<?xml version="1.0" encoding="UTF-8"?><edgarSubmission xmlns="http://www.sec.gov/edgar/nport" xmlns:com="http://www.sec.gov/edgar/common" xmlns:ncom="http://www.sec.gov/edgar/nportcommon" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">
  <headerData>
    <submissionType>NPORT-P</submissionType>
    <isConfidential>false</isConfidential>
    <filerInfo>

      <filer>
        <issuerCredentials>
          <cik>0000756913</cik>
          <ccc>XXXXXXXX</ccc>
        </issuerCredentials>
      </filer>


      <seriesClassInfo>
        <seriesId>S000026132</seriesId>
        <classId>C000078286</classId>
        <classId>C000078287</classId>
        <classId>C000078285</classId>
      </seriesClassInfo>


    </filerInfo>
  </headerData>
  <formData>
    <genInfo>
      <regName>John Hancock Variable Insurance Trust</regName>
      <regFileNumber>811-04146</regFileNumber>
      <regCik>0000756913</regCik>
      <regLei>Z5DUWKEPW78QKD87GA06</regLei>
      <regStreet1>200 Berkeley Street</regStreet1>
      <regCity>Boston</regCity>
      <regStateConditional regCountry="US" regState="US-MA"/>
      <regZipOrPostalCode>02116</regZipOrPostalCode>
      <regPhone>617-312-0176</regPhone>
      <seriesName>Select Bond Trust</seriesName>
      <seriesId>S000026132</seriesId>
      <seriesLei>549300VA17RPTF33B015</seriesLei>
      <repPdEnd>2022-12-31</repPdEnd>
      <repPdDate>2022-09-30</repPdDate>
      <isFinalFiling>N</isFinalFiling>
    </genInfo>
    <fundInfo>
      <totAssets>6566701069.000000000000</totAssets>
      <totLiabs>598382254.410000000000</totLiabs>
      <netAssets>5968318814.590000000000</netAssets>
      <assetsAttrMiscSec>0.000000000000</assetsAttrMiscSec>
      <assetsInvested>0.000000000000</assetsInvested>
      <amtPayOneYrBanksBorr>0.000000000000</amtPayOneYrBanksBorr>
      <amtPayOneYrCtrldComp>0.000000000000</amtPayOneYrCtrldComp>
      <amtPayOneYrOthAffil>0.000000000000</amtPayOneYrOthAffil>
      <amtPayOneYrOther>0.000000000000</amtPayOneYrOther>
      <amtPayAftOneYrBanksBorr>0.000000000000</amtPayAftOneYrBanksBorr>
      <amtPayAftOneYrCtrldComp>0.000000000000</amtPayAftOneYrCtrldComp>
      <amtPayAftOneYrOthAffil>0.000000000000</amtPayAftOneYrOthAffil>
      <amtPayAftOneYrOther>0.000000000000</amtPayAftOneYrOther>
      <delayDeliv>594736673.490000000000</delayDeliv>
      <standByCommit>0.000000000000</standByCommit>
      <liquidPref>0.000000000000</liquidPref>
      <cshNotRptdInCorD>5080074.530000000000</cshNotRptdInCorD>
      <curMetrics>
        <curMetric>
          <curCd>USD</curCd>
          <intrstRtRiskdv01 period10Yr="-1576008.690000000000" period1Yr="-288277.859800000000" period30Yr="-1169292.366000000000" period3Mon="25626.393270000000" period5Yr="-979162.920900000000"/>
          <intrstRtRiskdv100 period10Yr="-154264813.800000000000" period1Yr="-28706237.580000000000" period30Yr="-107177343.900000000000" period3Mon="2062597.058000000000" period5Yr="-97001508.500000000000"/>
        </curMetric>
      </curMetrics>
      <creditSprdRiskInvstGrade period10Yr="-997902.338898001000" period1Yr="-266276.379686000000" period30Yr="-325323.671668000000" period3Mon="-10012.281053000000" period5Yr="-898705.981971000000"/>
      <creditSprdRiskNonInvstGrade period10Yr="-28112.323717000000" period1Yr="-4947.115241000000" period30Yr="-20111.246972000000" period3Mon="-157.862432000000" period5Yr="-18797.492701000000"/>
      <isNonCashCollateral>N</isNonCashCollateral>
      <returnInfo>
        <monthlyTotReturns>
          <monthlyTotReturn classId="C000078285" rtn1="2.350000000000" rtn2="-2.450000000000" rtn3="-4.460000000000"/>
          <monthlyTotReturn classId="C000078286" rtn1="2.270000000000" rtn2="-2.370000000000" rtn3="-4.540000000000"/>
          <monthlyTotReturn classId="C000078287" rtn1="2.350000000000" rtn2="-2.450000000000" rtn3="-4.540000000000"/>
        </monthlyTotReturns>
        <monthlyReturnCats>
          <interestRtContracts>
            <mon1 netRealizedGain="N/A" netUnrealizedAppr="443625"/>
            <mon2 netRealizedGain="-66639.720000000000" netUnrealizedAppr="-396205.32"/>
            <mon3 netRealizedGain="N/A" netUnrealizedAppr="-2782170.51"/>
            <futureCategory>
              <instrMon1 netRealizedGain="N/A" netUnrealizedAppr="443625"/>
              <instrMon2 netRealizedGain="-66639.720000000000" netUnrealizedAppr="-396205.32"/>
              <instrMon3 netRealizedGain="N/A" netUnrealizedAppr="-2782170.51"/>
            </futureCategory>
          </interestRtContracts>
        </monthlyReturnCats>
        <othMon1 netRealizedGain="-12391344" netUnrealizedAppr="145141057.01"/>
        <othMon2 netRealizedGain="-45042186.8" netUnrealizedAppr="-126525503.4"/>
        <othMon3 netRealizedGain="-30703852.7" netUnrealizedAppr="-266221413.41"/>
      </returnInfo>
      <mon1Flow redemption="153728677.180000000000" reinvestment="0.000000000000" sales="4674019.090000000000"/>
      <mon2Flow redemption="40277751.570000000000" reinvestment="0.000000000000" sales="48398049.360000000000"/>
      <mon3Flow redemption="100709172.510000000000" reinvestment="0.000000000000" sales="14662046.830000000000"/>

    </fundInfo>
    <invstOrSecs>
      <invstOrSec>
        <name>ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 4 A1 144A</name>
        <lei>N/A</lei>
        <title>ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 4 A1 144A</title>
        <cusip>03464EAA0</cusip>
        <identifiers>
          <isin value="US03464EAA01"/>
          <ticker value="AOMT"/>
        </identifiers>
        <balance>5753104.96</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4649544.37</valUSD>
        <pctVal>0.0779037534</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2065-01-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.035000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 R1 A1 144A</name>
        <lei>N/A</lei>
        <title>ANGEL OAK MORTGAGE TRUST 12/24 1</title>
        <cusip>034651AA7</cusip>
        <identifiers>
          <isin value="US034651AA74"/>
          <ticker value="AOMT"/>
        </identifiers>
        <balance>3462503.17</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3252894.31</valUSD>
        <pctVal>0.0545026901</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.990000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 2 A1 144A</name>
        <lei>N/A</lei>
        <title>ANGEL OAK MORTGAGE TRUST 04/66 1</title>
        <cusip>03465DAA1</cusip>
        <identifiers>
          <isin value="US03465DAA19"/>
          <ticker value="AOMT"/>
        </identifiers>
        <balance>2639795.98</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2241383.19</valUSD>
        <pctVal>0.0375546826</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.985000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 5 A1 144A</name>
        <lei>N/A</lei>
        <title>ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 5 A1 144A</title>
        <cusip>03465HAA2</cusip>
        <identifiers>
          <isin value="US03465HAA23"/>
          <ticker value="AOMT"/>
        </identifiers>
        <balance>7271962.9</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6009113.82</valUSD>
        <pctVal>0.1006835259</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.951000000000</annualizedRt>
          <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>4433000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4191660.08</valUSD>
        <pctVal>0.0702318393</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 04/48 4.6</title>
        <cusip>035240AN0</cusip>
        <identifiers>
          <isin value="US035240AN09"/>
          <ticker value="ABIBB"/>
        </identifiers>
        <balance>5964000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4939005.79</valUSD>
        <pctVal>0.0827537192</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>Host Hotels and Resorts L.P.</name>
        <lei>FXB7X4WXVA8QPMNOGS12</lei>
        <title>HOST HOTELS + RESORTS LP SR UNSECURED 04/24 3.875</title>
        <cusip>44107TAX4</cusip>
        <identifiers>
          <isin value="US44107TAX46"/>
          <ticker value="HST"/>
        </identifiers>
        <balance>14147000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13763575.27</valUSD>
        <pctVal>0.2306105906</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-01</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>Host Hotels and Resorts L.P.</name>
        <lei>FXB7X4WXVA8QPMNOGS12</lei>
        <title>HOST HOTELS + RESORTS LP SR UNSECURED 12/29 3.375</title>
        <cusip>44107TAY2</cusip>
        <identifiers>
          <isin value="US44107TAY29"/>
          <ticker value="HST"/>
        </identifiers>
        <balance>10874000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8810275.52</valUSD>
        <pctVal>0.1476173742</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>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>NEUBERGER BERMAN LOAN ADVISERS NEUB 2019 34A A1R 144A</name>
        <lei>N/A</lei>
