CSX"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1185742.49</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>2050-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.800000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CVS Health Corporation</name>
        <lei>549300EJG376EN5NQE29</lei>
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        <cusip>126650CX6</cusip>
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          <isin value="US126650CX62"/>
          <ticker value="CVS"/>
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        <balance>484000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>565840.56</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>2028-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.300000000000</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>CVS Health Corporation</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS HEALTH CORP SR UNSECURED 03/48 5.05</title>
        <cusip>126650CZ1</cusip>
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          <isin value="US126650CZ11"/>
          <ticker value="CVS"/>
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        <balance>516000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>671196.36</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>2048-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.050000000000</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>FANNIE MAE REMICS FNR 2012 137 WI</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS FNR 2012 137 WI</title>
        <cusip>3136AAM28</cusip>
        <identifiers>
          <isin value="US3136AAM280"/>
          <ticker value="FNR"/>
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        <balance>1569959.8</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>185838.5</valUSD>
        <pctVal>0.0254786573</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-12-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>FANNIE MAE-ACES FNA 2020 M17 X1</name>
        <lei>N/A</lei>
        <title>FANNIE MAE-ACES FNA 2020 M17 X1</title>
        <cusip>3136B9NC7</cusip>
        <identifiers>
          <isin value="US3136B9NC79"/>
          <ticker value="FNA"/>
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        <balance>4992431.5</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>402943.14</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.557482000000</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>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 09/29 FIXED 7.5</title>
        <cusip>31371HVJ4</cusip>
        <identifiers>
          <isin value="US31371HVJ49"/>
          <ticker value="FN"/>
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        <balance>2613.19</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3038.73</valUSD>
        <pctVal>0.0004166131</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.500000000000</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>FREDDIE MAC MULTIFAMILY STRUCT FHMS K011 X1</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC MULTIFAMILY STRUCT FHMS K011 X1</title>
        <cusip>3137A7NV8</cusip>
        <identifiers>
          <isin value="US3137A7NV86"/>
          <ticker value="FHMS"/>
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        <balance>44666055.28</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4725.67</valUSD>
        <pctVal>0.0006478944</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.323283000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC MULTIFAMILY STRUCT FHMS KAIV X1</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC MULTIFAMILY STRUCT FHMS KAIV X1</title>
        <cusip>3137ABFJ5</cusip>
        <identifiers>
          <isin value="US3137ABFJ58"/>
          <ticker value="FHMS"/>
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        <curCd>USD</curCd>
        <valUSD>153952.06</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.225486000000</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>Cronos Containers Program I Ltd.</name>
        <lei>549300MPYH4CSGCW6113</lei>
        <title>CRONOS CONTAINERS PROGRAM I LT CRNN 2013 1A A 144A</title>
        <cusip>227170AE7</cusip>
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          <isin value="US227170AE72"/>
          <ticker value="CRNN"/>
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        <curCd>USD</curCd>
        <valUSD>507283.89</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-18</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DB Master Finance LLC</name>
        <lei>N/A</lei>
        <title>DB MASTER FINANCE LLC DNKN 2017 1A A2I 144A</title>
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          <isin value="US233046AE15"/>
          <ticker value="DNKN"/>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FREDDIE MAC MULTIFAMILY STRUCT FHMS K014 X1</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC MULTIFAMILY STRUCT FHMS K014 X1</title>
        <cusip>3137ADTK3</cusip>
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          <isin value="US3137ADTK32"/>
          <ticker value="FHMS"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>FREDDIE MAC MULTIFAMILY STRUCT FHMS K015 X1</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC MULTIFAMILY STRUCT FHMS K015 X1</title>
        <cusip>3137AH6D5</cusip>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>1.738714000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DB Master Finance LLC</name>
        <lei>N/A</lei>
        <title>DB MASTER FINANCE LLC DNKN 2017 1A A2II 144A</title>
        <cusip>233046AF8</cusip>
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          <isin value="US233046AF89"/>
          <ticker value="DNKN"/>
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        <curCd>USD</curCd>
        <valUSD>170671.21</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.030000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DB Master Finance LLC</name>
        <lei>N/A</lei>
        <title>DB MASTER FINANCE LLC DNKN 2019 1A A2I 144A</title>
        <cusip>233046AJ0</cusip>
        <identifiers>
          <isin value="US233046AJ02"/>
          <ticker value="DNKN"/>
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        <balance>972650</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1003765.07</valUSD>
        <pctVal>0.1376172656</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.787000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC MULTIFAMILY STRUCT FHMS K018 X1</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC MULTIFAMILY STRUCT FHMS K018 X1</title>
        <cusip>3137APPA2</cusip>
        <identifiers>
          <isin value="US3137APPA26"/>
          <ticker value="FHMS"/>
        </identifiers>
        <balance>3067428.66</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44720.66</valUSD>
        <pctVal>0.0061312504</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.444587000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC MULTIFAMILY STRUCT FHMS K021 A2</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC MULTIFAMILY STRUCT FHMS K021 A2</title>
        <cusip>3137AUPE3</cusip>
        <identifiers>
          <isin value="US3137AUPE33"/>
          <ticker value="FHMS"/>
        </identifiers>
        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1029801.7</valUSD>
        <pctVal>0.1411869155</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.396000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Domino's Pizza Master Issuer LLC</name>
        <lei>N/A</lei>
        <title>DOMINO'S PIZZA MASTER ISSUER L DPABS 2017 1A A2II 144A</title>
        <cusip>25755TAG5</cusip>
        <identifiers>
          <isin value="US25755TAG58"/>
          <ticker value="DPABS"/>
        </identifiers>
        <balance>975000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>995845.5</valUSD>
        <pctVal>0.1365314841</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.082000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Golden Credit Card Trust</name>
        <lei>549300BEDPMEONLTJX58</lei>
        <title>GOLDEN CREDIT CARD TRUST GCCT 2018 4A A 144A</title>
        <cusip>380881ER9</cusip>
        <identifiers>
          <isin value="US380881ER96"/>
          <ticker value="GCCT"/>
        </identifiers>
        <balance>480000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>516141.89</valUSD>
        <pctVal>0.0707636056</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.440000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HILTON ORLANDO TRUST 2018-ORL HILT 2018 ORL B 144A</name>
        <lei>N/A</lei>
        <title>HILTON ORLANDO TRUST 2018-ORL HILT 2018 ORL B 144A</title>
        <cusip>432885AG6</cusip>
        <identifiers>
          <isin value="US432885AG64"/>
          <ticker value="HILT"/>
        </identifiers>
        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>944927.6</valUSD>
        <pctVal>0.1295505855</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.234750000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IMT TRUST 2017-APTS IMTT 2017 APTS AFX 144A</name>
        <lei>N/A</lei>
        <title>IMT TRUST 2017-APTS IMTT 2017 APTS AFX 144A</title>
        <cusip>44974AAS6</cusip>
        <identifiers>
          <isin value="US44974AAS69"/>
          <ticker value="IMTT"/>
        </identifiers>
        <balance>172000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>182054.02</valUSD>
        <pctVal>0.0249598010</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.478000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC MULTIFAMILY STRUCT FHMS K021 X1</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC MULTIFAMILY STRUCT FHMS K021 X1</title>
        <cusip>3137AUPF0</cusip>
        <identifiers>
          <isin value="US3137AUPF08"/>
          <ticker value="FHMS"/>
        </identifiers>
        <balance>11580657.08</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>255074.39</valUSD>
        <pctVal>0.0349709719</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.547879000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC MULTIFAMILY STRUCT FHMS K022 X1</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC MULTIFAMILY STRUCT FHMS K022 X1</title>
        <cusip>3137AVXP7</cusip>
        <identifiers>
          <isin value="US3137AVXP70"/>
          <ticker value="FHMS"/>
        </identifiers>
        <balance>2447073.24</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>47408.86</valUSD>
        <pctVal>0.0064998055</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.316724000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC MULTIFAMILY STRUCT FHMS K026 X1</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC MULTIFAMILY STRUCT FHMS K026 X1</title>
        <cusip>3137B1BT8</cusip>
        <identifiers>
          <isin value="US3137B1BT88"/>
          <ticker value="FHMS"/>
        </identifiers>
        <balance>10046804.31</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>185888.99</valUSD>
        <pctVal>0.0254855795</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.091434000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC MULTIFAMILY STRUCT FHMS KS01 X1</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC MULTIFAMILY STRUCT FHMS KS01 X1</title>
        <cusip>3137B1U83</cusip>
        <identifiers>
          <isin value="US3137B1U830"/>
          <ticker value="FHMS"/>
        </identifiers>
        <balance>5255656</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>115792.09</valUSD>
        <pctVal>0.0158752195</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.336301000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IMT TRUST 2017-APTS IMTT 2017 APTS CFX 144A</name>
        <lei>N/A</lei>
        <title>IMT TRUST 2017-APTS IMTT 2017 APTS CFX 144A</title>
        <cusip>44974ABA4</cusip>
        <identifiers>
          <isin value="US44974ABA43"/>
          <ticker value="IMTT"/>
        </identifiers>
        <balance>123000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>116711</valUSD>
        <pctVal>0.0160012030</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-06-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.613153000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>New York Life Insurance Company</name>
        <lei>N/A</lei>
        <title>NEW YORK LIFE INSURANCE CO SUBORDINATED 144A 05/50 3.75</title>
        <cusip>64952GAT5</cusip>
        <identifiers>
          <isin value="US64952GAT58"/>
          <ticker value="NYLIFE"/>
        </identifiers>
        <balance>273000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>307643.21</valUSD>
        <pctVal>0.0421782134</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC MULTIFAMILY STRUCT FHMS K040 A2</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC MULTIFAMILY STRUCT FHMS K040 A2</title>
        <cusip>3137BEVH4</cusip>
        <identifiers>
          <isin value="US3137BEVH49"/>
          <ticker value="FHMS"/>
        </identifiers>
        <balance>370000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>407167.06</valUSD>
        <pctVal>0.0558230398</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.241000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC MULTIFAMILY STRUCT FHMS KIR3 A1</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC MULTIFAMILY STRUCT FHMS KIR3 A1</title>
        <cusip>3137FBAB2</cusip>
        <identifiers>
          <isin value="US3137FBAB23"/>
          <ticker value="FHMS"/>
        </identifiers>
        <balance>695000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>763519.7</valUSD>
        <pctVal>0.1046793682</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.038000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Newfield Exploration Company</name>
        <lei>T8W3X1PFLPW2YE0UIP44</lei>
        <title>NEWFIELD EXPLORATION CO COMPANY GUAR 01/22 5.75</title>
        <cusip>651290AP3</cusip>
        <identifiers>
          <isin value="US651290AP34"/>
          <ticker value="ECACN"/>
        </identifiers>
        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>250484</valUSD>
        <pctVal>0.0343416245</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Newfield Exploration Company</name>
        <lei>T8W3X1PFLPW2YE0UIP44</lei>
        <title>NEWFIELD EXPLORATION CO COMPANY GUAR 07/24 5.625</title>
        <cusip>651290AQ1</cusip>
        <identifiers>
          <isin value="US651290AQ17"/>
          <ticker value="ECACN"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>475013.12</valUSD>
        <pctVal>0.0651248072</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY STACR 2015 DN1 M3</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY STACR 2015 DN1 M3</title>
        <cusip>3137G0DW6</cusip>
        <identifiers>
          <isin value="US3137G0DW65"/>
          <ticker value="STACR"/>
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        <balance>109176.78</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>110808.62</valUSD>
        <pctVal>0.0151919804</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.334500000000</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>FREDDIE MAC STRUCTURED AGENCY STACR 2015 HQ1 M3</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY STACR 2015 HQ1 M3</title>
        <cusip>3137G0EJ4</cusip>
        <identifiers>
          <isin value="US3137G0EJ46"/>
          <ticker value="STACR"/>
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        <balance>103074</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>104519.8</valUSD>
        <pctVal>0.0143297765</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.984500000000</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>BRE GRAND ISLANDER TIMESHARE I HGVGI 2019 A A 144A</name>
        <lei>N/A</lei>
        <title>BRE GRAND ISLANDER TIMESHARE I HGVGI 2019 A A 144A</title>
        <cusip>05588UAA0</cusip>
        <identifiers>
          <isin value="US05588UAA07"/>
          <ticker value="HGVGI"/>
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        <balance>234685.03</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>233577.93</valUSD>
        <pctVal>0.0320237842</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-09-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.280000000000</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>HILTON GRAND VACATIONS TRUST 2 HGVT 2018 AA A 144A</name>
        <lei>N/A</lei>
        <title>HILTON GRAND VACATIONS TRUST 2 HGVT 2018 AA A 144A</title>
        <cusip>43284BAA0</cusip>
        <identifiers>
          <isin value="US43284BAA08"/>
          <ticker value="HGVT"/>
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        <balance>113900.85</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>116031.22</valUSD>
        <pctVal>0.0159080045</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.540000000000</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>Renaissance Home Equity Loan Trust 2005-2</name>
        <lei>N/A</lei>
        <title>RENAISSANCE HOME EQUITY LOAN T RAMC 2005 2 AF4</title>
        <cusip>75970NAL1</cusip>
        <identifiers>
          <isin value="US75970NAL10"/>
          <ticker value="RAMC"/>
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        <balance>116654.61</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>120091.83</valUSD>
        <pctVal>0.0164647185</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.934000000000</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>Sesac Finance LLC</name>
        <lei>N/A</lei>
        <title>SESAC FINANCE LLC SESAC 2019 1 A2 144A</title>
        <cusip>78396YAA1</cusip>
        <identifiers>
          <isin value="US78396YAA10"/>
          <ticker value="SESAC"/>
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        <balance>382112.5</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>392425.72</valUSD>
        <pctVal>0.0538019863</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.216000000000</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>SCF EQUIPMENT LEASING 2019-1 L SCFET 2019 1A A2 144A</name>
        <lei>N/A</lei>
        <title>SCF EQUIPMENT LEASING 2019-1 L SCFET 2019 1A A2 144A</title>
        <cusip>78397AAB0</cusip>
        <identifiers>
          <isin value="US78397AAB08"/>
          <ticker value="SCFET"/>
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        <balance>186000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>184818.23</valUSD>
        <pctVal>0.0253387772</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.230000000000</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>SSC GOVERNMENT MM GVMXX</name>
        <lei>N/A</lei>
        <title>SSC GOVERNMENT MM GVMXX</title>
        <cusip>7839989D1</cusip>
        <identifiers>
          <ticker value="7839989D1010"/>
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        <balance>64797091.67</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>64797091.67</valUSD>
        <pctVal>8.8837506327</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Newmont Corporation</name>
        <lei>549300VSP3RIX7FGDZ51</lei>
        <title>NEWMONT GOLDCORP CORP SR UNSECURED 10/29 2.8</title>
        <cusip>651639AX4</cusip>
        <identifiers>
          <isin value="US651639AX42"/>
          <ticker value="NEM"/>
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        <balance>223000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>235126.57</valUSD>
        <pctVal>0.0322361044</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NextEra Energy Capital Holdings Inc.</name>
        <lei>UMI46YPGBLUE4VGNNT48</lei>
        <title>NEXTERA ENERGY CAPITAL HOLDING COMPANY GUAR 05/27 3.55</title>
        <cusip>65339KAT7</cusip>
        <identifiers>
          <isin value="US65339KAT79"/>
          <ticker value="NEE"/>
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        <balance>677000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>767477.57</valUSD>
        <pctVal>0.1052219964</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.550000000000</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>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 12/29 FIXED VAR</title>
        <cusip>31384VL75</cusip>
        <identifiers>
          <isin value="US31384VL756"/>
          <ticker value="FN"/>
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        <balance>3080.07</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3575.62</valUSD>
        <pctVal>0.0004902213</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.500000000000</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>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 01/31 FIXED VAR</title>
        <cusip>31384WB66</cusip>
        <identifiers>
          <isin value="US31384WB664"/>
          <ticker value="FN"/>
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        <balance>1321.51</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1547.55</valUSD>
        <pctVal>0.0002121708</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NextEra Energy Operating Partners LP</name>
        <lei>N/A</lei>
        <title>NEXTERA ENERGY OPERATING PARTN COMPANY GUAR 144A 09/27 4.5</title>
        <cusip>65342QAB8</cusip>
        <identifiers>
          <isin value="US65342QAB86"/>
          <ticker value="NEP"/>
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        <balance>245000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>256105.85</valUSD>
        <pctVal>0.0351123862</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NextEra Energy Operating Partners LP</name>
        <lei>N/A</lei>
        <title>NEXTERA ENERGY OPERATING PARTN COMPANY GUAR 144A 10/26 3.875</title>
        <cusip>65342QAL6</cusip>
        <identifiers>
          <isin value="US65342QAL68"/>
          <ticker value="NEP"/>
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        <balance>323000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>322531.65</valUSD>
        <pctVal>0.0442194345</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</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>NIKE Inc.</name>
        <lei>787RXPR0UX0O0XUXPZ81</lei>
        <title>NIKE INC SR UNSECURED 03/27 2.75</title>
        <cusip>654106AJ2</cusip>
        <identifiers>
          <isin value="US654106AJ22"/>
          <ticker value="NKE"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>548805.68</valUSD>
        <pctVal>0.0752418462</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NIKE Inc.</name>
        <lei>787RXPR0UX0O0XUXPZ81</lei>
        <title>NIKE INC SR UNSECURED 03/30 2.85</title>
        <cusip>654106AK9</cusip>
        <identifiers>
          <isin value="US654106AK94"/>
          <ticker value="NKE"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>556887.82</valUSD>
        <pctVal>0.0763499163</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 05/31 FIXED VAR</title>
        <cusip>31385HNT5</cusip>
        <identifiers>
          <isin value="US31385HNT58"/>
          <ticker value="FN"/>
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        <balance>13843.15</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16324.04</valUSD>
        <pctVal>0.0022380434</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ING Groep N.V.</name>
        <lei>549300NYKK9MWM7GGW15</lei>
        <title>ING GROEP NV SR UNSECURED 04/24 3.55</title>
        <cusip>456837AP8</cusip>
        <identifiers>
          <isin value="US456837AP87"/>
          <ticker value="INTNED"/>
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        <balance>357000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>388555</valUSD>
        <pctVal>0.0532713064</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.550000000000</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>JBS Investments II GmbH</name>
        <lei>N/A</lei>
        <title>JBS INVESTMENTS II GMBH COMPANY GUAR 144A 01/28 5.75</title>
        <cusip>46650CAB5</cusip>
        <identifiers>
          <isin value="US46650CAB54"/>
          <ticker value="JBSSBZ"/>
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        <balance>490000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>484394.4</valUSD>
        <pctVal>0.0664109908</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</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>NiSource Inc.</name>
        <lei>N/A</lei>
        <title>NISOURCE INC SR UNSECURED 05/30 3.6</title>
        <cusip>65473PAJ4</cusip>
        <identifiers>
          <isin value="US65473PAJ49"/>
          <ticker value="NI"/>
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        <balance>208000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>237658.09</valUSD>
        <pctVal>0.0325831786</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Option One Mortgage Loan Trust 2004-1</name>
        <lei>N/A</lei>
        <title>OPTION ONE MORTGAGE LOAN TRUST OOMLT 2004 1 M1</title>
        <cusip>68389FES9</cusip>
        <identifiers>
          <isin value="US68389FES92"/>
          <ticker value="OOMLT"/>
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        <balance>272414.71</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>261528.91</valUSD>
        <pctVal>0.0358558935</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.084500000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OXFORD FINANCE FUNDING 2019-1 OXFIN 2019 1A A2 144A</name>
        <lei>N/A</lei>
        <title>OXFORD FINANCE FUNDING 2019-1 OXFIN 2019 1A A2 144A</title>
        <cusip>69145AAB4</cusip>
        <identifiers>
          <isin value="US69145AAB44"/>
          <ticker value="OXFIN"/>
        </identifiers>
        <balance>185000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>189885.57</valUSD>
        <pctVal>0.0260335149</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.459000000000</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>SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED 144A 04/29 4.375</name>
        <lei>N/A</lei>
        <title>SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED 144A 04/29 4.375</title>
        <cusip>80413TAK5</cusip>
        <identifiers>
          <isin value="US80413TAK51"/>
          <ticker value="KSA"/>
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        <balance>640000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>743424</valUSD>
        <pctVal>0.1019242262</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>SA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TransDigm Inc.</name>
        <lei>88Q84GB3X55CF5OC7582</lei>
        <title>TRANSDIGM INC COMPANY GUAR 11/27 5.5</title>
        <cusip>893647BL0</cusip>
        <identifiers>
          <isin value="US893647BL01"/>
          <ticker value="TDG"/>
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        <balance>716000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>625025.04</valUSD>
        <pctVal>0.0856916021</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Trident TPI Holdings Inc.</name>
        <lei>N/A</lei>
        <title>TRIDENT MERGER SUB INC SR UNSECURED 144A 11/25 6.625</title>
        <cusip>89616RAA7</cusip>
        <identifiers>
          <isin value="US89616RAA77"/>
          <ticker value="TEKNI"/>
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        <balance>115000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>109250</valUSD>
        <pctVal>0.0149782920</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Tutor Perini Corporation</name>
        <lei>549300FHXYVPW8LJ6D98</lei>
        <title>TUTOR PERINI CORP COMPANY GUAR 144A 05/25 6.875</title>
        <cusip>901109AF5</cusip>
        <identifiers>
          <isin value="US901109AF51"/>
          <ticker value="TPC"/>
        </identifiers>
        <balance>115000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>109537.5</valUSD>
        <pctVal>0.0150177085</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VSE 2017-A VOI Mortgage LLC</name>
        <lei>N/A</lei>
        <title>VSE 2017-A VOI MORTGAGE LLC VSTNA 2017 A A 144A</title>
        <cusip>918288AA9</cusip>
        <identifiers>
          <isin value="US918288AA95"/>
          <ticker value="VSTNA"/>
        </identifiers>
        <balance>176397.85</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>176986.01</valUSD>
        <pctVal>0.0242649714</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.330000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VANTAGE DATA CENTERS ISSUER LL VDC 2018 1A A2 144A</name>
        <lei>N/A</lei>
        <title>VANTAGE DATA CENTERS ISSUER LL VDC 2018 1A A2 144A</title>
        <cusip>92211MAC7</cusip>
        <identifiers>
          <isin value="US92211MAC73"/>
          <ticker value="VDC"/>
        </identifiers>
        <balance>263700.01</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>271006.35</valUSD>
        <pctVal>0.0371552607</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-02-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.072000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Westgate Resorts 2017-1 LLC</name>
        <lei>5493001B6N5F6HQT6Z27</lei>
        <title>WESTGATE RESORTS 2017-1 LLC WESTR 2017 1A A 144A</title>
        <cusip>96033DAA8</cusip>
        <identifiers>
          <isin value="US96033DAA81"/>
          <ticker value="WESTR"/>
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        <balance>133018.7</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>132792.17</valUSD>
        <pctVal>0.0182059487</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.050000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BANK 2019-BNK20 BANK 2019 BN20 ASB</name>
        <lei>N/A</lei>
        <title>BANK 2019-BNK20 BANK 2019 BN20 ASB</title>
        <cusip>06540AAB7</cusip>
        <identifiers>
          <isin value="US06540AAB70"/>
          <ticker value="BANK"/>
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        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>436288.08</valUSD>
        <pctVal>0.0598155628</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2062-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.933000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BAYVIEW COMMERCIAL ASSET TRUST BAYC 2005 1A A2 144A</name>
        <lei>N/A</lei>
        <title>BAYVIEW COMMERCIAL ASSET TRUST BAYC 2005 1A A2 144A</title>
        <cusip>07324SBF8</cusip>
        <identifiers>
          <isin value="US07324SBF83"/>
          <ticker value="BAYC"/>
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        <balance>255910.55</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>237700.47</valUSD>
        <pctVal>0.0325889889</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.709500000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2019 2A A2A 144A</name>
        <lei>N/A</lei>
        <title>WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2019 2A A2A 144A</title>
        <cusip>96041LAB8</cusip>
        <identifiers>
          <isin value="US96041LAB80"/>
          <ticker value="WLAKE"/>
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        <balance>473786.71</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>477234.27</valUSD>
        <pctVal>0.0654293293</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.570000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2019 1A C 144A</name>
        <lei>N/A</lei>
        <title>WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2019 1A C 144A</title>
        <cusip>96042JAJ5</cusip>
        <identifiers>
          <isin value="US96042JAJ51"/>
          <ticker value="WLAKE"/>
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        <balance>190000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>194749.91</valUSD>
        <pctVal>0.0267004211</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BAYVIEW COMMERCIAL ASSET TRUST BAYC 2005 4A A2 144A</name>
        <lei>N/A</lei>
        <title>BAYVIEW COMMERCIAL ASSET TRUST BAYC 2005 4A A2 144A</title>
        <cusip>07324SCS9</cusip>
        <identifiers>
          <isin value="US07324SCS95"/>
          <ticker value="BAYC"/>
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        <balance>150440.41</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>141239.38</valUSD>
        <pctVal>0.0193640702</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-25</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BAYVIEW COMMERCIAL ASSET TRUST BAYC 2006 2A A2 144A</name>
        <lei>N/A</lei>
        <title>BAYVIEW COMMERCIAL ASSET TRUST BAYC 2006 2A A2 144A</title>
        <cusip>07324YAC3</cusip>
        <identifiers>
          <isin value="US07324YAC30"/>
          <ticker value="BAYC"/>
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        <curCd>USD</curCd>
        <valUSD>198374.21</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.464500000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Bear Stearns Asset Backed Securities Trust 2003-AC4</name>
        <lei>N/A</lei>
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        <cusip>07384YKF2</cusip>
        <identifiers>
          <isin value="US07384YKF24"/>
          <ticker value="BSABS"/>
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        <balance>429048.84</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>439342.45</valUSD>
        <pctVal>0.0602343202</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-09-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BENCHMARK 2018-B1 MORTGAGE TRU BMARK 2019 B15 XA</name>
        <lei>N/A</lei>
        <title>BENCHMARK 2018-B1 MORTGAGE TRU BMARK 2019 B15 XA</title>
        <cusip>08160KAH7</cusip>
        <identifiers>
          <isin value="US08160KAH77"/>
          <ticker value="BMARK"/>
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        <balance>9978337.49</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>600132.14</valUSD>
        <pctVal>0.0822787588</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2072-12-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.947506000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BENCHMARK 2019-B11 MORTGAGE TR BMARK 2019 B11 A2</name>
        <lei>N/A</lei>
        <title>BENCHMARK 2019-B11 MORTGAGE TR BMARK 2019 B11 A2</title>
        <cusip>08162BBB7</cusip>
        <identifiers>
          <isin value="US08162BBB71"/>
          <ticker value="BMARK"/>
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        <balance>315000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>337856.24</valUSD>
        <pctVal>0.0463204522</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.409700000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BENCHMARK 2019-B13 MORTGAGE TR BMARK 2019 B13 A2</name>
        <lei>N/A</lei>
        <title>BENCHMARK 2019-B13 MORTGAGE TR BMARK 2019 B13 A2</title>
        <cusip>08162DAB4</cusip>
        <identifiers>
          <isin value="US08162DAB47"/>
          <ticker value="BMARK"/>
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        <balance>418000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>441172.33</valUSD>
        <pctVal>0.0604851987</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.889000000000</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>BENCHMARK 2019-B12 MORTGAGE TR BMARK 2019 B12 A2</name>
        <lei>N/A</lei>
        <title>BENCHMARK 2019-B12 MORTGAGE TR BMARK 2019 B12 A2</title>
        <cusip>08162FAB9</cusip>
        <identifiers>
          <isin value="US08162FAB94"/>
          <ticker value="BMARK"/>
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        <balance>410000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>434840.22</valUSD>
        <pctVal>0.0596170597</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000800000000</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>BENCHMARK 2019-B10 MORTGAGE TR BMARK 2019 B10 A2</name>
        <lei>N/A</lei>
        <title>BENCHMARK 2019-B10 MORTGAGE TR BMARK 2019 B10 A2</title>
        <cusip>08162VAB4</cusip>
        <identifiers>
          <isin value="US08162VAB45"/>
          <ticker value="BMARK"/>
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        <balance>410000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>442244.98</valUSD>
        <pctVal>0.0606322602</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2062-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.614000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BENCHMARK 2019-B14 MORTGAGE TR BMARK 2019 B14 A2</name>
        <lei>N/A</lei>
        <title>BENCHMARK 2019-B14 MORTGAGE TR BMARK 2019 B14 A2</title>
        <cusip>08162YAB8</cusip>
        <identifiers>
          <isin value="US08162YAB83"/>
          <ticker value="BMARK"/>
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        <balance>426000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>451684.35</valUSD>
        <pctVal>0.0619264079</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2062-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.914700000000</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>DaVita Inc.</name>
        <lei>M2XHYMU3TZNEZURC6H66</lei>
        <title>DAVITA INC SR UNSECURED 144A 06/30 4.625</title>
        <cusip>23918KAS7</cusip>
        <identifiers>
          <isin value="US23918KAS78"/>
          <ticker value="DVA"/>
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        <balance>367000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>364981.5</valUSD>
        <pctVal>0.0500393544</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 09/49 FIXED 3.5</title>
        <cusip>3140JVSJ2</cusip>
        <identifiers>
          <isin value="US3140JVSJ22"/>
          <ticker value="FN"/>
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        <balance>1245307.19</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1314411.03</valUSD>
        <pctVal>0.1802071593</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>3.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 12/47 FIXED 3.5</title>
        <cusip>3140Q75R4</cusip>
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          <isin value="US3140Q75R48"/>
          <ticker value="FN"/>
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        <balance>714288.77</balance>
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        <curCd>USD</curCd>
        <valUSD>765220.35</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 11/47 FIXED 3.5</title>
        <cusip>3140Q7WR4</cusip>
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          <isin value="US3140Q7WR40"/>
          <ticker value="FN"/>
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        <balance>1805346.45</balance>
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        <curCd>USD</curCd>
        <valUSD>1952692.33</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 09/49 FIXED 3</title>
        <cusip>3140QBTF5</cusip>
        <identifiers>
          <isin value="US3140QBTF53"/>
          <ticker value="FN"/>
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        <balance>721992.89</balance>
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        <curCd>USD</curCd>
        <valUSD>776567.61</valUSD>
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        <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>3.000000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 11/49 FIXED 3</title>
        <cusip>3140QCBQ8</cusip>
        <identifiers>
          <isin value="US3140QCBQ83"/>
          <ticker value="FN"/>
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        <balance>1521686.93</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1609604.67</valUSD>
        <pctVal>0.2206785233</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 04/50 FIXED 3.5</title>
        <cusip>3140QDE67</cusip>
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          <isin value="US3140QDE677"/>
          <ticker value="FN"/>
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        <balance>741797.01</balance>
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        <curCd>USD</curCd>
        <valUSD>792313.98</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>2050-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 12/45 FIXED VAR</title>
        <cusip>3140X43Z7</cusip>
        <identifiers>
          <isin value="US3140X43Z71"/>
          <ticker value="FN"/>
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        <balance>905145.59</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>957441.73</valUSD>
        <pctVal>0.1312662861</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 10/49 FIXED VAR</title>
        <cusip>3140X44J2</cusip>
        <identifiers>
          <isin value="US3140X44J21"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>1011226.04</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1066175.05</valUSD>
        <pctVal>0.1461737407</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>American International Group Inc.</name>
        <lei>ODVCVCQG2BP6VHV36M30</lei>
        <title>AMERICAN INTERNATIONAL GROUP I SR UNSECURED 04/26 3.9</title>
        <cusip>026874DH7</cusip>
        <identifiers>
          <isin value="US026874DH71"/>
          <ticker value="AIG"/>
        </identifiers>
        <balance>830000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>937482.56</valUSD>
        <pctVal>0.1285298625</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>American Tower Corporation</name>
        <lei>5493006ORUSIL88JOE18</lei>
        <title>AMERICAN TOWER CORP SR UNSECURED 02/24 5</title>
        <cusip>03027XAD2</cusip>
        <identifiers>
          <isin value="US03027XAD21"/>
          <ticker value="AMT"/>
        </identifiers>
        <balance>670000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>762846.2</valUSD>
        <pctVal>0.1045870306</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 11/49 FIXED VAR</title>
        <cusip>3140X47C4</cusip>
        <identifiers>
          <isin value="US3140X47C41"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>681879.42</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>734061.27</valUSD>
        <pctVal>0.1006405859</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 12/48 FIXED VAR</title>
        <cusip>3140X4P91</cusip>
        <identifiers>
          <isin value="US3140X4P916"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>421656.72</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>444700.89</valUSD>
        <pctVal>0.0609689681</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 10/49 FIXED VAR</title>
        <cusip>3140X4XS0</cusip>
        <identifiers>
          <isin value="US3140X4XS05"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>1222135.89</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1305731.82</valUSD>
        <pctVal>0.1790172303</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 11/49 FIXED VAR</title>
        <cusip>3140X5CA9</cusip>
        <identifiers>
          <isin value="US3140X5CA90"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>740340.1</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>782651.65</valUSD>
        <pctVal>0.1073023790</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 03/50 FIXED VAR</title>
        <cusip>3140X5WX7</cusip>
        <identifiers>
          <isin value="US3140X5WX73"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>3660434.97</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3871107.28</valUSD>