        <title>NEUBERGER BERMAN LOAN ADVISERS NEUB 2019 34A A1R 144A</title>
        <cusip>64132YAQ5</cusip>
        <identifiers>
          <isin value="US64132YAQ52"/>
          <ticker value="NEUB"/>
        </identifiers>
        <balance>7187000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6976183.73</valUSD>
        <pctVal>0.1168869148</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.717300000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OCP CLO 2020-19 LTD OCP 2020 19A AR 144A</name>
        <lei>N/A</lei>
        <title>OCP CLO 2020-19 LTD OCP 2020 19A AR 144A</title>
        <cusip>670881AM3</cusip>
        <identifiers>
          <isin value="US670881AM32"/>
          <ticker value="OCP"/>
        </identifiers>
        <balance>4404000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4202600.68</valUSD>
        <pctVal>0.0704151506</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.859860000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>APEX CREDIT CLO LLC 10/31 1</name>
        <lei>N/A</lei>
        <title>APEX CREDIT CLO LLC 10/31 1</title>
        <cusip>03756AAQ0</cusip>
        <identifiers>
          <isin value="US03756AAQ04"/>
          <ticker value="APEXC"/>
        </identifiers>
        <balance>14099000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13680175.11</valUSD>
        <pctVal>0.2292132095</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.707300000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>10925640</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10351912.79</valUSD>
        <pctVal>0.1734477181</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-06-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.194000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Host Hotels and Resorts L.P.</name>
        <lei>FXB7X4WXVA8QPMNOGS12</lei>
        <title>HOST HOTELS and RESORTS LP SR UNSECURED 09/30 3.5</title>
        <cusip>44107TAZ9</cusip>
        <identifiers>
          <isin value="US44107TAZ93"/>
          <ticker value="HST"/>
        </identifiers>
        <balance>7110000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5670052.72</valUSD>
        <pctVal>0.0950025107</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>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>NEUBERGER BERMAN LOAN ADVISERS NEUB 2019 34A BR 144A</name>
        <lei>N/A</lei>
        <title>NEUBERGER BERMAN LOAN ADVISERS NEUB 2019 34A BR 144A</title>
        <cusip>64132YAS1</cusip>
        <identifiers>
          <isin value="US64132YAS19"/>
          <ticker value="NEUB"/>
        </identifiers>
        <balance>7187000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6829001.16</valUSD>
        <pctVal>0.1144208507</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.227300000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Arbys Funding LLC</name>
        <lei>N/A</lei>
        <title>ARBYS FUNDING LLC ARBYS 2020 1A A2 144A</title>
        <cusip>038779AB0</cusip>
        <identifiers>
          <isin value="US038779AB06"/>
          <ticker value="ARBYS"/>
        </identifiers>
        <balance>10437980</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8836512.04</valUSD>
        <pctVal>0.1480569707</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-07-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.237000000000</annualizedRt>
          <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>6463000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6257116.22</valUSD>
        <pctVal>0.1048388401</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>Sonic Capital LLC</name>
        <lei>N/A</lei>
        <title>SONIC CAPITAL LLC SONIC 2020 1A A2II 144A</title>
        <cusip>83546DAJ7</cusip>
        <identifiers>
          <isin value="US83546DAJ72"/>
          <ticker value="SONIC"/>
        </identifiers>
        <balance>7467125</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6494950.13</valUSD>
        <pctVal>0.1088237799</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>4.336000000000</annualizedRt>
          <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 2021 1A A2I 144A</title>
        <cusip>83546DAN8</cusip>
        <identifiers>
          <isin value="US83546DAN84"/>
          <ticker value="SONIC"/>
        </identifiers>
        <balance>7017120.01</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5581859.33</valUSD>
        <pctVal>0.0935248184</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.190000000000</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>NEW ECONOMY ASSETS PHASE 1 SPO USRE 2021 1 A1 144A</name>
        <lei>N/A</lei>
        <title>NEW ECONOMY ASSETS PHASE 1 SPO USRE 2021 1 A1 144A</title>
        <cusip>643821AA9</cusip>
        <identifiers>
          <isin value="US643821AA93"/>
          <ticker value="USRE"/>
        </identifiers>
        <balance>12983000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10985845.88</valUSD>
        <pctVal>0.1840693539</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.910000000000</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>NEW ECONOMY ASSETS PHASE 1 SPO USRE 2021 1 B1 144A</name>
        <lei>N/A</lei>
        <title>NEW ECONOMY ASSETS PHASE 1 SPO USRE 2021 1 B1 144A</title>
        <cusip>643821AB7</cusip>
        <identifiers>
          <isin value="US643821AB76"/>
          <ticker value="USRE"/>
        </identifiers>
        <balance>3933000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3286413.23</valUSD>
        <pctVal>0.0550643042</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.410000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NatWest Markets Plc</name>
        <lei>RR3QWICWWIPCS8A4S074</lei>
        <title>NATWEST MARKETS PLC SR UNSECURED 144A 09/26 1.6</title>
        <cusip>63906YAD0</cusip>
        <identifiers>
          <isin value="US63906YAD04"/>
          <ticker value="NWG"/>
        </identifiers>
        <balance>12231000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10328143.22</valUSD>
        <pctVal>0.1730494556</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.600000000000</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>NAVIENT PRIVATE EDUCATION REFI NAVSL 2020 HA A 144A</name>
        <lei>N/A</lei>
        <title>NAVIENT PRIVATE EDUCATION REFI NAVSL 2020 HA A 144A</title>
        <cusip>63935BAA1</cusip>
        <identifiers>
          <isin value="US63935BAA17"/>
          <ticker value="NAVSL"/>
        </identifiers>
        <balance>7876929.4</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7155138</valUSD>
        <pctVal>0.1198853182</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2069-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.310000000000</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>SOUND POINT CLO XXVII LTD SNDPT 2020 2A B1R 144A</name>
        <lei>N/A</lei>
        <title>SOUND POINT CLO XXVII LTD SNDPT 2020 2A B1R 144A</title>
        <cusip>83611VAU2</cusip>
        <identifiers>
          <isin value="US83611VAU26"/>
          <ticker value="SNDPT"/>
        </identifiers>
        <balance>3676000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3336723.58</valUSD>
        <pctVal>0.0559072611</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.433000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STWD 2021-SIF2 LTD STWD 2021 SIF2A A1 144A</name>
        <lei>N/A</lei>
        <title>STARWOOD PROPERTY MORTGAGE TRU STWD 2021 SIF2A A1 144A</title>
        <cusip>85237MAA5</cusip>
        <identifiers>
          <isin value="US85237MAA53"/>
          <ticker value="STWD"/>
        </identifiers>
        <balance>10802000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10474710.2</valUSD>
        <pctVal>0.1755052055</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.877870000000</annualizedRt>
          <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>9117000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7579981.38</valUSD>
        <pctVal>0.1270036272</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>790000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>632771.28</valUSD>
        <pctVal>0.0106021695</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>STARWOOD MORTGAGE RESIDENTIAL STAR 2021 2 A1 144A</name>
        <lei>N/A</lei>
        <title>STARWOOD MORTGAGE RESIDENTIAL STAR 2021 2 A1 144A</title>
        <cusip>85573HAA8</cusip>
        <identifiers>
          <isin value="US85573HAA86"/>
          <ticker value="STAR"/>
        </identifiers>
        <balance>3984429.54</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3709124.58</valUSD>
        <pctVal>0.0621468909</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2065-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.943000000000</annualizedRt>
          <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 2022 1 A1 144A</name>
        <lei>N/A</lei>
        <title>STARWOOD MORTGAGE RESIDENTIAL STAR 2022 1 A1 144A</title>
        <cusip>85573TAA2</cusip>
        <identifiers>
          <isin value="US85573TAA25"/>
          <ticker value="STAR"/>
        </identifiers>
        <balance>7620824.82</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6676035.35</valUSD>
        <pctVal>0.1118578876</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-12-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.447000000000</annualizedRt>
          <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 Residential Mortgage Loan Trust 2020-1</name>
        <lei>N/A</lei>
        <title>NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 1A A1B 144A</title>
        <cusip>64830TAD0</cusip>
        <identifiers>
          <isin value="US64830TAD00"/>
          <ticker value="NRZT"/>
        </identifiers>
        <balance>2857190.95</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2660590.21</valUSD>
        <pctVal>0.0445785537</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>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>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>5384000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3980895.9</valUSD>
        <pctVal>0.0667004566</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>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>3845377.36</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3058858.1</valUSD>
        <pctVal>0.0512515868</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>Energy Transfer LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</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>8136000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6587519.95</valUSD>
        <pctVal>0.1103747999</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>BRITISH AIRWAYS 2020-1 CLASS A PASS THRU CE 144A 05/34 4.25</name>
        <lei>N/A</lei>
        <title>BRITISH AIRWAYS 2020-1 CLASS A SR SECURED 144A 05/34 4.25</title>
        <cusip>11044MAA4</cusip>
        <identifiers>
          <isin value="US11044MAA45"/>
          <ticker value="IAGLN"/>
        </identifiers>
        <balance>2430603.1</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2186781.28</valUSD>
        <pctVal>0.0366398202</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-11-15</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>Broadcom Inc.</name>
        <lei>N/A</lei>
        <title>BROADCOM INC COMPANY GUAR 04/29 4.75</title>
        <cusip>11135FBA8</cusip>
        <identifiers>
          <isin value="US11135FBA84"/>
          <ticker value="AVGO"/>
        </identifiers>
        <balance>25279000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23577508.93</valUSD>
        <pctVal>0.3950443946</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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TIF FUNDING II LLC TIF 2020 1A A 144A</name>
        <lei>N/A</lei>
        <title>TIF FUNDING II LLC TIF 2020 1A A 144A</title>
        <cusip>872480AA6</cusip>
        <identifiers>
          <isin value="US872480AA66"/>
          <ticker value="TIF"/>
        </identifiers>
        <balance>13925555.02</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12043935.42</valUSD>
        <pctVal>0.2017977892</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.090000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TIF FUNDING II LLC TIF 2021 1A A 144A</name>
        <lei>N/A</lei>
        <title>TIF FUNDING II LLC TIF 2021 1A A 144A</title>
        <cusip>872480AE8</cusip>
        <identifiers>
          <isin value="US872480AE88"/>
          <ticker value="TIF"/>
        </identifiers>
        <balance>6028779.34</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4988100.49</valUSD>
        <pctVal>0.0835763076</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-02-20</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>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>3681883.95</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3411628.51</valUSD>
        <pctVal>0.0571623034</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>
        </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>1885648.17</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1834132.83</valUSD>
        <pctVal>0.0307311470</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>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>5325000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5175176.17</valUSD>
        <pctVal>0.0867107862</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>Royalty Pharma plc</name>
        <lei>N/A</lei>
        <title>ROYALTY PHARMA PLC COMPANY GUAR 09/27 1.75</title>
        <cusip>78081BAJ2</cusip>
        <identifiers>
          <isin value="US78081BAJ26"/>
          <ticker value="RPRX"/>
        </identifiers>
        <balance>4117000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3402211.73</valUSD>
        <pctVal>0.0570045240</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-02</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>Broadcom Inc.</name>
        <lei>N/A</lei>
        <title>BROADCOM INC SR UNSECURED 144A 04/33 3.419</title>
        <cusip>11135FBK6</cusip>
        <identifiers>
          <isin value="US11135FBK66"/>
          <ticker value="AVGO"/>
        </identifiers>
        <balance>11115000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8483149.95</valUSD>
        <pctVal>0.1421363405</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.419000000000</annualizedRt>
          <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 SR UNSECURED 144A 05/37 4.926</title>
        <cusip>11135FBV2</cusip>
        <identifiers>
          <isin value="US11135FBV22"/>
          <ticker value="AVGO"/>
        </identifiers>
        <balance>4669000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3849923.63</valUSD>
        <pctVal>0.0645059982</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.926000000000</annualizedRt>
          <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 04/30 3.875</title>
        <cusip>87264ABF1</cusip>
        <identifiers>
          <isin value="US87264ABF12"/>
          <ticker value="TMUS"/>
        </identifiers>
        <balance>13891000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12321534.53</valUSD>
        <pctVal>0.2064490003</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>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"/>
        </identifiers>
        <balance>10136500</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9285753.69</valUSD>
        <pctVal>0.1555840762</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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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"/>
        </identifiers>
        <balance>3574000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3287415.06</valUSD>
        <pctVal>0.0550810900</pctVal>
        <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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NAVIENT PRIVATE EDUCATION REFI NAVSL 2020 BA A2 144A</name>
        <lei>N/A</lei>
        <title>NAVIENT PRIVATE EDUCATION REFI NAVSL 2020 BA A2 144A</title>
        <cusip>63941GAB0</cusip>
        <identifiers>
          <isin value="US63941GAB05"/>
          <ticker value="NAVSL"/>
        </identifiers>
        <balance>7286941.51</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6661853.82</valUSD>
        <pctVal>0.1116202741</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2069-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.120000000000</annualizedRt>
          <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 REFI NAVSL 2019 EA A2A 144A</name>
        <lei>N/A</lei>
        <title>NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 EA A2A 144A</title>
        <cusip>63941MAB7</cusip>
        <identifiers>
          <isin value="US63941MAB72"/>
          <ticker value="NAVSL"/>
        </identifiers>
        <balance>3560316.03</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3371560.54</valUSD>
        <pctVal>0.0564909591</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2068-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.640000000000</annualizedRt>
          <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 2020 VKNG A 144A</name>
        <lei>N/A</lei>
        <title>BX COMMERCIAL MORTGAGE TRUST 2 BX 2020 VKNG A 144A</title>
        <cusip>12433YAA5</cusip>
        <identifiers>
          <isin value="US12433YAA55"/>
          <ticker value="BX"/>
        </identifiers>
        <balance>7208980.04</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7001040.62</valUSD>
        <pctVal>0.1173033954</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.747710000000</annualizedRt>
          <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 2021 CIP A 144A</name>
        <lei>N/A</lei>
        <title>BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 CIP A 144A</title>
        <cusip>12434FAA5</cusip>
        <identifiers>
          <isin value="US12434FAA57"/>
          <ticker value="BX"/>