        <pctVal>0.5307329521</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 01/37 FIXED VAR</title>
        <cusip>31410FUP8</cusip>
        <identifiers>
          <isin value="US31410FUP88"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>125997.79</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>147534.04</valUSD>
        <pctVal>0.0202270748</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 09/36 FIXED VAR</title>
        <cusip>31410FUZ6</cusip>
        <identifiers>
          <isin value="US31410FUZ60"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>496848.3</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>578796.47</valUSD>
        <pctVal>0.0793536156</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</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>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 06/35 FIXED VAR</title>
        <cusip>31410FXB6</cusip>
        <identifiers>
          <isin value="US31410FXB65"/>
          <ticker value="FN"/>
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        <balance>464766.81</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>543055.2</valUSD>
        <pctVal>0.0744534493</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</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>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 01/37 FIXED VAR</title>
        <cusip>31410GFF5</cusip>
        <identifiers>
          <isin value="US31410GFF54"/>
          <ticker value="FN"/>
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        <balance>458485.87</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>533898.86</valUSD>
        <pctVal>0.0731981052</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 01/22 FIXED VAR</title>
        <cusip>31410GGC1</cusip>
        <identifiers>
          <isin value="US31410GGC15"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>7045.09</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7171.69</valUSD>
        <pctVal>0.0009832464</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>American Tower Corporation</name>
        <lei>5493006ORUSIL88JOE18</lei>
        <title>AMERICAN TOWER CORP SR UNSECURED 07/27 3.55</title>
        <cusip>03027XAP5</cusip>
        <identifiers>
          <isin value="US03027XAP50"/>
          <ticker value="AMT"/>
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        <balance>662000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>737791.63</valUSD>
        <pctVal>0.1011520223</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.550000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>American Tower Corporation</name>
        <lei>5493006ORUSIL88JOE18</lei>
        <title>AMERICAN TOWER CORP SR UNSECURED 01/25 2.95</title>
        <cusip>03027XAV2</cusip>
        <identifiers>
          <isin value="US03027XAV29"/>
          <ticker value="AMT"/>
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        <balance>341000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>370728.31</valUSD>
        <pctVal>0.0508272482</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 07/35 FIXED VAR</title>
        <cusip>31410KSS4</cusip>
        <identifiers>
          <isin value="US31410KSS41"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>732111.58</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>834512.39</valUSD>
        <pctVal>0.1144125420</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 05/42 FIXED 4</title>
        <cusip>31417BZ91</cusip>
        <identifiers>
          <isin value="US31417BZ913"/>
          <ticker value="FN"/>
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        <balance>1313081.34</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1435368.08</valUSD>
        <pctVal>0.1967905003</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>American Tower Corporation</name>
        <lei>5493006ORUSIL88JOE18</lei>
        <title>AMERICAN TOWER CORP SR UNSECURED 08/29 3.8</title>
        <cusip>03027XAW0</cusip>
        <identifiers>
          <isin value="US03027XAW02"/>
          <ticker value="AMT"/>
        </identifiers>
        <balance>280000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>318166.3</valUSD>
        <pctVal>0.0436209403</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>American Tower Corporation</name>
        <lei>5493006ORUSIL88JOE18</lei>
        <title>AMERICAN TOWER CORP SR UNSECURED 03/25 2.4</title>
        <cusip>03027XAZ3</cusip>
        <identifiers>
          <isin value="US03027XAZ33"/>
          <ticker value="AMT"/>
        </identifiers>
        <balance>312000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>327975.33</valUSD>
        <pctVal>0.0449657688</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AmerisourceBergen Corporation</name>
        <lei>AI8GXW8LG5WK7E9UD086</lei>
        <title>AMERISOURCEBERGEN CORP SR UNSECURED 05/30 2.8</title>
        <cusip>03073EAR6</cusip>
        <identifiers>
          <isin value="US03073EAR62"/>
          <ticker value="ABC"/>
        </identifiers>
        <balance>457000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>481295.78</valUSD>
        <pctVal>0.0659861667</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ameriprise Financial Inc.</name>
        <lei>6ZLKQF7QB6JAEKQS5388</lei>
        <title>AMERIPRISE FINANCIAL INC SR UNSECURED 09/26 2.875</title>
        <cusip>03076CAH9</cusip>
        <identifiers>
          <isin value="US03076CAH97"/>
          <ticker value="AMP"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>541540.09</valUSD>
        <pctVal>0.0742457261</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 02/43 FIXED 3</title>
        <cusip>31417ETX9</cusip>
        <identifiers>
          <isin value="US31417ETX93"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>456161.9</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>496059.64</valUSD>
        <pctVal>0.0680103077</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 10/25 FIXED 4</title>
        <cusip>31419GW83</cusip>
        <identifiers>
          <isin value="US31419GW832"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>470354.86</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>497360.66</valUSD>
        <pctVal>0.0681886789</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMERIGAS PARTNERS LP / AMERIGA SR UNSECURED 05/25 5.5</name>
        <lei>N/A</lei>
        <title>AMERIGAS PARTNERS LP / AMERIGA SR UNSECURED 05/25 5.5</title>
        <cusip>030981AK0</cusip>
        <identifiers>
          <isin value="US030981AK06"/>
          <ticker value="APU"/>
        </identifiers>
        <balance>275000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>283250</valUSD>
        <pctVal>0.0388338782</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Australia and New Zealand Banking Group Limited</name>
        <lei>JHE42UYNWWTJB8YTTU19</lei>
        <title>AUSTRALIA and NEW ZEALAND BANKIN JR SUBORDINA 144A 12/49 VAR</title>
        <cusip>05254HAA2</cusip>
        <identifiers>
          <isin value="US05254HAA23"/>
          <ticker value="ANZ"/>
        </identifiers>
        <balance>235000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>260704.3</valUSD>
        <pctVal>0.0357428386</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SEASONED CREDIT RISK TRANSFER SCRT 2019 2 MA</name>
        <lei>N/A</lei>
        <title>SEASONED CREDIT RISK TRANSFER SCRT 2019 2 MA</title>
        <cusip>35563PKG3</cusip>
        <identifiers>
          <isin value="US35563PKG36"/>
          <ticker value="SCRT"/>
        </identifiers>
        <balance>459755.58</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>501010.78</valUSD>
        <pctVal>0.0686891143</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN CHASE COMMERCIAL MOR JPMCC 2015 JP1 A5</name>
        <lei>N/A</lei>
        <title>JP MORGAN CHASE COMMERCIAL MOR JPMCC 2015 JP1 A5</title>
        <cusip>46590KAE4</cusip>
        <identifiers>
          <isin value="US46590KAE47"/>
          <ticker value="JPMCC"/>
        </identifiers>
        <balance>165000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>184037.98</valUSD>
        <pctVal>0.0252318041</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.914000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Autodesk Inc.</name>
        <lei>FRKKVKAIQEF3FCSTPG55</lei>
        <title>AUTODESK INC SR UNSECURED 01/30 2.85</title>
        <cusip>052769AG1</cusip>
        <identifiers>
          <isin value="US052769AG12"/>
          <ticker value="ADSK"/>
        </identifiers>
        <balance>204000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>224570</valUSD>
        <pctVal>0.0307887874</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AutoNation Inc.</name>
        <lei>N/A</lei>
        <title>AUTONATION INC SR UNSECURED 06/30 4.75</title>
        <cusip>05329WAQ5</cusip>
        <identifiers>
          <isin value="US05329WAQ50"/>
          <ticker value="AN"/>
        </identifiers>
        <balance>246000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>266514.22</valUSD>
        <pctVal>0.0365393849</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The PNC Financial Services Group Inc.</name>
        <lei>CFGNEKW0P8842LEUIA51</lei>
        <title>PNC FINANCIAL SERVICES GROUP I JR SUBORDINA 05/49 VAR</title>
        <cusip>693475AM7</cusip>
        <identifiers>
          <isin value="US693475AM77"/>
          <ticker value="PNC"/>
        </identifiers>
        <balance>315000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>301612.5</valUSD>
        <pctVal>0.0413513966</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sequoia Mortgage Trust 2005-3</name>
        <lei>N/A</lei>
        <title>SEQUOIA MORTGAGE TRUST 2005-3 SEMT 2005 3 A1</title>
        <cusip>81744FHK6</cusip>
        <identifiers>
          <isin value="US81744FHK66"/>
          <ticker value="SEMT"/>
        </identifiers>
        <balance>62281.83</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>59251.33</valUSD>
        <pctVal>0.0081234208</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.390000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ventas Realty Limited Partnership</name>
        <lei>32SXKSJ72K64GM3HOU64</lei>
        <title>VENTAS REALTY LP COMPANY GUAR 11/30 4.75</title>
        <cusip>92277GAV9</cusip>
        <identifiers>
          <isin value="US92277GAV95"/>
          <ticker value="VTR"/>
        </identifiers>
        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1123368.36</valUSD>
        <pctVal>0.1540150047</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Volkswagen Group of America Finance LLC</name>
        <lei>5493002SQ1AVQBY41K40</lei>
        <title>VOLKSWAGEN GROUP OF AMERICA FI COMPANY GUAR 144A 05/22 2.9</title>
        <cusip>928668BC5</cusip>
        <identifiers>
          <isin value="US928668BC59"/>
          <ticker value="VW"/>
        </identifiers>
        <balance>563000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>581442.2</valUSD>
        <pctVal>0.0797163480</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AutoZone Inc.</name>
        <lei>GA3JGKJ41LJKXDN23E90</lei>
        <title>AUTOZONE INC SR UNSECURED 04/26 3.125</title>
        <cusip>053332AT9</cusip>
        <identifiers>
          <isin value="US053332AT96"/>
          <ticker value="AZO"/>
        </identifiers>
        <balance>535000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>587365.17</valUSD>
        <pctVal>0.0805283936</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>AXA SA</name>
        <lei>F5WCUMTUM4RKZ1MAIE39</lei>
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        <curCd>USD</curCd>
        <valUSD>246910.07</valUSD>
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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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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Voya Financial Inc.</name>
        <lei>549300T065Z4KJ686G75</lei>
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        <cusip>929089AC4</cusip>
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          <ticker value="VOYA"/>
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        <balance>700000</balance>
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        <curCd>USD</curCd>
        <valUSD>833679.47</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>2046-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.800000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Westinghouse Air Brake Technologies Corporation</name>
        <lei>06BTX5UWZD0GQ5N5Y745</lei>
        <title>WESTINGHOUSE AIR BRAKE TECHNOL COMPANY GUAR 06/25 3.2</title>
        <cusip>960386AQ3</cusip>
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          <ticker value="WAB"/>
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        <balance>500000</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>
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          <maturityDt>2025-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Boardwalk Pipelines LP</name>
        <lei>549300W6AQ2GHHCGL606</lei>
        <title>BOARDWALK PIPELINES LP COMPANY GUAR 02/23 3.375</title>
        <cusip>096630AC2</cusip>
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          <ticker value="BWP"/>
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        <curCd>USD</curCd>
        <valUSD>852786.5</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>The Boeing Company</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BOEING CO/THE SR UNSECURED 03/29 3.2</title>
        <cusip>097023CD5</cusip>
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          <ticker value="BA"/>
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        <curCd>USD</curCd>
        <valUSD>684448.22</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>2029-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.200000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Boeing Company</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BOEING CO/THE SR UNSECURED 05/25 4.875</title>
        <cusip>097023CT0</cusip>
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          <ticker value="BA"/>
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        <curCd>USD</curCd>
        <valUSD>123040.35</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Boeing Company</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BOEING CO/THE SR UNSECURED 05/27 5.04</title>
        <cusip>097023CU7</cusip>
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          <ticker value="BA"/>
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        <curCd>USD</curCd>
        <valUSD>576675.49</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.040000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Avis Budget Rental Car Funding (AESOP) LLC</name>
        <lei>IHXLB8SL0QWSSG2VG640</lei>
        <title>AVIS BUDGET RENTAL CAR FUNDING AESOP 2019 3A A 144A</title>
        <cusip>05377RDQ4</cusip>
        <identifiers>
          <isin value="US05377RDQ48"/>
          <ticker value="AESOP"/>
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        <balance>439000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>432852.73</valUSD>
        <pctVal>0.0593445726</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Avis Budget Rental Car Funding (AESOP) LLC</name>
        <lei>IHXLB8SL0QWSSG2VG640</lei>
        <title>AVIS BUDGET RENTAL CAR FUNDING AESOP 2020 1A A 144A</title>
        <cusip>05377RDU5</cusip>
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          <ticker value="AESOP"/>
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        <curCd>USD</curCd>
        <valUSD>322059.35</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.330000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Boeing Company</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BOEING CO/THE SR UNSECURED 05/50 5.805</title>
        <cusip>097023CW3</cusip>
        <identifiers>
          <isin value="US097023CW33"/>
          <ticker value="BA"/>
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        <curCd>USD</curCd>
        <valUSD>1118548.89</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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        <securityLending>
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      <invstOrSec>
        <name>Brighthouse Financial Inc.</name>
        <lei>N/A</lei>
        <title>BRIGHTHOUSE FINANCIAL INC SR UNSECURED 06/27 3.7</title>
        <cusip>10922NAC7</cusip>
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          <isin value="US10922NAC74"/>
          <ticker value="BHF"/>
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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>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORP 03/51 1</title>
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          <ticker value="BAC"/>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Variable</couponKind>
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        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORP SR UNSECURED 04/31 VAR</title>
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          <ticker value="BAC"/>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Variable</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>The Bank of New York Mellon Corporation</name>
        <lei>WFLLPEPC7FZXENRZV188</lei>
        <title>BANK OF NEW YORK MELLON CORP/T SR UNSECURED 04/25 1.6</title>
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          <ticker value="BK"/>
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        <assetCat>DBT</assetCat>
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      <invstOrSec>
        <name>Barclays PLC</name>
        <lei>N/A</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Capital One Multi-Asset Execution Trust</name>
        <lei>R42WS16M9R97TJJKGU15</lei>
        <title>CAPITAL ONE MULTI-ASSET EXECUT COMET 2016 A7 A7</title>
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          <ticker value="COMET"/>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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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>Centex Home Equity Loan Trust 2005-A</name>
        <lei>N/A</lei>
        <title>CENTEX HOME EQUITY LOAN TRUST CXHE 2005 A M4</title>
        <cusip>152314ML1</cusip>
        <identifiers>
          <isin value="US152314ML19"/>
          <ticker value="CXHE"/>
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        <balance>156735.62</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>141228.06</valUSD>
        <pctVal>0.0193625182</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.384500000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Chase Issuance Trust</name>
        <lei>5493008SHVCX2Y068L12</lei>
        <title>CHASE ISSUANCE TRUST CHAIT 2016 A3 A3</title>
        <cusip>161571HD9</cusip>
        <identifiers>
          <isin value="US161571HD98"/>
          <ticker value="CHAIT"/>
        </identifiers>
        <balance>4500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4516243.2</valUSD>
        <pctVal>0.6191817773</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.734750000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citibank Credit Card Issuance Trust</name>
        <lei>R8AG6FXVDQAMDKCSJJ64</lei>
        <title>CITIBANK CREDIT CARD ISSUANCE CCCIT 2017 A6 A6</title>
        <cusip>17305EGE9</cusip>
        <identifiers>
          <isin value="US17305EGE95"/>
          <ticker value="CCCIT"/>
        </identifiers>
        <balance>565000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>566201.7</valUSD>
        <pctVal>0.0776268592</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-14</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.954750000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Brinker International Inc.</name>
        <lei>N/A</lei>
        <title>BRINKER INTERNATIONAL INC SR UNSECURED 05/23 3.875</title>
        <cusip>109641AG5</cusip>
        <identifiers>
          <isin value="US109641AG55"/>
          <ticker value="EAT"/>
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        <balance>740000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>684500</valUSD>
        <pctVal>0.0938456828</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BRITISH AIRWAYS 2013-1 CLASS A PASS THRU CE 144A 12/25 4.625</name>
        <lei>N/A</lei>
        <title>BRITISH AIRWAYS 2013-1 CLASS A PASS THRU CE 144A 12/25 4.625</title>
        <cusip>11042AAA2</cusip>
        <identifiers>
          <isin value="US11042AAA25"/>
          <ticker value="IAGLN"/>
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        <balance>239625</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>222089.24</valUSD>
        <pctVal>0.0304486725</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ARROYO MORTGAGE TRUST 2018-1 ARRW 2018 1 A1 144A</name>
        <lei>N/A</lei>
        <title>ARROYO MORTAGAGE TRUST 04/48 1</title>
        <cusip>042856AA2</cusip>
        <identifiers>
          <isin value="US042856AA21"/>
          <ticker value="ARRW"/>
        </identifiers>
        <balance>480593.67</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>493403.99</valUSD>
        <pctVal>0.0676462152</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.763000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ARROYO MORTGAGE TRUST 2019-2 ARRW 2019 2 A1 144A</name>
        <lei>N/A</lei>
        <title>ARROYO MORTGAGE TRUST 04/49 1</title>
        <cusip>042858AA8</cusip>
        <identifiers>
          <isin value="US042858AA86"/>
          <ticker value="ARRW"/>
        </identifiers>
        <balance>434054.53</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>444271.39</valUSD>
        <pctVal>0.0609100832</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.347000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BRITISH AIRWAYS 2018-1 CLASS A PASS THRU CE 144A 03/33 4.125</name>
        <lei>N/A</lei>
        <title>BRITISH AIRWAYS 2018-1 CLASS A PASS THRU CE 144A 03/33 4.125</title>
        <cusip>11043HAA6</cusip>
        <identifiers>
          <isin value="US11043HAA68"/>
          <ticker value="IAGLN"/>
        </identifiers>
        <balance>181031.81</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>149370.54</valUSD>
        <pctVal>0.0204788609</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Broadcom Corp / Broadcom Cayman Finance Ltd</name>
        <lei>N/A</lei>
        <title>BROADCOM CORP / BROADCOM CAYMA COMPANY GUAR 01/27 3.875</title>
        <cusip>11134LAH2</cusip>
        <identifiers>
          <isin value="US11134LAH24"/>
          <ticker value="AVGO"/>
        </identifiers>
        <balance>1827000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1975100.71</valUSD>
        <pctVal>0.2707884217</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Broadcom Corp / Broadcom Cayman Finance Ltd</name>
        <lei>N/A</lei>
        <title>BROADCOM CORP / BROADCOM CAYMA COMPANY GUAR 01/25 3.125</title>
        <cusip>11134LAP4</cusip>
        <identifiers>
          <isin value="US11134LAP40"/>
          <ticker value="AVGO"/>
        </identifiers>
        <balance>310000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>331140.47</valUSD>
        <pctVal>0.0453997129</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Broadcom Inc.</name>
        <lei>N/A</lei>
        <title>BROADCOM INC COMPANY GUAR 144A 04/29 4.75</title>
        <cusip>11135FAB7</cusip>
        <identifiers>
          <isin value="US11135FAB76"/>
          <ticker value="AVGO"/>
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        <balance>552000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>626466.54</valUSD>
        <pctVal>0.0858892333</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ARROYO MORTGAGE TRUST 2019-3 10/48 1</name>
        <lei>N/A</lei>
        <title>ARROYO MORTGAGE TRUST 2019-3 10/48 1</title>
        <cusip>04285AAA3</cusip>
        <identifiers>
          <isin value="US04285AAA34"/>
          <ticker value="ARRW"/>
        </identifiers>
        <balance>269086.66</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>274940.18</valUSD>
        <pctVal>0.0376945930</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.962000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHL Mortgage Pass-Through Trust 2004-HYB2</name>
        <lei>N/A</lei>
        <title>CHL MORTGAGE PASS-THROUGH TRUS CWHL 2004 HYB2 4A</title>
        <cusip>12669FTK9</cusip>
        <identifiers>
          <isin value="US12669FTK92"/>
          <ticker value="CWHL"/>
        </identifiers>
        <balance>510835.06</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>487454.45</valUSD>
        <pctVal>0.0668305269</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.865999000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citibank Credit Card Issuance Trust</name>
        <lei>R8AG6FXVDQAMDKCSJJ64</lei>
        <title>CITIBANK CREDIT CARD ISSUANCE CCCIT 2017 A7 A7</title>
        <cusip>17305EGF6</cusip>
        <identifiers>
          <isin value="US17305EGF60"/>
          <ticker value="CCCIT"/>
        </identifiers>
        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3009891.3</valUSD>
        <pctVal>0.4126593193</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-08</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.545250000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COINSTAR FUNDING LLC SERIES 20 COIN 2017 1A A2 144A</name>
        <lei>N/A</lei>
        <title>COINSTAR FUNDING LLC SERIES 20 COIN 2017 1A A2 144A</title>
        <cusip>19260MAA4</cusip>
        <identifiers>
          <isin value="US19260MAA45"/>
          <ticker value="COIN"/>
        </identifiers>
        <balance>334650</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>320125.45</valUSD>
        <pctVal>0.0438895419</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.216000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>InSite Issuer LLC</name>
        <lei>N/A</lei>
        <title>INSITE ISSUER LLC INTOW 2016 1A A 144A</title>
        <cusip>45780KAD8</cusip>
        <identifiers>
          <isin value="US45780KAD81"/>
          <ticker value="INTOW"/>
        </identifiers>
        <balance>750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>760934.33</valUSD>
        <pctVal>0.1043249112</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.883000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>InSite Issuer LLC</name>
        <lei>N/A</lei>
        <title>INSITE ISSUER LLC INTOW 2016 1A B 144A</title>
        <cusip>45780KAE6</cusip>
        <identifiers>
          <isin value="US45780KAE64"/>
          <ticker value="INTOW"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>514901.2</valUSD>
        <pctVal>0.0705935057</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.557000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MelTel Land Funding LLC</name>
        <lei>N/A</lei>
        <title>MELTEL LAND FUNDING LLC MTEL 2019 1A A 144A</title>
        <cusip>58571LAA8</cusip>
        <identifiers>
          <isin value="US58571LAA89"/>
          <ticker value="MTEL"/>
        </identifiers>
        <balance>256423.36</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>262951.36</valUSD>
        <pctVal>0.0360509129</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.768000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MILL CITY MORTGAGE TRUST 08/58 1</name>
        <lei>N/A</lei>
        <title>MILL CITY MORTGAGE TRUST 08/58 1</title>
        <cusip>59980XAC1</cusip>
        <identifiers>
          <isin value="US59980XAC11"/>
          <ticker value="MCMLT"/>
        </identifiers>
        <balance>137234.53</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>144943.75</valUSD>
        <pctVal>0.0198719433</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-08-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Broadcom Inc.</name>
        <lei>N/A</lei>
        <title>BROADCOM INC COMPANY GUAR 144A 04/25 4.7</title>
        <cusip>11135FAF8</cusip>
        <identifiers>
          <isin value="US11135FAF80"/>
          <ticker value="AVGO"/>
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        <balance>960000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1080843.39</valUSD>
        <pctVal>0.1481847858</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CVS Health Corporation</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS HEALTH CORP SR UNSECURED 08/26 3</title>
        <cusip>126650DF4</cusip>
        <identifiers>
          <isin value="US126650DF48"/>
          <ticker value="CVS"/>
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        <balance>108000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>118083.65</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP COMMERCIAL MORTGAGE CGCMT 2018 C5 A3</name>
        <lei>N/A</lei>
        <title>CITIGROUP COMMERCIAL MORTGAGE CGCMT 2018 C5 A3</title>
        <cusip>17291DAC7</cusip>
        <identifiers>
          <isin value="US17291DAC74"/>
          <ticker value="CGCMT"/>
        </identifiers>
        <balance>600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>689498.7</valUSD>
        <pctVal>0.0945310099</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-06-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.963000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP COMMERCIAL MORTGAGE 06/51 1</name>
        <lei>N/A</lei>
        <title>CITIGROUP COMMERCIAL MORTGAGE 06/51 1</title>
        <cusip>17291DAU7</cusip>
        <identifiers>
          <isin value="US17291DAU72"/>
          <ticker value="CGCMT"/>
        </identifiers>
        <balance>17398181.48</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>705296.18</valUSD>
        <pctVal>0.0966968613</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-06-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.754558000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CVS Health Corporation</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS HEALTH CORP SR UNSECURED 04/30 3.75</title>
        <cusip>126650DJ6</cusip>
        <identifiers>
          <isin value="US126650DJ69"/>
          <ticker value="CVS"/>
        </identifiers>
        <balance>398000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>457656.45</valUSD>
        <pctVal>0.0627451892</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CVS PASS-THROUGH TRUST SERIES PASS THRU CE 144A 07/31 8.353</name>
        <lei>N/A</lei>
        <title>CVS PASS-THROUGH TRUST SERIES PASS THRU CE 144A 07/31 8.353</title>
        <cusip>126659AA9</cusip>
        <identifiers>
          <isin value="US126659AA96"/>
          <ticker value="CVSPAS"/>
        </identifiers>
        <balance>942935.19</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1218345.29</valUSD>
        <pctVal>0.1670364435</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.353000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MVW OWNER TRUST 2018-1 MVWOT 2018 1A A 144A</name>
        <lei>N/A</lei>
        <title>MVW OWNER TRUST 2018-1 MVWOT 2018 1A A 144A</title>
        <cusip>62848BAA9</cusip>
        <identifiers>
          <isin value="US62848BAA98"/>
          <ticker value="MVWOT"/>
        </identifiers>
        <balance>244560.49</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>249948.92</valUSD>
        <pctVal>0.0342682645</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 FA A2 144A</name>
        <lei>N/A</lei>
        <title>NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 FA A2 144A</title>
        <cusip>63935CAB7</cusip>
        <identifiers>
          <isin value="US63935CAB72"/>
          <ticker value="NAVSL"/>
        </identifiers>
        <balance>553000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>568192.51</valUSD>
        <pctVal>0.0778998014</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2068-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP COMMERCIAL MORTGAGE CGCMT 2019 C7 XA</name>
        <lei>N/A</lei>
        <title>CITIGROUP COMMERCIAL MORTGAGE CGCMT 2019 C7 XA</title>
        <cusip>17328CAJ1</cusip>
        <identifiers>
          <isin value="US17328CAJ18"/>
          <ticker value="CGCMT"/>
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        <balance>15972391.05</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1001069.61</valUSD>
        <pctVal>0.1372477152</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2072-12-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.007387000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COLT FUNDING LLC 05/49 1</name>
        <lei>N/A</lei>
        <title>COLT FUNDING LLC 05/49 1</title>
        <cusip>19685TAA6</cusip>
        <identifiers>
          <isin value="US19685TAA60"/>
          <ticker value="COLT"/>
        </identifiers>
        <balance>162612.76</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>164546.53</valUSD>
        <pctVal>0.0225595054</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.337000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CandW Senior Financing Designated Activity Company</name>
        <lei>N/A</lei>
        <title>CandW SENIOR FINANCING DAC SR UNSECURED 144A 09/27 6.875</title>
        <cusip>12674TAA4</cusip>
        <identifiers>
          <isin value="US12674TAA43"/>
          <ticker value="CWCLN"/>
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        <balance>315000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>312004.35</valUSD>
        <pctVal>0.0427761304</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.875000000000</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>CSC Holdings LLC</name>
        <lei>3HG2WD2W22M120IUNG49</lei>
        <title>CABLEVISION SYSTEMS CORP SR UNSECURED 09/22 5.875</title>
        <cusip>12686CBB4</cusip>
        <identifiers>
          <isin value="US12686CBB46"/>
          <ticker value="CVC"/>
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        <balance>215000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>224675</valUSD>
        <pctVal>0.0308031830</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Dominion Energy Inc.</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
        <title>DOMINION ENERGY INC COMMON STOCK UNIT</title>
        <cusip>25746U133</cusip>
        <identifiers>
          <isin value="US25746U1337"/>
          <ticker value="D"/>
        </identifiers>
        <balance>550</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>55737</valUSD>
        <pctVal>0.0076416024</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Voya Financial Inc.</name>
        <lei>549300T065Z4KJ686G75</lei>
        <title>VOYA FINANCIAL INC COMPANY GUAR 05/53 VAR</title>
        <cusip>45685EAG1</cusip>
        <identifiers>
          <isin value="US45685EAG17"/>
          <ticker value="VOYA"/>
        </identifiers>
        <balance>565000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>569237.5</valUSD>
        <pctVal>0.0780430706</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-05-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Telecom Argentina S.A.</name>
        <lei>N/A</lei>
        <title>TELECOM ARGENTINA SA SR UNSECURED 144A 06/21 6.5</title>
        <cusip>12686NAT2</cusip>
        <identifiers>
          <isin value="US12686NAT28"/>
          <ticker value="TECOAR"/>
        </identifiers>
        <balance>272000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>252557.44</valUSD>
        <pctVal>0.0346258954</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="146428.550000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Colt Merger Sub Inc.</name>
        <lei>N/A</lei>
        <title>COLT MERGER SUB INC SR SECURED 144A 07/25 5.75</title>
        <cusip>12770RAA1</cusip>
        <identifiers>
          <isin value="US12770RAA14"/>
          <ticker value="ERI"/>
        </identifiers>
        <balance>116000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>116580</valUSD>
        <pctVal>0.0159832428</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Instituto Costarricense de Electricidad</name>
        <lei>5493009VA6AFUB2Q0289</lei>
        <title>INSTITUTO COSTARRICENSE DE ELE SR UNSECURED 144A 05/43 6.375</title>
        <cusip>45777VAD9</cusip>
        <identifiers>
          <isin value="US45777VAD91"/>
          <ticker value="COSICE"/>
        </identifiers>
        <balance>210000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>155402.1</valUSD>
        <pctVal>0.0213057943</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>International Game Technology PLC</name>
        <lei>549300UQ6KHRCZDRGZ76</lei>
        <title>INTERNATIONAL GAME TECHNOLOGY SR SECURED 144A 02/25 6.5</title>
        <cusip>460599AC7</cusip>
        <identifiers>
          <isin value="US460599AC74"/>
          <ticker value="IGT"/>
        </identifiers>
        <balance>180000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>184051.8</valUSD>
        <pctVal>0.0252336988</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cameron International Corporation</name>
        <lei>P2PV5Z2Z2UKRY3P3V155</lei>
        <title>CAMERON INTERNATIONAL CORP COMPANY GUAR 06/41 5.95</title>
        <cusip>13342BAF2</cusip>
        <identifiers>
          <isin value="US13342BAF22"/>
          <ticker value="CAM"/>
        </identifiers>
        <balance>1178000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1459185.8</valUSD>
        <pctVal>0.2000559352</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cantor Fitzgerald L.P.</name>
        <lei>N/A</lei>
        <title>CANTOR FITZGERALD LP SR UNSECURED 144A 05/24 4.875</title>
        <cusip>138616AE7</cusip>
        <identifiers>
          <isin value="US138616AE73"/>
          <ticker value="CANTOR"/>
        </identifiers>
        <balance>520000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>560627.34</valUSD>
        <pctVal>0.0768626085</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Invesco Finance PLC</name>
        <lei>549300OYQ3LAJYXXO449</lei>
        <title>INVESCO FINANCE PLC COMPANY GUAR 11/22 3.125</title>
        <cusip>46132FAA8</cusip>
        <identifiers>
          <isin value="US46132FAA84"/>
          <ticker value="IVZ"/>
        </identifiers>
        <balance>850000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>896829.32</valUSD>
        <pctVal>0.1229562598</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Israel Electric Corporation Ltd</name>
        <lei>N/A</lei>
        <title>ISRAEL ELECTRIC CORP LTD SR SECURED 144A 06/23 6.875</title>
        <cusip>46507MAE2</cusip>
        <identifiers>
          <isin value="US46507MAE21"/>
          <ticker value="ISRELE"/>
        </identifiers>
        <balance>170000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>194460.88</valUSD>
        <pctVal>0.0266607948</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 NNN AFX 144A</name>
        <lei>N/A</lei>
        <title>JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 NNN AFX 144A</title>
        <cusip>46652BAY5</cusip>
        <identifiers>
          <isin value="US46652BAY56"/>
          <ticker value="JPMCC"/>
        </identifiers>
        <balance>258000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>262159.17</valUSD>
        <pctVal>0.0359423028</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-01-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.812300000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KNDL 2019-KNSQ MORTGAGE TRUST KNDL 2019 KNSQ D 144A</name>
        <lei>N/A</lei>
        <title>KNDL 2019-KNSQ MORTGAGE TRUST KNDL 2019 KNSQ D 144A</title>
        <cusip>482598AL3</cusip>
        <identifiers>
          <isin value="US482598AL37"/>
          <ticker value="KNDL"/>
        </identifiers>
        <balance>185000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>178281.95</valUSD>
        <pctVal>0.0244426462</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.534750000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Navient Private Education Loan Trust 2016-A</name>
        <lei>549300JSCKIU587G1R13</lei>
        <title>NAVIENT PRIVATE EDUCATION LOAN NAVSL 2016 AA A2A 144A</title>
        <cusip>63939NAB9</cusip>
        <identifiers>
          <isin value="US63939NAB91"/>
          <ticker value="NAVSL"/>
        </identifiers>
        <balance>147357.61</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>153947.66</valUSD>
        <pctVal>0.0211063890</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.910000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NRZ EXCESS SPREAD-COLLATERALIZ NZES 2018 FNT1 A 144A</name>
        <lei>N/A</lei>
        <title>NEW RESIDENTIAL MORTGAGE LLC NZES 2018 FNT1 A 144A</title>
        <cusip>64829TAA9</cusip>
        <identifiers>
          <isin value="US64829TAA97"/>
          <ticker value="NZES"/>
        </identifiers>
        <balance>220526.33</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>220024.35</valUSD>
        <pctVal>0.0301655739</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.610000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MASTR Adjustable Rate Mortgages Trust 2004-8</name>
        <lei>N/A</lei>
        <title>MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 8 5A1</title>
        <cusip>576433QU3</cusip>
        <identifiers>
          <isin value="US576433QU36"/>
          <ticker value="MARM"/>
        </identifiers>
        <balance>135079.37</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>137252.12</valUSD>
        <pctVal>0.0188174126</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.379740000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MASTR Adjustable Rate Mortgages Trust 2004-13</name>
        <lei>N/A</lei>
        <title>MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 13 2A1</title>
        <cusip>576433UE4</cusip>
        <identifiers>
          <isin value="US576433UE48"/>
          <ticker value="MARM"/>
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        <balance>107381.24</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>105555.67</valUSD>
        <pctVal>0.0144717954</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-21</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.331115000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Capital One Financial Corporation</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
        <title>CAPITAL ONE FINANCIAL CORP SR UNSECURED 06/23 3.5</title>
        <cusip>14040HBD6</cusip>
        <identifiers>
          <isin value="US14040HBD61"/>
          <ticker value="COF"/>
        </identifiers>
        <balance>1023000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1095597.41</valUSD>
        <pctVal>0.1502075777</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Capital One Financial Corporation</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
        <title>CAPITAL ONE FINANCIAL CORP SUBORDINATED 07/26 3.75</title>
        <cusip>14040HBK0</cusip>
        <identifiers>
          <isin value="US14040HBK05"/>
          <ticker value="COF"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>545602.62</valUSD>
        <pctVal>0.0748027033</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MASTR Alternative Loan Trust 2004-4</name>
        <lei>N/A</lei>
        <title>MASTR ALTERNATIVE LOAN TRUST 2 MALT 2004 4 8A1</title>
        <cusip>576434QE7</cusip>
        <identifiers>
          <isin value="US576434QE76"/>
          <ticker value="MALT"/>
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        <balance>240924.95</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>252612.27</valUSD>
        <pctVal>0.0346334126</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Merrill Lynch Mortgage Investors Trust Series MLCC 2005-A</name>
        <lei>N/A</lei>
        <title>MERRILL LYNCH MORTGAGE INVESTO MLCC 2005 A A1</title>
        <cusip>59020UTB1</cusip>
        <identifiers>
          <isin value="US59020UTB16"/>
          <ticker value="MLCC"/>
        </identifiers>
        <balance>21890.25</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20764.22</valUSD>
        <pctVal>0.0028467968</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.644500000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW RESIDENTIAL MORTGAGE LLC 2 NZES 2018 FNT2 A 144A</name>
        <lei>N/A</lei>
        <title>NEW RESIDENTIAL MORTGAGE LLC 2 NZES 2018 FNT2 A 144A</title>
        <cusip>64829TAH4</cusip>
        <identifiers>
          <isin value="US64829TAH41"/>
          <ticker value="NZES"/>
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        <balance>117813.23</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>115097.29</valUSD>
        <pctVal>0.0157799617</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.790000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>QATAR GOVERNMENT INTERNATIONAL SR UNSECURED 144A 04/48 5.103</name>
        <lei>N/A</lei>
        <title>QATAR GOVERNMENT INTERNATIONAL SR UNSECURED 144A 04/48 5.103</title>
        <cusip>74727PAY7</cusip>
        <identifiers>
          <isin value="US74727PAY79"/>
          <ticker value="QATAR"/>
        </identifiers>
        <balance>255000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>346430.76</valUSD>
        <pctVal>0.0474960280</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>QA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-04-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.103000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Capital One Financial Corporation</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
        <title>CAPITAL ONE FINANCIAL CORP SR UNSECURED 01/24 3.9</title>
        <cusip>14040HCA1</cusip>
        <identifiers>
          <isin value="US14040HCA14"/>
          <ticker value="COF"/>
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        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>326245.25</valUSD>
        <pctVal>0.0447285730</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Capital One Financial Corporation</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
        <title>CAPITAL ONE FINANCIAL CORP SR UNSECURED 05/23 2.6</title>
        <cusip>14040HCD5</cusip>
        <identifiers>
          <isin value="US14040HCD52"/>
          <ticker value="COF"/>
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        <balance>258000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>269418.01</valUSD>
        <pctVal>0.0369374976</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cargill Incorporated</name>
        <lei>N/A</lei>
        <title>CARGILL INC SR UNSECURED 144A 07/23 1.375</title>
        <cusip>141781BL7</cusip>
        <identifiers>
          <isin value="US141781BL76"/>
          <ticker value="CARGIL"/>
        </identifiers>
        <balance>221000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>224813.6</valUSD>
        <pctVal>0.0308221852</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cargill Incorporated</name>
        <lei>N/A</lei>
        <title>CARGILL INC SR UNSECURED 144A 04/30 2.125</title>
        <cusip>141781BM5</cusip>
        <identifiers>
          <isin value="US141781BM59"/>
          <ticker value="CARGIL"/>
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        <balance>220000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>230562.02</valUSD>
        <pctVal>0.0316102998</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>QATAR GOVERNMENT INTERNATIONAL SR UNSECURED 144A 03/24 3.375</name>
        <lei>N/A</lei>
        <title>QATAR GOVERNMENT INTERNATIONAL SR UNSECURED 144A 03/24 3.375</title>
        <cusip>74727PAZ4</cusip>
        <identifiers>
          <isin value="US74727PAZ45"/>
          <ticker value="QATAR"/>
        </identifiers>
        <balance>428000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>458162.87</valUSD>
        <pctVal>0.0628146199</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>QA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST 2015 TPMT 2015 1 A5 144A</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 2015 TPMT 2015 1 A5 144A</title>
        <cusip>89171DAE7</cusip>
        <identifiers>
          <isin value="US89171DAE76"/>
          <ticker value="TPMT"/>
        </identifiers>
        <balance>105000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>108585.94</valUSD>
        <pctVal>0.0148872486</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.903535000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Merrill Lynch Mortgage Trust 2008-C1</name>
        <lei>N/A</lei>
        <title>MERRILL LYNCH MORTGAGE TRUST 2 MLMT 2008 C1 X 144A</title>
        <cusip>59025WBG0</cusip>
        <identifiers>
          <isin value="US59025WBG06"/>
          <ticker value="MLMT"/>
        </identifiers>
        <balance>4884141.66</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>48.84</valUSD>
        <pctVal>0.0000066960</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-02-12</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY BANK OF AMERICA MSBAM 2013 C7 XA</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY BANK OF AMERICA MSBAM 2013 C7 XA</title>
        <cusip>61690KAF9</cusip>
        <identifiers>
          <isin value="US61690KAF93"/>
          <ticker value="MSBAM"/>
        </identifiers>
        <balance>10602309.12</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>293855.72</valUSD>
        <pctVal>0.0402879338</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-02-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.474433000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MSCG TRUST 2016-SNR MSCCG 2016 SNR D 144A</name>
        <lei>N/A</lei>
        <title>MSCG TRUST 2016-SNR MSCCG 2016 SNR D 144A</title>
        <cusip>61691CAL3</cusip>
        <identifiers>
          <isin value="US61691CAL37"/>
          <ticker value="MSCCG"/>
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        <balance>186150</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>182705.11</valUSD>
        <pctVal>0.0250490662</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.550000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY CAPITAL I TRUST MSC 2017 CLS D 144A</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL I TRUST MSC 2017 CLS D 144A</title>
        <cusip>61691LAL3</cusip>
        <identifiers>
          <isin value="US61691LAL36"/>
          <ticker value="MSC"/>
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        <balance>298000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>288647.84</valUSD>
        <pctVal>0.0395739279</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.584750000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST 2015 TPMT 2015 2 1M2 144A</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 2015 TPMT 2015 2 1M2 144A</title>
        <cusip>89171YAF8</cusip>
        <identifiers>
          <isin value="US89171YAF88"/>
          <ticker value="TPMT"/>
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        <balance>245000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>257276.78</valUSD>
        <pctVal>0.0352729220</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.745259000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST 2015 TPMT 2015 6 M2 144A</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 2015 TPMT 2015 6 M2 144A</title>
        <cusip>89172RAD7</cusip>
        <identifiers>
          <isin value="US89172RAD70"/>
          <ticker value="TPMT"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1051941</valUSD>
        <pctVal>0.1442222372</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY CAPITAL I TRUST MSC 2019 L3 XA</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL I TRUST MSC 2019 L3 XA</title>
        <cusip>61691UBF5</cusip>
        <identifiers>
          <isin value="US61691UBF57"/>
          <ticker value="MSC"/>
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        <balance>21480722.19</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1016010.23</valUSD>
        <pctVal>0.1392960902</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-11-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.766343000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley Capital I Trust 2011-C3</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL I TRUST MSC 2011 C3 XA 144A</title>
        <cusip>61760RAA0</cusip>
        <identifiers>
          <isin value="US61760RAA05"/>
          <ticker value="MSC"/>
        </identifiers>
        <balance>6613079.31</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27964.07</valUSD>
        <pctVal>0.0038339039</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.713991000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Carrier Global Corporation</name>
        <lei>N/A</lei>
        <title>CARRIER GLOBAL CORP COMPANY GUAR 144A 02/25 2.242</title>
        <cusip>14448CAF1</cusip>
        <identifiers>
          <isin value="US14448CAF14"/>
          <ticker value="UTX"/>
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        <balance>529000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>542373.22</valUSD>
        <pctVal>0.0743599491</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.242000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Domino's Pizza Master Issuer LLC</name>
        <lei>N/A</lei>
        <title>DOMINO'S PIZZA MASTER ISSUER L DPABS 2017 1A A23 144A</title>
        <cusip>25755TAH3</cusip>
        <identifiers>
          <isin value="US25755TAH32"/>
          <ticker value="DPABS"/>
        </identifiers>
        <balance>604500</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>651953.25</valUSD>
        <pctVal>0.0893834885</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.118000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST 2017 TPMT 2017 1 A1 144A</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 2017 TPMT 2017 1 A1 144A</title>
        <cusip>89173FAA8</cusip>
        <identifiers>
          <isin value="US89173FAA84"/>
          <ticker value="TPMT"/>
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        <balance>93380.69</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>95552.27</valUSD>
        <pctVal>0.0131003185</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST 2017 TPMT 2017 2 A1 144A</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 2017 TPMT 2017 2 A1 144A</title>
        <cusip>89173HAA4</cusip>
        <identifiers>
          <isin value="US89173HAA41"/>
          <ticker value="TPMT"/>
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        <balance>49495.58</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>50367.09</valUSD>
        <pctVal>0.0069053820</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DRIVEN BRANDS FUNDING LLC HONK 2015 1A A2 144A</name>
        <lei>N/A</lei>
        <title>DRIVEN BRANDS FUNDING LLC HONK 2015 1A A2 144A</title>
        <cusip>26208LAA6</cusip>
        <identifiers>
          <isin value="US26208LAA61"/>
          <ticker value="HONK"/>
        </identifiers>
        <balance>553900</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>575169.76</valUSD>
        <pctVal>0.0788563898</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.216000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fifth Third Bancorp</name>
        <lei>THRNG6BD57P9QWTQLG42</lei>
        <title>FIFTH THIRD BANCORP JR SUBORDINA 12/49 VAR</title>
        <cusip>316773CM0</cusip>
        <identifiers>
          <isin value="US316773CM07"/>
          <ticker value="FITB"/>
        </identifiers>
        <balance>352000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>306240</valUSD>
        <pctVal>0.0419858318</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 3 A1 144A</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 3 A1 144A</title>
        <cusip>89175MAA1</cusip>
        <identifiers>
          <isin value="US89175MAA18"/>
          <ticker value="TPMT"/>
        </identifiers>
        <balance>180042.82</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>193286.07</valUSD>
        <pctVal>0.0264997271</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Toyota Auto Loan Extended Note Trust 2019-1</name>
        <lei>N/A</lei>
        <title>TOYOTA AUTO LOAN EXTENDED NOTE TALNT 2019 1A A 144A</title>
        <cusip>89231XAA9</cusip>
        <identifiers>
          <isin value="US89231XAA90"/>
          <ticker value="TALNT"/>
        </identifiers>
        <balance>1135000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1208033.05</valUSD>
        <pctVal>0.1656226243</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.560000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY BANK OF AMERICA MSBAM 2012 C5 XA 144A</title>
        <cusip>61761AAA6</cusip>
        <identifiers>
          <isin value="US61761AAA60"/>
          <ticker value="MSBAM"/>
        </identifiers>
        <balance>9700211.8</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>215236.06</valUSD>
        <pctVal>0.0295090942</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-08-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.578656000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley Bank of America Merrill Lynch Trust 2012-C6</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY BANK OF AMERICA MSBAM 2012 C6 XA 144A</title>
        <cusip>61761DAJ1</cusip>
        <identifiers>
          <isin value="US61761DAJ19"/>
          <ticker value="MSBAM"/>
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        <balance>5900183.82</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>159578.73</valUSD>
        <pctVal>0.0218784147</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-11-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.763074000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fifth Third Bancorp</name>
        <lei>THRNG6BD57P9QWTQLG42</lei>
        <title>FIFTH THIRD BANCORP SR UNSECURED 05/23 1.625</title>
        <cusip>316773CZ1</cusip>
        <identifiers>
          <isin value="US316773CZ10"/>
          <ticker value="FITB"/>
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        <balance>164000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>168215.94</valUSD>
        <pctVal>0.0230625854</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Refinitiv US Holdings Inc.</name>
        <lei>N/A</lei>
        <title>REFINITIV US HOLDINGS INC SR SECURED 144A 05/26 6.25</title>
        <cusip>31740LAA1</cusip>
        <identifiers>
          <isin value="US31740LAA17"/>
          <ticker value="FINRSK"/>
        </identifiers>
        <balance>57000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>60420</valUSD>
        <pctVal>0.0082836467</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Toyota Auto Loan Extended Note Trust 2020-1</name>
        <lei>N/A</lei>
        <title>TOYOTA AUTO LOAN EXTENDED NOTE TALNT 2020 1A A 144A</title>
        <cusip>89237JAA4</cusip>
        <identifiers>
          <isin value="US89237JAA43"/>
          <ticker value="TALNT"/>
        </identifiers>
        <balance>346000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>351172.25</valUSD>
        <pctVal>0.0481460914</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bundesrepublik Deutschland</name>
        <lei>N/A</lei>
        <title>BUNDESREPUBLIK DEUTSCHLAND BUN BONDS REGS 01/30 6.25</title>
        <cusip>EC2153012</cusip>
        <identifiers>
          <isin value="DE0001135143"/>
          <ticker value="DBR"/>
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        <balance>725000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.890076"/>
        <valUSD>1350681.56</valUSD>
        <pctVal>0.1851798878</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY BANK OF AMERICA MSBAM 2014 C17 XA</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY BANK OF AMERICA MSBAM 2014 C17 XA</title>
        <cusip>61763UBA9</cusip>
        <identifiers>
          <isin value="US61763UBA97"/>
          <ticker value="MSBAM"/>
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        <balance>12014004.19</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>380249.24</valUSD>
        <pctVal>0.0521325779</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-08-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.265221000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 285M D 144A</name>
        <lei>N/A</lei>
        <title>NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 285M D 144A</title>
        <cusip>63874FAJ6</cusip>
        <identifiers>
          <isin value="US63874FAJ66"/>
          <ticker value="NCMS"/>
        </identifiers>
        <balance>135000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>132755.06</valUSD>
        <pctVal>0.0182008608</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-11-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.916747000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MEXICAN BONOS SR UNSECURED 12/23 8</name>
        <lei>N/A</lei>
        <title>MEXICAN BONOS SR UNSECURED 12/23 8</title>
        <cusip>ED2028832</cusip>
        <identifiers>
          <isin value="MX0MGO000003"/>
          <ticker value="MBONO"/>
        </identifiers>
        <balance>11861100</balance>
        <units>PA</units>
        <currencyConditional curCd="MXN" exchangeRt="22.9845"/>
        <valUSD>568483.39</valUSD>
        <pctVal>0.0779396813</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Argentine Republic Government International Bond</name>
        <lei>N/A</lei>
        <title>ARGENTINE REPUBLIC GOVERNMENT SR UNSECURED 12/35 VAR</title>
        <cusip>EF0162372</cusip>
        <identifiers>
          <isin value="ARARGE03E147"/>
          <ticker value="ARGENT"/>
        </identifiers>
        <balance>19532033</balance>
        <units>PA</units>
        <currencyConditional curCd="ARS" exchangeRt="70.4576"/>
        <valUSD>5987.88</valUSD>
        <pctVal>0.0008209448</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-12-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.000000000000</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>The United Kingdom</name>
        <lei>N/A</lei>
        <title>UNITED KINGDOM GILT BONDS REGS 12/28 6</title>
        <cusip>GG7375726</cusip>
        <identifiers>
          <isin value="GB0002404191"/>
          <ticker value="UKT"/>
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        <balance>85000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.807037"/>
        <valUSD>157285.84</valUSD>
        <pctVal>0.0215640570</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-12-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 ALXA C 144A</name>
        <lei>N/A</lei>
        <title>NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 ALXA C 144A</title>
        <cusip>63874GAG0</cusip>
        <identifiers>
          <isin value="US63874GAG01"/>
          <ticker value="NCMS"/>
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        <balance>168000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>169094.5</valUSD>
        <pctVal>0.0231830370</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-01-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.459766000000</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>TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 4 A1 144A</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 4 A1 144A</title>
        <cusip>89178BAA2</cusip>
        <identifiers>
          <isin value="US89178BAA26"/>
          <ticker value="TPMT"/>
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        <balance>327640.52</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>344650.34</valUSD>
        <pctVal>0.0472519306</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UBS-Barclays Commercial Mortgage Trust 2012-C2</name>
        <lei>N/A</lei>
        <title>UBS-BARCLAYS COMMERCIAL MORTGA UBSBB 2012 C2 XA 144A</title>
        <cusip>90269CAH3</cusip>
        <identifiers>
          <isin value="US90269CAH34"/>
          <ticker value="UBSBB"/>
        </identifiers>
        <balance>5975461.48</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>129062.8</valUSD>
        <pctVal>0.0176946480</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2063-05-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.456080000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Williams Companies Inc.</name>
        <lei>D71FAKCBLFS2O0RBPG08</lei>
        <title>WILLIAMS COS INC/THE SR UNSECURED 06/27 3.75</title>
        <cusip>96949LAD7</cusip>
        <identifiers>
          <isin value="US96949LAD73"/>
          <ticker value="WMB"/>
        </identifiers>
        <balance>437000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>466130.42</valUSD>
        <pctVal>0.0639069796</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Refinitiv US Holdings Inc.</name>
        <lei>N/A</lei>
        <title>REFINITIV US HOLDINGS INC COMPANY GUAR 144A 11/26 8.25</title>
        <cusip>31740LAC7</cusip>
        <identifiers>
          <isin value="US31740LAC72"/>
          <ticker value="FINRSK"/>
        </identifiers>
        <balance>92000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>99633.24</valUSD>
        <pctVal>0.0136598239</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>First Quantum Minerals Ltd.</name>
        <lei>549300I7UVBGWRYMYZ18</lei>
        <title>FIRST QUANTUM MINERALS LTD COMPANY GUAR 144A 04/25 7.5</title>
        <cusip>335934AL9</cusip>
        <identifiers>
          <isin value="US335934AL97"/>
          <ticker value="FMCN"/>
        </identifiers>
        <balance>226000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>216395</valUSD>
        <pctVal>0.0296679861</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>First Quantum Minerals Ltd.</name>
        <lei>549300I7UVBGWRYMYZ18</lei>
        <title>FIRST QUANTUM MINERALS LTD COMPANY GUAR 144A 03/26 6.875</title>
        <cusip>335934AR6</cusip>
        <identifiers>
          <isin value="US335934AR67"/>
          <ticker value="FMCN"/>
        </identifiers>
        <balance>175000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>165812.5</valUSD>
        <pctVal>0.0227330713</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fiserv Inc.</name>
        <lei>GI7UBEJLXYLGR2C7GV83</lei>
        <title>FISERV INC SR UNSECURED 06/25 3.85</title>
        <cusip>337738AP3</cusip>
        <identifiers>
          <isin value="US337738AP30"/>
          <ticker value="FISV"/>
        </identifiers>
        <balance>614000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>693160.39</valUSD>
        <pctVal>0.0950330315</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Willis Towers Watson Public Limited Company</name>
        <lei>549300WHC56FF48KL350</lei>
        <title>WILLIS TOWERS WATSON PLC COMPANY GUAR 03/21 5.75</title>
        <cusip>97063PAB0</cusip>
        <identifiers>
          <isin value="US97063PAB04"/>
          <ticker value="WLTW"/>
        </identifiers>
        <balance>1350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1393121.2</valUSD>
        <pctVal>0.1909984078</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WPX Energy Inc.</name>
        <lei>ZXZE9GCS2BB547GJW219</lei>
        <title>WPX ENERGY INC SR UNSECURED 09/24 5.25</title>
        <cusip>98212BAE3</cusip>
        <identifiers>
          <isin value="US98212BAE39"/>
          <ticker value="WPX"/>
        </identifiers>
        <balance>135000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>132975</valUSD>
        <pctVal>0.0182310148</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WPX Energy Inc.</name>
        <lei>ZXZE9GCS2BB547GJW219</lei>
        <title>WPX ENERGY INC SR UNSECURED 10/27 5.25</title>
        <cusip>98212BAJ2</cusip>
        <identifiers>
          <isin value="US98212BAJ26"/>
          <ticker value="WPX"/>
        </identifiers>
        <balance>341000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>318557.94</valUSD>
        <pctVal>0.0436746346</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WPX Energy Inc.</name>
        <lei>ZXZE9GCS2BB547GJW219</lei>
        <title>WPX ENERGY INC SR UNSECURED 01/30 4.5</title>
        <cusip>98212BAL7</cusip>
        <identifiers>
          <isin value="US98212BAL71"/>
          <ticker value="WPX"/>
        </identifiers>
        <balance>255000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>225320.55</valUSD>
        <pctVal>0.0308916886</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fiserv Inc.</name>
        <lei>GI7UBEJLXYLGR2C7GV83</lei>
        <title>FISERV INC SR UNSECURED 06/27 2.25</title>
        <cusip>337738BB3</cusip>
        <identifiers>
          <isin value="US337738BB35"/>
          <ticker value="FISV"/>
        </identifiers>
        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>418203.35</valUSD>
        <pctVal>0.0573361270</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FirstEnergy Corp.</name>
        <lei>549300SVYJS666PQJH88</lei>
        <title>FIRSTENERGY CORP SR UNSECURED 03/30 2.65</title>
        <cusip>337932AL1</cusip>
        <identifiers>
          <isin value="US337932AL12"/>
          <ticker value="FE"/>
        </identifiers>
        <balance>254000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>265055.07</valUSD>
        <pctVal>0.0363393338</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fomento Economico Mexicano S.A.B. de C.V.</name>
        <lei>549300A8MDWDJNMLV153</lei>
        <title>FOMENTO ECONOMICO MEXICANO SAB SR UNSECURED 05/43 4.375</title>
        <cusip>344419AB2</cusip>
        <identifiers>
          <isin value="US344419AB20"/>
          <ticker value="FEMSA"/>
        </identifiers>
        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1207652.1</valUSD>
        <pctVal>0.1655703957</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-05-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ford Motor Credit Company LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>FORD MOTOR CREDIT CO LLC SR UNSECURED 08/21 5.875</title>
        <cusip>345397VU4</cusip>
        <identifiers>
          <isin value="US345397VU41"/>
          <ticker value="F"/>
        </identifiers>
        <balance>650000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>656305</valUSD>
        <pctVal>0.0899801181</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.875000000000</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>Fortive Corporation</name>
        <lei>549300MU9YQJYHDQEF63</lei>
        <title>FORTIVE CORP SR UNSECURED 06/26 3.15</title>
        <cusip>34959JAG3</cusip>
        <identifiers>
          <isin value="US34959JAG31"/>
          <ticker value="FTV"/>
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        <balance>700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>767374.43</valUSD>
        <pctVal>0.1052078558</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.150000000000</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>Fox Corporation</name>
        <lei>N/A</lei>
        <title>FOX CORP SR UNSECURED 04/30 3.5</title>
        <cusip>35137LAL9</cusip>
        <identifiers>
          <isin value="US35137LAL99"/>
          <ticker value="FOXA"/>
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        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>446571.73</valUSD>
        <pctVal>0.0612254622</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>Wyndham Destinations Inc.</name>
        <lei>T4VNTWMFQ7JQB65L7T35</lei>
        <title>WYNDHAM DESTINATIONS INC SR SECURED 04/27 5.75</title>
        <cusip>98310WAN8</cusip>
        <identifiers>
          <isin value="US98310WAN83"/>
          <ticker value="WYND"/>
        </identifiers>
        <balance>700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>673750</valUSD>
        <pctVal>0.0923718462</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wyndham Destinations Inc.</name>
        <lei>T4VNTWMFQ7JQB65L7T35</lei>
        <title>WYNDHAM DESTINATIONS INC SR SECURED 144A 03/30 4.625</title>
        <cusip>98310WAQ1</cusip>
        <identifiers>
          <isin value="US98310WAQ15"/>
          <ticker value="WYND"/>
        </identifiers>
        <balance>191000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>176675</valUSD>
        <pctVal>0.0242223316</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>XPO Logistics Inc.</name>
        <lei>54930096DB9LCLPN7H13</lei>
        <title>XPO LOGISTICS INC COMPANY GUAR 144A 06/22 6.5</title>
        <cusip>983793AD2</cusip>
        <identifiers>
          <isin value="US983793AD29"/>
          <ticker value="XPO"/>
        </identifiers>
        <balance>254000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>254317.5</valUSD>
        <pctVal>0.0348672015</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>XPO Logistics Inc.</name>
        <lei>54930096DB9LCLPN7H13</lei>
        <title>XPO LOGISTICS INC COMPANY GUAR 144A 05/25 6.25</title>
        <cusip>983793AH3</cusip>
        <identifiers>
          <isin value="US983793AH33"/>
          <ticker value="XPO"/>
        </identifiers>
        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>41900</valUSD>
        <pctVal>0.0057445349</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freedom Mortgage Corporation</name>
        <lei>549300LYRWPSYPK6S325</lei>
        <title>FREEDOM MORTGAGE CORP SR UNSECURED 144A 04/25 8.25</title>
        <cusip>35640YAB3</cusip>
        <identifiers>
          <isin value="US35640YAB39"/>
          <ticker value="FREMOR"/>
        </identifiers>
        <balance>140000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>138600</valUSD>
        <pctVal>0.0190022084</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2008 90 IO</title>
        <cusip>38373M4J6</cusip>
        <identifiers>
          <isin value="US38373M4J65"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>2354742</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>567566.05</valUSD>
        <pctVal>0.0778139130</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-12-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.943480000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>YUM! Brands Inc.</name>
        <lei>549300JE8XHZZ7OHN517</lei>
        <title>YUM! BRANDS INC SR UNSECURED 11/37 6.875</title>
        <cusip>988498AD3</cusip>
        <identifiers>
          <isin value="US988498AD34"/>
          <ticker value="YUM"/>
        </identifiers>
        <balance>292000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>313900</valUSD>
        <pctVal>0.0430360260</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>YUM! Brands Inc.</name>
        <lei>549300JE8XHZZ7OHN517</lei>
        <title>YUM! BRANDS INC SR UNSECURED 11/43 5.35</title>
        <cusip>988498AK7</cusip>
        <identifiers>
          <isin value="US988498AK76"/>
          <ticker value="YUM"/>
        </identifiers>
        <balance>600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>576000</valUSD>
        <pctVal>0.0789702166</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="4842.510000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2010 85 SB</title>
        <cusip>38374YUD3</cusip>
        <identifiers>
          <isin value="US38374YUD39"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>1365905.96</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>238460.41</valUSD>
        <pctVal>0.0326931775</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-03-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.404870000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2010 147 SA</title>
        <cusip>38377MF68</cusip>
        <identifiers>
          <isin value="US38377MF689"/>
          <ticker value="GNR"/>
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        <balance>1270710.94</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>117265.53</valUSD>
        <pctVal>0.0160772297</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-05-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.980000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2012 114 IO</title>
        <cusip>38378BE47</cusip>
        <identifiers>
          <isin value="US38378BE477"/>
          <ticker value="GNR"/>
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        <balance>647674.31</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23750.99</valUSD>
        <pctVal>0.0032562862</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-01-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.772100000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>YUM! Brands Inc.</name>
        <lei>549300JE8XHZZ7OHN517</lei>
        <title>YUM! BRANDS INC SR UNSECURED 144A 01/30 4.75</title>
        <cusip>988498AL5</cusip>
        <identifiers>
          <isin value="US988498AL59"/>
          <ticker value="YUM"/>
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        <balance>241000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>244615</valUSD>
        <pctVal>0.0335369784</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Zimmer Biomet Holdings Inc.</name>
        <lei>2P2YLDVPES3BXQ1FRB91</lei>
        <title>ZIMMER BIOMET HOLDINGS INC SR UNSECURED 04/25 3.55</title>
        <cusip>98956PAF9</cusip>
        <identifiers>
          <isin value="US98956PAF99"/>
          <ticker value="ZBH"/>
        </identifiers>
        <balance>550000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>597979.46</valUSD>
        <pctVal>0.0819836241</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.550000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Zimmer Biomet Holdings Inc.</name>
        <lei>2P2YLDVPES3BXQ1FRB91</lei>
        <title>ZIMMER BIOMET HOLDINGS INC SR UNSECURED 01/26 3.05</title>
        <cusip>98956PAS1</cusip>
        <identifiers>
          <isin value="US98956PAS11"/>
          <ticker value="ZBH"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>537635.75</valUSD>
        <pctVal>0.0737104369</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.050000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SoftBank Group Corp.</name>
        <lei>5493003BZYYYCDIO0R13</lei>
        <title>SOFTBANK GROUP CORP SUBORDINATED REGS 12/99 VAR</title>
        <cusip>AO2625157</cusip>
        <identifiers>
          <isin value="XS1642686676"/>
          <ticker value="SOFTBK"/>
        </identifiers>
        <balance>404000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>375720</valUSD>
        <pctVal>0.0515116142</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-19</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Allied Universal Holdco LLC / Allied Universal Finance Corp</name>
        <lei>N/A</lei>
        <title>ALLIED UNIVERSAL HOLDCO LLC / SR SECURED 144A 07/26 6.625</title>
        <cusip>019576AA5</cusip>
        <identifiers>
          <isin value="US019576AA51"/>
          <ticker value="UNSEAM"/>
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        <balance>146000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>153300</valUSD>
        <pctVal>0.0210175941</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>American Airlines 2016-1 Class A Pass Through Trust</name>
        <lei>N/A</lei>
        <title>AMERICAN AIRLINES 2016-1 CLASS PASS THRU CE 07/29 4.1</title>
        <cusip>02376WAA9</cusip>
        <identifiers>
          <isin value="US02376WAA99"/>
          <ticker value="AAL"/>
        </identifiers>
        <balance>464876.45</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>389088.2</valUSD>
        <pctVal>0.0533444087</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN AIRLINES 2015-1 CLASS PASS THRU CE 11/28 3.375</name>
        <lei>N/A</lei>
        <title>AMERICAN AIRLINES 2015-1 CLASS PASS THRU CE 11/28 3.375</title>
        <cusip>023770AA8</cusip>
        <identifiers>
          <isin value="US023770AA81"/>
          <ticker value="AAL"/>
        </identifiers>
        <balance>391988.9</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>327847.09</valUSD>
        <pctVal>0.0449481870</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>American Airlines 2015-1 Class B Pass Through Trust</name>
        <lei>N/A</lei>
        <title>AMERICAN AIRLINES 2015-1 CLASS PASS THRU CE 11/24 3.7</title>
        <cusip>023770AB6</cusip>
        <identifiers>
          <isin value="US023770AB64"/>
          <ticker value="AAL"/>
        </identifiers>
        <balance>156875.82</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>104535.91</valUSD>
        <pctVal>0.0143319852</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN AIRLINES 2017-2 CLASS PASS THRU CE 04/31 3.6</name>
        <lei>N/A</lei>
        <title>AMERICAN AIRLINES 2017-2 CLASS PASS THRU CE 04/31 3.6</title>
        <cusip>02377CAA2</cusip>
        <identifiers>
          <isin value="US02377CAA27"/>
          <ticker value="AAL"/>
        </identifiers>
        <balance>178350.99</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>144461.52</valUSD>
        <pctVal>0.0198058290</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.15</name>
        <lei>N/A</lei>
        <title>AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.15</title>
        <cusip>02377LAA2</cusip>
        <identifiers>
          <isin value="US02377LAA26"/>
          <ticker value="AAL"/>
        </identifiers>
        <balance>329842.11</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>303654.1</valUSD>
        <pctVal>0.0416313022</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ARDAGH PACKAGING FINANCE PLC / COMPANY GUAR 144A 02/25 6</name>
        <lei>N/A</lei>
        <title>ARDAGH PACKAGING FINANCE PLC / COMPANY GUAR 144A 02/25 6</title>
        <cusip>03969AAL4</cusip>
        <identifiers>
          <isin value="US03969AAL44"/>
          <ticker value="ARGID"/>
        </identifiers>
        <balance>190000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>194512.5</valUSD>
        <pctVal>0.0266678720</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CNH Industrial Capital LLC</name>
        <lei>N/A</lei>
        <title>CNH INDUSTRIAL CAPITAL LLC COMPANY GUAR 07/23 1.95</title>
        <cusip>12592BAK0</cusip>
        <identifiers>
          <isin value="US12592BAK08"/>
          <ticker value="CNHI"/>
        </identifiers>
        <balance>570000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>573856.06</valUSD>
        <pctVal>0.0786762801</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>COMCAST CORP COMPANY GUAR 04/25 3.1</title>
        <cusip>20030NDJ7</cusip>
        <identifiers>
          <isin value="US20030NDJ72"/>
          <ticker value="CMCSA"/>
        </identifiers>
        <balance>333000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>365786.47</valUSD>
        <pctVal>0.0501497166</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Credit Suisse Group Funding (Guernsey) Limited</name>
        <lei>549300PXR5FKNXF0OH19</lei>
        <title>CREDIT SUISSE GROUP FUNDING GU COMPANY GUAR 04/26 4.55</title>
        <cusip>225433AR2</cusip>
        <identifiers>
          <isin value="US225433AR25"/>
          <ticker value="CS"/>
        </identifiers>
        <balance>405000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>465693.11</valUSD>
        <pctVal>0.0638470239</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.550000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Credit Suisse Group AG</name>
        <lei>N/A</lei>
        <title>CREDIT SUISSE GROUP AG JR SUBORDINA 144A 12/49 VAR</title>
        <cusip>22546DAB2</cusip>
        <identifiers>
          <isin value="US22546DAB29"/>
          <ticker value="CS"/>
        </identifiers>
        <balance>185000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>198887.21</valUSD>
        <pctVal>0.0272676494</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-11</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Energy Transfer Operating L.P.</name>
        <lei>5493008K8W3OKZE54J59</lei>
        <title>ENERGY TRANSFER OPERATING LP COMPANY GUAR 03/23 4.25</title>
        <cusip>29278NAL7</cusip>
        <identifiers>
          <isin value="US29278NAL73"/>
          <ticker value="ETP"/>
        </identifiers>
        <balance>490000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>517239.1</valUSD>
        <pctVal>0.0709140343</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Energy Transfer Operating L.P.</name>
        <lei>5493008K8W3OKZE54J59</lei>
        <title>ENERGY TRANSFER OPERATING LP COMPANY GUAR 01/24 5.875</title>
        <cusip>29278NAM5</cusip>
        <identifiers>
          <isin value="US29278NAM56"/>
          <ticker value="ETP"/>
        </identifiers>
        <balance>365000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>408221.94</valUSD>
        <pctVal>0.0559676650</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Enova International Inc.</name>
        <lei>549300O8XOCQSB49UO63</lei>
        <title>ENOVA INTERNATIONAL INC COMPANY GUAR 144A 09/24 8.5</title>
        <cusip>29357KAD5</cusip>
        <identifiers>
          <isin value="US29357KAD54"/>
          <ticker value="ENVA"/>
        </identifiers>
        <balance>77000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>68722.5</valUSD>
        <pctVal>0.0094219283</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Enova International Inc.</name>
        <lei>549300O8XOCQSB49UO63</lei>
        <title>ENOVA INTERNATIONAL INC COMPANY GUAR 144A 09/25 8.5</title>
        <cusip>29357KAF0</cusip>
        <identifiers>
          <isin value="US29357KAF03"/>
          <ticker value="ENVA"/>
        </identifiers>
        <balance>345000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>311362.5</valUSD>
        <pctVal>0.0426881321</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Enterprise Products Operating LLC</name>
        <lei>5493004LGN656HWLDA30</lei>
        <title>ENTERPRISE PRODUCTS OPERATING COMPANY GUAR 03/33 6.875</title>
        <cusip>293791AF6</cusip>
        <identifiers>
          <isin value="US293791AF64"/>
          <ticker value="EPD"/>
        </identifiers>
        <balance>471000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>624840.11</valUSD>
        <pctVal>0.0856662480</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Enterprise Products Operating LLC</name>
        <lei>5493004LGN656HWLDA30</lei>
        <title>ENTERPRISE PRODUCTS OPERATING COMPANY GUAR 08/77 VAR</title>
        <cusip>29379VBN2</cusip>
        <identifiers>
          <isin value="US29379VBN29"/>
          <ticker value="EPD"/>
        </identifiers>
        <balance>701000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>655435</valUSD>
        <pctVal>0.0898608401</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2077-08-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Equifax Inc.</name>