        </identifiers>
        <balance>14619000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13996411.88</valUSD>
        <pctVal>0.2345118000</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.739000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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"/>
        </identifiers>
        <balance>11289000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10939933.06</valUSD>
        <pctVal>0.1833000783</pctVal>
        <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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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"/>
        </identifiers>
        <balance>16909000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15130746.92</valUSD>
        <pctVal>0.2535177391</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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NAVIENT PRIVATE EDUCATION REFI NAVSL 2020 GA A 144A</name>
        <lei>N/A</lei>
        <title>NAVIENT PRIVATE EDUCATION REFI NAVSL 2020 GA A 144A</title>
        <cusip>63941UAA1</cusip>
        <identifiers>
          <isin value="US63941UAA16"/>
          <ticker value="NAVSL"/>
        </identifiers>
        <balance>6249292.78</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5585617.26</valUSD>
        <pctVal>0.0935877830</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2069-09-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.170000000000</annualizedRt>
          <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 REFI NAVSL 2021 A A 144A</name>
        <lei>N/A</lei>
        <title>NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 A A 144A</title>
        <cusip>63942BAA2</cusip>
        <identifiers>
          <isin value="US63942BAA26"/>
          <ticker value="NAVSL"/>
        </identifiers>
        <balance>7840069.07</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6896559.88</valUSD>
        <pctVal>0.1155528063</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2069-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.840000000000</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>Vantage Data Centers LLC</name>
        <lei>N/A</lei>
        <title>VANTAGE DATA CENTERS LLC VDC 2020 2A A2 144A</title>
        <cusip>92212KAC0</cusip>
        <identifiers>
          <isin value="US92212KAC09"/>
          <ticker value="VDC"/>
        </identifiers>
        <balance>6853000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5708628.49</valUSD>
        <pctVal>0.0956488530</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.992000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VCP RRL ABS I LTD VCRRL 2021 1A A 144A</name>
        <lei>N/A</lei>
        <title>VCP RRL ABS I LTD VCRRL 2021 1A A 144A</title>
        <cusip>92243RAA2</cusip>
        <identifiers>
          <isin value="US92243RAA23"/>
          <ticker value="VCRRL"/>
        </identifiers>
        <balance>3470221.98</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3151235.71</valUSD>
        <pctVal>0.0527993864</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.152000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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"/>
        </identifiers>
        <balance>1944000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1870924.26</valUSD>
        <pctVal>0.0313475925</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>4.568000000000</annualizedRt>
          <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 A1 144A</title>
        <cusip>12510HAA8</cusip>
        <identifiers>
          <isin value="US12510HAA86"/>
          <ticker value="CAUTO"/>
        </identifiers>
        <balance>8686640.17</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8077084.73</valUSD>
        <pctVal>0.1353326620</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>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>CDW LLC / CDW FINANCE CORP COMPANY GUAR 12/31 3.569</name>
        <lei>N/A</lei>
        <title>CDW LLC / CDW FINANCE CORP COMPANY GUAR 12/31 3.569</title>
        <cusip>12513GBJ7</cusip>
        <identifiers>
          <isin value="US12513GBJ76"/>
          <ticker value="CDWC"/>
        </identifiers>
        <balance>7973000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6207559.18</valUSD>
        <pctVal>0.1040085051</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.569000000000</annualizedRt>
          <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 COMMERCIAL REAL ESTATE CF 2019 CF1 A2</name>
        <lei>N/A</lei>
        <title>CANTOR COMMERCIAL REAL ESTATE CF 2019 CF1 A2</title>
        <cusip>12529MAB4</cusip>
        <identifiers>
          <isin value="US12529MAB46"/>
          <ticker value="CF"/>
        </identifiers>
        <balance>11754000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11411570.72</valUSD>
        <pctVal>0.1912024319</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>3.623400000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CF HIPPOLYTA ISSUER LLC SORT 2020 1 A1 144A</name>
        <lei>N/A</lei>
        <title>CF HIPPOLYTA LLC SORT 2020 1 A1 144A</title>
        <cusip>12530MAA3</cusip>
        <identifiers>
          <isin value="US12530MAA36"/>
          <ticker value="SORT"/>
        </identifiers>
        <balance>10605120.81</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9419842.66</valUSD>
        <pctVal>0.1578307552</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.690000000000</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>CF HIPPOLYTA ISSUER LLC SORT 2021 1A A1 144A</name>
        <lei>N/A</lei>
        <title>CF HIPPOLYTA LLC SORT 2021 1A A1 144A</title>
        <cusip>12530MAE5</cusip>
        <identifiers>
          <isin value="US12530MAE57"/>
          <ticker value="SORT"/>
        </identifiers>
        <balance>9955624.27</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8564506.97</valUSD>
        <pctVal>0.1434994885</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.530000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VeriSign Inc.</name>
        <lei>LMPL4N8ZOJRMF0KOF759</lei>
        <title>VERISIGN INC SR UNSECURED 06/31 2.7</title>
        <cusip>92343EAM4</cusip>
        <identifiers>
          <isin value="US92343EAM49"/>
          <ticker value="VRSN"/>
        </identifiers>
        <balance>4203000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3260470.4</valUSD>
        <pctVal>0.0546296286</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-15</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>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VERIZON COMMUNICATIONS INC SR UNSECURED 09/28 4.329</title>
        <cusip>92343VER1</cusip>
        <identifiers>
          <isin value="US92343VER15"/>
          <ticker value="VZ"/>
        </identifiers>
        <balance>17379000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16352311.07</valUSD>
        <pctVal>0.2739852139</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.329000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CGI Inc.</name>
        <lei>549300WSRCZY73ZG3090</lei>
        <title>CGI INC SR UNSECURED 09/26 1.45</title>
        <cusip>12532HAC8</cusip>
        <identifiers>
          <isin value="US12532HAC88"/>
          <ticker value="GIBACN"/>
        </identifiers>
        <balance>8030000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6942519.74</valUSD>
        <pctVal>0.1163228701</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.450000000000</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>CLI Funding VI LLC</name>
        <lei>N/A</lei>
        <title>CLI FUNDING VI LLC CLIF 2020 1A A 144A</title>
        <cusip>12563LAN7</cusip>
        <identifiers>
          <isin value="US12563LAN73"/>
          <ticker value="CLIF"/>
        </identifiers>
        <balance>12235979.11</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10625247.06</valUSD>
        <pctVal>0.1780274712</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-09-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.080000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VERUS SECURITIZATION TRUST 202 VERUS 2021 1 A1 144A</name>
        <lei>N/A</lei>
        <title>VERUS SECURITIZATION TRUST 202 VERUS 2021 1 A1 144A</title>
        <cusip>92537QAA9</cusip>
        <identifiers>
          <isin value="US92537QAA94"/>
          <ticker value="VERUS"/>
        </identifiers>
        <balance>4337449.77</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3736392.87</valUSD>
        <pctVal>0.0626037748</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-01-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.815000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VERUS SECURITIZATION TRUST 202 VERUS 2021 R1 A1 144A</name>
        <lei>N/A</lei>
        <title>VERUS SECURITIZATION TRUST 10/63 1</title>
        <cusip>92538BAA1</cusip>
        <identifiers>
          <isin value="US92538BAA17"/>
          <ticker value="VERUS"/>
        </identifiers>
        <balance>2702334.38</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2465632.05</valUSD>
        <pctVal>0.0413120030</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2063-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.820000000000</annualizedRt>
          <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 VIII LLC CLIF 2021 1A A 144A</name>
        <lei>N/A</lei>
        <title>CLI FUNDING VIII LLC CLIF 2021 1A A 144A</title>
        <cusip>12565KAA5</cusip>
        <identifiers>
          <isin value="US12565KAA51"/>
          <ticker value="CLIF"/>
        </identifiers>
        <balance>9872800.5</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8452065.02</valUSD>
        <pctVal>0.1416155082</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-02-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.640000000000</annualizedRt>
          <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 VIII LLC CLIF 2022 1A A 144A</name>
        <lei>N/A</lei>
        <title>CLI FUNDING VIII LLC CLIF 2022 1A A1 144A</title>
        <cusip>12565KAE7</cusip>
        <identifiers>
          <isin value="US12565KAE73"/>
          <ticker value="CLIF"/>
        </identifiers>
        <balance>6398069.33</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5475503.56</valUSD>
        <pctVal>0.0917428128</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-01-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.720000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VERUS SECURITIZATION TRUST 202 VERUS 2020 5 A1 144A</name>
        <lei>N/A</lei>
        <title>VERUS SECURITIZATION TRUST 05/65 1</title>
        <cusip>92538CAA9</cusip>
        <identifiers>
          <isin value="US92538CAA99"/>
          <ticker value="VERUS"/>
        </identifiers>
        <balance>1808454.16</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1670262.76</valUSD>
        <pctVal>0.0279854815</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2065-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.218000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VERUS SECURITIZATION TRUST 202 VERUS 2021 R2 A1 144A</name>
        <lei>N/A</lei>
        <title>VERUS SECURITIZATION TRUST 202 VERUS 2021 R2 A1 144A</title>
        <cusip>92538DAA7</cusip>
        <identifiers>
          <isin value="US92538DAA72"/>
          <ticker value="VERUS"/>
        </identifiers>
        <balance>3160101.48</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2889596.79</valUSD>
        <pctVal>0.0484155904</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2064-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.918000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CNA Financial Corporation</name>
        <lei>549300YX2GSZD7YG1R84</lei>
        <title>CNA FINANCIAL CORP SR UNSECURED 08/30 2.05</title>
        <cusip>126117AW0</cusip>
        <identifiers>
          <isin value="US126117AW05"/>
          <ticker value="CNA"/>
        </identifiers>
        <balance>4015000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3064281.04</valUSD>
        <pctVal>0.0513424489</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>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>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>10165000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9465841.03</valUSD>
        <pctVal>0.1586014642</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>VERUS SECURITIZATION TRUST 202 VERUS 2021 4 A1 144A</name>
        <lei>N/A</lei>
        <title>VERUS SECURITIZATION TRUST 202 VERUS 2021 4 A1 144A</title>
        <cusip>92538HAA8</cusip>
        <identifiers>
          <isin value="US92538HAA86"/>
          <ticker value="VERUS"/>
        </identifiers>
        <balance>3364784.01</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2700321.94</valUSD>
        <pctVal>0.0452442643</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.938000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Viatris Inc</name>
        <lei>N/A</lei>
        <title>VIATRIS INC COMPANY GUAR 06/27 2.3</title>
        <cusip>92556VAC0</cusip>
        <identifiers>
          <isin value="US92556VAC00"/>
          <ticker value="VTRS"/>
        </identifiers>
        <balance>4139000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3379452.69</valUSD>
        <pctVal>0.0566231931</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>CSMC 2020-NET CSMC 2020 NET A 144A</name>
        <lei>N/A</lei>
        <title>CREDIT SUISSE MORTGAGE CAPITAL CSMC 2020 NET A 144A</title>
        <cusip>126438AA8</cusip>
        <identifiers>
          <isin value="US126438AA86"/>
          <ticker value="CSMC"/>
        </identifiers>
        <balance>2188672.5</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1980817.56</valUSD>
        <pctVal>0.0331888698</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.256900000000</annualizedRt>
          <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 B 144A</name>
        <lei>N/A</lei>
        <title>CREDIT SUISSE MORTGAGE CAPITAL CSMC 2019 ICE4 B 144A</title>
        <cusip>12653VAC0</cusip>
        <identifiers>
          <isin value="US12653VAC00"/>
          <ticker value="CSMC"/>
        </identifiers>
        <balance>3709000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3635408.62</valUSD>
        <pctVal>0.0609117698</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>4.048000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Viatris Inc</name>
        <lei>N/A</lei>
        <title>VIATRIS INC COMPANY GUAR 06/30 2.7</title>
        <cusip>92556VAD8</cusip>
        <identifiers>
          <isin value="US92556VAD82"/>
          <ticker value="VTRS"/>
        </identifiers>
        <balance>5951000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4421678.69</valUSD>
        <pctVal>0.0740858327</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>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>5837000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5660816.58</valUSD>
        <pctVal>0.0948477579</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>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>COMM 2020-CX MORTGAGE TRUST COMM 2020 CX D 144A</name>
        <lei>N/A</lei>
        <title>COMM 2020-CX MORTGAGE TRUST COMM 2020 CX D 144A</title>
        <cusip>12656KAJ6</cusip>
        <identifiers>
          <isin value="US12656KAJ60"/>
          <ticker value="COMM"/>
        </identifiers>
        <balance>4291000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3135448.29</valUSD>
        <pctVal>0.0525348660</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-11-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.772948000000</annualizedRt>
          <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 2021-RPL2TRUST CSMC 2021 RPL2 A1A 144A</name>
        <lei>N/A</lei>
        <title>CSMC 2021-RPL2TRUST CSMC 2021 RPL2 A1A 144A</title>
        <cusip>12656TAB4</cusip>
        <identifiers>
          <isin value="US12656TAB44"/>
          <ticker value="CSMC"/>
        </identifiers>
        <balance>11897845.67</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9878690.84</valUSD>
        <pctVal>0.1655188194</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>1.114560000000</annualizedRt>
          <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 2021-NQM3 CSMC 2021 NQM3 A1 144A</name>
        <lei>N/A</lei>
        <title>CSMC 2021-NQM3 CSMC 2021 NQM3 A1 144A</title>
        <cusip>12660LAA7</cusip>
        <identifiers>
          <isin value="US12660LAA70"/>
          <ticker value="CSMC"/>
        </identifiers>
        <balance>4168470.2</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3448980.57</valUSD>
        <pctVal>0.0577881423</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.015000000000</annualizedRt>
          <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 2021-NQM2 CSMC 2021 NQM2 A1 144A</name>
        <lei>N/A</lei>
        <title>CSMC 2021-NQM2 CSMC 2021 NQM2 A1 144A</title>
        <cusip>12662EAA1</cusip>
        <identifiers>
          <isin value="US12662EAA10"/>
          <ticker value="CSMC"/>
        </identifiers>
        <balance>4644022.1</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4028204.34</valUSD>
        <pctVal>0.0674931160</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.179000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VERUS SECURITIZATION TRUST 202 VERUS 2021 5 A1 144A</name>
        <lei>N/A</lei>
        <title>VERUS SECURITIZATION TRUST 202 VERUS 2021 5 A1 144A</title>
        <cusip>92538KAA1</cusip>
        <identifiers>
          <isin value="US92538KAA16"/>
          <ticker value="VERUS"/>
        </identifiers>
        <balance>6442233.03</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5370967.63</valUSD>
        <pctVal>0.0899912990</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-09-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.013000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VERUS SECURITIZATION TRUST 202 VERUS 2021 3 A1 144A</name>