        <lei>5493004MCF8JDC86VS77</lei>
        <title>EQUIFAX INC SR UNSECURED 05/30 3.1</title>
        <cusip>294429AS4</cusip>
        <identifiers>
          <isin value="US294429AS42"/>
          <ticker value="EFX"/>
        </identifiers>
        <balance>800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>850393.58</valUSD>
        <pctVal>0.1165898702</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Equinix Inc.</name>
        <lei>549300EVUN2BTLJ3GT74</lei>
        <title>EQUINIX INC SR UNSECURED 05/27 5.375</title>
        <cusip>29444UAR7</cusip>
        <identifiers>
          <isin value="US29444UAR77"/>
          <ticker value="EQIX"/>
        </identifiers>
        <balance>275000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>300025</valUSD>
        <pctVal>0.0411337487</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.375000000000</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>Equinix Inc.</name>
        <lei>549300EVUN2BTLJ3GT74</lei>
        <title>EQUINIX INC SR UNSECURED 11/26 2.9</title>
        <cusip>29444UBD7</cusip>
        <identifiers>
          <isin value="US29444UBD72"/>
          <ticker value="EQIX"/>
        </identifiers>
        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1077920</valUSD>
        <pctVal>0.1477839859</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Equinix Inc.</name>
        <lei>549300EVUN2BTLJ3GT74</lei>
        <title>EQUINIX INC SR UNSECURED 11/29 3.2</title>
        <cusip>29444UBE5</cusip>
        <identifiers>
          <isin value="US29444UBE55"/>
          <ticker value="EQIX"/>
        </identifiers>
        <balance>551000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>598099.48</valUSD>
        <pctVal>0.0820000790</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Equinix Inc.</name>
        <lei>549300EVUN2BTLJ3GT74</lei>
        <title>EQUINIX INC SR UNSECURED 07/27 1.8</title>
        <cusip>29444UBG0</cusip>
        <identifiers>
          <isin value="US29444UBG04"/>
          <ticker value="EQIX"/>
        </identifiers>
        <balance>156000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>156160.68</valUSD>
        <pctVal>0.0214097964</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Essex Portfolio L.P.</name>
        <lei>5493003GN3O58H286O74</lei>
        <title>ESSEX PORTFOLIO LP COMPANY GUAR 05/27 3.625</title>
        <cusip>29717PAR8</cusip>
        <identifiers>
          <isin value="US29717PAR82"/>
          <ticker value="ESS"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>554850.57</valUSD>
        <pctVal>0.0760706071</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Expedia Group Inc.</name>
        <lei>CI7MUJI4USF3V0NJ1H64</lei>
        <title>EXPEDIA GROUP INC COMPANY GUAR 02/26 5</title>
        <cusip>30212PAM7</cusip>
        <identifiers>
          <isin value="US30212PAM77"/>
          <ticker value="EXPE"/>
        </identifiers>
        <balance>1315000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1353450.18</valUSD>
        <pctVal>0.1855594685</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Expedia Group Inc.</name>
        <lei>CI7MUJI4USF3V0NJ1H64</lei>
        <title>EXPEDIA GROUP INC COMPANY GUAR 02/28 3.8</title>
        <cusip>30212PAP0</cusip>
        <identifiers>
          <isin value="US30212PAP09"/>
          <ticker value="EXPE"/>
        </identifiers>
        <balance>743000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>713978.46</valUSD>
        <pctVal>0.0978872112</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 09/31 FIXED 7</title>
        <cusip>31386XBH8</cusip>
        <identifiers>
          <isin value="US31386XBH89"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>6230.71</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7320.72</valUSD>
        <pctVal>0.0010036785</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 08/31 FIXED 7.5</title>
        <cusip>31387QYP9</cusip>
        <identifiers>
          <isin value="US31387QYP98"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>5537.7</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6272.79</valUSD>
        <pctVal>0.0008600062</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 09/31 FIXED 7</title>
        <cusip>31387XQ24</cusip>
        <identifiers>
          <isin value="US31387XQ242"/>
          <ticker value="FN"/>
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        <balance>6162.1</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7214.62</valUSD>
        <pctVal>0.0009891321</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.000000000000</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>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 09/31 FIXED 7</title>
        <cusip>31387XXY6</cusip>
        <identifiers>
          <isin value="US31387XXY65"/>
          <ticker value="FN"/>
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        <balance>96779.01</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>113447.05</valUSD>
        <pctVal>0.0155537120</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.000000000000</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>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 01/32 FIXED 7</title>
        <cusip>31389GSH4</cusip>
        <identifiers>
          <isin value="US31389GSH47"/>
          <ticker value="FN"/>
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        <balance>3998.7</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4705.22</valUSD>
        <pctVal>0.0006450907</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 05/32 FIXED 7</title>
        <cusip>31389X5U3</cusip>
        <identifiers>
          <isin value="US31389X5U36"/>
          <ticker value="FN"/>
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        <balance>5701.75</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6759.57</valUSD>
        <pctVal>0.0009267443</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 09/41 FIXED 4</title>
        <cusip>3138ARZ23</cusip>
        <identifiers>
          <isin value="US3138ARZ233"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>825516.92</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>903170.9</valUSD>
        <pctVal>0.1238256972</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 05/41 FIXED VAR</title>
        <cusip>3138EGFA7</cusip>
        <identifiers>
          <isin value="US3138EGFA73"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>1849972.31</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2057665.56</valUSD>
        <pctVal>0.2821081510</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 10/41 FIXED VAR</title>
        <cusip>3138EHB76</cusip>
        <identifiers>
          <isin value="US3138EHB765"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>806390.76</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>891821.49</valUSD>
        <pctVal>0.1222696810</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 06/42 FIXED VAR</title>
        <cusip>3138EJC97</cusip>
        <identifiers>
          <isin value="US3138EJC975"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>1958347.94</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2143884.57</valUSD>
        <pctVal>0.2939288696</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 06/43 FIXED VAR</title>
        <cusip>3138ELB44</cusip>
        <identifiers>
          <isin value="US3138ELB445"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>2071381.9</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2268274.83</valUSD>
        <pctVal>0.3109829074</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 01/43 FIXED 3</title>
        <cusip>3138MPDV4</cusip>
        <identifiers>
          <isin value="US3138MPDV46"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>1207158.45</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1308214.51</valUSD>
        <pctVal>0.1793576098</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 03/43 FIXED 3</title>
        <cusip>3138W7GB4</cusip>
        <identifiers>
          <isin value="US3138W7GB40"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>324418.28</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>354719.43</valUSD>
        <pctVal>0.0486324136</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 01/44 FIXED 4</title>
        <cusip>3138WASP3</cusip>
        <identifiers>
          <isin value="US3138WASP34"/>
          <ticker value="FN"/>
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        <balance>645362.22</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>718775.14</valUSD>
        <pctVal>0.0985448411</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 04/45 FIXED 3.5</title>
        <cusip>3138WEHE2</cusip>
        <identifiers>
          <isin value="US3138WEHE28"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>1959413.79</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2126681.89</valUSD>
        <pctVal>0.2915703637</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 11/45 FIXED 4</title>
        <cusip>3138WF4G8</cusip>
        <identifiers>
          <isin value="US3138WF4G85"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>2457835</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2671370.72</valUSD>
        <pctVal>0.3662477854</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 01/47 FIXED 3</title>
        <cusip>3138WJTD0</cusip>
        <identifiers>
          <isin value="US3138WJTD04"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>978155.78</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1047814.17</valUSD>
        <pctVal>0.1436564444</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 05/43 FIXED 3</title>
        <cusip>3138WTT97</cusip>
        <identifiers>
          <isin value="US3138WTT970"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>449512.61</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>491778.71</valUSD>
        <pctVal>0.0674233876</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 06/32 FIXED 7</title>
        <cusip>31390BKV9</cusip>
        <identifiers>
          <isin value="US31390BKV98"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>4841.86</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5673.54</valUSD>
        <pctVal>0.0007778484</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS FNR 2001 50 BA</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS FNR 2001 50 BA</title>
        <cusip>31392AJW9</cusip>
        <identifiers>
          <isin value="US31392AJW99"/>
          <ticker value="FNR"/>
        </identifiers>
        <balance>7409.19</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8564.87</valUSD>
        <pctVal>0.0011742528</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae REMIC Trust 2002-W3</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMIC TRUST 2002-W3 FNW 2002 W3 A5</title>
        <cusip>31392CT20</cusip>
        <identifiers>
          <isin value="US31392CT208"/>
          <ticker value="FNW"/>
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        <balance>59999.86</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>73434.4</valUSD>
        <pctVal>0.0100679349</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED PASS-TH FSPC T 41 3A</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED PASS-TH FSPC T 41 3A</title>
        <cusip>31392MEN8</cusip>
        <identifiers>
          <isin value="US31392MEN83"/>
          <ticker value="FSPC"/>
        </identifiers>
        <balance>53493.87</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>60647.06</valUSD>
        <pctVal>0.0083147768</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.292183000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GATX Corporation</name>
        <lei>549300IHYHCQP2PIR591</lei>
        <title>GATX CORP SR UNSECURED 03/27 3.85</title>
        <cusip>361448AZ6</cusip>
        <identifiers>
          <isin value="US361448AZ62"/>
          <ticker value="GMT"/>
        </identifiers>
        <balance>800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>856586.53</valUSD>
        <pctVal>0.1174389302</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GCI LLC</name>
        <lei>N/A</lei>
        <title>GCI LLC SR UNSECURED 04/25 6.875</title>
        <cusip>36155WAK2</cusip>
        <identifiers>
          <isin value="US36155WAK27"/>
          <ticker value="GCILLC"/>
        </identifiers>
        <balance>216000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>222480</valUSD>
        <pctVal>0.0305022462</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The GEO Group Inc.</name>
        <lei>N/A</lei>
        <title>GEO GROUP INC/THE COMPANY GUAR 04/26 6</title>
        <cusip>36162JAB2</cusip>
        <identifiers>
          <isin value="US36162JAB26"/>
          <ticker value="GEO"/>
        </identifiers>
        <balance>96000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>73680</valUSD>
        <pctVal>0.0101016069</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GE Capital International Funding Company Unlimited Company</name>
        <lei>549300G6UZOB126GBY72</lei>
        <title>GE CAPITAL INTERNATIONAL FUNDI COMPANY GUAR 11/35 4.418</title>
        <cusip>36164QNA2</cusip>
        <identifiers>
          <isin value="US36164QNA21"/>
          <ticker value="GE"/>
        </identifiers>
        <balance>677000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>687321.65</valUSD>
        <pctVal>0.0942325340</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.418000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GCI LLC</name>
        <lei>N/A</lei>
        <title>GCI LLC SR UNSECURED 144A 06/24 6.625</title>
        <cusip>36166TAA8</cusip>
        <identifiers>
          <isin value="US36166TAA88"/>
          <ticker value="GCILLC"/>
        </identifiers>
        <balance>177000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>185223.42</valUSD>
        <pctVal>0.0253943292</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GLP Capital L.P. / GLP Financing II Inc.</name>
        <lei>N/A</lei>
        <title>GLP CAPITAL LP / GLP FINANCING COMPANY GUAR 04/26 5.375</title>
        <cusip>361841AH2</cusip>
        <identifiers>
          <isin value="US361841AH26"/>
          <ticker value="GLPI"/>
        </identifiers>
        <balance>382000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>417480.16</valUSD>
        <pctVal>0.0572369768</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>General Motors Financial Company Inc.</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GENERAL MOTORS FINANCIAL CO IN COMPANY GUAR 01/25 4</title>
        <cusip>37045XAS5</cusip>
        <identifiers>
          <isin value="US37045XAS53"/>
          <ticker value="GM"/>
        </identifiers>
        <balance>929000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>971136.66</valUSD>
        <pctVal>0.1331438757</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>General Motors Financial Company Inc.</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GENERAL MOTORS FINANCIAL CO IN COMPANY GUAR 07/25 4.3</title>
        <cusip>37045XAZ9</cusip>
        <identifiers>
          <isin value="US37045XAZ96"/>
          <ticker value="GM"/>
        </identifiers>
        <balance>460000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>479315.39</valUSD>
        <pctVal>0.0657146531</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>General Motors Financial Company Inc.</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 03/23 5.2</title>
        <cusip>37045XCW4</cusip>
        <identifiers>
          <isin value="US37045XCW48"/>
          <ticker value="GM"/>
        </identifiers>
        <balance>371000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>396951.08</valUSD>
        <pctVal>0.0544224180</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Georgia-Pacific LLC</name>
        <lei>L2EVHWFHVAQK72TMH265</lei>
        <title>GEORGIA-PACIFIC LLC SR UNSECURED 144A 04/30 2.3</title>
        <cusip>37331NAK7</cusip>
        <identifiers>
          <isin value="US37331NAK72"/>
          <ticker value="GP"/>
        </identifiers>
        <balance>1094000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1139716.8</valUSD>
        <pctVal>0.1562563933</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GlaxoSmithKline Capital PLC</name>
        <lei>549300U0LV41VX7LEP38</lei>
        <title>GLAXOSMITHKLINE CAPITAL PLC COMPANY GUAR 06/24 3</title>
        <cusip>377373AG0</cusip>
        <identifiers>
          <isin value="US377373AG03"/>
          <ticker value="GSK"/>
        </identifiers>
        <balance>502000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>542740.89</valUSD>
        <pctVal>0.0744103570</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOGO INTERMEDIATE HOLDINGS LLC SR SECURED 144A 05/24 9.875</name>
        <lei>N/A</lei>
        <title>GOGO INTERMEDIATE HOLDINGS LLC SR SECURED 144A 05/24 9.875</title>
        <cusip>38046XAE3</cusip>
        <identifiers>
          <isin value="US38046XAE31"/>
          <ticker value="GOGO"/>
        </identifiers>
        <balance>248000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>209560</valUSD>
        <pctVal>0.0287309003</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Goldman Sachs Group Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GOLDMAN SACHS GROUP INC/THE SR UNSECURED 01/23 3.625</title>
        <cusip>38141GRD8</cusip>
        <identifiers>
          <isin value="US38141GRD87"/>
          <ticker value="GS"/>
        </identifiers>
        <balance>1200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1285260</valUSD>
        <pctVal>0.1762105219</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Goldman Sachs Group Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GOLDMAN SACHS GROUP INC/THE SR UNSECURED 01/27 3.85</title>
        <cusip>38141GWB6</cusip>
        <identifiers>
          <isin value="US38141GWB66"/>
          <ticker value="GS"/>
        </identifiers>
        <balance>962000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1085150.2</valUSD>
        <pctVal>0.1487752541</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Goldman Sachs Group Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GOLDMAN SACHS GROUP INC/THE SR UNSECURED 04/25 3.5</title>
        <cusip>38141GXJ8</cusip>
        <identifiers>
          <isin value="US38141GXJ83"/>
          <ticker value="GS"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>548253.8</valUSD>
        <pctVal>0.0751661829</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>W. R. Grace and Co.-Conn.</name>
        <lei>N/A</lei>
        <title>WR GRACE and CO-CONN COMPANY GUAR 144A 06/27 4.875</title>
        <cusip>383909AG3</cusip>
        <identifiers>
          <isin value="US383909AG38"/>
          <ticker value="GRA"/>
        </identifiers>
        <balance>143000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>144863.29</valUSD>
        <pctVal>0.0198609121</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Greenko Dutch B.V.</name>
        <lei>N/A</lei>
        <title>GREENKO DUTCH BV SR SECURED 144A 07/24 5.25</title>
        <cusip>39530LAB6</cusip>
        <identifiers>
          <isin value="US39530LAB62"/>
          <ticker value="GRNKEN"/>
        </identifiers>
        <balance>145000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>143245.5</valUSD>
        <pctVal>0.0196391114</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Greenko Dutch B.V.</name>
        <lei>N/A</lei>
        <title>GREENKO DUTCH BV SR SECURED 144A 07/22 4.875</title>
        <cusip>39530LAC4</cusip>
        <identifiers>
          <isin value="US39530LAC46"/>
          <ticker value="GRNKEN"/>
        </identifiers>
        <balance>215000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>212312.5</valUSD>
        <pctVal>0.0291082710</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HandE Equipment Services Inc.</name>
        <lei>N/A</lei>
        <title>HandE EQUIPMENT SERVICES INC COMPANY GUAR 09/25 5.625</title>
        <cusip>404030AH1</cusip>
        <identifiers>
          <isin value="US404030AH17"/>
          <ticker value="HEES"/>
        </identifiers>
        <balance>175000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>176713.25</valUSD>
        <pctVal>0.0242275757</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HCA Inc.</name>
        <lei>L3CJ6J7LJ2DX62FTXD46</lei>
        <title>HCA INC SR SECURED 04/25 5.25</title>
        <cusip>404119BQ1</cusip>
        <identifiers>
          <isin value="US404119BQ19"/>
          <ticker value="HCA"/>
        </identifiers>
        <balance>355000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>407980.54</valUSD>
        <pctVal>0.0559345688</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC Holdings plc</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC HOLDINGS PLC JR SUBORDINA 12/49 VAR</title>
        <cusip>404280BC2</cusip>
        <identifiers>
          <isin value="US404280BC26"/>
          <ticker value="HSBC"/>
        </identifiers>
        <balance>395000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>400783.12</valUSD>
        <pctVal>0.0549477948</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC Holdings plc</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC HOLDINGS PLC SR UNSECURED 05/24 VAR</title>
        <cusip>404280BS7</cusip>
        <identifiers>
          <isin value="US404280BS77"/>
          <ticker value="HSBC"/>
        </identifiers>
        <balance>680000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>730799.61</valUSD>
        <pctVal>0.1001934088</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-18</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hanesbrands Inc.</name>
        <lei>GX5LWVWZLL5S4W1L2F20</lei>
        <title>HANESBRANDS INC COMPANY GUAR 144A 05/25 5.375</title>
        <cusip>410345AN2</cusip>
        <identifiers>
          <isin value="US410345AN24"/>
          <ticker value="HBI"/>
        </identifiers>
        <balance>125000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>126406.25</valUSD>
        <pctVal>0.0173304322</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Home Depot Inc.</name>
        <lei>QEKMOTMBBKA8I816DO57</lei>
        <title>HOME DEPOT INC/THE SR UNSECURED 04/27 2.5</title>
        <cusip>437076CA8</cusip>
        <identifiers>
          <isin value="US437076CA82"/>
          <ticker value="HD"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>547760.35</valUSD>
        <pctVal>0.0750985304</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Home Depot Inc.</name>
        <lei>QEKMOTMBBKA8I816DO57</lei>
        <title>HOME DEPOT INC/THE SR UNSECURED 04/30 2.7</title>
        <cusip>437076CB6</cusip>
        <identifiers>
          <isin value="US437076CB65"/>
          <ticker value="HD"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>548914.75</valUSD>
        <pctVal>0.0752567998</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Humana Inc.</name>
        <lei>N/A</lei>
        <title>HUMANA INC SR UNSECURED 08/29 3.125</title>
        <cusip>444859BK7</cusip>
        <identifiers>
          <isin value="US444859BK72"/>
          <ticker value="HUM"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>541432.73</valUSD>
        <pctVal>0.0742310069</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>J.B. Hunt Transport Services Inc.</name>
        <lei>549300XCD1MPI1C5GK90</lei>
        <title>JB HUNT TRANSPORT SERVICES INC COMPANY GUAR 03/24 3.85</title>
        <cusip>445658CD7</cusip>
        <identifiers>
          <isin value="US445658CD70"/>
          <ticker value="JBHT"/>
        </identifiers>
        <balance>700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>745664.55</valUSD>
        <pctVal>0.1022314080</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Huntington Ingalls Industries Inc.</name>
        <lei>5TZLZ6WJTBVJ0QWBG121</lei>
        <title>HUNTINGTON INGALLS INDUSTRIES COMPANY GUAR 144A 11/25 5</title>
        <cusip>446413AH9</cusip>
        <identifiers>
          <isin value="US446413AH98"/>
          <ticker value="HII"/>
        </identifiers>
        <balance>395000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>408963.32</valUSD>
        <pctVal>0.0560693090</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Huntington Ingalls Industries Inc.</name>
        <lei>5TZLZ6WJTBVJ0QWBG121</lei>
        <title>HUNTINGTON INGALLS INDUSTRIES SR UNSECURED 144A 05/25 3.844</title>
        <cusip>446413AN6</cusip>
        <identifiers>
          <isin value="US446413AN66"/>
          <ticker value="HII"/>
        </identifiers>
        <balance>557000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>604804.35</valUSD>
        <pctVal>0.0829193238</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.844000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Huntington Ingalls Industries Inc.</name>
        <lei>5TZLZ6WJTBVJ0QWBG121</lei>
        <title>HUNTINGTON INGALLS INDUSTRIES SR UNSECURED 144A 05/30 4.2</title>
        <cusip>446413AP1</cusip>
        <identifiers>
          <isin value="US446413AP15"/>
          <ticker value="HII"/>
        </identifiers>
        <balance>1384000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1541818.05</valUSD>
        <pctVal>0.2113849052</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Huntsman International LLC</name>
        <lei>N/A</lei>
        <title>HUNTSMAN INTERNATIONAL LLC SR UNSECURED 05/29 4.5</title>
        <cusip>44701QBE1</cusip>
        <identifiers>
          <isin value="US44701QBE17"/>
          <ticker value="HUN"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>526411.63</valUSD>
        <pctVal>0.0721715980</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Husky Energy Inc.</name>
        <lei>N/A</lei>
        <title>HUSKY ENERGY INC SR UNSECURED 04/22 3.95</title>
        <cusip>448055AJ2</cusip>
        <identifiers>
          <isin value="US448055AJ20"/>
          <ticker value="HSECN"/>
        </identifiers>
        <balance>327000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>334079.95</valUSD>
        <pctVal>0.0458027188</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hyatt Hotels Corporation</name>
        <lei>T27JQIMTYSH41TCD5186</lei>
        <title>HYATT HOTELS CORP SR UNSECURED 07/23 3.375</title>
        <cusip>448579AE2</cusip>
        <identifiers>
          <isin value="US448579AE22"/>
          <ticker value="H"/>
        </identifiers>
        <balance>660000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>665821.24</valUSD>
        <pctVal>0.0912848048</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IHS Markit Ltd.</name>
        <lei>549300HLPTRASHS0E726</lei>
        <title>IHS MARKIT LTD COMPANY GUAR 144A 02/25 4.75</title>
        <cusip>44962LAB3</cusip>
        <identifiers>
          <isin value="US44962LAB36"/>
          <ticker value="INFO"/>
        </identifiers>
        <balance>175000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>196000</valUSD>
        <pctVal>0.0268718098</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IHS Markit Ltd.</name>
        <lei>549300HLPTRASHS0E726</lei>
        <title>IHS MARKIT LTD COMPANY GUAR 144A 03/26 4</title>
        <cusip>44962LAC1</cusip>
        <identifiers>
          <isin value="US44962LAC19"/>
          <ticker value="INFO"/>
        </identifiers>
        <balance>363000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>401481.63</valUSD>
        <pctVal>0.0550435613</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IHS Markit Ltd.</name>
        <lei>549300HLPTRASHS0E726</lei>
        <title>IHS MARKIT LTD SR UNSECURED 08/28 4.75</title>
        <cusip>44962LAF4</cusip>
        <identifiers>
          <isin value="US44962LAF40"/>
          <ticker value="INFO"/>
        </identifiers>
        <balance>213000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>249940.59</valUSD>
        <pctVal>0.0342671224</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</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>IDEX Corporation</name>
        <lei>549300U5Y5EL6PHYLF13</lei>
        <title>IDEX CORP SR UNSECURED 05/30 3</title>
        <cusip>45167RAG9</cusip>
        <identifiers>
          <isin value="US45167RAG92"/>
          <ticker value="IEX"/>
        </identifiers>
        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1043258.06</valUSD>
        <pctVal>0.1430317968</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Infor Inc.</name>
        <lei>N/A</lei>
        <title>INFOR INC SR UNSECURED 144A 07/25 1.75</title>
        <cusip>45674CAA1</cusip>
        <identifiers>
          <isin value="US45674CAA18"/>
          <ticker value="LWSN"/>
        </identifiers>
        <balance>151000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>151630.86</valUSD>
        <pctVal>0.0207887532</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ING Groep N.V.</name>
        <lei>549300NYKK9MWM7GGW15</lei>
        <title>ING GROEP NV JR SUBORDINA 12/49 VAR</title>
        <cusip>456837AF0</cusip>
        <identifiers>
          <isin value="US456837AF06"/>
          <ticker value="INTNED"/>
        </identifiers>
        <balance>135000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>137983.5</valUSD>
        <pctVal>0.0189176856</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.500000000000</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>Jacobs Entertainment Inc.</name>
        <lei>5493004U9JIWY3HSUO63</lei>
        <title>JACOBS ENTERTAINMENT INC SECURED 144A 02/24 7.875</title>
        <cusip>469815AH7</cusip>
        <identifiers>
          <isin value="US469815AH78"/>
          <ticker value="JACENT"/>
        </identifiers>
        <balance>205000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>180605</valUSD>
        <pctVal>0.0247611388</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>7.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ARL First LLC</name>
        <lei>N/A</lei>
        <title>ARL FIRST LLC ARLFR 2012 1A A2 144A</title>
        <cusip>00213RAB9</cusip>
        <identifiers>
          <isin value="US00213RAB96"/>
          <ticker value="ARLFR"/>
        </identifiers>
        <balance>900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>931481.91</valUSD>
        <pctVal>0.1277071670</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.810000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Buckeye Partners L.P.</name>
        <lei>549300C1PQJLVEIUBK50</lei>
        <title>BUCKEYE PARTNERS LP SR UNSECURED 12/26 3.95</title>
        <cusip>118230AQ4</cusip>
        <identifiers>
          <isin value="US118230AQ44"/>
          <ticker value="BPL"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>470015</valUSD>
        <pctVal>0.0644395596</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ATandT Inc.</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>ATandT INC SR UNSECURED 06/45 4.35</title>
        <cusip>00206RBK7</cusip>
        <identifiers>
          <isin value="US00206RBK77"/>
          <ticker value="T"/>
        </identifiers>
        <balance>285000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>320602.23</valUSD>
        <pctVal>0.0439549089</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Builders FirstSource Inc.</name>
        <lei>549300W0SKP6L3H7DP63</lei>
        <title>BUILDERS FIRSTSOURCE INC SR SECURED 144A 06/27 6.75</title>
        <cusip>12008RAM9</cusip>
        <identifiers>
          <isin value="US12008RAM97"/>
          <ticker value="BLDR"/>
        </identifiers>
        <balance>77000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>78828.75</valUSD>
        <pctVal>0.0108075060</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Builders FirstSource Inc.</name>
        <lei>549300W0SKP6L3H7DP63</lei>
        <title>BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 03/30 5</title>
        <cusip>12008RAN7</cusip>
        <identifiers>
          <isin value="US12008RAN70"/>
          <ticker value="BLDR"/>
        </identifiers>
        <balance>46000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43240</valUSD>
        <pctVal>0.0059282503</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JEFFERIES GROUP LLC / JEFFERIE SR UNSECURED 01/27 4.85</name>
        <lei>N/A</lei>
        <title>JEFFERIES GROUP LLC / JEFFERIE SR UNSECURED 01/27 4.85</title>
        <cusip>47233JAG3</cusip>
        <identifiers>
          <isin value="US47233JAG31"/>
          <ticker value="JEF"/>
        </identifiers>
        <balance>450000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>495533.45</valUSD>
        <pctVal>0.0679381665</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JEFFERIES GROUP LLC / JEFFERIE SR UNSECURED 01/30 4.15</name>
        <lei>N/A</lei>
        <title>JEFFERIES GROUP LLC / JEFFERIE SR UNSECURED 01/30 4.15</title>
        <cusip>47233JBH0</cusip>
        <identifiers>
          <isin value="US47233JBH05"/>
          <ticker value="JEF"/>
        </identifiers>
        <balance>420000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>455979.04</valUSD>
        <pctVal>0.0625152145</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bunge Limited Finance Corp.</name>
        <lei>N/A</lei>
        <title>BUNGE LTD FINANCE CORP COMPANY GUAR 08/26 3.25</title>
        <cusip>120568AX8</cusip>
        <identifiers>
          <isin value="US120568AX84"/>
          <ticker value="BG"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>516250.91</valUSD>
        <pctVal>0.0707785524</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CF Industries Inc.</name>
        <lei>5FVKT86LAD2F40NPC183</lei>
        <title>CF INDUSTRIES INC COMPANY GUAR 06/43 4.95</title>
        <cusip>12527GAD5</cusip>
        <identifiers>
          <isin value="US12527GAD51"/>
          <ticker value="CF"/>
        </identifiers>
        <balance>175000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>188615</valUSD>
        <pctVal>0.0258593184</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JETBLUE 2019-1 CLASS AA PASS T PASS THRU CE 11/33 2.75</name>
        <lei>N/A</lei>
        <title>JETBLUE 2019-1 CLASS AA PASS T PASS THRU CE 11/33 2.75</title>
        <cusip>477143AH4</cusip>
        <identifiers>
          <isin value="US477143AH41"/>
          <ticker value="JBLU"/>
        </identifiers>
        <balance>364500.84</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>345504.92</valUSD>
        <pctVal>0.0473690944</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase and Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE + CO 12/99 1</title>
        <cusip>48128BAG6</cusip>
        <identifiers>
          <isin value="US48128BAG68"/>
          <ticker value="JPM"/>
        </identifiers>
        <balance>503000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>448474.8</valUSD>
        <pctVal>0.0614863752</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ATandT Inc.</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>ATandT INC SR UNSECURED 05/25 3.4</title>
        <cusip>00206RCN0</cusip>
        <identifiers>
          <isin value="US00206RCN08"/>
          <ticker value="T"/>
        </identifiers>
        <balance>700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>769689.54</valUSD>
        <pctVal>0.1055252599</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ATandT Inc.</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>ATandT INC SR UNSECURED 02/24 7.57</title>
        <cusip>00206RHQ8</cusip>
        <identifiers>
          <isin value="US00206RHQ83"/>
          <ticker value="T"/>
        </identifiers>
        <balance>716000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>870144.3</valUSD>
        <pctVal>0.1192977150</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>7.570000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KLA Corporation</name>
        <lei>549300H0BF5JCG96TJ81</lei>
        <title>KLA CORP SR UNSECURED 03/29 4.1</title>
        <cusip>482480AG5</cusip>
        <identifiers>
          <isin value="US482480AG50"/>
          <ticker value="KLAC"/>
        </identifiers>
        <balance>340000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>401162.9</valUSD>
        <pctVal>0.0549998630</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kansas City Southern</name>
        <lei>5493008C12PZMWP3WY03</lei>
        <title>KANSAS CITY SOUTHERN COMPANY GUAR 11/29 2.875</title>
        <cusip>485170BD5</cusip>
        <identifiers>
          <isin value="US485170BD50"/>
          <ticker value="KSU"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>527626.95</valUSD>
        <pctVal>0.0723382197</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CIT Group Inc.</name>
        <lei>N8O96ZZJQRFYQUJY7K79</lei>
        <title>CIT GROUP INC SR UNSECURED 08/23 5</title>
        <cusip>125581GR3</cusip>
        <identifiers>
          <isin value="US125581GR39"/>
          <ticker value="CIT"/>
        </identifiers>
        <balance>700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>713930</valUSD>
        <pctVal>0.0978805673</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DTE Energy Company</name>
        <lei>549300IX8SD6XXD71I78</lei>
        <title>DTE ENERGY CO PREFERRED STOCK</title>
        <cusip>233331842</cusip>
        <identifiers>
          <isin value="US2333318424"/>
          <ticker value="DTE"/>
        </identifiers>
        <balance>669</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>28312.08</valUSD>
        <pctVal>0.0038816165</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Keurig Dr Pepper Inc.</name>
        <lei>DYTQ8KRTKO7Y2BVU5K74</lei>
        <title>KEURIG DR PEPPER INC COMPANY GUAR 05/30 3.2</title>
        <cusip>49271VAJ9</cusip>
        <identifiers>
          <isin value="US49271VAJ98"/>
          <ticker value="KDP"/>
        </identifiers>
        <balance>720000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>796509.73</valUSD>
        <pctVal>0.1092023366</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kinder Morgan Energy Partners L.P.</name>
        <lei>549300PDHUGWPWGOT525</lei>
        <title>KINDER MORGAN ENERGY PARTNERS COMPANY GUAR 03/32 7.75</title>
        <cusip>494550AL0</cusip>
        <identifiers>
          <isin value="US494550AL04"/>
          <ticker value="KMI"/>
        </identifiers>
        <balance>260000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>350656.8</valUSD>
        <pctVal>0.0480754227</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ATandT Inc.</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>ATandT INC SR UNSECURED 02/27 3.8</title>
        <cusip>00206RHW5</cusip>
        <identifiers>
          <isin value="US00206RHW51"/>
          <ticker value="T"/>
        </identifiers>
        <balance>372000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>418904.18</valUSD>
        <pctVal>0.0574322115</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ATandT Inc.</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>ATandT INC SR UNSECURED 04/31 7.625</title>
        <cusip>00206RHZ8</cusip>
        <identifiers>
          <isin value="US00206RHZ82"/>
          <ticker value="T"/>
        </identifiers>
        <balance>451000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>664052.93</valUSD>
        <pctVal>0.0910423676</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Foothill/Eastern Transportation Corridor Agency</name>
        <lei>N/A</lei>
        <title>FOOTHILL-EASTERN TRANSPORTATIO FOOTRN 01/49 FIXED 4.094</title>
        <cusip>345105JE1</cusip>
        <identifiers>
          <isin value="US345105JE16"/>
          <ticker value="FOOTRN"/>
        </identifiers>
        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1026800</valUSD>
        <pctVal>0.1407753792</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.094000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GINNIE MAE I POOL GN 03/33 FIXED 6</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE GN 03/33 FIXED 6</title>
        <cusip>36200MEN9</cusip>
        <identifiers>
          <isin value="US36200MEN92"/>
          <ticker value="GN"/>
        </identifiers>
        <balance>113412.07</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>132240.05</valUSD>
        <pctVal>0.0181302524</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kratos Defense and Security Solutions Inc.</name>
        <lei>5493000EKBN0UY1F3F88</lei>
        <title>KRATOS DEFENSE and SECURITY SOLU SR SECURED 144A 11/25 6.5</title>
        <cusip>50077BAM0</cusip>
        <identifiers>
          <isin value="US50077BAM00"/>
          <ticker value="KTOS"/>
        </identifiers>
        <balance>270000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>280125</valUSD>
        <pctVal>0.0384054374</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kraft Heinz Foods Company</name>
        <lei>5493003STKEZ2S0RNU91</lei>
        <title>KRAFT HEINZ FOODS CO COMPANY GUAR 144A 05/27 3.875</title>
        <cusip>50077LBA3</cusip>
        <identifiers>
          <isin value="US50077LBA35"/>
          <ticker value="KHC"/>
        </identifiers>
        <balance>32000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33434.09</valUSD>
        <pctVal>0.0045838495</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ATandT Inc.</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>ATandT INC SR UNSECURED 06/27 2.3</title>
        <cusip>00206RJX1</cusip>
        <identifiers>
          <isin value="US00206RJX17"/>
          <ticker value="T"/>
        </identifiers>
        <balance>322000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>332450.02</valUSD>
        <pctVal>0.0455792536</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>APX Group Inc.</name>
        <lei>549300OMQVKPRU98OE64</lei>
        <title>APX GROUP INC COMPANY GUAR 09/23 7.625</title>
        <cusip>00213MAS3</cusip>
        <identifiers>
          <isin value="US00213MAS35"/>
          <ticker value="APXSEC"/>
        </identifiers>
        <balance>370000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>340400</valUSD>
        <pctVal>0.0466692044</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="321372.300000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Abbott Laboratories</name>
        <lei>HQD377W2YR662HK5JX27</lei>
        <title>ABBOTT LABORATORIES SR UNSECURED 11/26 3.75</title>
        <cusip>002824BF6</cusip>
        <identifiers>
          <isin value="US002824BF69"/>
          <ticker value="ABT"/>
        </identifiers>
        <balance>680000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>791162.2</valUSD>
        <pctVal>0.1084691846</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AbbVie Inc.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>ABBVIE INC SR UNSECURED 144A 11/49 4.25</title>
        <cusip>00287YBS7</cusip>
        <identifiers>
          <isin value="US00287YBS72"/>
          <ticker value="ABBV"/>
        </identifiers>
        <balance>269000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>322453.47</valUSD>
        <pctVal>0.0442087159</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kraft Heinz Foods Company</name>
        <lei>5493003STKEZ2S0RNU91</lei>
        <title>KRAFT HEINZ FOODS CO COMPANY GUAR 144A 06/50 5.5</title>
        <cusip>50077LBG0</cusip>
        <identifiers>
          <isin value="US50077LBG05"/>
          <ticker value="KHC"/>