        <lei>N/A</lei>
        <title>VERUS SECURITIZATION TRUST 202 VERUS 2021 3 A1 144A</title>
        <cusip>92539LAA8</cusip>
        <identifiers>
          <isin value="US92539LAA89"/>
          <ticker value="VERUS"/>
        </identifiers>
        <balance>6081934.48</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4982197.26</valUSD>
        <pctVal>0.0834773982</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-06-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.046000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Viatris Inc</name>
        <lei>N/A</lei>
        <title>VIATRIS INC COMPANY GUAR 06/50 4</title>
        <cusip>92556VAF3</cusip>
        <identifiers>
          <isin value="US92556VAF31"/>
          <ticker value="VTRS"/>
        </identifiers>
        <balance>6862000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4107535.7</valUSD>
        <pctVal>0.0688223238</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-22</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>VICI Properties LP / VICI Note Co Inc</name>
        <lei>N/A</lei>
        <title>VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 12/29 4.625</title>
        <cusip>92564RAB1</cusip>
        <identifiers>
          <isin value="US92564RAB15"/>
          <ticker value="VICI"/>
        </identifiers>
        <balance>4089000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3547371.06</valUSD>
        <pctVal>0.0594366885</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-01</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>VICI Properties LP / VICI Note Co Inc</name>
        <lei>N/A</lei>
        <title>VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 08/30 4.125</title>
        <cusip>92564RAE5</cusip>
        <identifiers>
          <isin value="US92564RAE53"/>
          <ticker value="VICI"/>
        </identifiers>
        <balance>2123000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1773172.06</valUSD>
        <pctVal>0.0297097410</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>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>VISIO 2020-1R TRUST VISIO 2020 1R A1 144A</name>
        <lei>N/A</lei>
        <title>VISIO 2020-1R TRUST VISIO 2020 1R A1 144A</title>
        <cusip>92837MAA5</cusip>
        <identifiers>
          <isin value="US92837MAA53"/>
          <ticker value="VISIO"/>
        </identifiers>
        <balance>5397004.7</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5074810</valUSD>
        <pctVal>0.0850291373</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.312000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Vistra Operations Company LLC</name>
        <lei>549300ZH5GKBTJZ7NM23</lei>
        <title>VISTRA OPERATIONS CO LLC SR SECURED 144A 07/24 3.55</title>
        <cusip>92840VAD4</cusip>
        <identifiers>
          <isin value="US92840VAD47"/>
          <ticker value="VST"/>
        </identifiers>
        <balance>12479000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11890367.94</valUSD>
        <pctVal>0.1992247450</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>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>Vistra Operations Company LLC</name>
        <lei>549300ZH5GKBTJZ7NM23</lei>
        <title>VISTRA OPERATIONS CO LLC SR SECURED 144A 07/29 4.3</title>
        <cusip>92840VAE2</cusip>
        <identifiers>
          <isin value="US92840VAE20"/>
          <ticker value="VST"/>
        </identifiers>
        <balance>11729000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9994186.48</valUSD>
        <pctVal>0.1674539647</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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"/>
        </identifiers>
        <balance>13509000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11964367.97</valUSD>
        <pctVal>0.2004646257</pctVal>
        <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>
          <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>22240000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21173545.52</valUSD>
        <pctVal>0.3547656581</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 SR UNSECURED 10/30 VAR</title>
        <cusip>95000U2G7</cusip>
        <identifiers>
          <isin value="US95000U2G70"/>
          <ticker value="WFC"/>
        </identifiers>
        <balance>14423000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11850476.22</valUSD>
        <pctVal>0.1985563538</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.879000000000</annualizedRt>
          <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>9762000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6700114.24</valUSD>
        <pctVal>0.1122613327</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>19183000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16451298.02</valUSD>
        <pctVal>0.2756437538</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>Wells Fargo and Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WELLS FARGO + COMPANY 03/33 1</title>
        <cusip>95000U2U6</cusip>
        <identifiers>
          <isin value="US95000U2U64"/>
          <ticker value="WFC"/>
        </identifiers>
        <balance>6720000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5449705.63</valUSD>
        <pctVal>0.0913105650</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-02</maturityDt>
          <couponKind>Variable</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>WELLS FARGO COMMERCIAL MORTGAG WFCM 2019 C51 A2</name>
        <lei>N/A</lei>
        <title>WELLS FARGO COMMERCIAL MORTGAG WFCM 2019 C51 A2</title>
        <cusip>95001VAR1</cusip>
        <identifiers>
          <isin value="US95001VAR15"/>
          <ticker value="WFCM"/>
        </identifiers>
        <balance>12560829.09</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12182362.52</valUSD>
        <pctVal>0.2041171542</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.039000000000</annualizedRt>
          <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 NATL MTG ASSN 09/62 1</title>
        <cusip>38380PT20</cusip>
        <identifiers>
          <isin value="US38380PT208"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>69418078.7</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4407180.27</valUSD>
        <pctVal>0.0738429097</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2062-09-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.799520000000</annualizedRt>
          <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 2020 92 IO</title>
        <cusip>38380PTT1</cusip>
        <identifiers>
          <isin value="US38380PTT11"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>66779499.01</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4454145.84</valUSD>
        <pctVal>0.0746298242</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2062-02-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.876720000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <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>8529000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7897683.33</valUSD>
        <pctVal>0.1323267670</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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Westgate Resorts 2022-1 LLC</name>
        <lei>N/A</lei>
        <title>WESTGATE RESORTS 2022-1 LLC WESTR 2022 1A A 144A</title>
        <cusip>96034JAA4</cusip>
        <identifiers>
          <isin value="US96034JAA43"/>
          <ticker value="WESTR"/>
        </identifiers>
        <balance>7796456.11</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7360114.19</valUSD>
        <pctVal>0.1233197223</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.788000000000</annualizedRt>
          <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 2020 120 IO</title>
        <cusip>38380PV76</cusip>
        <identifiers>
          <isin value="US38380PV766"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>16159675.16</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1003916.59</valUSD>
        <pctVal>0.0168207601</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2062-05-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.760240000000</annualizedRt>
          <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 2020 108 IO</title>
        <cusip>38380PWY6</cusip>
        <identifiers>
          <isin value="US38380PWY68"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>70610470.62</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4380327.61</valUSD>
        <pctVal>0.0733929897</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2062-06-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.846390000000</annualizedRt>
          <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 05/62 0.89522</title>
        <cusip>38380PXL3</cusip>
        <identifiers>
          <isin value="US38380PXL39"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>29134782.97</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1827432.65</valUSD>
        <pctVal>0.0306188846</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2062-05-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.783750000000</annualizedRt>
          <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 2020 119 IO</title>
        <cusip>38380PY57</cusip>
        <identifiers>
          <isin value="US38380PY570"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>28849756.11</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1548536.62</valUSD>
        <pctVal>0.0259459434</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2062-08-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.601140000000</annualizedRt>
          <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 12/62 1</title>
        <cusip>38380RBL3</cusip>
        <identifiers>
          <isin value="US38380RBL33"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>45862049.29</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3305777.79</valUSD>
        <pctVal>0.0553887601</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2062-12-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.957260000000</annualizedRt>
          <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 2021 40 IO</title>
        <cusip>38380RE71</cusip>
        <identifiers>
          <isin value="US38380RE719"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>20406269.08</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1364310.09</valUSD>
        <pctVal>0.0228592026</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2063-02-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.823910000000</annualizedRt>
          <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 2020 170 IO</title>
        <cusip>38380RGN4</cusip>
        <identifiers>
          <isin value="US38380RGN44"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>59008488</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3903700.62</valUSD>
        <pctVal>0.0654070391</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2062-11-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.832480000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INTOWN 2022 STAY TOWN 2022 STAY A</name>
        <lei>N/A</lei>
        <title>INTOWN 2022 STAY TOWN 2022 STAY A</title>
        <cusip>46117NAA0</cusip>
        <identifiers>
          <isin value="US46117NAA00"/>
          <ticker value="TOWN"/>
        </identifiers>
        <balance>9705000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9595622.71</valUSD>
        <pctVal>0.1607759741</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.333600000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HI-FI MUSIC IP ISSUER LP HIFI 2022 1A A2 144A</name>
        <lei>N/A</lei>
        <title>HI-FI MUSIC IP ISSUER LP HIFI 2022 1A A2 144A</title>
        <cusip>428357AA5</cusip>
        <identifiers>
          <isin value="US428357AA59"/>
          <ticker value="HIFI"/>
        </identifiers>
        <balance>6373000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5650390.38</valUSD>
        <pctVal>0.0946730655</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2062-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.939000000000</annualizedRt>
          <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 Grand Vacations Trust 2018 - A</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"/>
        </identifiers>
        <balance>1682853.03</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1633700.93</valUSD>
        <pctVal>0.0273728831</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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NRZ EXCESS SPREAD-COLLATERALIZ NZES 2020 PLS1 A 144A</name>
        <lei>N/A</lei>
        <title>NRZ EXCESS SPREAD-COLLATERALIZ NZES 2020 PLS1 A 144A</title>
        <cusip>433674AA6</cusip>
        <identifiers>
          <isin value="US433674AA63"/>
          <ticker value="NZES"/>
        </identifiers>
        <balance>2026658.26</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1851936.81</valUSD>
        <pctVal>0.0310294552</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-25</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>HOME PARTNERS OF AMERICA 2019- HPA 2019 1 A 144A</name>
        <lei>N/A</lei>
        <title>HOME PARTNERS OF AMERICA 2019- HPA 2019 1 A 144A</title>
        <cusip>43731QAA6</cusip>
        <identifiers>
          <isin value="US43731QAA67"/>
          <ticker value="HPA"/>
        </identifiers>
        <balance>11673553.2</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10480706.34</valUSD>
        <pctVal>0.1756056716</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-09-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.908000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HOME PARTNERS OF AMERICA 2021- HPA 2021 2 A 144A</name>
        <lei>N/A</lei>
        <title>HOME PARTNERS OF AMERICA 2021- HPA 2021 2 A 144A</title>
        <cusip>43732VAT3</cusip>
        <identifiers>
          <isin value="US43732VAT35"/>
          <ticker value="HPA"/>
        </identifiers>
        <balance>3230537.8</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2803432.6</valUSD>
        <pctVal>0.0469718976</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.901000000000</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>Host Hotels and Resorts L.P.</name>
        <lei>FXB7X4WXVA8QPMNOGS12</lei>
        <title>HOST HOTELS and RESORTS LP SR UNSECURED 06/25 4</title>
        <cusip>44107TAV8</cusip>
        <identifiers>
          <isin value="US44107TAV89"/>
          <ticker value="HST"/>
        </identifiers>
        <balance>13557000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12873884.87</valUSD>
        <pctVal>0.2157037060</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>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>Host Hotels and Resorts L.P.</name>
        <lei>FXB7X4WXVA8QPMNOGS12</lei>
        <title>HOST HOTELS and RESORTS LP SR UNSECURED 02/26 4.5</title>
        <cusip>44107TAW6</cusip>
        <identifiers>
          <isin value="US44107TAW62"/>
          <ticker value="HST"/>
        </identifiers>
        <balance>4859000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4612919.69</valUSD>
        <pctVal>0.0772901018</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>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>CONNECTICUT AVENUE SECURITIES CAS 2022 R04 1M1 144A</name>
        <lei>N/A</lei>
        <title>CONNECTICUT AVENUE SECURITIES CAS 2022 R04 1M1 144A</title>
        <cusip>20753YCH3</cusip>
        <identifiers>
          <isin value="US20753YCH36"/>
          <ticker value="CAS"/>
        </identifiers>
        <balance>3038779.15</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3003588.26</valUSD>
        <pctVal>0.0503255331</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.280690000000</annualizedRt>
          <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 2022 R06 1M1 144A</name>
        <lei>N/A</lei>
        <title>CONNECTICUT AVENUE SECURITIES CAS 2022 R06 1M1 144A</title>
        <cusip>20754NAB1</cusip>
        <identifiers>
          <isin value="US20754NAB10"/>
          <ticker value="CAS"/>
        </identifiers>
        <balance>3866159.18</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3862530.79</valUSD>
        <pctVal>0.0647172329</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.030690000000</annualizedRt>
          <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>4181000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2983047.3</valUSD>
        <pctVal>0.0499813665</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>10366000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8182318.45</valUSD>
        <pctVal>0.1370958674</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>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>12902000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10201093.38</valUSD>
        <pctVal>0.1709207182</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 Agricole S.A.</name>
        <lei>N/A</lei>
        <title>CREDIT AGRICOLE SA SUBORDINATED 144A 01/41 2.811</title>
        <cusip>225313AN5</cusip>
        <identifiers>
          <isin value="US225313AN57"/>
          <ticker value="ACAFP"/>
        </identifiers>
        <balance>5816000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3448286.51</valUSD>
        <pctVal>0.0577765132</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-01-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.811000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Crown Castle Inc</name>
        <lei>54930012H97VSM0I2R19</lei>
        <title>CROWN CASTLE INTERNATIONAL COR SR UNSECURED 09/27 3.65</title>
        <cusip>22822VAH4</cusip>
        <identifiers>
          <isin value="US22822VAH42"/>
          <ticker value="CCI"/>
        </identifiers>