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        <balance>224000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>238689.68</valUSD>
        <pctVal>0.0327246106</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Kroger Co.</name>
        <lei>6CPEOKI6OYJ13Q6O7870</lei>
        <title>KROGER CO/THE SR UNSECURED 05/30 2.2</title>
        <cusip>501044DP3</cusip>
        <identifiers>
          <isin value="US501044DP37"/>
          <ticker value="KR"/>
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        <balance>276000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>286989.75</valUSD>
        <pctVal>0.0393466019</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AbbVie Inc.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>ABBVIE INC SR UNSECURED 144A 11/29 3.2</title>
        <cusip>00287YBW8</cusip>
        <identifiers>
          <isin value="US00287YBW84"/>
          <ticker value="ABBV"/>
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        <balance>1651000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1836074.74</valUSD>
        <pctVal>0.2517278124</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ally Financial Inc.</name>
        <lei>549300JBN1OSM8YNAI90</lei>
        <title>ALLY FINANCIAL INC SR UNSECURED 09/24 5.125</title>
        <cusip>02005NAV2</cusip>
        <identifiers>
          <isin value="US02005NAV29"/>
          <ticker value="ALLY"/>
        </identifiers>
        <balance>615000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>664162.85</valUSD>
        <pctVal>0.0910574377</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.125000000000</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>LSC Communications Inc.</name>
        <lei>5493000O7BCKOMYMHF87</lei>
        <title>LSC COMMUNICATIONS INC SR SECURED 144A 10/23 8.75</title>
        <cusip>50218PAA5</cusip>
        <identifiers>
          <isin value="US50218PAA57"/>
          <ticker value="LKSD"/>
        </identifiers>
        <balance>420000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39900</valUSD>
        <pctVal>0.0054703327</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>Y</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>LADDER CAPITAL FINANCE HOLDING COMPANY GUAR 144A 10/25 5.25</name>
        <lei>N/A</lei>
        <title>LADDER CAPITAL FINANCE HOLDING COMPANY GUAR 144A 10/25 5.25</title>
        <cusip>505742AG1</cusip>
        <identifiers>
          <isin value="US505742AG11"/>
          <ticker value="LADR"/>
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        <balance>135000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>116465.85</valUSD>
        <pctVal>0.0159675927</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</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>GINNIE MAE I POOL GN 10/26 FIXED 8</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE GN 10/26 FIXED 8</title>
        <cusip>36207JJE4</cusip>
        <identifiers>
          <isin value="US36207JJE47"/>
          <ticker value="GN"/>
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        <balance>16281.17</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18228.41</valUSD>
        <pctVal>0.0024991345</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.000000000000</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>GINNIE MAE I POOL GN 09/28 FIXED 6.5</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE GN 09/28 FIXED 6.5</title>
        <cusip>36207KC81</cusip>
        <identifiers>
          <isin value="US36207KC814"/>
          <ticker value="GN"/>
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        <balance>14984.25</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16819.16</valUSD>
        <pctVal>0.0023059248</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lam Research Corporation</name>
        <lei>549300I4GMO6D34U1T02</lei>
        <title>LAM RESEARCH CORP SR UNSECURED 03/26 3.75</title>
        <cusip>512807AS7</cusip>
        <identifiers>
          <isin value="US512807AS72"/>
          <ticker value="LRCX"/>
        </identifiers>
        <balance>370000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>422962.1</valUSD>
        <pctVal>0.0579885567</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</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>Lam Research Corporation</name>
        <lei>549300I4GMO6D34U1T02</lei>
        <title>LAM RESEARCH CORP SR UNSECURED 03/49 4.875</title>
        <cusip>512807AT5</cusip>
        <identifiers>
          <isin value="US512807AT55"/>
          <ticker value="LRCX"/>
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        <balance>359000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>497604.5</valUSD>
        <pctVal>0.0682221096</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</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>GINNIE MAE I POOL GN 04/29 FIXED 7</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE GN 04/29 FIXED 7</title>
        <cusip>36209BFB9</cusip>
        <identifiers>
          <isin value="US36209BFB99"/>
          <ticker value="GN"/>
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        <balance>31333.17</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35859.01</valUSD>
        <pctVal>0.0049163087</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.000000000000</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>GINNIE MAE I POOL GN 09/28 FIXED 6.5</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE GN 09/28 FIXED 6.5</title>
        <cusip>36209DE83</cusip>
        <identifiers>
          <isin value="US36209DE837"/>
          <ticker value="GN"/>
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        <balance>3395.03</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3793.8</valUSD>
        <pctVal>0.0005201340</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</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>GINNIE MAE I POOL GN 02/41 FIXED 4</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE GN 02/41 FIXED 4</title>
        <cusip>3620AR4A6</cusip>
        <identifiers>
          <isin value="US3620AR4A63"/>
          <ticker value="GN"/>
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        <balance>1709604.39</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1879405.03</valUSD>
        <pctVal>0.2576684415</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>GINNIE MAE I POOL GN 08/31 FIXED 6.5</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE GN 08/31 FIXED 6.5</title>
        <cusip>36213UMA5</cusip>
        <identifiers>
          <isin value="US36213UMA50"/>
          <ticker value="GN"/>
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        <balance>10535.59</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12080.83</valUSD>
        <pctVal>0.0016562947</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</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>Lamb Weston Holdings Inc.</name>
        <lei>5493005SMYID1D2OY946</lei>
        <title>LAMB WESTON HOLDINGS INC COMPANY GUAR 144A 05/28 4.875</title>
        <cusip>513272AC8</cusip>
        <identifiers>
          <isin value="US513272AC82"/>
          <ticker value="LW"/>
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        <balance>22000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23309.22</valUSD>
        <pctVal>0.0031957190</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</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>Laureate Education Inc.</name>
        <lei>5JL7TMOH5TY3IUYSUP91</lei>
        <title>LAUREATE EDUCATION INC COMPANY GUAR 144A 05/25 8.25</title>
        <cusip>518613AJ3</cusip>
        <identifiers>
          <isin value="US518613AJ33"/>
          <ticker value="LAUR"/>
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        <balance>209000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>216837.5</valUSD>
        <pctVal>0.0297286534</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GINNIE MAE I POOL GN 09/29 FIXED 6.5</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE GN 09/29 FIXED 6.5</title>
        <cusip>36225BKX5</cusip>
        <identifiers>
          <isin value="US36225BKX54"/>
          <ticker value="GN"/>
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        <balance>7295.1</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8216.64</valUSD>
        <pctVal>0.0011265101</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>GINNIE MAE I POOL GN 06/33 FIXED 6</name>
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      <invstOrSec>
        <name>CWABS Asset-Backed Certificates Trust 2004-10</name>
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      <invstOrSec>
        <name>GINNIE MAE I POOL GN 03/35 FIXED 5.5</name>
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        <name>GINNIE MAE I POOL GN 04/35 FIXED 5</name>
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        <cusip>36291R2Z4</cusip>
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        <name>GINNIE MAE I POOL GN 04/35 FIXED 5</name>
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        <name>Ocean Spray Cranberries Inc.</name>
        <lei>F58I6BK23LKYT8F1SB71</lei>
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        <name>Capital One Multi-Asset Execution Trust</name>
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        <curCd>USD</curCd>
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        <name>FREDDIE MAC FG 10/46 FIXED 3.5</name>
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        <title>FREDDIE MAC FG 10/46 FIXED 3.5</title>
        <cusip>3132WHBR5</cusip>
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          <ticker value="FG"/>
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          <maturityDt>2046-10-01</maturityDt>
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      <invstOrSec>
        <name>Lazard Group LLC</name>
        <lei>FI94J2CJ1D7BIGVMS874</lei>
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        <cusip>52107QAK1</cusip>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Legg Mason Inc.</name>
        <lei>OWUNCC6U1ZJXMZKFBJ36</lei>
        <title>LEGG MASON INC SR UNSECURED 07/24 3.95</title>
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          <ticker value="LM"/>
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          <couponKind>Fixed</couponKind>
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        <name>FREDDIE MAC FG 01/47 FIXED 3.5</name>
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          <ticker value="FG"/>
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        <name>FREDDIE MAC FG 04/47 FIXED 3.5</name>
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        <title>FREDDIE MAC FG 04/47 FIXED 3.5</title>
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          <ticker value="FG"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Legg Mason Inc.</name>
        <lei>OWUNCC6U1ZJXMZKFBJ36</lei>
        <title>LEGG MASON INC SR UNSECURED 03/26 4.75</title>
        <cusip>524901AV7</cusip>
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          <ticker value="LM"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Lennox International Inc.</name>
        <lei>S7DWAC87RDMPBF77GJ92</lei>
        <title>LENNOX INTERNATIONAL INC COMPANY GUAR 11/23 3</title>
        <cusip>526107AD9</cusip>
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          <ticker value="LII"/>
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        <curCd>USD</curCd>
        <valUSD>825243.16</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>
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        <name>SALES TAX SECURITIZATION CORP STSGEN 01/40 FIXED 4.637</name>
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        <title>SALES TAX SECURITIZATION CORP STSGEN 01/40 FIXED 4.637</title>
        <cusip>79467BCM5</cusip>
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          <isin value="US79467BCM54"/>
          <ticker value="STSGEN"/>
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        <balance>465000</balance>
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        <curCd>USD</curCd>
        <valUSD>531155.55</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>Wells Fargo and Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WELLS FARGO and CO PREFERRED STOCK 7.5</title>
        <cusip>949746804</cusip>
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          <ticker value="WFC"/>
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        <balance>55</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>71335</valUSD>
        <pctVal>0.0097801049</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
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      <invstOrSec>
        <name>Jefferies Financial Group Inc.</name>
        <lei>549300HOF34RGOJ5YL07</lei>
        <title>JEFFERIES FINANCIAL GROUP INC SR UNSECURED 10/23 5.5</title>
        <cusip>527288BE3</cusip>
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          <isin value="US527288BE32"/>
          <ticker value="JEF"/>
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        <balance>1330000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1440674.74</valUSD>
        <pctVal>0.1975180491</pctVal>
        <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>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Level 3 Financing Inc.</name>
        <lei>N/A</lei>
        <title>LEVEL 3 FINANCING INC SR SECURED 144A 03/27 3.4</title>
        <cusip>527298BP7</cusip>
        <identifiers>
          <isin value="US527298BP78"/>
          <ticker value="LVLT"/>
        </identifiers>
        <balance>432000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>455816.16</valUSD>
        <pctVal>0.0624928835</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Levi Strauss and Co.</name>
        <lei>MB0UERO0RDFKU8258G77</lei>
        <title>LEVI STRAUSS and CO SR UNSECURED 144A 05/25 5</title>
        <cusip>52736RBH4</cusip>
        <identifiers>
          <isin value="US52736RBH49"/>
          <ticker value="LEVI"/>
        </identifiers>
        <balance>233000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>233876.08</valUSD>
        <pctVal>0.0320646609</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Liberty Mutual Group Inc.</name>
        <lei>QUR0DG15Z6FFGYCHH861</lei>
        <title>LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 06/23 4.25</title>
        <cusip>53079EBE3</cusip>
        <identifiers>
          <isin value="US53079EBE32"/>
          <ticker value="LIBMUT"/>
        </identifiers>
        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1085411.06</valUSD>
        <pctVal>0.1488110182</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Liberty Mutual Group Inc.</name>
        <lei>QUR0DG15Z6FFGYCHH861</lei>
        <title>LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 10/50 3.951</title>
        <cusip>53079EBJ2</cusip>
        <identifiers>
          <isin value="US53079EBJ29"/>
          <ticker value="LIBMUT"/>
        </identifiers>
        <balance>486000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>513312.88</valUSD>
        <pctVal>0.0703757453</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.951000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Liberty Mutual Group Inc.</name>
        <lei>QUR0DG15Z6FFGYCHH861</lei>
        <title>LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 05/60 3.95</title>
        <cusip>53079EBK9</cusip>
        <identifiers>
          <isin value="US53079EBK91"/>
          <ticker value="LIBMUT"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>525663.42</valUSD>
        <pctVal>0.0720690176</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Macquarie Bank Limited</name>
        <lei>4ZHCHI4KYZG2WVRT8631</lei>
        <title>MACQUARIE BANK LTD SUBORDINATED 144A 06/25 4.875</title>
        <cusip>55608XAB3</cusip>
        <identifiers>
          <isin value="US55608XAB38"/>
          <ticker value="MQGAU"/>
        </identifiers>
        <balance>420000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>464290.03</valUSD>
        <pctVal>0.0636546601</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Macy's Inc.</name>
        <lei>N/A</lei>
        <title>MACY'S INC SR SECURED 144A 06/25 8.375</title>
        <cusip>55616PAA2</cusip>
        <identifiers>
          <isin value="US55616PAA21"/>
          <ticker value="M"/>
        </identifiers>
        <balance>124000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>123380</valUSD>
        <pctVal>0.0169155301</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Magna International Inc.</name>
        <lei>95RWVLFZX6VGDZNNTN43</lei>
        <title>MAGNA INTERNATIONAL INC SR UNSECURED 06/30 2.45</title>
        <cusip>559222AV6</cusip>
        <identifiers>
          <isin value="US559222AV67"/>
          <ticker value="MGCN"/>
        </identifiers>
        <balance>147000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>150447.55</valUSD>
        <pctVal>0.0206265202</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Marathon Oil Corporation</name>
        <lei>1FRVQX2CRLGC1XLP5727</lei>
        <title>MARATHON OIL CORP SR UNSECURED 03/32 6.8</title>
        <cusip>565849AB2</cusip>
        <identifiers>
          <isin value="US565849AB20"/>
          <ticker value="MRO"/>
        </identifiers>
        <balance>785000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>831265.57</valUSD>
        <pctVal>0.1139673995</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="309719.440000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC FG 03/48 FIXED 4</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FG 03/48 FIXED 4</title>
        <cusip>3132XXQK8</cusip>
        <identifiers>
          <isin value="US3132XXQK88"/>
          <ticker value="FG"/>
        </identifiers>
        <balance>208854.81</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>222837.89</valUSD>
        <pctVal>0.0305513133</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>FREDDIE MAC FG 12/46 FIXED 3.5</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FG 12/46 FIXED 3.5</title>
        <cusip>31335A2V9</cusip>
        <identifiers>
          <isin value="US31335A2V96"/>
          <ticker value="FG"/>
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        <balance>464739.05</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>503996.21</valUSD>
        <pctVal>0.0690984199</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC FG 12/45 FIXED 3</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FG 12/45 FIXED 3</title>
        <cusip>31335AMG0</cusip>
        <identifiers>
          <isin value="US31335AMG03"/>
          <ticker value="FG"/>
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        <balance>677841.68</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>733747.08</valUSD>
        <pctVal>0.1005975101</pctVal>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FREDDIE MAC FG 10/46 FIXED 3.5</name>
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        <title>FREDDIE MAC FG 10/46 FIXED 3.5</title>
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          <isin value="US31335AZ844"/>
          <ticker value="FG"/>
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        <curCd>USD</curCd>
        <valUSD>991931.66</valUSD>
        <pctVal>0.1359948924</pctVal>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>FREDDIE MAC FG 11/48 FIXED 3.5</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FG 11/48 FIXED 3.5</title>
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          <isin value="US31335B5H57"/>
          <ticker value="FG"/>
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        <curCd>USD</curCd>
        <valUSD>1931145.7</valUSD>
        <pctVal>0.2647621427</pctVal>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>FREDDIE MAC FG 12/46 FIXED 3</name>
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        <title>FREDDIE MAC FG 12/46 FIXED 3</title>
        <cusip>31335BC20</cusip>
        <identifiers>
          <isin value="US31335BC205"/>
          <ticker value="FG"/>
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        <curCd>USD</curCd>
        <valUSD>2304057.35</valUSD>
        <pctVal>0.3158887292</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC FG 04/47 FIXED 3</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FG 04/47 FIXED 3</title>
        <cusip>31335BD45</cusip>
        <identifiers>
          <isin value="US31335BD450"/>
          <ticker value="FG"/>
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        <balance>1199291.19</balance>
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        <curCd>USD</curCd>
        <valUSD>1285086.2</valUSD>
        <pctVal>0.1761866937</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC FG 11/47 FIXED 3.5</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FG 11/47 FIXED 3.5</title>
        <cusip>31335BKF2</cusip>
        <identifiers>
          <isin value="US31335BKF21"/>
          <ticker value="FG"/>
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        <balance>1238199.14</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1323831.63</valUSD>
        <pctVal>0.1814987336</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC FG 08/48 FIXED 4</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FG 08/48 FIXED 4</title>
        <cusip>31335BXJ0</cusip>
        <identifiers>
          <isin value="US31335BXJ06"/>
          <ticker value="FG"/>
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        <balance>894847.15</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>966412.19</valUSD>
        <pctVal>0.1324961458</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>FREDDIE MAC FG 12/48 FIXED 4</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FG 12/48 FIXED 4</title>
        <cusip>31335CEV2</cusip>
        <identifiers>
          <isin value="US31335CEV28"/>
          <ticker value="FG"/>
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        <balance>1173376.97</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1247416.59</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>2048-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC POOL FR 01/50 FIXED 3</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC POOL FR 01/50 FIXED 3</title>
        <cusip>3133A1A51</cusip>
        <identifiers>
          <isin value="US3133A1A514"/>
          <ticker value="FR"/>
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        <balance>2820366.21</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2990808.56</valUSD>
        <pctVal>0.4100430552</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC POOL FR 01/50 FIXED 3</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC POOL FR 01/50 FIXED 3</title>
        <cusip>3133A1CC4</cusip>
        <identifiers>
          <isin value="US3133A1CC46"/>
          <ticker value="FR"/>
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        <balance>3042121.64</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3229292.74</valUSD>
        <pctVal>0.4427394916</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FREDDIE MAC POOL FR 12/49 FIXED 3</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC POOL FR 12/49 FIXED 3</title>
        <cusip>3133KG6M5</cusip>
        <identifiers>
          <isin value="US3133KG6M55"/>
          <ticker value="FR"/>
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        <balance>1989411.13</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2111812.63</valUSD>
        <pctVal>0.2895317723</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Panama Government International Bond</name>
        <lei>N/A</lei>
        <title>PANAMA GOVERNMENT INTERNATIONA SR UNSECURED 09/27 8.875</title>
        <cusip>698299AD6</cusip>
        <identifiers>
          <isin value="US698299AD63"/>
          <ticker value="PANAMA"/>
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        <balance>344000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>488483.44</valUSD>
        <pctVal>0.0669716025</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.875000000000</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>Panama Government International Bond</name>
        <lei>N/A</lei>
        <title>PANAMA GOVERNMENT INTERNATIONA SR UNSECURED 04/29 9.375</title>
        <cusip>698299AK0</cusip>
        <identifiers>
          <isin value="US698299AK07"/>
          <ticker value="PANAMA"/>
        </identifiers>
        <balance>130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>197275</valUSD>
        <pctVal>0.0270466137</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 4 A1 144A</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 06/58 3</title>
        <cusip>89175TAA6</cusip>
        <identifiers>
          <isin value="US89175TAA60"/>
          <ticker value="TPMT"/>
        </identifiers>
        <balance>408593.26</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>431130.57</valUSD>
        <pctVal>0.0591084627</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-06-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST 2015 TPMT 2018 1 A1 144A</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 2015 TPMT 2018 1 A1 144A</title>
        <cusip>89176EAA8</cusip>
        <identifiers>
          <isin value="US89176EAA82"/>
          <ticker value="TPMT"/>
        </identifiers>
        <balance>136569.98</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>141480.15</valUSD>
        <pctVal>0.0193970800</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-01-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 6 A1A 144A</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 6 A1A 144A</title>
        <cusip>89176LAA2</cusip>
        <identifiers>
          <isin value="US89176LAA26"/>
          <ticker value="TPMT"/>
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        <balance>554881.39</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>583736.55</valUSD>
        <pctVal>0.0800309059</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-03-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 5 A1A 144A</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 08/58 1</title>
        <cusip>89176VAK8</cusip>
        <identifiers>
          <isin value="US89176VAK89"/>
          <ticker value="TPMT"/>
        </identifiers>
        <balance>72924.37</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>76339.91</valUSD>
        <pctVal>0.0104662834</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 1 A1 144A</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 1 A1 144A</title>
        <cusip>89177BAA3</cusip>
        <identifiers>
          <isin value="US89177BAA35"/>
          <ticker value="TPMT"/>
        </identifiers>
        <balance>281154.47</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>302659.67</valUSD>
        <pctVal>0.0414949648</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-03-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Markel Corporation</name>
        <lei>549300SCNO12JLWIK605</lei>
        <title>MARKEL CORP SR UNSECURED 03/43 5</title>
        <cusip>570535AP9</cusip>
        <identifiers>
          <isin value="US570535AP98"/>
          <ticker value="MKL"/>
        </identifiers>
        <balance>1270000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1499687.49</valUSD>
        <pctVal>0.2056087603</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-03-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Marriott International Inc.</name>
        <lei>225YDZ14ZO8E1TXUSU86</lei>
        <title>MARRIOTT INTERNATIONAL INC/MD SR UNSECURED 06/26 3.125</title>
        <cusip>571903AS2</cusip>
        <identifiers>
          <isin value="US571903AS22"/>
          <ticker value="MAR"/>
        </identifiers>
        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>972710.88</valUSD>
        <pctVal>0.1333597029</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Marvell Technology Group Ltd.</name>
        <lei>8DF36O58U3QIHUCGZB18</lei>
        <title>MARVELL TECHNOLOGY GROUP LTD SR UNSECURED 06/28 4.875</title>
        <cusip>57385LAB4</cusip>
        <identifiers>
          <isin value="US57385LAB45"/>
          <ticker value="MRVL"/>
        </identifiers>
        <balance>465000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>559242.27</valUSD>
        <pctVal>0.0766727139</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Masco Corporation</name>
        <lei>5GCSNMQXHEYA1JO8QN11</lei>
        <title>MASCO CORP SR UNSECURED 04/26 4.375</title>
        <cusip>574599BL9</cusip>
        <identifiers>
          <isin value="US574599BL96"/>
          <ticker value="MAS"/>
        </identifiers>
        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>456618.9</valUSD>
        <pctVal>0.0626029400</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ally Financial Inc.</name>
        <lei>549300JBN1OSM8YNAI90</lei>
        <title>ALLY FINANCIAL INC SR UNSECURED 05/25 5.8</title>
        <cusip>02005NBJ8</cusip>
        <identifiers>
          <isin value="US02005NBJ81"/>
          <ticker value="ALLY"/>
        </identifiers>
        <balance>340000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>379601.7</valUSD>
        <pctVal>0.0520437994</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Amazon.com Inc.</name>
        <lei>ZXTILKJKG63JELOEG630</lei>
        <title>AMAZON.COM INC SR UNSECURED 08/27 3.15</title>
        <cusip>023135BC9</cusip>
        <identifiers>
          <isin value="US023135BC96"/>
          <ticker value="AMZN"/>
        </identifiers>
        <balance>760000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>869649.79</valUSD>
        <pctVal>0.1192299172</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Amazon.com Inc.</name>
        <lei>ZXTILKJKG63JELOEG630</lei>
        <title>AMAZON.COM INC SR UNSECURED 08/47 4.05</title>
        <cusip>023135BJ4</cusip>
        <identifiers>
          <isin value="US023135BJ40"/>
          <ticker value="AMZN"/>
        </identifiers>
        <balance>440000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>573707.68</valUSD>
        <pctVal>0.0786559371</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-08-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.050000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ambac LSNI LLC</name>
        <lei>N/A</lei>
        <title>AMBAC LSNI LLC SR SECURED 144A 02/23 VAR</title>
        <cusip>02315QAA6</cusip>
        <identifiers>
          <isin value="US02315QAA67"/>
          <ticker value="AMBC"/>
        </identifiers>
        <balance>495.14</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>488.95</valUSD>
        <pctVal>0.0000670356</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ameren Corporation</name>
        <lei>XRZQ5S7HYJFPHJ78L959</lei>
        <title>AMEREN CORP SR UNSECURED 01/31 3.5</title>
        <cusip>023608AJ1</cusip>
        <identifiers>
          <isin value="US023608AJ15"/>
          <ticker value="AEE"/>
        </identifiers>
        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1117846.3</valUSD>
        <pctVal>0.1532579244</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN AIRLINES 2017-1 CLASS PASS THRU CE 02/29 3.65</name>
        <lei>N/A</lei>
        <title>AMERICAN AIRLINES 2017-1 CLASS PASS THRU CE 02/29 3.65</title>
        <cusip>023761AA7</cusip>
        <identifiers>
          <isin value="US023761AA74"/>
          <ticker value="AAL"/>
        </identifiers>
        <balance>319687.5</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>304564.24</valUSD>
        <pctVal>0.0417560833</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Match Group Inc.</name>
        <lei>549300BIJKT86CPCKK96</lei>
        <title>MATCH GROUP INC SR UNSECURED 144A 08/30 4.125</title>
        <cusip>57665RAL0</cusip>
        <identifiers>
          <isin value="US57665RAL06"/>
          <ticker value="MTCH"/>
        </identifiers>
        <balance>234000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>229100.04</valUSD>
        <pctVal>0.0314098607</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mauser Packaging Solutions Holding Company</name>
        <lei>549300DNGHXL0OMHW304</lei>
        <title>MAUSER PACKAGING SOLUTIONS HOL SR SECURED 144A 04/24 8.5</title>
        <cusip>57763RAA5</cusip>
        <identifiers>
          <isin value="US57763RAA59"/>
          <ticker value="BWY"/>
        </identifiers>
        <balance>54000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>56497.5</valUSD>
        <pctVal>0.0077458677</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>American Airlines Group Inc.</name>
        <lei>N/A</lei>
        <title>AMERICAN AIRLINES GROUP INC COMPANY GUAR 144A 03/25 3.75</title>
        <cusip>02376RAE2</cusip>
        <identifiers>
          <isin value="US02376RAE27"/>
          <ticker value="AAL"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>232445</valUSD>
        <pctVal>0.0318684583</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CONNECTICUT AVENUE SECURITIES CAS 2020 R02 2M2 144A</name>
        <lei>N/A</lei>
        <title>CONNECTICUT AVENUE SECURITIES CAS 2020 R02 2M2 144A</title>
        <cusip>20754WAB1</cusip>
        <identifiers>
          <isin value="US20754WAB19"/>
          <ticker value="CAS"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>473351</valUSD>
        <pctVal>0.0648969288</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.184500000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>McDonald's Corporation</name>
        <lei>UE2136O97NLB5BYP9H04</lei>
        <title>MCDONALD'S CORP SR UNSECURED 07/30 3.6</title>
        <cusip>58013MFQ2</cusip>
        <identifiers>
          <isin value="US58013MFQ24"/>
          <ticker value="MCD"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>575082.07</valUSD>
        <pctVal>0.0788443674</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>McDonald's Corporation</name>
        <lei>UE2136O97NLB5BYP9H04</lei>
        <title>MCDONALD'S CORP SR UNSECURED 04/50 4.2</title>
        <cusip>58013MFR0</cusip>
        <identifiers>
          <isin value="US58013MFR07"/>
          <ticker value="MCD"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>605631.24</valUSD>
        <pctVal>0.0830326913</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GMAC Capital Trust I</name>
        <lei>N/A</lei>
        <title>GMAC CAPITAL TRUST I PREFERRED STOCK 02/40 VAR</title>
        <cusip>361860208</cusip>
        <identifiers>
          <isin value="US3618602086"/>
          <ticker value="ALLY"/>
        </identifiers>
        <balance>8934</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>200300.28</valUSD>
        <pctVal>0.0274613828</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NextEra Energy Inc.</name>
        <lei>N/A</lei>
        <title>NEXTERA ENERGY INC PREFERRED STOCK</title>
        <cusip>65339F770</cusip>
        <identifiers>
          <isin value="US65339F7704"/>
          <ticker value="NEE"/>
        </identifiers>
        <balance>5300</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>224985</valUSD>
        <pctVal>0.0308456843</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Southern Company</name>
        <lei>549300FC3G3YU2FBZD92</lei>
        <title>SOUTHERN CO/THE PREFERRED STOCK 08/22 6.75</title>
        <cusip>842587602</cusip>
        <identifiers>
          <isin value="US8425876021"/>
          <ticker value="SO"/>
        </identifiers>
        <balance>831</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>36613.86</valUSD>
        <pctVal>0.0050197994</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Note/Bond</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE/BO 11/41 3.125</title>
        <cusip>912810QT8</cusip>
        <identifiers>
          <isin value="US912810QT88"/>
          <ticker value="T"/>
        </identifiers>
        <balance>5430000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7352559.38</valUSD>
        <pctVal>1.0080437619</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Note/Bond</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE/BO 11/42 2.75</title>
        <cusip>912810QY7</cusip>
        <identifiers>
          <isin value="US912810QY73"/>
          <ticker value="T"/>
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        <balance>5155000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6601219.17</valUSD>
        <pctVal>0.9050342148</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Note/Bond</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE/BO 02/45 2.5</title>
        <cusip>912810RK6</cusip>
        <identifiers>
          <isin value="US912810RK60"/>
          <ticker value="T"/>
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        <balance>4501000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5550119.82</valUSD>
        <pctVal>0.7609273687</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Note/Bond</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE/BO 02/47 3</title>
        <cusip>912810RV2</cusip>
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          <isin value="US912810RV26"/>
          <ticker value="T"/>
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        <curCd>USD</curCd>
        <valUSD>11263814.4</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2047-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Note/Bond</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE/BO 11/48 3.375</title>
        <cusip>912810SE9</cusip>
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          <isin value="US912810SE91"/>
          <ticker value="T"/>
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        <balance>2300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3377855.46</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>2048-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.375000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Note/Bond</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE/BO 05/49 2.875</title>
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          <isin value="US912810SH23"/>
          <ticker value="T"/>
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        <curCd>USD</curCd>
        <valUSD>4056328.14</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.875000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Note/Bond</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE/BO 08/49 2.25</title>
        <cusip>912810SJ8</cusip>
        <identifiers>
          <isin value="US912810SJ88"/>
          <ticker value="T"/>
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        <balance>8679000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10432429.22</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>2049-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Note/Bond</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE/BO 02/50 2</title>
        <cusip>912810SL3</cusip>
        <identifiers>
          <isin value="US912810SL35"/>
          <ticker value="T"/>
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        <balance>3597000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4117159.94</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>2050-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Note/Bond</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE/BO 05/50 1.25</title>
        <cusip>912810SN9</cusip>
        <identifiers>
          <isin value="US912810SN90"/>
          <ticker value="T"/>
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        <balance>2000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1920078.12</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>2050-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Note/Bond</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE/BO 08/28 2.875</title>
        <cusip>9128284V9</cusip>
        <identifiers>
          <isin value="US9128284V99"/>
          <ticker value="T"/>
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        <balance>10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11841406.2</valUSD>
        <pctVal>1.6234694662</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Note/Bond</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE/BO 05/29 2.375</title>
        <cusip>9128286T2</cusip>
        <identifiers>
          <isin value="US9128286T26"/>
          <ticker value="T"/>
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        <balance>7000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8077890.66</valUSD>
        <pctVal>1.1074874568</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.375000000000</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>MEDNAX Inc.</name>
        <lei>N/A</lei>
        <title>MEDNAX INC COMPANY GUAR 144A 12/23 5.25</title>
        <cusip>58502BAA4</cusip>
        <identifiers>
          <isin value="US58502BAA44"/>
          <ticker value="MD"/>
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        <balance>283000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>281585</valUSD>
        <pctVal>0.0386056049</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</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>MEDNAX Inc.</name>
        <lei>N/A</lei>
        <title>MEDNAX INC COMPANY GUAR 144A 01/27 6.25</title>
        <cusip>58502BAC0</cusip>
        <identifiers>
          <isin value="US58502BAC00"/>
          <ticker value="MD"/>
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        <balance>292000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>292000</valUSD>
        <pctVal>0.0400335126</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY INFLATI 07/29 0.25</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY INFLATI 07/29 0.25</title>
        <cusip>9128287D6</cusip>
        <identifiers>
          <isin value="US9128287D64"/>
          <ticker value="TII"/>
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        <balance>1774513.5</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1942443.31</valUSD>
        <pctVal>0.2663110572</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Note/Bond</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE/BO 05/27 2.375</title>
        <cusip>912828X88</cusip>
        <identifiers>
          <isin value="US912828X885"/>
          <ticker value="T"/>
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        <balance>6000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6771796.86</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>2027-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Note/Bond</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE/BO 09/26 1.625</title>
        <cusip>912828YG9</cusip>
        <identifiers>
          <isin value="US912828YG91"/>
          <ticker value="T"/>
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        <balance>1395000</balance>
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        <curCd>USD</curCd>
        <valUSD>1498099.22</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Note/Bond</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE/BO 05/30 0.625</title>
        <cusip>912828ZQ6</cusip>
        <identifiers>
          <isin value="US912828ZQ64"/>
          <ticker value="T"/>
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        <balance>4159000</balance>
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        <curCd>USD</curCd>
        <valUSD>4146328.03</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.625000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Note/Bond</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE/BO 06/25 0.25</title>
        <cusip>912828ZW3</cusip>
        <identifiers>
          <isin value="US912828ZW33"/>
          <ticker value="T"/>
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        <balance>7325000</balance>
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        <curCd>USD</curCd>
        <valUSD>7310693.4</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>2025-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2012 120 IO</title>
        <cusip>38378BM71</cusip>
        <identifiers>
          <isin value="US38378BM710"/>
          <ticker value="GNR"/>
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        <balance>7197533.39</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>288205.79</valUSD>
        <pctVal>0.0395133223</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-02-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.766600000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2012 70 IO</title>
        <cusip>38378BUS6</cusip>
        <identifiers>
          <isin value="US38378BUS68"/>
          <ticker value="GNR"/>
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        <balance>4244081.46</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37069.51</valUSD>
        <pctVal>0.0050822695</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-08-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.358610000000</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>Triton Container Finance V LLC</name>
        <lei>N/A</lei>
        <title>TRITON CONTAINER FINANCE V LLC TCF 2018 1A A 144A</title>
        <cusip>89679HAJ4</cusip>
        <identifiers>
          <isin value="US89679HAJ41"/>
          <ticker value="TCF"/>
        </identifiers>
        <balance>259625</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>258902.75</valUSD>
        <pctVal>0.0354958442</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Meredith Corporation</name>
        <lei>549300YC8BC386CCTS24</lei>
        <title>MEREDITH CORP COMPANY GUAR 02/26 6.875</title>
        <cusip>589433AB7</cusip>
        <identifiers>
          <isin value="US589433AB71"/>
          <ticker value="MDP"/>
        </identifiers>
        <balance>475000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>393779.75</valUSD>
        <pctVal>0.0539876253</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Noble Holding International Limited</name>
        <lei>549300GNEZBJHMST9U32</lei>
        <title>NOBLE HOLDING INTERNATIONAL LT COMPANY GUAR 03/42 5.25</title>
        <cusip>65504LAK3</cusip>
        <identifiers>
          <isin value="US65504LAK35"/>
          <ticker value="NE"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15000</valUSD>
        <pctVal>0.0020565161</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Raymond James Financial Inc.</name>
        <lei>RGUZHJ05YTITL6D76949</lei>
        <title>RAYMOND JAMES FINANCIAL INC SR UNSECURED 09/26 3.625</title>
        <cusip>754730AE9</cusip>
        <identifiers>
          <isin value="US754730AE94"/>
          <ticker value="RJF"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>555240.98</valUSD>
        <pctVal>0.0761241327</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Raymond James Financial Inc.</name>
        <lei>RGUZHJ05YTITL6D76949</lei>
        <title>RAYMOND JAMES FINANCIAL INC SR UNSECURED 07/46 4.95</title>
        <cusip>754730AF6</cusip>
        <identifiers>
          <isin value="US754730AF69"/>
          <ticker value="RJF"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>604618.89</valUSD>
        <pctVal>0.0828938971</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Raymond James Financial Inc.</name>
        <lei>RGUZHJ05YTITL6D76949</lei>
        <title>RAYMOND JAMES FINANCIAL INC SR UNSECURED 04/30 4.65</title>
        <cusip>754730AG4</cusip>
        <identifiers>
          <isin value="US754730AG43"/>
          <ticker value="RJF"/>
        </identifiers>
        <balance>161000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>192474.15</valUSD>
        <pctVal>0.0263884120</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citizens Bank National Association</name>
        <lei>DRMSV1Q0EKMEXLAU1P80</lei>
        <title>CITIZENS BANK NA/PROVIDENCE RI SR UNSECURED 04/25 2.25</title>
        <cusip>75524KNH3</cusip>
        <identifiers>
          <isin value="US75524KNH31"/>
          <ticker value="CFG"/>
        </identifiers>
        <balance>440000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>466925.28</valUSD>
        <pctVal>0.0640159557</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2015 41 IO</title>
        <cusip>38379KEL8</cusip>
        <identifiers>
          <isin value="US38379KEL89"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>8069834.03</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>285960.22</valUSD>
        <pctVal>0.0392054523</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-09-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.557240000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2017 135 IO</title>
        <cusip>38379R4C4</cusip>
        <identifiers>
          <isin value="US38379R4C43"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>1543468.22</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>95087.21</valUSD>
        <pctVal>0.0130365583</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-10-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.857140000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Rede D'or Finance Sarl</name>
        <lei>N/A</lei>
        <title>REDE D'OR FINANCE SARL COMPANY GUAR 144A 01/30 4.5</title>
        <cusip>75735GAA6</cusip>
        <identifiers>
          <isin value="US75735GAA67"/>
          <ticker value="RDEDOR"/>
        </identifiers>
        <balance>323000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>285047.5</valUSD>
        <pctVal>0.0390803174</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Simmons Foods Inc.</name>
        <lei>5493002Z1TVWRIL6NM97</lei>
        <title>SIMMONS FOODS INC SECURED 144A 11/24 5.75</title>
        <cusip>82873LAA3</cusip>
        <identifiers>
          <isin value="US82873LAA35"/>
          <ticker value="SIMFOO"/>
        </identifiers>
        <balance>235000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>223250</valUSD>
        <pctVal>0.0306078140</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sinopec Group Overseas Development (2015) Limited</name>
        <lei>N/A</lei>
        <title>SINOPEC GROUP OVERSEAS DEVELOP COMPANY GUAR 144A 04/25 3.25</title>
        <cusip>82938BAC4</cusip>
        <identifiers>
          <isin value="US82938BAC46"/>
          <ticker value="SINOPE"/>
        </identifiers>
        <balance>550000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>592719.51</valUSD>
        <pctVal>0.0812624793</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>VG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="216476.200000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sirius XM Radio Inc.</name>
        <lei>WP5O65E6BMU84LNO4227</lei>
        <title>SIRIUS XM RADIO INC COMPANY GUAR 144A 07/26 5.375</title>
        <cusip>82967NAW8</cusip>
        <identifiers>
          <isin value="US82967NAW83"/>
          <ticker value="SIRI"/>
        </identifiers>
        <balance>233000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>240628.42</valUSD>
        <pctVal>0.0329904140</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sirius XM Radio Inc.</name>
        <lei>WP5O65E6BMU84LNO4227</lei>
        <title>SIRIUS XM RADIO INC COMPANY GUAR 144A 08/27 5</title>
        <cusip>82967NBA5</cusip>
        <identifiers>
          <isin value="US82967NBA54"/>
          <ticker value="SIRI"/>
        </identifiers>
        <balance>453000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>464696.46</valUSD>
        <pctVal>0.0637103821</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Societe Generale SA</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
        <title>SOCIETE GENERALE SA JR SUBORDINA 144A 12/49 VAR</title>
        <cusip>83368JKG4</cusip>
        <identifiers>
          <isin value="US83368JKG49"/>
          <ticker value="SOCGEN"/>
        </identifiers>
        <balance>375000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>378262.5</valUSD>
        <pctVal>0.0518601937</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-13</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sotheby's</name>
        <lei>N/A</lei>
        <title>SOTHEBY'S SR SECURED 144A 10/27 7.375</title>
        <cusip>835898AH0</cusip>
        <identifiers>
          <isin value="US835898AH05"/>
          <ticker value="BID"/>
        </identifiers>
        <balance>330000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>311850</valUSD>
        <pctVal>0.0427549688</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="306262.980000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Southern California Edison Company</name>
        <lei>9R1Z5I36FERIBVKW4P77</lei>
        <title>SOUTHERN CALIFORNIA EDISON CO 1ST MORTGAGE 08/25 3.7</title>
        <cusip>842400GN7</cusip>
        <identifiers>
          <isin value="US842400GN73"/>
          <ticker value="EIX"/>
        </identifiers>
        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1106223.86</valUSD>
        <pctVal>0.1516644754</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A 02/59 1</title>
        <cusip>38379R4P5</cusip>
        <identifiers>
          <isin value="US38379R4P55"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>1103673.2</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>60206.04</valUSD>
        <pctVal>0.0082543125</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-02-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.618150000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2017 109 IO</title>
        <cusip>38379RG98</cusip>
        <identifiers>
          <isin value="US38379RG989"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>1927147.6</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>91431.59</valUSD>
        <pctVal>0.0125353689</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-04-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.599150000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Southwest Airlines Co.</name>
        <lei>UDTZ87G0STFETI6HGH41</lei>
        <title>SOUTHWEST AIRLINES CO SR UNSECURED 05/25 5.25</title>
        <cusip>844741BJ6</cusip>
        <identifiers>
          <isin value="US844741BJ60"/>
          <ticker value="LUV"/>
        </identifiers>
        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>421952.22</valUSD>
        <pctVal>0.0578501011</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Springleaf Finance Corporation</name>
        <lei>5493008I795YYBFWFU90</lei>
        <title>SPRINGLEAF FINANCE CORP COMPANY GUAR 03/25 6.875</title>
        <cusip>85172FAM1</cusip>
        <identifiers>
          <isin value="US85172FAM14"/>
          <ticker value="AMGFIN"/>
        </identifiers>
        <balance>140000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>143631.25</valUSD>
        <pctVal>0.0196919981</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Springleaf Finance Corporation</name>
        <lei>5493008I795YYBFWFU90</lei>
        <title>SPRINGLEAF FINANCE CORP COMPANY GUAR 06/25 8.875</title>
        <cusip>85172FAS8</cusip>
        <identifiers>
          <isin value="US85172FAS83"/>
          <ticker value="AMGFIN"/>
        </identifiers>
        <balance>142000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>151824.98</valUSD>
        <pctVal>0.0208153673</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sprint Capital Corporation</name>
        <lei>N/A</lei>
        <title>SPRINT CAPITAL CORP COMPANY GUAR 11/28 6.875</title>
        <cusip>852060AD4</cusip>
        <identifiers>
          <isin value="US852060AD48"/>
          <ticker value="S"/>
        </identifiers>
        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>487480</valUSD>
        <pctVal>0.0668340298</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sprint Corporation</name>
        <lei>549300ZTTY7CXOLJ6539</lei>
        <title>SPRINT CORP COMPANY GUAR 09/23 7.875</title>
        <cusip>85207UAF2</cusip>
        <identifiers>
          <isin value="US85207UAF21"/>
          <ticker value="S"/>
        </identifiers>
        <balance>305000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>343506.25</valUSD>
        <pctVal>0.0470950746</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Standard Industries Inc.</name>
        <lei>54930064UHXCIUWVI755</lei>
        <title>STANDARD INDUSTRIES INC/NJ SR UNSECURED 144A 02/27 5</title>
        <cusip>853496AC1</cusip>
        <identifiers>
          <isin value="US853496AC17"/>
          <ticker value="BMCAUS"/>
        </identifiers>
        <balance>73000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>73912.5</valUSD>
        <pctVal>0.0101334829</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Stanford Health Care</name>
        <lei>N/A</lei>
        <title>STANFORD HEALTH CARE UNSECURED 08/30 3.31</title>
        <cusip>85434VAB4</cusip>
        <identifiers>
          <isin value="US85434VAB45"/>
          <ticker value="STNFHC"/>
        </identifiers>
        <balance>225000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>251401.1</valUSD>
        <pctVal>0.0344673599</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.310000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Starbucks Corporation</name>
        <lei>OQSJ1DU9TAOC51A47K68</lei>
        <title>STARBUCKS CORP SR UNSECURED 03/30 2.25</title>
        <cusip>855244AW9</cusip>
        <identifiers>
          <isin value="US855244AW96"/>
          <ticker value="SBUX"/>
        </identifiers>
        <balance>523000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>543250.7</valUSD>
        <pctVal>0.0744802525</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>T-Mobile USA Inc.</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>T-MOBILE USA INC SR SECURED 144A 04/30 3.875</title>
        <cusip>87264ABE4</cusip>
        <identifiers>
          <isin value="US87264ABE47"/>
          <ticker value="TMUS"/>
        </identifiers>
        <balance>1106000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1232714.42</valUSD>
        <pctVal>0.1690064666</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>T-Mobile USA Inc.</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>T-MOBILE USA INC SR SECURED 144A 02/26 1.5</title>
        <cusip>87264ABG9</cusip>
        <identifiers>
          <isin value="US87264ABG94"/>
          <ticker value="TMUS"/>
        </identifiers>
        <balance>362000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>361974.66</valUSD>
        <pctVal>0.0496271134</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2016 174 IO</title>
        <cusip>38379RJU8</cusip>
        <identifiers>
          <isin value="US38379RJU86"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>833563.53</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>53497.86</valUSD>
        <pctVal>0.0073346139</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-11-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.863190000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase and Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE and CO SR UNSECURED 01/22 4.5</title>
        <cusip>46625HJD3</cusip>
        <identifiers>
          <isin value="US46625HJD35"/>
          <ticker value="JPM"/>
        </identifiers>
        <balance>1300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1381287.86</valUSD>
        <pctVal>0.1893760443</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase and Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE and CO SUBORDINATED 05/23 3.375</title>
        <cusip>46625HJJ0</cusip>
        <identifiers>
          <isin value="US46625HJJ05"/>
          <ticker value="JPM"/>
        </identifiers>
        <balance>1250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1337302.96</valUSD>
        <pctVal>0.1833456674</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase and Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE and CO JR SUBORDINA 01/49 VAR</title>
        <cusip>46625HJQ4</cusip>
        <identifiers>
          <isin value="US46625HJQ48"/>
          <ticker value="JPM"/>
        </identifiers>
        <balance>560000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>602000</valUSD>
        <pctVal>0.0825348444</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase and Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE and CO SUBORDINATED 12/26 4.125</title>
        <cusip>46625HJZ4</cusip>
        <identifiers>
          <isin value="US46625HJZ47"/>
          <ticker value="JPM"/>
        </identifiers>
        <balance>600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>698166.16</valUSD>
        <pctVal>0.0957193279</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase and Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE and CO SR UNSECURED 10/26 2.95</title>
        <cusip>46625HRV4</cusip>
        <identifiers>
          <isin value="US46625HRV41"/>
          <ticker value="JPM"/>
        </identifiers>
        <balance>660000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>724881.41</valUSD>
        <pctVal>0.0993820173</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Targa Resources Partners LP / Targa Resources Partners Finance Corp</name>
        <lei>N/A</lei>
        <title>TARGA RESOURCES PARTNERS LP / COMPANY GUAR 04/26 5.875</title>
        <cusip>87612BBJ0</cusip>
        <identifiers>
          <isin value="US87612BBJ08"/>
          <ticker value="NGLS"/>
        </identifiers>
        <balance>528000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>522720</valUSD>
        <pctVal>0.0716654716</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Target Corporation</name>
        <lei>8WDDFXB5T1Z6J0XC1L66</lei>
        <title>TARGET CORP SR UNSECURED 09/30 2.65</title>
        <cusip>87612EBK1</cusip>
        <identifiers>
          <isin value="US87612EBK10"/>
          <ticker value="TGT"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>549285.62</valUSD>
        <pctVal>0.0753076465</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Jabil Inc.</name>
        <lei>5493000CGCQY2OQU7669</lei>
        <title>JABIL INC SR UNSECURED 01/30 3.6</title>
        <cusip>466313AJ2</cusip>
        <identifiers>
          <isin value="US466313AJ20"/>
          <ticker value="JBL"/>
        </identifiers>
        <balance>180000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>188453.13</valUSD>
        <pctVal>0.0258371259</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase and Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE + CO 01/27 1</title>
        <cusip>46647PBA3</cusip>
        <identifiers>
          <isin value="US46647PBA30"/>
          <ticker value="JPM"/>
        </identifiers>
        <balance>539000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>613946.54</valUSD>
        <pctVal>0.0841727279</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-29</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.960000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Target Corporation</name>
        <lei>8WDDFXB5T1Z6J0XC1L66</lei>
        <title>TARGET CORP SR UNSECURED 04/25 2.25</title>
        <cusip>87612EBL9</cusip>
        <identifiers>
          <isin value="US87612EBL92"/>
          <ticker value="TGT"/>
        </identifiers>
        <balance>762000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>815128.18</valUSD>
        <pctVal>0.1117549461</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Teachers Insurance and Annuity Association of America</name>
        <lei>O06XD7BJ4EPXNABVFN69</lei>
        <title>TEACHERS INSURANCE and ANNUITY A SUBORDINATED 144A 05/47 4.27</title>
        <cusip>878091BF3</cusip>
        <identifiers>
          <isin value="US878091BF35"/>
          <ticker value="TIAAGL"/>
        </identifiers>
        <balance>441000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>523216.88</valUSD>
        <pctVal>0.0717335943</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.270000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase and Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE + CO 04/31 1</title>
        <cusip>46647PBL9</cusip>
        <identifiers>
          <isin value="US46647PBL94"/>
          <ticker value="JPM"/>
        </identifiers>
        <balance>651000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>687527.37</valUSD>
        <pctVal>0.0942607384</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-22</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.522000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase and Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE and CO SUBORDINATED 05/31 VAR</title>
        <cusip>46647PBP0</cusip>
        <identifiers>
          <isin value="US46647PBP09"/>
          <ticker value="JPM"/>
        </identifiers>
        <balance>599000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>636963.85</valUSD>
        <pctVal>0.0873284257</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-13</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.956000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>New Jersey Transportation Trust Fund Authority</name>
        <lei>549300YUVD5TEXR6L889</lei>
        <title>NEW JERSEY TRANSPORTATION TRUS NJSTRN 06/39 FIXED 4.081</title>
        <cusip>6461366R7</cusip>
        <identifiers>
          <isin value="US6461366R78"/>
          <ticker value="NJSTRN"/>
        </identifiers>
        <balance>393000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>369129.18</valUSD>
        <pctVal>0.0506080057</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.081000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>New Jersey Transportation Trust Fund Authority</name>
        <lei>549300YUVD5TEXR6L889</lei>
        <title>NEW JERSEY TRANSPORTATION TRUS NJSTRN 06/42 FIXED 4.131</title>
        <cusip>6461366S5</cusip>
        <identifiers>
          <isin value="US6461366S51"/>
          <ticker value="NJSTRN"/>
        </identifiers>
        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37256</valUSD>
        <pctVal>0.0051078375</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.131000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Petrobras Global Finance B.V.</name>
        <lei>549300FNENFFSMO3GT38</lei>
        <title>PETROBRAS GLOBAL FINANCE BV COMPANY GUAR 144A 01/30 5.093</title>
        <cusip>71647NBF5</cusip>
        <identifiers>
          <isin value="US71647NBF50"/>
          <ticker value="PETBRA"/>
        </identifiers>
        <balance>924000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>920304</valUSD>
        <pctVal>0.1261746636</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.093000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Pfizer Inc.</name>
        <lei>765LHXWGK1KXCLTFYQ30</lei>
        <title>PFIZER INC SR UNSECURED 04/30 2.625</title>
        <cusip>717081EW9</cusip>
        <identifiers>
          <isin value="US717081EW90"/>
          <ticker value="PFE"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>550054.12</valUSD>
        <pctVal>0.0754130087</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UBS Group AG</name>
        <lei>549300SZJ9VS8SGXAN81</lei>
        <title>UBS GROUP FUNDING SWITZERLAND COMPANY GUAR 144A 12/99 VAR</title>
        <cusip>90352JAF0</cusip>
        <identifiers>
          <isin value="US90352JAF03"/>
          <ticker value="UBS"/>
        </identifiers>
        <balance>323000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>335516.25</valUSD>
        <pctVal>0.0459996370</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-31</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Uber Technologies Inc</name>
        <lei>N/A</lei>
        <title>UBER TECHNOLOGIES INC COMPANY GUAR 144A 09/27 7.5</title>
        <cusip>90353TAE0</cusip>
        <identifiers>
          <isin value="US90353TAE01"/>
          <ticker value="UBER"/>
        </identifiers>
        <balance>545000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>545000</valUSD>
        <pctVal>0.0747200834</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Uber Technologies Inc</name>
        <lei>N/A</lei>
        <title>UBER TECHNOLOGIES INC COMPANY GUAR 144A 05/25 7.5</title>
        <cusip>90353TAF7</cusip>
        <identifiers>
          <isin value="US90353TAF75"/>
          <ticker value="UBER"/>
        </identifiers>
        <balance>307000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>309302.5</valUSD>
        <pctVal>0.0424057039</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Union Pacific Corporation</name>
        <lei>549300LMMRSZZCZ8CL11</lei>
        <title>UNION PACIFIC CORP SR UNSECURED 07/22 4.163</title>
        <cusip>907818DK1</cusip>
        <identifiers>
          <isin value="US907818DK19"/>
          <ticker value="UNP"/>
        </identifiers>
        <balance>1137000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1209938.55</valUSD>
        <pctVal>0.1658838704</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.163000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED AIRLINES 2019-1 CLASS A PASS THRU CE 08/31 4.55</name>
        <lei>N/A</lei>
        <title>UNITED AIRLINES 2019-1 CLASS A PASS THRU CE 08/31 4.55</title>
        <cusip>90931EAA2</cusip>
        <identifiers>
          <isin value="US90931EAA29"/>
          <ticker value="UAL"/>
        </identifiers>
        <balance>302416.44</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>249839.59</valUSD>
        <pctVal>0.0342532752</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.550000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United Airlines 2016-1 Class A Pass Through Trust</name>
        <lei>N/A</lei>
        <title>UNITED AIRLINES 2016-1 CLASS A PASS THRU CE 01/30 3.45</title>
        <cusip>90931MAA4</cusip>
        <identifiers>
          <isin value="US90931MAA45"/>
          <ticker value="UAL"/>
        </identifiers>
        <balance>352443.58</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>293106.92</valUSD>
        <pctVal>0.0401852725</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Phillips 66</name>
        <lei>N/A</lei>
        <title>PHILLIPS 66 COMPANY GUAR 04/23 3.7</title>
        <cusip>718546AU8</cusip>
        <identifiers>
          <isin value="US718546AU85"/>
          <ticker value="PSX"/>
        </identifiers>
        <balance>128000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>136831.01</valUSD>
        <pctVal>0.0187596779</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>3.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Picasso Finance Sub Inc.</name>
        <lei>N/A</lei>
        <title>PICASSO FINANCE SUB INC SR SECURED 144A 06/25 6.125</title>
        <cusip>71953LAA9</cusip>
        <identifiers>
          <isin value="US71953LAA98"/>
          <ticker value="WLSC"/>
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        <balance>37000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37693.75</valUSD>
        <pctVal>0.0051678535</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED AIRLINES 2018-1 CLASS B PASS THRU CE 09/27 4.6</name>
        <lei>N/A</lei>
        <title>UNITED AIRLINES 2018-1 CLASS B PASS THRU CE 09/27 4.6</title>
        <cusip>90932NAA1</cusip>
        <identifiers>
          <isin value="US90932NAA19"/>
          <ticker value="UAL"/>
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        <balance>140255.74</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>104229.23</valUSD>
        <pctVal>0.0142899390</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED AIRLINES 2014-2 CLASS A PASS THRU CE 03/28 3.75</name>
        <lei>N/A</lei>
        <title>UNITED AIRLINES 2014-2 CLASS A PASS THRU CE 03/28 3.75</title>
        <cusip>90932QAA4</cusip>
        <identifiers>
          <isin value="US90932QAA40"/>
          <ticker value="UAL"/>
        </identifiers>
        <balance>448983.22</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>408594.75</valUSD>
        <pctVal>0.0560187776</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United Airlines 2014-2 Class B Pass Through Trust</name>
        <lei>N/A</lei>
        <title>UNITED AIRLINES 2014-2 CLASS B PASS THRU CE 03/24 4.625</title>
        <cusip>90932QAB2</cusip>
        <identifiers>
          <isin value="US90932QAB23"/>
          <ticker value="UAL"/>
        </identifiers>
        <balance>165549.84</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>145547.02</valUSD>
        <pctVal>0.0199546522</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United Airlines 2016-1 Class B Pass Through Trust</name>
        <lei>N/A</lei>
        <title>UNITED AIRLINES 2016-1 CLASS B PASS THRU CE 07/27 3.65</title>
        <cusip>90933HAA3</cusip>
        <identifiers>
          <isin value="US90933HAA32"/>
          <ticker value="UAL"/>
        </identifiers>
        <balance>517939.82</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>379636.94</valUSD>
        <pctVal>0.0520486309</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United Parcel Service Inc.</name>
        <lei>D01LMJZU09ULLNCY6Z23</lei>
        <title>UNITED PARCEL SERVICE INC SR UNSECURED 04/25 3.9</title>
        <cusip>911312BX3</cusip>
        <identifiers>
          <isin value="US911312BX35"/>
          <ticker value="UPS"/>
        </identifiers>
        <balance>363000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>412074.95</valUSD>
        <pctVal>0.0564959168</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United Rentals (North America) Inc.</name>
        <lei>NGIZXNT70J2LYT3FBI09</lei>
        <title>UNITED RENTALS NORTH AMERICA I COMPANY GUAR 01/28 4.875</title>
        <cusip>911365BG8</cusip>
        <identifiers>
          <isin value="US911365BG81"/>
          <ticker value="URI"/>
        </identifiers>
        <balance>448000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>459200</valUSD>
        <pctVal>0.0629568116</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United Rentals (North America) Inc.</name>
        <lei>NGIZXNT70J2LYT3FBI09</lei>
        <title>UNITED RENTALS NORTH AMERICA I COMPANY GUAR 10/25 4.625</title>
        <cusip>911365BH6</cusip>
        <identifiers>
          <isin value="US911365BH64"/>
          <ticker value="URI"/>
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        <balance>700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>703500</valUSD>
        <pctVal>0.0964506031</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United Rentals (North America) Inc.</name>
        <lei>NGIZXNT70J2LYT3FBI09</lei>
        <title>UNITED RENTALS NORTH AMERICA I SECURED 11/27 3.875</title>
        <cusip>911365BM5</cusip>
        <identifiers>
          <isin value="US911365BM59"/>
          <ticker value="URI"/>
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        <balance>227000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>226432.5</valUSD>
        <pctVal>0.0310441381</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Western Digital Corporation</name>
        <lei>549300QQXOOYEF89IC56</lei>
        <title>WESTERN DIGITAL CORP COMPANY GUAR 02/26 4.75</title>
        <cusip>958102AM7</cusip>
        <identifiers>
          <isin value="US958102AM75"/>
          <ticker value="WDC"/>
        </identifiers>
        <balance>386000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>399510</valUSD>
        <pctVal>0.0547732487</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="401531.660000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>The Williams Companies Inc.</name>
        <lei>D71FAKCBLFS2O0RBPG08</lei>
        <title>WILLIAMS COS INC/THE SR UNSECURED 06/44 5.75</title>
        <cusip>969457BV1</cusip>
        <identifiers>
          <isin value="US969457BV14"/>
          <ticker value="WMB"/>
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        <balance>149000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>171836.53</valUSD>
        <pctVal>0.0235589722</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-06-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ameriquest Mortgage Securities Inc. Asset-Backed Pass-Through Certificates Ser</name>
        <lei>N/A</lei>
        <title>AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R10 M1</title>
        <cusip>03072SS63</cusip>
        <identifiers>
          <isin value="US03072SS638"/>
          <ticker value="AMSI"/>
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        <balance>35900.02</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35871.13</valUSD>
        <pctVal>0.0049179703</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.594500000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Five Guys Funding LLC</name>
        <lei>N/A</lei>
        <title>FIVE GUYS FUNDING LLC GUYS 2017 1A A2 144A</title>
        <cusip>33830JAA3</cusip>
        <identifiers>
          <isin value="US33830JAA34"/>
          <ticker value="GUYS"/>
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        <balance>672915</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>676732.45</valUSD>
        <pctVal>0.0927807433</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FOCUS BRANDS FUNDING LLC FOCUS 2017 1A A2I 144A</name>
        <lei>N/A</lei>
        <title>FOCUS BRANDS FUNDING LLC FOCUS 2017 1A A2I 144A</title>
        <cusip>34417MAA5</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>183106.9</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2047-04-30</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>AMERICOLD 2010 LLC ACRE 2010 ARTA C 144A</name>
        <lei>N/A</lei>
        <title>AMERICOLD 2010 LLC ACRE 2010 ARTA C 144A</title>
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        <identifiers>
          <isin value="US03063NAN75"/>
          <ticker value="ACRE"/>
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        <curCd>USD</curCd>
        <valUSD>1352361.02</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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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>AMERICOLD 2010 LLC ACRE 2010 ARTA D 144A</name>
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        <title>AMERICOLD 2010 LLC ACRE 2010 ARTA D 144A</title>
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          <isin value="US03063NAR89"/>
          <ticker value="ACRE"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-14</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Ford Credit Floorplan Master Owner Trust A</name>
        <lei>5493001DTG5N7T8BG747</lei>
        <title>FORD CREDIT FLOORPLAN MASTER O FORDF 2019 2 A</title>
        <cusip>34528QGW8</cusip>
        <identifiers>
          <isin value="US34528QGW87"/>
          <ticker value="FORDF"/>
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        <balance>623000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>651735.38</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>FORD CREDIT AUTO OWNER TRUST 2 FORDR 2020 1 A 144A</name>
        <lei>N/A</lei>
        <title>FORD CREDIT AUTO OWNER TRUST 2 FORDR 2020 1 A 144A</title>
        <cusip>34531NAA4</cusip>
        <identifiers>
          <isin value="US34531NAA46"/>
          <ticker value="FORDR"/>
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        <curCd>USD</curCd>
        <valUSD>524319.36</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2031-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>JACK IN THE BOX FUNDING LLC JACK 2019 1A A2I 144A</name>
        <lei>N/A</lei>
        <title>JACK IN THE BOX FUNDING LLC JACK 2019 1A A2I 144A</title>
        <cusip>466365AA1</cusip>
        <identifiers>
          <isin value="US466365AA18"/>
          <ticker value="JACK"/>
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        <curCd>USD</curCd>
        <valUSD>235823.06</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>SMB Private Education Loan Trust 2015-C</name>
        <lei>N/A</lei>
        <title>SMB PRIVATE EDUCATION LOAN TRU SMB 2015 C A2A 144A</title>
        <cusip>78448RAB2</cusip>
        <identifiers>
          <isin value="US78448RAB24"/>
          <ticker value="SMB"/>
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        <balance>121566.71</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>123424.46</valUSD>
        <pctVal>0.0169216256</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SANTANDER REVOLVING AUTO LOAN SREV 2019 A A 144A</name>
        <lei>N/A</lei>
        <title>SANTANDER REVOLVING AUTO LOAN SREV 2019 A A 144A</title>
        <cusip>80286JAA3</cusip>
        <identifiers>
          <isin value="US80286JAA34"/>
          <ticker value="SREV"/>
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        <balance>532000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>556359</valUSD>
        <pctVal>0.0762774145</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.510000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORP SR UNSECURED 12/28 VAR</title>
        <cusip>06051GHD4</cusip>
        <identifiers>
          <isin value="US06051GHD43"/>
          <ticker value="BAC"/>
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        <balance>1087000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1210526.31</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>2028-12-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.419000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2019 NQM1 A1 144A</name>
        <lei>N/A</lei>
        <title>BRAVO RESIDENTIAL FUNDING TRUS 07/59 1</title>
        <cusip>10568HAA3</cusip>
        <identifiers>
          <isin value="US10568HAA32"/>
          <ticker value="BRAVO"/>
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        <balance>195539.9</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>199075.09</valUSD>
        <pctVal>0.0272934079</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.666000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE D 144A</name>
        <lei>N/A</lei>
        <title>CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE D 144A</title>
        <cusip>12482HAL8</cusip>
        <identifiers>
          <isin value="US12482HAL87"/>
          <ticker value="CAMB"/>
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        <balance>121000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>116756.63</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.934750000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CD 2017-CD3 MORTGAGE TRUST CD 2017 CD3 A4</name>
        <lei>N/A</lei>
        <title>CD 2017-CD3 MORTGAGE TRUST CD 2017 CD3 A4</title>
        <cusip>12515GAD9</cusip>
        <identifiers>
          <isin value="US12515GAD97"/>
          <ticker value="CD"/>
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        <balance>800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>891048.64</valUSD>
        <pctVal>0.1221637224</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-02-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.631000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CGDBB COMMERCIAL MORTGAGE TRUS CGDBB 2017 BIOC E 144A</name>
        <lei>N/A</lei>
        <title>CGDBB COMMERCIAL MORTGAGE TRUS CGDBB 2017 BIOC E 144A</title>
        <cusip>125282AN3</cusip>
        <identifiers>
          <isin value="US125282AN31"/>
          <ticker value="CGDBB"/>
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        <balance>232040.02</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>226445.93</valUSD>
        <pctVal>0.0310459794</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>Floating</couponKind>
          <annualizedRt>2.334750000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COMM 2014-CCRE15 MORTGAGE TRUS COMM 2014 CR15 XA</name>
        <lei>N/A</lei>
        <title>COMM 2014-CCRE15 MORTGAGE TRUS COMM 2014 CR15 XA</title>
        <cusip>12591RBB5</cusip>
        <identifiers>
          <isin value="US12591RBB50"/>
          <ticker value="COMM"/>
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        <balance>9074308.6</balance>
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        <curCd>USD</curCd>
        <valUSD>236076.31</valUSD>
        <pctVal>0.0323663148</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-02-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.084796000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COMM 2014-CCRE15 MORTGAGE TRUS COMM 2014 CR15 C</name>
        <lei>N/A</lei>
        <title>COMM 2014-CCRE15 MORTGAGE TRUS COMM 2014 CR15 C</title>
        <cusip>12591RBF6</cusip>
        <identifiers>
          <isin value="US12591RBF64"/>
          <ticker value="COMM"/>
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        <balance>800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>821087.6</valUSD>
        <pctVal>0.1125719889</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-02-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.893626000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COMM 2014-LC15 Mortgage Trust</name>
        <lei>N/A</lei>
        <title>COMM 2014-LC15 MORTGAGE TRUST COMM 2014 LC15 C</title>
        <cusip>12591TAK2</cusip>
        <identifiers>
          <isin value="US12591TAK25"/>
          <ticker value="COMM"/>
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        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>381345.16</valUSD>
        <pctVal>0.0522828297</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-04-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.150076000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COMM 2014-UBS2 Mortgage Trust</name>
        <lei>N/A</lei>
        <title>COMM 2014-UBS2 MORTGAGE TRUST COMM 2014 UBS2 XA</title>
        <cusip>12591UAG8</cusip>
        <identifiers>
          <isin value="US12591UAG85"/>
          <ticker value="COMM"/>
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        <balance>4214425.84</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>141460.15</valUSD>
        <pctVal>0.0193943380</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-03-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.330496000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COMM 2014-CCRE16 Mortgage Trust</name>
        <lei>N/A</lei>
        <title>COMM 2014-CCRE16 MORTGAGE TRUS COMM 2014 CR16 C</title>
        <cusip>12591VAK7</cusip>
        <identifiers>
          <isin value="US12591VAK70"/>
          <ticker value="COMM"/>
        </identifiers>
        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>377619.52</valUSD>
        <pctVal>0.0517720404</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-04-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.091902000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Charter Communications Operating LLC/Charter Communications Operating Capital C</name>
        <lei>N/A</lei>
        <title>CHARTER COMMUNICATIONS OPT LLC SR SECURED 10/45 6.484</title>
        <cusip>161175BA1</cusip>
        <identifiers>
          <isin value="US161175BA14"/>
          <ticker value="CHTR"/>
        </identifiers>
        <balance>708000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>940678.73</valUSD>
        <pctVal>0.1289680609</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-10-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.484000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Charter Communications Operating LLC/Charter Communications Operating Capital C</name>
        <lei>N/A</lei>
        <title>CHARTER COMMUNICATIONS OPT LLC SR SECURED 03/28 4.2</title>
        <cusip>161175BK9</cusip>
        <identifiers>
          <isin value="US161175BK95"/>
          <ticker value="CHTR"/>
        </identifiers>
        <balance>671000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>752198.01</valUSD>
        <pctVal>0.1031271524</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Charter Communications Operating LLC/Charter Communications Operating Capital C</name>
        <lei>N/A</lei>
        <title>CHARTER COMMUNICATIONS OPT LLC SR SECURED 04/48 5.75</title>
        <cusip>161175BN3</cusip>
        <identifiers>
          <isin value="US161175BN35"/>
          <ticker value="CHTR"/>
        </identifiers>
        <balance>775000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>964409.94</valUSD>
        <pctVal>0.1322216352</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Charter Communications Operating LLC/Charter Communications Operating Capital C</name>
        <lei>N/A</lei>
        <title>CHARTER COMMUNICATIONS OPT LLC SR SECURED 03/50 4.8</title>
        <cusip>161175BT0</cusip>
        <identifiers>
          <isin value="US161175BT05"/>
          <ticker value="CHTR"/>
        </identifiers>
        <balance>699000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>792250.16</valUSD>
        <pctVal>0.1086183450</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Charter Communications Operating LLC/Charter Communications Operating Capital C</name>
        <lei>N/A</lei>
        <title>CHARTER COMMUNICATIONS OPT LLC SR SECURED 04/31 2.8</title>
        <cusip>161175BU7</cusip>
        <identifiers>
          <isin value="US161175BU77"/>
          <ticker value="CHTR"/>
        </identifiers>
        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>405291.89</valUSD>
        <pctVal>0.0555659520</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cimpress PLC</name>
        <lei>N/A</lei>
        <title>CIMPRESS NV COMPANY GUAR 144A 06/26 7</title>
        <cusip>17186HAC6</cusip>
        <identifiers>
          <isin value="US17186HAC60"/>
          <ticker value="CMPR"/>
        </identifiers>
        <balance>308000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>284130</valUSD>
        <pctVal>0.0389545272</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cincinnati Bell Inc.</name>
        <lei>N/A</lei>
        <title>CINCINNATI BELL INC COMPANY GUAR 144A 07/24 7</title>
        <cusip>171871AP1</cusip>
        <identifiers>
          <isin value="US171871AP14"/>
          <ticker value="CBB"/>
        </identifiers>
        <balance>482000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>491640</valUSD>
        <pctVal>0.0674043703</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC SR UNSECURED 01/22 4.5</title>
        <cusip>172967FT3</cusip>
        <identifiers>
          <isin value="US172967FT34"/>
          <ticker value="C"/>
        </identifiers>
        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1059835.34</valUSD>
        <pctVal>0.1453045597</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC SUBORDINATED 05/23 3.5</title>
        <cusip>172967GT2</cusip>
        <identifiers>
          <isin value="US172967GT25"/>
          <ticker value="C"/>
        </identifiers>
        <balance>1060000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1131709.12</valUSD>
        <pctVal>0.1551585318</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC SUBORDINATED 09/25 5.5</title>
        <cusip>172967HB0</cusip>
        <identifiers>
          <isin value="US172967HB08"/>
          <ticker value="C"/>
        </identifiers>
        <balance>215000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>254740.71</valUSD>
        <pctVal>0.0349252240</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC SUBORDINATED 03/26 4.6</title>
        <cusip>172967KJ9</cusip>
        <identifiers>
          <isin value="US172967KJ96"/>
          <ticker value="C"/>
        </identifiers>
        <balance>736000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>840332.69</valUSD>
        <pctVal>0.1152105114</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC JR SUBORDINA 12/49 VAR</title>
        <cusip>172967KM2</cusip>
        <identifiers>
          <isin value="US172967KM26"/>
          <ticker value="C"/>
        </identifiers>
        <balance>490000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>519826.3</valUSD>
        <pctVal>0.0712687422</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC SR UNSECURED 10/26 3.2</title>
        <cusip>172967KY6</cusip>
        <identifiers>
          <isin value="US172967KY63"/>
          <ticker value="C"/>
        </identifiers>
        <balance>618000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>677746.27</valUSD>
        <pctVal>0.0929197391</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC 12/99 1</title>
        <cusip>172967MK4</cusip>
        <identifiers>
          <isin value="US172967MK42"/>
          <ticker value="C"/>
        </identifiers>
        <balance>575000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>509766.25</valUSD>
        <pctVal>0.0698894986</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC 03/31 1</title>
        <cusip>172967MP3</cusip>
        <identifiers>
          <isin value="US172967MP39"/>
          <ticker value="C"/>
        </identifiers>
        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1182687.85</valUSD>
        <pctVal>0.1621477703</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-31</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.412000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citizens Financial Group Inc.</name>
        <lei>N/A</lei>
        <title>CITIZENS FINANCIAL GROUP INC SR UNSECURED 04/30 3.25</title>
        <cusip>174610AT2</cusip>
        <identifiers>
          <isin value="US174610AT28"/>
          <ticker value="CFG"/>
        </identifiers>
        <balance>605000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>653696.56</valUSD>
        <pctVal>0.0896224982</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citrix Systems Inc.</name>
        <lei>HCTKJGUQOPZ5NBK7NP58</lei>
        <title>CITRIX SYSTEMS INC SR UNSECURED 03/30 3.3</title>
        <cusip>177376AF7</cusip>
        <identifiers>
          <isin value="US177376AF70"/>
          <ticker value="CTXS"/>
        </identifiers>
        <balance>513000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>548264.68</valUSD>
        <pctVal>0.0751676745</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State of Connecticut</name>
        <lei>N/A</lei>
        <title>STATE OF CONNECTICUT CTS 07/30 FIXED 2.677</title>
        <cusip>20772KKC2</cusip>
        <identifiers>
          <isin value="US20772KKC26"/>
          <ticker value="CTS"/>
        </identifiers>
        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>265670</valUSD>
        <pctVal>0.0364236414</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.677000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>E. I. Du Pont De Nemours and Company</name>
        <lei>GLU7INWNWH88J9XBXD45</lei>
        <title>EI DU PONT DE NEMOURS AND CO SR UNSECURED 07/25 1.7</title>
        <cusip>263534CN7</cusip>
        <identifiers>
          <isin value="US263534CN75"/>
          <ticker value="CTVA"/>
        </identifiers>
        <balance>211000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>217848.98</valUSD>
        <pctVal>0.0298673284</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DuPont de Nemours Inc.</name>
        <lei>N/A</lei>
        <title>DUPONT DE NEMOURS INC SR UNSECURED 05/23 2.169</title>
        <cusip>26614NAA0</cusip>
        <identifiers>
          <isin value="US26614NAA00"/>
          <ticker value="DD"/>
        </identifiers>
        <balance>923000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>940306.25</valUSD>
        <pctVal>0.1289169935</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.169000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ERP Operating Limited Partnership</name>
        <lei>DX5HQV5MLU50FEWZ5072</lei>
        <title>ERP OPERATING LP SR UNSECURED 06/25 3.375</title>
        <cusip>26884ABD4</cusip>
        <identifiers>
          <isin value="US26884ABD46"/>
          <ticker value="EQR"/>
        </identifiers>
        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>329777.09</valUSD>
        <pctVal>0.0452127921</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EPR Properties</name>
        <lei>549300YSSXFHMPOWZ492</lei>
        <title>EPR PROPERTIES COMPANY GUAR 04/28 4.95</title>
        <cusip>26884UAE9</cusip>
        <identifiers>
          <isin value="US26884UAE91"/>
          <ticker value="EPR"/>
        </identifiers>
        <balance>350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>334137.17</valUSD>
        <pctVal>0.0458105637</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Eastman Chemical Company</name>
        <lei>FDPVHDGJ1IQZFK9KH630</lei>
        <title>EASTMAN CHEMICAL CO SR UNSECURED 01/21 4.5</title>
        <cusip>277432AK6</cusip>
        <identifiers>
          <isin value="US277432AK65"/>
          <ticker value="EMN"/>
        </identifiers>
        <balance>68000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>68451.74</valUSD>
        <pctVal>0.0093848068</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>eBay Inc.</name>
        <lei>OML71K8X303XQONU6T67</lei>
        <title>EBAY INC SR UNSECURED 03/22 3.8</title>
        <cusip>278642AN3</cusip>
        <identifiers>
          <isin value="US278642AN33"/>
          <ticker value="EBAY"/>
        </identifiers>
        <balance>520000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>546364.42</valUSD>
        <pctVal>0.0749071469</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>eBay Inc.</name>
        <lei>OML71K8X303XQONU6T67</lei>
        <title>EBAY INC SR UNSECURED 03/30 2.7</title>
        <cusip>278642AW3</cusip>
        <identifiers>
          <isin value="US278642AW32"/>
          <ticker value="EBAY"/>
        </identifiers>
        <balance>544000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>571778.34</valUSD>
        <pctVal>0.0783914225</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Edgewell Personal Care Company</name>
        <lei>549300CY8QZDL4Z3RU59</lei>
        <title>EDGEWELL PERSONAL CARE CO COMPANY GUAR 144A 06/28 5.5</title>
        <cusip>28035QAA0</cusip>
        <identifiers>
          <isin value="US28035QAA04"/>
          <ticker value="EPC"/>
        </identifiers>
        <balance>162000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>166657.5</valUSD>
        <pctVal>0.0228489217</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Edison International</name>
        <lei>N/A</lei>
        <title>EDISON INTERNATIONAL SR UNSECURED 11/24 3.55</title>
        <cusip>281020AQ0</cusip>
        <identifiers>
          <isin value="US281020AQ02"/>
          <ticker value="EIX"/>
        </identifiers>
        <balance>700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>739119.72</valUSD>
        <pctVal>0.1013341048</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.550000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kinder Morgan Energy Partners L.P.</name>
        <lei>549300PDHUGWPWGOT525</lei>
        <title>KINDER MORGAN ENERGY PARTNERS COMPANY GUAR 10/21 5</title>
        <cusip>28370TAE9</cusip>
        <identifiers>
          <isin value="US28370TAE91"/>
          <ticker value="KMI"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>519702.41</valUSD>
        <pctVal>0.0712517567</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Eldorado Resorts Inc.</name>
        <lei>N/A</lei>
        <title>ELDORADO RESORTS INC COMPANY GUAR 08/23 7</title>
        <cusip>28470RAC6</cusip>
        <identifiers>
          <isin value="US28470RAC60"/>
          <ticker value="ERI"/>
        </identifiers>
        <balance>95000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>97632.45</valUSD>
        <pctVal>0.0133855134</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Eldorado Resorts Inc.</name>
        <lei>N/A</lei>
        <title>ELDORADO RESORTS INC COMPANY GUAR 09/26 6</title>
        <cusip>28470RAG7</cusip>
        <identifiers>
          <isin value="US28470RAG74"/>
          <ticker value="ERI"/>
        </identifiers>
        <balance>160000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>172851.2</valUSD>
        <pctVal>0.0236980846</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Emera US Finance LP</name>
        <lei>N/A</lei>
        <title>EMERA US FINANCE LP COMPANY GUAR 06/26 3.55</title>
        <cusip>29103DAJ5</cusip>
        <identifiers>
          <isin value="US29103DAJ54"/>
          <ticker value="EMACN"/>
        </identifiers>
        <balance>248000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>278301.65</valUSD>
        <pctVal>0.0381554541</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.550000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Empresa Electrica Angamos S.A.</name>
        <lei>N/A</lei>
        <title>EMPRESA ELECTRICA ANGAMOS SA SR SECURED 144A 05/29 4.875</title>
        <cusip>29246TAA7</cusip>
        <identifiers>
          <isin value="US29246TAA79"/>
          <ticker value="AESGEN"/>
        </identifiers>
        <balance>156500</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>163229.5</valUSD>
        <pctVal>0.0223789392</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Enbridge Inc.</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
        <title>ENBRIDGE INC SUBORDINATED 07/77 VAR</title>
        <cusip>29250NAS4</cusip>
        <identifiers>
          <isin value="US29250NAS45"/>
          <ticker value="ENBCN"/>
        </identifiers>
        <balance>397000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>379135</valUSD>
        <pctVal>0.0519798144</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2077-07-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Enbridge Inc.</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
        <title>ENBRIDGE INC SUBORDINATED 03/78 VAR</title>
        <cusip>29250NAW5</cusip>
        <identifiers>
          <isin value="US29250NAW56"/>
          <ticker value="ENBCN"/>
        </identifiers>
        <balance>394000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>388090</valUSD>
        <pctVal>0.0532075544</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2078-03-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Encompass Health Corporation</name>
        <lei>549300FVRPM9DRQZRG64</lei>
        <title>ENCOMPASS HEALTH CORP COMPANY GUAR 02/28 4.5</title>
        <cusip>29261AAA8</cusip>
        <identifiers>
          <isin value="US29261AAA88"/>
          <ticker value="EHC"/>
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        <balance>175000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>167846</valUSD>
        <pctVal>0.0230118663</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GE Commercial Mortgage Corporation Series 2007-C1 Trust</name>
        <lei>549300MEP395QRNT3X34</lei>
        <title>GE COMMERCIAL MORTGAGE CORP SE GECMC 2007 C1 AM</title>
        <cusip>36159XAH3</cusip>
        <identifiers>
          <isin value="US36159XAH35"/>
          <ticker value="GECMC"/>
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        <balance>100461.7</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>82980.14</valUSD>
        <pctVal>0.0113766660</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.606000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GCAT 2019-NQM1 LLC 02/59 1</name>
        <lei>N/A</lei>
        <title>GCAT 2019-NQM1 LLC 02/59 1</title>
        <cusip>36166PAA6</cusip>
        <identifiers>
          <isin value="US36166PAA66"/>
          <ticker value="GCAT"/>
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        <balance>472160.63</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>491879.66</valUSD>
        <pctVal>0.0674372279</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.985000000000</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>GCAT 01/60 1</name>
        <lei>N/A</lei>
        <title>GCAT 01/60 1</title>
        <cusip>36167FAA7</cusip>
        <identifiers>
          <isin value="US36167FAA75"/>
          <ticker value="GCAT"/>
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        <balance>484731.61</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>488969.86</valUSD>
        <pctVal>0.0670382912</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-01-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.247000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GS Mortgage Securities Corporation II</name>
        <lei>N/A</lei>
        <title>GS MORTGAGE SECURITIES CORP II GSMS 2013 GC10 C 144A</title>
        <cusip>36192CAN5</cusip>
        <identifiers>
          <isin value="US36192CAN56"/>
          <ticker value="GSMS"/>
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        <balance>859800</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>850783.28</valUSD>
        <pctVal>0.1166432984</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-02-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.285000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. Morgan Chase Commercial Mortgage Securities Trust 2006-LDP8</name>
        <lei>N/A</lei>
        <title>JP MORGAN CHASE COMMERCIAL MOR JPMCC 2006 LDP8 X</title>
        <cusip>46629MAJ4</cusip>
        <identifiers>
          <isin value="US46629MAJ45"/>
          <ticker value="JPMCC"/>
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        <balance>530811.56</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4.09</valUSD>
        <pctVal>0.0000005607</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-05-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.288702000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. Morgan Chase Commercial Mortgage Securities Trust 2011-C3</name>
        <lei>N/A</lei>
        <title>JP MORGAN CHASE COMMERCIAL MOR JPMCC 2011 C3 XA 144A</title>
        <cusip>46635TAN2</cusip>
        <identifiers>
          <isin value="US46635TAN28"/>
          <ticker value="JPMCC"/>
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        <balance>8841977.69</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23567.41</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-02-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.135863000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>J.P. Morgan Chase Commercial Mortgage Securities Trust 2011-C4</name>
        <lei>N/A</lei>
        <title>JP MORGAN CHASE COMMERCIAL MOR JPMCC 2011 C4 XA 144A</title>
        <cusip>46636DAN6</cusip>
        <identifiers>
          <isin value="US46636DAN66"/>
          <ticker value="JPMCC"/>
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        <balance>2150288.31</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13466.61</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-07-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.327049000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>J.P. Morgan Chase Commercial Mortgage Securities Trust 2012-HSBC</name>
        <lei>N/A</lei>
        <title>JP MORGAN CHASE COMMERCIAL MOR JPMCC 2012 HSBC XA 144A</title>
        <cusip>46637YAC3</cusip>
        <identifiers>
          <isin value="US46637YAC30"/>
          <ticker value="JPMCC"/>
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        <balance>10043216.87</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>248825.72</valUSD>
        <pctVal>0.0341142726</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-05</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.581537000000</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>JPMBB Commercial Mortgage Securities Trust 2013-C14</name>
        <lei>N/A</lei>
        <title>JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2013 C14 XA</title>
        <cusip>46640LAF9</cusip>
        <identifiers>
          <isin value="US46640LAF94"/>
          <ticker value="JPMBB"/>
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        <balance>6198354.9</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>86871.18</valUSD>
        <pctVal>0.0119101318</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-08-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.723011000000</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>JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2015 C31 A3</name>
        <lei>N/A</lei>
        <title>JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2015 C31 A3</title>
        <cusip>46644YAU4</cusip>
        <identifiers>
          <isin value="US46644YAU47"/>
          <ticker value="JPMBB"/>
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        <balance>315000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>347420.3</valUSD>
        <pctVal>0.0476316950</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.801400000000</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>JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2016 C1 A4</name>
        <lei>N/A</lei>
        <title>JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2016 C1 A4</title>
        <cusip>46645LAX5</cusip>
        <identifiers>
          <isin value="US46645LAX55"/>
          <ticker value="JPMBB"/>
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        <balance>155000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>169020.6</valUSD>
        <pctVal>0.0231729052</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.310600000000</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>MetLife Inc.</name>
        <lei>C4BXATY60WC6XEOZDX54</lei>
        <title>METLIFE INC JR SUBORDINA 144A 04/38 9.25</title>
        <cusip>59156RBS6</cusip>
        <identifiers>
          <isin value="US59156RBS67"/>
          <ticker value="MET"/>
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        <balance>120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>166464</valUSD>
        <pctVal>0.0228223926</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.250000000000</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>Orbia Advance Corporation S.A.B. de CV</name>
        <lei>549300MVHZ20SBIOEQ79</lei>
        <title>MEXICHEM SAB DE CV COMPANY GUAR 144A 01/48 5.5</title>
        <cusip>59284BAG3</cusip>
        <identifiers>
          <isin value="US59284BAG32"/>
          <ticker value="MXCHF"/>
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        <balance>380000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>399000</valUSD>
        <pctVal>0.0547033271</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Microsoft Corporation</name>
        <lei>INR2EJN1ERAN0W5ZP974</lei>
        <title>MICROSOFT CORP SR UNSECURED 06/50 2.525</title>
        <cusip>594918CC6</cusip>
        <identifiers>
          <isin value="US594918CC64"/>
          <ticker value="MSFT"/>
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        <balance>405000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>419057.55</valUSD>
        <pctVal>0.0574532387</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.525000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Microchip Technology Incorporated</name>
        <lei>5493007PTFULNYZJ1R12</lei>
        <title>MICROCHIP TECHNOLOGY INC SR SECURED 06/23 4.333</title>
        <cusip>595017AP9</cusip>
        <identifiers>
          <isin value="US595017AP92"/>
          <ticker value="MCHP"/>
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        <balance>980000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1057184.77</valUSD>
        <pctVal>0.1449411637</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.333000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Microchip Technology Incorporated</name>
        <lei>5493007PTFULNYZJ1R12</lei>
        <title>MICROCHIP TECHNOLOGY INC COMPANY GUAR 144A 09/25 4.25</title>
        <cusip>595017AS3</cusip>
        <identifiers>
          <isin value="US595017AS32"/>
          <ticker value="MCHP"/>
        </identifiers>
        <balance>111000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>111914.55</valUSD>
        <pctVal>0.0153436046</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Micron Technology Inc.</name>
        <lei>B3DXGBC8GAIYWI2Z0172</lei>
        <title>MICRON TECHNOLOGY INC SR UNSECURED 02/26 4.975</title>
        <cusip>595112BM4</cusip>
        <identifiers>
          <isin value="US595112BM49"/>
          <ticker value="MU"/>
        </identifiers>
        <balance>225000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>258153.69</valUSD>
        <pctVal>0.0353931473</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.975000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Micron Technology Inc.</name>
        <lei>B3DXGBC8GAIYWI2Z0172</lei>
        <title>MICRON TECHNOLOGY INC SR UNSECURED 02/29 5.327</title>
        <cusip>595112BN2</cusip>
        <identifiers>
          <isin value="US595112BN22"/>
          <ticker value="MU"/>
        </identifiers>
        <balance>1658000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1983257.7</valUSD>
        <pctVal>0.2719067537</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.327000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Micron Technology Inc.</name>
        <lei>B3DXGBC8GAIYWI2Z0172</lei>
        <title>MICRON TECHNOLOGY INC SR UNSECURED 02/27 4.185</title>
        <cusip>595112BP7</cusip>
        <identifiers>
          <isin value="US595112BP79"/>
          <ticker value="MU"/>
        </identifiers>
        <balance>970000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1074348.28</valUSD>
        <pctVal>0.1472942993</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.185000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Micron Technology Inc.</name>
        <lei>B3DXGBC8GAIYWI2Z0172</lei>
        <title>MICRON TECHNOLOGY INC SR UNSECURED 02/30 4.663</title>
        <cusip>595112BQ5</cusip>
        <identifiers>
          <isin value="US595112BQ52"/>
          <ticker value="MU"/>
        </identifiers>
        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1165648.07</valUSD>
        <pctVal>0.1598115982</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.663000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Micron Technology Inc.</name>
        <lei>B3DXGBC8GAIYWI2Z0172</lei>
        <title>MICRON TECHNOLOGY INC SR UNSECURED 04/23 2.497</title>
        <cusip>595112BR3</cusip>
        <identifiers>
          <isin value="US595112BR36"/>
          <ticker value="MU"/>
        </identifiers>
        <balance>606000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>629294.64</valUSD>
        <pctVal>0.0862769688</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.497000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nippon Life Insurance Company</name>
        <lei>549300Y0HHMFW3EVWY08</lei>
        <title>NIPPON LIFE INSURANCE CO SUBORDINATED 144A 10/44 VAR</title>
        <cusip>654579AD3</cusip>
        <identifiers>
          <isin value="US654579AD34"/>
          <ticker value="NIPLIF"/>
        </identifiers>
        <balance>355000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>394225.8</valUSD>
        <pctVal>0.0540487792</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-10-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nissan Motor Acceptance Corporation</name>
        <lei>7D6DIU2QXTUJRFNNJA49</lei>
        <title>NISSAN MOTOR ACCEPTANCE CORP SR UNSECURED 144A 03/23 3.45</title>
        <cusip>654740BH1</cusip>
        <identifiers>
          <isin value="US654740BH17"/>
          <ticker value="NSANY"/>
        </identifiers>
        <balance>285000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>283295.16</valUSD>
        <pctVal>0.0388400697</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SCHOOL DISTRICT OF PHILADELPHI PHISCD 06/40 FIXED 6.765000000</name>
        <lei>N/A</lei>
        <title>SCHOOL DISTRICT OF PHILADELPHI PHISCD 06/40 FIXED 6.765000000</title>
        <cusip>717883KL5</cusip>
        <identifiers>
          <isin value="US717883KL53"/>
          <ticker value="PHISCD"/>
        </identifiers>
        <balance>1010000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1279427.6</valUSD>
        <pctVal>0.1754108936</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.765000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SCHOOL DISTRICT OF PHILADELPHI PHISCD 09/30 FIXED 5.995</name>
        <lei>N/A</lei>
        <title>SCHOOL DISTRICT OF PHILADELPHI PHISCD 09/30 FIXED 5.995</title>
        <cusip>717883LV2</cusip>
        <identifiers>
          <isin value="US717883LV27"/>
          <ticker value="PHISCD"/>
        </identifiers>
        <balance>315000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>406038.15</valUSD>
        <pctVal>0.0556682650</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.995000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WMG Acquisition Corp.</name>
        <lei>549300NAS11NXI33CP80</lei>
        <title>WMG ACQUISITION CORP COMPANY GUAR 144A 04/26 5.5</title>
        <cusip>92933BAP9</cusip>
        <identifiers>
          <isin value="US92933BAP94"/>
          <ticker value="WMG"/>
        </identifiers>
        <balance>234000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>242119.8</valUSD>
        <pctVal>0.0331948838</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nationstar Mortgage Holdings Inc.</name>
        <lei>N/A</lei>
        <title>NATIONSTAR MORTGAGE HOLDINGS I COMPANY GUAR 144A 07/23 8.125</title>
        <cusip>93369KAA3</cusip>
        <identifiers>
          <isin value="US93369KAA34"/>
          <ticker value="NSM"/>
        </identifiers>
        <balance>217000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>222685.4</valUSD>
        <pctVal>0.0305304067</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nationstar Mortgage Holdings Inc.</name>
        <lei>N/A</lei>
        <title>NATIONSTAR MORTGAGE HOLDINGS I COMPANY GUAR 144A 07/26 9.125</title>
        <cusip>93369KAB1</cusip>
        <identifiers>
          <isin value="US93369KAB17"/>
          <ticker value="NSM"/>
        </identifiers>
        <balance>174000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>183895.38</valUSD>
        <pctVal>0.0252122535</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WATERFORD GAMING LLC / WATERFO SR UNSECURED 144A 09/49 8.625</name>
        <lei>N/A</lei>
        <title>WATERFORD GAMING LLC / WATERFO SR UNSECURED 144A 09/49 8.625</title>
        <cusip>941388AH3</cusip>
        <identifiers>
          <isin value="US941388AH32"/>
          <ticker value="WATERF"/>
        </identifiers>
        <balance>330607.23</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
        <pctVal>0.0000000000</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2014-09-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Avolon Holdings Funding Limited</name>
        <lei>N/A</lei>
        <title>AVOLON HOLDINGS FUNDING LTD COMPANY GUAR 144A 10/23 5.125</title>
        <cusip>05401AAB7</cusip>
        <identifiers>
          <isin value="US05401AAB70"/>
          <ticker value="AVOL"/>
        </identifiers>
        <balance>295000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>272832.95</valUSD>
        <pctVal>0.0374056895</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORP SR UNSECURED 12/23 VAR</title>
        <cusip>06051GHC6</cusip>
        <identifiers>
          <isin value="US06051GHC69"/>
          <ticker value="BAC"/>
        </identifiers>
        <balance>1149000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1208471.36</valUSD>
        <pctVal>0.1656827171</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.004000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Broadcom Inc.</name>
        <lei>N/A</lei>
        <title>BROADCOM INC COMPANY GUAR 144A 04/30 5</title>
        <cusip>11135FAH4</cusip>
        <identifiers>
          <isin value="US11135FAH47"/>
          <ticker value="AVGO"/>
        </identifiers>
        <balance>636000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>730839.12</valUSD>
        <pctVal>0.1001988257</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CSI COMPRESSCO LP / CSI COMPRE SR SECURED 144A 04/25 7.5</name>
        <lei>N/A</lei>
        <title>CSI COMPRESSCO LP / CSI COMPRE SR SECURED 144A 04/25 7.5</title>
        <cusip>12652HAA6</cusip>
        <identifiers>
          <isin value="US12652HAA68"/>
          <ticker value="CCLP"/>
        </identifiers>
        <balance>393000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>334050</valUSD>
        <pctVal>0.0457986126</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CSI COMPRESSCO LP / CSI COMPRE SR SECURED 144A 04/25 7.5</name>
        <lei>N/A</lei>
        <title>CSI COMPRESSCO LP / CSI COMPRE SR SECURED 144A 04/25 7.5</title>
        <cusip>12652HAC2</cusip>
        <identifiers>
          <isin value="US12652HAC25"/>
          <ticker value="CCLP"/>
        </identifiers>
        <balance>98881</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>84048.85</valUSD>
        <pctVal>0.0115231873</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CSI COMPRESSCO LP / CSI COMPRE SECURED 144A 04/26 10</name>
        <lei>N/A</lei>
        <title>CSI COMPRESSCO LP / CSI COMPRE SECURED 144A 04/26 10</title>
        <cusip>12652HAE8</cusip>
        <identifiers>
          <isin value="US12652HAE80"/>
          <ticker value="CCLP"/>
        </identifiers>
        <balance>307253</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>193569.39</valUSD>
        <pctVal>0.0265385706</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>10.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>Y</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Carrier Global Corporation</name>
        <lei>N/A</lei>
        <title>CARRIER GLOBAL CORP COMPANY GUAR 144A 02/27 2.493</title>
        <cusip>14448CAH7</cusip>
        <identifiers>
          <isin value="US14448CAH79"/>
          <ticker value="UTX"/>
        </identifiers>
        <balance>224000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>228149.08</valUSD>
        <pctVal>0.0312794831</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.493000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Carrier Global Corporation</name>
        <lei>N/A</lei>
        <title>CARRIER GLOBAL CORP SR UNSECURED 144A 02/31 2.7</title>
        <cusip>14448CAK0</cusip>
        <identifiers>
          <isin value="US14448CAK09"/>
          <ticker value="CARR"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>497083.25</valUSD>
        <pctVal>0.0681506457</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Catalent Pharma Solutions Inc.</name>
        <lei>N/A</lei>
        <title>CATALENT PHARMA SOLUTIONS INC COMPANY GUAR 144A 07/27 5</title>
        <cusip>14879EAE8</cusip>
        <identifiers>
          <isin value="US14879EAE86"/>
          <ticker value="CTLT"/>
        </identifiers>
        <balance>81000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>84088.53</valUSD>
        <pctVal>0.0115286275</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CCM Merger Inc.</name>
        <lei>N/A</lei>
        <title>CCM MERGER INC SR UNSECURED 144A 03/22 6</title>
        <cusip>14985VAD3</cusip>
        <identifiers>
          <isin value="US14985VAD38"/>
          <ticker value="MOTOR"/>
        </identifiers>
        <balance>195000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>193050</valUSD>
        <pctVal>0.0264673617</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CC Holdings GS V LLC / Crown Castle GS III Corp</name>
        <lei>N/A</lei>
        <title>CC HOLDINGS GS V LLC / CROWN C SR SECURED 04/23 3.849</title>
        <cusip>14987BAE3</cusip>
        <identifiers>
          <isin value="US14987BAE39"/>
          <ticker value="CCI"/>
        </identifiers>
        <balance>374000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>403930.26</valUSD>
        <pctVal>0.0553792711</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.849000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CEMEX S.A.B. de C.V.</name>
        <lei>549300RIG2CXWN6IV731</lei>
        <title>CEMEX SAB DE CV SR SECURED 144A 05/25 6.125</title>
        <cusip>151290BS1</cusip>
        <identifiers>
          <isin value="US151290BS15"/>
          <ticker value="CEMEX"/>
        </identifiers>
        <balance>335000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>325368.75</valUSD>
        <pctVal>0.0446084039</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Centene Corporation</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
        <title>CENTENE CORP SR UNSECURED 12/27 4.25</title>
        <cusip>15135BAR2</cusip>
        <identifiers>
          <isin value="US15135BAR24"/>
          <ticker value="CNC"/>
        </identifiers>
        <balance>127000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>131052.57</valUSD>
        <pctVal>0.0179674476</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Broadcom Inc.</name>
        <lei>N/A</lei>
        <title>BROADCOM INC PREFERRED STOCK 09/22 8</title>
        <cusip>11135F200</cusip>
        <identifiers>
          <isin value="US11135F2002"/>
          <ticker value="AVGO"/>
        </identifiers>
        <balance>332</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>369964.2</valUSD>
        <pctVal>0.0507224879</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Centene Corporation</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
        <title>CENTENE CORP SR UNSECURED 12/29 4.625</title>
        <cusip>15135BAT8</cusip>
        <identifiers>
          <isin value="US15135BAT89"/>
          <ticker value="CNC"/>
        </identifiers>
        <balance>142000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>150345.34</valUSD>
        <pctVal>0.0206125071</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Centene Corporation</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
        <title>CENTENE CORP SR UNSECURED 02/30 3.375</title>
        <cusip>15135BAV3</cusip>
        <identifiers>
          <isin value="US15135BAV36"/>
          <ticker value="CNC"/>
        </identifiers>
        <balance>176000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>177708.96</valUSD>
        <pctVal>0.0243640887</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Centene Corporation</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
        <title>CENTENE CORP SR UNSECURED 144A 06/26 5.375</title>
        <cusip>15137TAA8</cusip>
        <identifiers>
          <isin value="US15137TAA88"/>
          <ticker value="CNC"/>
        </identifiers>
        <balance>1035000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1072943.1</valUSD>
        <pctVal>0.1471016476</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CenterPoint Energy Houston Electric LLC</name>
        <lei>549300S8SEQBOJLKHW63</lei>
        <title>CENTERPOINT ENERGY HOUSTON ELE GENL REF MOR 03/33 6.95</title>
        <cusip>15189XAD0</cusip>
        <identifiers>
          <isin value="US15189XAD03"/>
          <ticker value="CNP"/>
        </identifiers>
        <balance>535000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>792075.82</valUSD>
        <pctVal>0.1085944428</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CenturyLink Inc.</name>
        <lei>8M3THTGWLTYZVE6BBY25</lei>
        <title>CENTURYLINK INC SR UNSECURED 09/39 7.6</title>
        <cusip>156700AM8</cusip>
        <identifiers>
          <isin value="US156700AM80"/>
          <ticker value="CTL"/>
        </identifiers>
        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1076250</valUSD>
        <pctVal>0.1475550271</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CenturyLink Inc.</name>
        <lei>8M3THTGWLTYZVE6BBY25</lei>
        <title>CENTURYLINK INC SR SECURED 144A 02/27 4</title>
        <cusip>156700BC9</cusip>
        <identifiers>
          <isin value="US156700BC99"/>
          <ticker value="CTL"/>
        </identifiers>
        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>145189.5</valUSD>
        <pctVal>0.0199056359</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Charles River Laboratories International Inc.</name>
        <lei>549300BSQ0R4UZ5KX287</lei>
        <title>CHARLES RIVER LABORATORIES INT COMPANY GUAR 144A 05/28 4.25</title>
        <cusip>159864AE7</cusip>
        <identifiers>
          <isin value="US159864AE78"/>
          <ticker value="CRL"/>
        </identifiers>
        <balance>81000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>80958.69</valUSD>
        <pctVal>0.0110995231</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cheniere Energy Inc.</name>
        <lei>MIHC87W9WTYSYZWV1J40</lei>
        <title>CHENIERE ENERGY INC</title>
        <cusip>16411RAF6</cusip>
        <identifiers>
          <isin value="US16411RAF64"/>
          <ticker value="LNG"/>
        </identifiers>
        <balance>526000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>531102.21</valUSD>
        <pctVal>0.0728146815</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>Y</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Cheniere Energy, Inc.</name>
              <title>Cheniere Energy, Inc.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="US16411R2085"/>
                <ticker value="LNG"/>
                <other otherDesc="BLOOMBERG" value="EQ0015432700001000"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="10.679200000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cimarex Energy Co.</name>
        <lei>11KYOFXPU1C4CQL1CL44</lei>
        <title>CIMAREX ENERGY CO SR UNSECURED 06/24 4.375</title>
        <cusip>171798AC5</cusip>
        <identifiers>
          <isin value="US171798AC50"/>
          <ticker value="XEC"/>
        </identifiers>
        <balance>245000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>258444.34</valUSD>
        <pctVal>0.0354329957</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Clark Equipment Company</name>
        <lei>N/A</lei>
        <title>CLARK EQUIPMENT CO SR SECURED 144A 06/25 5.875</title>
        <cusip>181396AE2</cusip>
        <identifiers>
          <isin value="US181396AE20"/>
          <ticker value="DAEHIM"/>
        </identifiers>
        <balance>46000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>47035</valUSD>
        <pctVal>0.0064485489</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Clean Harbors Inc.</name>
        <lei>N/A</lei>
        <title>CLEAN HARBORS INC SR UNSECURED 144A 07/27 4.875</title>
        <cusip>184496AN7</cusip>
        <identifiers>
          <isin value="US184496AN71"/>
          <ticker value="CLH"/>
        </identifiers>
        <balance>65000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>66787.5</valUSD>
        <pctVal>0.0091566377</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Coca-Cola Company</name>
        <lei>UWJKFUJFZ02DKWI3RY53</lei>
        <title>COCA-COLA CO/THE SR UNSECURED 03/50 4.2</title>
        <cusip>191216CQ1</cusip>
        <identifiers>
          <isin value="US191216CQ13"/>
          <ticker value="KO"/>
        </identifiers>
        <balance>357000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>468645.26</valUSD>
        <pctVal>0.0642517668</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COLORADO INTERSTATE GAS CO LLC COMPANY GUAR 144A 08/26 4.15</name>
        <lei>N/A</lei>
        <title>COLORADO INTERSTATE GAS CO LLC COMPANY GUAR 144A 08/26 4.15</title>
        <cusip>196500AA0</cusip>
        <identifiers>
          <isin value="US196500AA09"/>
          <ticker value="KMI"/>
        </identifiers>
        <balance>170000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>189181.61</valUSD>
        <pctVal>0.0259370012</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Columbia Property Trust Operating Partnership L.P.</name>
        <lei>549300WBDIMT4TVGZ316</lei>
        <title>COLUMBIA PROPERTY TRUST OPERAT COMPANY GUAR 04/25 4.15</title>
        <cusip>19828JAA6</cusip>
        <identifiers>
          <isin value="US19828JAA60"/>
          <ticker value="CXP"/>
        </identifiers>
        <balance>600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>633237.8</valUSD>
        <pctVal>0.0868175803</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COMUNICACIONES CELULARES SA VI SR UNSECURED 144A 02/24 6.875</name>
        <lei>N/A</lei>
        <title>COMUNICACIONES CELULARES SA VI SR UNSECURED 144A 02/24 6.875</title>
        <cusip>200303AA3</cusip>
        <identifiers>
          <isin value="US200303AA32"/>
          <ticker value="COMCCT"/>
        </identifiers>
        <balance>700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>715869</valUSD>
        <pctVal>0.0981464062</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>COMCAST CORP COMPANY GUAR 11/47 3.969</title>
        <cusip>20030NCC3</cusip>
        <identifiers>
          <isin value="US20030NCC39"/>
          <ticker value="CMCSA"/>
        </identifiers>
        <balance>633000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>764477.22</valUSD>
        <pctVal>0.1048106452</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.969000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>COMCAST CORP COMPANY GUAR 11/49 3.999</title>
        <cusip>20030NCE9</cusip>
        <identifiers>
          <isin value="US20030NCE94"/>
          <ticker value="CMCSA"/>
        </identifiers>
        <balance>864000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1042946.56</valUSD>
        <pctVal>0.1429890898</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.999000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>COMCAST CORP COMPANY GUAR 11/52 4.049</title>
        <cusip>20030NCG4</cusip>
        <identifiers>
          <isin value="US20030NCG43"/>
          <ticker value="CMCSA"/>
        </identifiers>
        <balance>532000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>652446.96</valUSD>
        <pctVal>0.0894511767</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.049000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>COMCAST CORP COMPANY GUAR 10/28 4.15</title>
        <cusip>20030NCT6</cusip>
        <identifiers>
          <isin value="US20030NCT63"/>
          <ticker value="CMCSA"/>
        </identifiers>
        <balance>1138000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1369063.3</valUSD>
        <pctVal>0.1877000440</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freeport-McMoRan Inc.</name>
        <lei>N/A</lei>
        <title>FREEPORT-MCMORAN INC COMPANY GUAR 03/43 5.45</title>
        <cusip>35671DBC8</cusip>
        <identifiers>
          <isin value="US35671DBC83"/>
          <ticker value="FCX"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>490000</valUSD>
        <pctVal>0.0671795245</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Gartner Inc.</name>
        <lei>PP55B5R38BFB8O8HH686</lei>
        <title>GARTNER INC COMPANY GUAR 144A 07/28 4.5</title>
        <cusip>366651AC1</cusip>
        <identifiers>
          <isin value="US366651AC11"/>
          <ticker value="IT"/>
        </identifiers>
        <balance>83000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>83971.1</valUSD>
        <pctVal>0.0115125277</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>General Electric Company</name>
        <lei>3C7474T6CDKPR9K6YT90</lei>
        <title>GENERAL ELECTRIC CO SR UNSECURED 05/50 4.35</title>
        <cusip>369604BY8</cusip>
        <identifiers>
          <isin value="US369604BY81"/>
          <ticker value="GE"/>
        </identifiers>
        <balance>539000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>534171.85</valUSD>
        <pctVal>0.0732355325</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>General Electric Company</name>
        <lei>3C7474T6CDKPR9K6YT90</lei>
        <title>GENERAL ELECTRIC CO SR UNSECURED 01/26 5.55</title>
        <cusip>36962GT95</cusip>
        <identifiers>
          <isin value="US36962GT956"/>
          <ticker value="GE"/>
        </identifiers>
        <balance>594000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>689527.03</valUSD>
        <pctVal>0.0945348939</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.550000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>General Mills Inc.</name>
        <lei>2TGYMUGI08PO8X8L6150</lei>
        <title>GENERAL MILLS INC SR UNSECURED 12/21 3.15</title>
        <cusip>370334BM5</cusip>
        <identifiers>
          <isin value="US370334BM56"/>
          <ticker value="GIS"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>515265</valUSD>
        <pctVal>0.0706433831</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>General Mills Inc.</name>
        <lei>2TGYMUGI08PO8X8L6150</lei>
        <title>GENERAL MILLS INC SR UNSECURED 04/30 2.875</title>
        <cusip>370334CL6</cusip>
        <identifiers>
          <isin value="US370334CL64"/>
          <ticker value="GIS"/>
        </identifiers>
        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>434869.93</valUSD>
        <pctVal>0.0596211329</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LADDER CAPITAL FINANCE HOLDING COMPANY GUAR 144A 03/22 5.25</name>
        <lei>N/A</lei>
        <title>LADDER CAPITAL FINANCE HOLDING COMPANY GUAR 144A 03/22 5.25</title>
        <cusip>505742AF3</cusip>
        <identifiers>
          <isin value="US505742AF38"/>
          <ticker value="LADR"/>
        </identifiers>
        <balance>65000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>61750</valUSD>
        <pctVal>0.0084659911</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lions Gate Capital Holdings LLC</name>
        <lei>N/A</lei>
        <title>LIONS GATE CAPITAL HOLDINGS LL COMPANY GUAR 144A 11/24 5.875</title>
        <cusip>53627NAA9</cusip>
        <identifiers>
          <isin value="US53627NAA90"/>
          <ticker value="LGF"/>
        </identifiers>
        <balance>287000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>274085</valUSD>
        <pctVal>0.0375773469</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lions Gate Capital Holdings LLC</name>
        <lei>N/A</lei>
        <title>LIONS GATE CAPITAL HOLDINGS LL COMPANY GUAR 144A 02/24 6.375</title>
        <cusip>53627NAC5</cusip>
        <identifiers>
          <isin value="US53627NAC56"/>
          <ticker value="LGF"/>
        </identifiers>
        <balance>19000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18525</valUSD>
        <pctVal>0.0025397973</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>6.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Liquid Telecommunications Financing Plc</name>
        <lei>N/A</lei>
        <title>LIQUID TELECOMMUNICATIONS FINA SR SECURED 144A 07/22 8.5</title>
        <cusip>536333AA5</cusip>
        <identifiers>
          <isin value="US536333AA58"/>
          <ticker value="LIQTEL"/>
        </identifiers>
        <balance>280000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>275883.64</valUSD>
        <pctVal>0.0378239424</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lloyds Banking Group plc</name>
        <lei>549300PPXHEU2JF0AM85</lei>
        <title>LLOYDS BANKING GROUP PLC JR SUBORDINA 04/49 VAR</title>
        <cusip>539439AG4</cusip>
        <identifiers>
          <isin value="US539439AG42"/>
          <ticker value="LLOYDS"/>
        </identifiers>
        <balance>345000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>357868.5</valUSD>
        <pctVal>0.0490641544</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-27</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lloyds Banking Group plc</name>
        <lei>549300PPXHEU2JF0AM85</lei>
        <title>LLOYDS BANKING GROUP PLC SR UNSECURED 05/25 4.45</title>
        <cusip>53944YAF0</cusip>
        <identifiers>
          <isin value="US53944YAF07"/>
          <ticker value="LLOYDS"/>
        </identifiers>
        <balance>935000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1060316.29</valUSD>
        <pctVal>0.1453704984</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Loews Corporation</name>
        <lei>R8V1FN4M5ITGZOG7BS19</lei>
        <title>LOEWS CORP SR UNSECURED 05/23 2.625</title>
        <cusip>540424AQ1</cusip>
        <identifiers>
          <isin value="US540424AQ11"/>
          <ticker value="L"/>
        </identifiers>
        <balance>630000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>666039.43</valUSD>
        <pctVal>0.0913147188</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Loews Corporation</name>
        <lei>R8V1FN4M5ITGZOG7BS19</lei>
        <title>LOEWS CORP SR UNSECURED 04/26 3.75</title>
        <cusip>540424AS7</cusip>
        <identifiers>
          <isin value="US540424AS76"/>
          <ticker value="L"/>
        </identifiers>
        <balance>825000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>925967.13</valUSD>
        <pctVal>0.1269510848</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MandT Bank Corporation</name>
        <lei>N/A</lei>
        <title>MandT BANK CORP JR SUBORDINA 12/49 VAR</title>
        <cusip>55261FAH7</cusip>
        <identifiers>
          <isin value="US55261FAH73"/>
          <ticker value="MTB"/>
        </identifiers>
        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>249217.5</valUSD>
        <pctVal>0.0341679860</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>M.D.C. Holdings Inc.</name>
        <lei>N/A</lei>
        <title>MDC HOLDINGS INC COMPANY GUAR 01/24 5.5</title>
        <cusip>552676AR9</cusip>
        <identifiers>
          <isin value="US552676AR93"/>
          <ticker value="MDC"/>
        </identifiers>
        <balance>670000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>716900</valUSD>
        <pctVal>0.0982877574</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="77192.050000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MDC Partners Inc.</name>
        <lei>N/A</lei>
        <title>MDC PARTNERS INC COMPANY GUAR 144A 05/24 6.5</title>
        <cusip>552697AQ7</cusip>
        <identifiers>
          <isin value="US552697AQ73"/>
          <ticker value="MDZACN"/>
        </identifiers>
        <balance>502000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>466860</valUSD>
        <pctVal>0.0640070058</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MGIC Investment Corporation</name>
        <lei>N/A</lei>
        <title>MGIC INVESTMENT CORP SR UNSECURED 08/23 5.75</title>
        <cusip>552848AF0</cusip>
        <identifiers>
          <isin value="US552848AF09"/>
          <ticker value="MTG"/>
        </identifiers>
        <balance>161000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>166232.5</valUSD>
        <pctVal>0.0227906537</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MPLX LP</name>
        <lei>5493000CZJ19CK4P3G36</lei>
        <title>MPLX LP SR UNSECURED 03/28 4</title>
        <cusip>55336VAR1</cusip>
        <identifiers>
          <isin value="US55336VAR15"/>
          <ticker value="MPLX"/>
        </identifiers>
        <balance>411000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>433027.23</valUSD>
        <pctVal>0.0593684968</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MPLX LP</name>
        <lei>5493000CZJ19CK4P3G36</lei>
        <title>MPLX LP JR SUBORDINA VAR</title>
        <cusip>55336VAU4</cusip>
        <identifiers>
          <isin value="US55336VAU44"/>
          <ticker value="MPLX"/>
        </identifiers>
        <balance>862000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>767180</valUSD>
        <pctVal>0.1051811993</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MPLX LP</name>
        <lei>5493000CZJ19CK4P3G36</lei>
        <title>MPLX LP SR UNSECURED 01/25 5.25</title>
        <cusip>55336VBM1</cusip>
        <identifiers>
          <isin value="US55336VBM19"/>
          <ticker value="MPLX"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>103982.9</valUSD>
        <pctVal>0.0142561669</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MPLX LP</name>
        <lei>5493000CZJ19CK4P3G36</lei>
        <title>MPLX LP SR UNSECURED 12/27 4.25</title>
        <cusip>55336VBN9</cusip>
        <identifiers>
          <isin value="US55336VBN91"/>
          <ticker value="MPLX"/>
        </identifiers>
        <balance>156000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>169099.93</valUSD>
        <pctVal>0.0231837814</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MTN (Mauritius) Investments Limited</name>
        <lei>N/A</lei>
        <title>MTN MAURITIUS INVESTMENTS LTD COMPANY GUAR 144A 11/24 4.755</title>
        <cusip>55377XAA4</cusip>
        <identifiers>
          <isin value="US55377XAA46"/>
          <ticker value="MTNSJ"/>
        </identifiers>
        <balance>140000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>139349.02</valUSD>
        <pctVal>0.0191048998</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.755000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Macquarie Bank Limited</name>
        <lei>4ZHCHI4KYZG2WVRT8631</lei>
        <title>MACQUARIE BANK LTD SUBORDINATED 144A 06/30 3.624</title>
        <cusip>556079AC5</cusip>
        <identifiers>
          <isin value="US556079AC52"/>
          <ticker value="MQGAU"/>
        </identifiers>
        <balance>329000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>344680.34</valUSD>
        <pctVal>0.0472560436</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.624000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Methanex Corporation</name>
        <lei>549300TSJHRXT9QXRD13</lei>
        <title>METHANEX CORP SR UNSECURED 12/44 5.65</title>
        <cusip>59151KAJ7</cusip>
        <identifiers>
          <isin value="US59151KAJ79"/>
          <ticker value="MXCN"/>
        </identifiers>
        <balance>450000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>354510</valUSD>
        <pctVal>0.0486037005</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Methanex Corporation</name>
        <lei>549300TSJHRXT9QXRD13</lei>
        <title>METHANEX CORP SR UNSECURED 12/24 4.25</title>
        <cusip>59151KAK4</cusip>
        <identifiers>
          <isin value="US59151KAK43"/>
          <ticker value="MXCN"/>
        </identifiers>
        <balance>293000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>266263.75</valUSD>
        <pctVal>0.0365050452</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Methanex Corporation</name>
        <lei>549300TSJHRXT9QXRD13</lei>
        <title>METHANEX CORP SR UNSECURED 12/29 5.25</title>
        <cusip>59151KAL2</cusip>
        <identifiers>
          <isin value="US59151KAL26"/>
          <ticker value="MXCN"/>
        </identifiers>
        <balance>387000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>340552.26</valUSD>
        <pctVal>0.0466900794</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MetLife Inc.</name>
        <lei>C4BXATY60WC6XEOZDX54</lei>
        <title>METLIFE INC JR SUBORDINA 12/66 6.4</title>
        <cusip>59156RAP3</cusip>
        <identifiers>
          <isin value="US59156RAP38"/>
          <ticker value="MET"/>
        </identifiers>
        <balance>402000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>474492.66</valUSD>
        <pctVal>0.0650534516</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MetLife Inc.</name>
        <lei>C4BXATY60WC6XEOZDX54</lei>
        <title>METLIFE INC SR UNSECURED 03/25 3</title>
        <cusip>59156RBM9</cusip>
        <identifiers>
          <isin value="US59156RBM97"/>
          <ticker value="MET"/>
        </identifiers>
        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>328969.39</valUSD>
        <pctVal>0.0451020555</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY SR UNSECURED 04/26 VAR</title>
        <cusip>6174468Q5</cusip>
        <identifiers>
          <isin value="US6174468Q59"/>
          <ticker value="MS"/>
        </identifiers>
        <balance>1099000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1142971.94</valUSD>
        <pctVal>0.1567026765</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-28</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.188000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY SR UNSECURED 01/26 3.875</title>
        <cusip>61746BDZ6</cusip>
        <identifiers>
          <isin value="US61746BDZ67"/>
          <ticker value="MS"/>
        </identifiers>
        <balance>361000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>408364.89</valUSD>
        <pctVal>0.0559872636</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY SUBORDINATED 05/23 4.1</title>
        <cusip>61747YDU6</cusip>
        <identifiers>
          <isin value="US61747YDU64"/>
          <ticker value="MS"/>
        </identifiers>
        <balance>900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>972710.33</valUSD>
        <pctVal>0.1333596275</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The PNC Financial Services Group Inc.</name>
        <lei>CFGNEKW0P8842LEUIA51</lei>
        <title>PNC FINANCIAL SERVICES GROUP I SR UNSECURED 05/27 3.15</title>
        <cusip>693475AT2</cusip>
        <identifiers>
          <isin value="US693475AT21"/>
          <ticker value="PNC"/>
        </identifiers>
        <balance>97000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>108497.5</valUSD>
        <pctVal>0.0148751234</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The PNC Financial Services Group Inc.</name>
        <lei>CFGNEKW0P8842LEUIA51</lei>
        <title>PNC FINANCIAL SERVICES GROUP I SR UNSECURED 01/24 3.5</title>
        <cusip>693475AV7</cusip>
        <identifiers>
          <isin value="US693475AV76"/>
          <ticker value="PNC"/>
        </identifiers>
        <balance>234000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>255696.22</valUSD>
        <pctVal>0.0350562255</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The PNC Financial Services Group Inc.</name>
        <lei>CFGNEKW0P8842LEUIA51</lei>
        <title>PNC FINANCIAL SERVICES GROUP I SR UNSECURED 11/24 2.2</title>
        <cusip>693475AY1</cusip>
        <identifiers>
          <isin value="US693475AY16"/>
          <ticker value="PNC"/>
        </identifiers>
        <balance>629000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>667176.92</valUSD>
        <pctVal>0.0914706699</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PPL Capital Funding Inc.</name>
        <lei>N/A</lei>
        <title>PPL CAPITAL FUNDING INC COMPANY GUAR 06/23 3.4</title>
        <cusip>69352PAF0</cusip>
        <identifiers>
          <isin value="US69352PAF09"/>
          <ticker value="PPL"/>
        </identifiers>
        <balance>1160000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1228217.08</valUSD>
        <pctVal>0.1683898765</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PTC Inc.</name>
        <lei>54930050SSMU8SKDJ030</lei>
        <title>PTC INC SR UNSECURED 144A 02/28 4</title>
        <cusip>69370CAC4</cusip>
        <identifiers>
          <isin value="US69370CAC47"/>
          <ticker value="PTC"/>
        </identifiers>
        <balance>76000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>75434.56</valUSD>
        <pctVal>0.0103421589</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PayPal Holdings Inc.</name>
        <lei>5493005X2GO78EFZ3E94</lei>
        <title>PAYPAL HOLDINGS INC SR UNSECURED 10/29 2.85</title>
        <cusip>70450YAE3</cusip>
        <identifiers>
          <isin value="US70450YAE32"/>
          <ticker value="PYPL"/>
        </identifiers>
        <balance>1818000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1989381.5</valUSD>
        <pctVal>0.2727463333</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PayPal Holdings Inc.</name>
        <lei>5493005X2GO78EFZ3E94</lei>
        <title>PAYPAL HOLDINGS INC SR UNSECURED 06/30 2.3</title>
        <cusip>70450YAH6</cusip>
        <identifiers>
          <isin value="US70450YAH62"/>
          <ticker value="PYPL"/>
        </identifiers>
        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>415678.55</valUSD>
        <pctVal>0.0569899742</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PepsiCo Inc.</name>
        <lei>FJSUNZKFNQ5YPJ5OT455</lei>
        <title>PEPSICO INC SR UNSECURED 03/30 2.75</title>
        <cusip>713448ES3</cusip>
        <identifiers>
          <isin value="US713448ES36"/>
          <ticker value="PEP"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>557105.63</valUSD>
        <pctVal>0.0763797783</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Petrobras Global Finance B.V.</name>
        <lei>549300FNENFFSMO3GT38</lei>
        <title>PETROBRAS GLOBAL FINANCE BV COMPANY GUAR 03/49 6.9</title>
        <cusip>71647NBD0</cusip>
        <identifiers>
          <isin value="US71647NBD03"/>
          <ticker value="PETBRA"/>
        </identifiers>
        <balance>255000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>268387.5</valUSD>
        <pctVal>0.0367962136</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-03-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Shire Acquisitions Investments Ireland Designated Activity Company</name>
        <lei>N/A</lei>
        <title>SHIRE ACQUISITIONS INVESTMENTS COMPANY GUAR 09/26 3.2</title>
        <cusip>82481LAD1</cusip>
        <identifiers>
          <isin value="US82481LAD10"/>
          <ticker value="TACHEM"/>
        </identifiers>
        <balance>1015000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1125844.59</valUSD>
        <pctVal>0.1543544985</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Corporation</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>STATE STREET CORP SR UNSECURED 144A 03/26 VAR</title>
        <cusip>857477BJ1</cusip>
        <identifiers>
          <isin value="US857477BJ13"/>
          <ticker value="STT"/>
        </identifiers>
        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1084946.28</valUSD>
        <pctVal>0.1487472964</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.901000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STEARNS HOLDINGS LLC / STEARNS COMPANY GUAR 144A 11/24 5</name>
        <lei>N/A</lei>
        <title>STEARNS HOLDINGS LLC / STEARNS COMPANY GUAR 144A 11/24 5</title>
        <cusip>85801HAA2</cusip>
        <identifiers>
          <isin value="US85801HAA23"/>
          <ticker value="STELND"/>
        </identifiers>
        <balance>1209</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>725.4</valUSD>
        <pctVal>0.0000994531</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Steel Dynamics Inc.</name>
        <lei>549300HGGKEL4FYTTQ83</lei>
        <title>STEEL DYNAMICS INC SR UNSECURED 01/31 3.25</title>
        <cusip>858119BM1</cusip>
        <identifiers>
          <isin value="US858119BM10"/>
          <ticker value="STLD"/>
        </identifiers>
        <balance>75000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>76220.92</valUSD>
        <pctVal>0.0104499697</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ESC CB144A STEARNS HLD 08/20 9.375</name>
        <lei>N/A</lei>
        <title>ESC CB144A STEARNS HLD 08/20 9.375</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Custodian Identifier" value="858ESCAA4"/>
        </identifiers>
        <balance>46000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5303.8</valUSD>
        <pctVal>0.0007271567</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2020-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Stifel Financial Corp.</name>
        <lei>549300E5F07FE5GHJX84</lei>
        <title>STIFEL FINANCIAL CORP SR UNSECURED 07/24 4.25</title>
        <cusip>860630AD4</cusip>
        <identifiers>
          <isin value="US860630AD42"/>
          <ticker value="SF"/>
        </identifiers>
        <balance>1596000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1698421.16</valUSD>
        <pctVal>0.2328553592</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sunoco Logistics Partners Operations L.P.</name>
        <lei>5493006LL0CKP8WQW329</lei>
        <title>SUNOCO LOGISTICS PARTNERS OPER COMPANY GUAR 07/26 3.9</title>
        <cusip>86765BAT6</cusip>
        <identifiers>
          <isin value="US86765BAT61"/>
          <ticker value="ETP"/>
        </identifiers>
        <balance>475000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>499644.75</valUSD>
        <pctVal>0.0685018301</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sunoco Logistics Partners Operations L.P.</name>
        <lei>5493006LL0CKP8WQW329</lei>
        <title>SUNOCO LOGISTICS PARTNERS OPER COMPANY GUAR 10/47 5.4</title>
        <cusip>86765BAV1</cusip>
        <identifiers>
          <isin value="US86765BAV18"/>
          <ticker value="ETP"/>
        </identifiers>
        <balance>324000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>318714.64</valUSD>
        <pctVal>0.0436961183</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Truist Bank</name>
        <lei>JJKC32MCHWDI71265Z06</lei>
        <title>SUNTRUST PREFERRED CAPITAL I LIMITD GUARA 06/49 VAR</title>
        <cusip>86800XAA6</cusip>
        <identifiers>
          <isin value="US86800XAA63"/>
          <ticker value="STI"/>
        </identifiers>
        <balance>425000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>359139.88</valUSD>
        <pctVal>0.0492384620</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Syngenta Finance N.V.</name>
        <lei>N/A</lei>
        <title>SYNGENTA FINANCE NV COMPANY GUAR 144A 04/23 4.441</title>
        <cusip>87164KAH7</cusip>
        <identifiers>
          <isin value="US87164KAH77"/>
          <ticker value="SYNNVX"/>
        </identifiers>
        <balance>535000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>561510.79</valUSD>
        <pctVal>0.0769837304</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.441000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Syngenta Finance N.V.</name>
        <lei>N/A</lei>
        <title>SYNGENTA FINANCE NV COMPANY GUAR 144A 04/48 5.676</title>
        <cusip>87164KAJ3</cusip>
        <identifiers>
          <isin value="US87164KAJ34"/>
          <ticker value="SYNNVX"/>
        </identifiers>
        <balance>145000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>146744.23</valUSD>
        <pctVal>0.0201187910</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-04-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.676000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sysco Corporation</name>
        <lei>5RGWIFLMGH3YS7KWI652</lei>
        <title>SYSCO CORP COMPANY GUAR 04/30 5.95</title>
        <cusip>871829BL0</cusip>
        <identifiers>
          <isin value="US871829BL07"/>
          <ticker value="SYY"/>
        </identifiers>
        <balance>499000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>625282.25</valUSD>
        <pctVal>0.0857268658</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sysco Corporation</name>
        <lei>5RGWIFLMGH3YS7KWI652</lei>
        <title>SYSCO CORP COMPANY GUAR 04/50 6.6</title>
        <cusip>871829BN6</cusip>
        <identifiers>
          <isin value="US871829BN62"/>
          <ticker value="SYY"/>
        </identifiers>
        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1373724.36</valUSD>
        <pctVal>0.1883390803</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The TJX Companies Inc.</name>
        <lei>V167QI9I69W364E2DY52</lei>
        <title>TJX COS INC/THE SR UNSECURED 04/25 3.5</title>
        <cusip>872540AR0</cusip>
        <identifiers>
          <isin value="US872540AR08"/>
          <ticker value="TJX"/>
        </identifiers>
        <balance>442000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>491770.61</valUSD>
        <pctVal>0.0674222771</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The TJX Companies Inc.</name>
        <lei>V167QI9I69W364E2DY52</lei>
        <title>TJX COS INC/THE SR UNSECURED 04/30 3.875</title>
        <cusip>872540AT6</cusip>
        <identifiers>
          <isin value="US872540AT63"/>
          <ticker value="TJX"/>
        </identifiers>
        <balance>942000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1106766.42</valUSD>
        <pctVal>0.1517388610</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The TJX Companies Inc.</name>
        <lei>V167QI9I69W364E2DY52</lei>
        <title>TJX COS INC/THE SR UNSECURED 04/50 4.5</title>
        <cusip>872540AU3</cusip>
        <identifiers>
          <isin value="US872540AU37"/>
          <ticker value="TJX"/>
        </identifiers>
        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>511447.52</valUSD>
        <pctVal>0.0701200025</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>T-Mobile USA Inc.</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>T-MOBILE USA INC SR SECURED 144A 04/50 4.5</title>
        <cusip>87264AAY1</cusip>
        <identifiers>
          <isin value="US87264AAY10"/>
          <ticker value="TMUS"/>
        </identifiers>
        <balance>696000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>819853.2</valUSD>
        <pctVal>0.1124027514</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>T-Mobile USA Inc.</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>T-MOBILE USA INC SR SECURED 144A 02/28 2.05</title>
        <cusip>87264ABH7</cusip>
        <identifiers>
          <isin value="US87264ABH77"/>
          <ticker value="TMUS"/>
        </identifiers>
        <balance>624000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>624293.28</valUSD>
        <pctVal>0.0855912770</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.050000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>T-Mobile USA Inc.</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>T-MOBILE USA INC SR SECURED 144A 02/31 2.55</title>
        <cusip>87264ABJ3</cusip>
        <identifiers>
          <isin value="US87264ABJ34"/>
          <ticker value="TMUS"/>
        </identifiers>
        <balance>208000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>208732.16</valUSD>
        <pctVal>0.0286174026</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.550000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TTX Company</name>
        <lei>549300I8CNSYS1OGX775</lei>
        <title>TTX CO SR UNSECURED 144A 07/46 4.2</title>
        <cusip>87305QCM1</cusip>
        <identifiers>
          <isin value="US87305QCM15"/>
          <ticker value="TTXCO"/>
        </identifiers>
        <balance>700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>853324.68</valUSD>
        <pctVal>0.1169917271</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Tech Data Corporation</name>
        <lei>549300EK847TAWPJWF34</lei>
        <title>TECH DATA CORP SR UNSECURED 02/22 3.7</title>
        <cusip>878237AG1</cusip>
        <identifiers>
          <isin value="US878237AG14"/>
          <ticker value="TECD"/>
        </identifiers>
        <balance>233000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>238250.05</valUSD>
        <pctVal>0.0326643369</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Altera Infrastructure L.P../Teekay Offshore Finance Corp.</name>
        <lei>N/A</lei>
        <title>TEEKAY OFFSHORE PARTNERS LP/TE SR UNSECURED 144A 07/23 8.5</title>
        <cusip>87901BAB8</cusip>
        <identifiers>
          <isin value="US87901BAB80"/>
          <ticker value="TOO"/>
        </identifiers>
        <balance>347000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>305360</valUSD>
        <pctVal>0.0418651829</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Telecom Argentina S.A.</name>
        <lei>N/A</lei>
        <title>TELECOM ARGENTINA SA SR UNSECURED 144A 07/26 8</title>
        <cusip>879273AR1</cusip>
        <identifiers>
          <isin value="US879273AR14"/>
          <ticker value="TECOAR"/>
        </identifiers>
        <balance>249000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>222257.4</valUSD>
        <pctVal>0.0304717275</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Telecom Italia Capital S.A.</name>
        <lei>549300777DJZOR5C4L39</lei>
        <title>TELECOM ITALIA CAPITAL SA COMPANY GUAR 07/36 7.2</title>
        <cusip>87927VAR9</cusip>
        <identifiers>
          <isin value="US87927VAR96"/>
          <ticker value="TITIM"/>
        </identifiers>
        <balance>405000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>481950</valUSD>
        <pctVal>0.0660758609</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Telecom Italia S.p.A.</name>
        <lei>549300W384M3RI3VXU42</lei>
        <title>TELECOM ITALIA SPA/MILANO SR UNSECURED 144A 05/24 5.303</title>
        <cusip>87927YAA0</cusip>
        <identifiers>
          <isin value="US87927YAA01"/>
          <ticker value="TITIM"/>
        </identifiers>
        <balance>270000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>281142.9</valUSD>
        <pctVal>0.0385449926</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.303000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Telefonica Celular del Paraguay S.A.</name>
        <lei>N/A</lei>
        <title>TELEFONICA CELULAR DEL PARAGUA SR UNSECURED 144A 04/27 5.875</title>
        <cusip>87936VAB3</cusip>
        <identifiers>
          <isin value="US87936VAB36"/>
          <ticker value="TCDPSA"/>
        </identifiers>
        <balance>265000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>275600</valUSD>
        <pctVal>0.0377850550</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TEMPO ACQUISITION LLC / TEMPO SR UNSECURED 144A 06/25 6.75</name>
        <lei>N/A</lei>
        <title>TEMPO ACQUISITION LLC / TEMPO SR UNSECURED 144A 06/25 6.75</title>
        <cusip>88023JAA4</cusip>
        <identifiers>
          <isin value="US88023JAA43"/>
          <ticker value="TEACLL"/>
        </identifiers>
        <balance>136000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>137700</valUSD>
        <pctVal>0.0188788174</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Team Health Holdings Inc.</name>
        <lei>549300PVTQ4UDTTMQT11</lei>
        <title>TEAM HEALTH HOLDINGS INC COMPANY GUAR 144A 02/25 6.375</title>
        <cusip>88047PAA2</cusip>
        <identifiers>
          <isin value="US88047PAA21"/>
          <ticker value="TMH"/>
        </identifiers>
        <balance>89000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51620</valUSD>
        <pctVal>0.0070771573</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Tervita Corp</name>
        <lei>N/A</lei>
        <title>TERVITA CORP SECURED 144A 12/21 7.625</title>
        <cusip>88158UAA6</cusip>
        <identifiers>
          <isin value="US88158UAA60"/>
          <ticker value="TEVCN"/>
        </identifiers>
        <balance>272000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>213520</valUSD>
        <pctVal>0.0292738206</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Teva Pharmaceutical Finance Company LLC</name>
        <lei>5493006PITD7MU7WW480</lei>
        <title>TEVA PHARMACEUTICAL FINANCE CO COMPANY GUAR 02/36 6.15</title>
        <cusip>88163VAD1</cusip>
        <identifiers>
          <isin value="US88163VAD10"/>
          <ticker value="TEVA"/>
        </identifiers>
        <balance>49000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>48265</valUSD>
        <pctVal>0.0066171832</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="28708.170000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>3M Company</name>
        <lei>LUZQVYP4VS22CLWDAR65</lei>
        <title>3M CO SR UNSECURED 02/24 3.25</title>
        <cusip>88579YBB6</cusip>
        <identifiers>
          <isin value="US88579YBB65"/>
          <ticker value="MMM"/>
        </identifiers>
        <balance>485000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>528879.8</valUSD>
        <pctVal>0.0725099867</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>3M Company</name>
        <lei>LUZQVYP4VS22CLWDAR65</lei>
        <title>3M CO SR UNSECURED 04/30 3.05</title>
        <cusip>88579YBN0</cusip>
        <identifiers>
          <isin value="US88579YBN04"/>
          <ticker value="MMM"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>566093.85</valUSD>
        <pctVal>0.0776120728</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.050000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Time Warner Entertainment Company L.P.</name>
        <lei>N/A</lei>
        <title>TIME WARNER ENTERTAINMENT CO L SR SECURED 07/33 8.375</title>
        <cusip>88731EAJ9</cusip>
        <identifiers>
          <isin value="US88731EAJ91"/>
          <ticker value="TWC"/>
        </identifiers>
        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>451723.48</valUSD>
        <pctVal>0.0619317727</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Time Warner Cable LLC</name>
        <lei>549300U5NFR7S6E3GM41</lei>
        <title>TIME WARNER CABLE LLC SR SECURED 09/41 5.5</title>
        <cusip>88732JBB3</cusip>
        <identifiers>
          <isin value="US88732JBB35"/>
          <ticker value="TWC"/>
        </identifiers>
        <balance>450000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>541232.49</valUSD>
        <pctVal>0.0742035538</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Toronto-Dominion Bank</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TORONTO-DOMINION BANK/THE SR UNSECURED 03/24 3.25</title>
        <cusip>89114QCB2</cusip>
        <identifiers>
          <isin value="US89114QCB23"/>
          <ticker value="TD"/>
        </identifiers>
        <balance>479000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>521647.19</valUSD>
        <pctVal>0.0715183882</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TransCanada Pipelines Limited</name>
        <lei>5BV01I6231JPDAPMGH09</lei>
        <title>TRANSCANADA PIPELINES LTD SR UNSECURED 05/28 4.25</title>
        <cusip>89352HAW9</cusip>
        <identifiers>
          <isin value="US89352HAW97"/>
          <ticker value="TRPCN"/>
        </identifiers>
        <balance>270000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>310587.14</valUSD>
        <pctVal>0.0425818294</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Twin River Worldwide Holdings Inc.</name>
        <lei>N/A</lei>
        <title>TWIN RIVER WORLDWIDE HOLDINGS SR UNSECURED 144A 06/27 6.75</title>
        <cusip>90171VAA3</cusip>
        <identifiers>
          <isin value="US90171VAA35"/>
          <ticker value="TRWH"/>
        </identifiers>
        <balance>353000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>335350</valUSD>
        <pctVal>0.0459768440</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Twitter Inc.</name>
        <lei>549300I8RX485XMK6836</lei>
        <title>TWITTER INC SR UNSECURED 144A 12/27 3.875</title>
        <cusip>90184LAG7</cusip>
        <identifiers>
          <isin value="US90184LAG77"/>
          <ticker value="TWTR"/>
        </identifiers>
        <balance>85000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>85008.5</valUSD>
        <pctVal>0.0116547564</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Tyco Electronics Group S.A.</name>
        <lei>C33G1C5SYE2YM95EE712</lei>
        <title>TYCO ELECTRONICS GROUP SA COMPANY GUAR 01/21 4.875</title>
        <cusip>902133AK3</cusip>
        <identifiers>
          <isin value="US902133AK37"/>
          <ticker value="TEL"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>511208.13</valUSD>
        <pctVal>0.0700871819</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>US Airways 2010-1 Class A Pass Through Trust</name>
        <lei>N/A</lei>
        <title>US AIRWAYS 2010-1 CLASS A PASS PASS THRU CE 10/24 6.25</title>
        <cusip>90345KAA8</cusip>
        <identifiers>
          <isin value="US90345KAA88"/>
          <ticker value="AAL"/>
        </identifiers>
        <balance>79603.84</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>64477.84</valUSD>
        <pctVal>0.0088399809</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JH COLLATERAL</name>
        <lei>N/A</lei>
        <title>JH COLLATERAL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Custodian Identifier" value="926EMC902"/>
        </identifiers>
        <balance>402227.18</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4026816.97</valUSD>
        <pctVal>0.5520809173</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <cashCollateralCondition cashCollateralVal="4026816.970000000000" isCashCollateral="Y"/>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Welltower Inc.</name>
        <lei>T6IZ0MBEG5ACZDTR7D06</lei>
        <title>WELLTOWER INC SR UNSECURED 02/27 2.7</title>
        <cusip>95040QAK0</cusip>
        <identifiers>
          <isin value="US95040QAK04"/>
          <ticker value="WELL"/>
        </identifiers>
        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>415619.29</valUSD>
        <pctVal>0.0569818496</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FIXED INC CLEARING CORP.REPO</name>
        <lei>N/A</lei>
        <title>FIXED INC CLEARING CORP.REPO</title>
        <cusip>85748R009</cusip>
        <identifiers>
          <ticker value="85748R009013"/>
        </identifiers>
        <balance>2978000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2978000</valUSD>
        <pctVal>0.4082869879</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="N/A" name="STATE STREET"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0</repurchaseRt>
          <maturityDt>2020-07-01</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>3030600</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>3037659.661476</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>UST</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="Returns are reported without deduction of sales loads and redemption fees, if applicable." noteItem="B.5.a"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2020-07-30</ncom:dateSigned>
      <ncom:nameOfApplicant>John Hancock Variable Insurance Trust</ncom:nameOfApplicant>
      <ncom:signature>/s/Salvatore Schiavone</ncom:signature>
      <ncom:signerName>Salvatore Schiavone</ncom:signerName>
      <ncom:title>Treasurer</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