        <balance>11831000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10710074.86</valUSD>
        <pctVal>0.1794487726</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-01</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>Crown Castle Inc</name>
        <lei>54930012H97VSM0I2R19</lei>
        <title>CROWN CASTLE INTERNATIONAL COR SR UNSECURED 02/28 3.8</title>
        <cusip>22822VAK7</cusip>
        <identifiers>
          <isin value="US22822VAK70"/>
          <ticker value="CCI"/>
        </identifiers>
        <balance>4658000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4214638.42</valUSD>
        <pctVal>0.0706168446</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>CSMC 2021-NQM5 TRUST CSMC 2021 NQM5 A1 144A</name>
        <lei>N/A</lei>
        <title>CREDIT SUISSE MORTGAGE CAPITAL CSMC 2021 NQM5 A1 144A</title>
        <cusip>22946DAA0</cusip>
        <identifiers>
          <isin value="US22946DAA00"/>
          <ticker value="CSMC"/>
        </identifiers>
        <balance>4189050.89</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3243744.64</valUSD>
        <pctVal>0.0543493862</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.938000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DLLAA 2021-1 LLC DLLAA 2021 1A A3 144A</name>
        <lei>N/A</lei>
        <title>DLLAA 2021-1 LLC DLLAA 2021 1A A3 144A</title>
        <cusip>23291YAC9</cusip>
        <identifiers>
          <isin value="US23291YAC93"/>
          <ticker value="DLLAA"/>
        </identifiers>
        <balance>883000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>829632.98</valUSD>
        <pctVal>0.0139006143</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.670000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>
        <identifiers>
          <isin value="US233046AF89"/>
          <ticker value="DNKN"/>
        </identifiers>
        <balance>4114140</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3736392.01</valUSD>
        <pctVal>0.0626037604</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DB Master Finance LLC</name>
        <lei>N/A</lei>
        <title>DB MASTER FINANCE LLC DNKN 2021 1A A2I 144A</title>
        <cusip>233046AN1</cusip>
        <identifiers>
          <isin value="US233046AN14"/>
          <ticker value="DNKN"/>
        </identifiers>
        <balance>16176757.5</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13736671.58</valUSD>
        <pctVal>0.2301598156</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.045000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DBJPM 20-C9 MORTGAGE TRUST DBJPM 2020 C9 A2</name>
        <lei>N/A</lei>
        <title>DBJPM 20-C9 MORTGAGE TRUST DBJPM 2020 C9 A2</title>
        <cusip>233063AF3</cusip>
        <identifiers>
          <isin value="US233063AF38"/>
          <ticker value="DBJPM"/>
        </identifiers>
        <balance>8970000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8146856.29</valUSD>
        <pctVal>0.1365016941</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.900000000000</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>DAE Funding LLC</name>
        <lei>N/A</lei>
        <title>DAE FUNDING LLC COMPANY GUAR 144A 03/28 3.375</title>
        <cusip>23371DAG9</cusip>
        <identifiers>
          <isin value="US23371DAG97"/>
          <ticker value="DUBAEE"/>
        </identifiers>
        <balance>11546000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9780200.94</valUSD>
        <pctVal>0.1638686076</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-20</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>DATABANK ISSUER COLO 2021 1A A2 144A</name>
        <lei>N/A</lei>
        <title>DATABANK ISSUER COLO 2021 1A A2 144A</title>
        <cusip>23802WAA9</cusip>
        <identifiers>
          <isin value="US23802WAA99"/>
          <ticker value="COLO"/>
        </identifiers>
        <balance>15959000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13702892.13</valUSD>
        <pctVal>0.2295938363</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-02-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.060000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DATABANK ISSUER COLO 2021 2A A2 144A</name>
        <lei>N/A</lei>
        <title>DATABANK ISSUER COLO 2021 2A A2 144A</title>
        <cusip>23802WAG6</cusip>
        <identifiers>
          <isin value="US23802WAG69"/>
          <ticker value="COLO"/>
        </identifiers>
        <balance>6935000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5969999.6</valUSD>
        <pctVal>0.1000281618</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-10-25</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>DEEPHAVEN RESIDENTIAL MORTGAGE DRMT 2021 2 A1 144A</name>
        <lei>N/A</lei>
        <title>DEEPHAVEN RESIDENTIAL MORTGAGE DRMT 2021 2 A1 144A</title>
        <cusip>24381WAA6</cusip>
        <identifiers>
          <isin value="US24381WAA62"/>
          <ticker value="DRMT"/>
        </identifiers>
        <balance>6154158.26</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5198680.26</valUSD>
        <pctVal>0.0871046005</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.899000000000</annualizedRt>
          <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 COMPANY GUAR 144A 12/51 3.45</name>
        <lei>N/A</lei>
        <title>DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 144A 12/51 3.45</title>
        <cusip>24703DBG5</cusip>
        <identifiers>
          <isin value="US24703DBG51"/>
          <ticker value="DELL"/>
        </identifiers>
        <balance>7524000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4277481.96</valUSD>
        <pctVal>0.0716697967</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-12-15</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>DELL INTERNATIONAL LLC / EMC C SR UNSECURED 10/26 4.9</name>
        <lei>N/A</lei>
        <title>DELL INTERNATIONAL LLC / EMC C SR SECURED 10/26 4.9</title>
        <cusip>24703TAE6</cusip>
        <identifiers>
          <isin value="US24703TAE64"/>
          <ticker value="DELL"/>
        </identifiers>
        <balance>12456000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11999242.22</valUSD>
        <pctVal>0.2010489485</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 UNSECURED 10/29 5.3</name>
        <lei>N/A</lei>
        <title>DELL INTERNATIONAL LLC / EMC C SR SECURED 10/29 5.3</title>
        <cusip>24703TAG1</cusip>
        <identifiers>
          <isin value="US24703TAG13"/>
          <ticker value="DELL"/>
        </identifiers>
        <balance>6177000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5755357.98</valUSD>
        <pctVal>0.0964318120</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>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>9405000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7926485.09</valUSD>
        <pctVal>0.1328093444</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>Huntington Ingalls Industries Inc.</name>
        <lei>5TZLZ6WJTBVJ0QWBG121</lei>
        <title>HUNTINGTON INGALLS INDUSTRIES COMPANY GUAR 05/30 4.2</title>
        <cusip>446413AT3</cusip>
        <identifiers>
          <isin value="US446413AT37"/>
          <ticker value="HII"/>
        </identifiers>
        <balance>5206000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4593570.32</valUSD>
        <pctVal>0.0769659005</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>Hyundai Capital America</name>
        <lei>549300RIPPWJB5Z0FK07</lei>
        <title>HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 10/25 1.8</title>
        <cusip>44891ABN6</cusip>
        <identifiers>
          <isin value="US44891ABN63"/>
          <ticker value="HYNMTR"/>
        </identifiers>
        <balance>4018000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3573449</valUSD>
        <pctVal>0.0598736279</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>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>Hyundai Capital America</name>
        <lei>549300RIPPWJB5Z0FK07</lei>
        <title>HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 10/27 2.375</title>
        <cusip>44891ABP1</cusip>
        <identifiers>
          <isin value="US44891ABP12"/>
          <ticker value="HYNMTR"/>
        </identifiers>
        <balance>4018000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3354324.52</valUSD>
        <pctVal>0.0562021672</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>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>Hyundai Capital America</name>
        <lei>549300RIPPWJB5Z0FK07</lei>
        <title>HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/24 1</title>
        <cusip>44891ABY2</cusip>
        <identifiers>
          <isin value="US44891ABY29"/>
          <ticker value="HYNMTR"/>
        </identifiers>
        <balance>8719000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7965068.07</valUSD>
        <pctVal>0.1334558075</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.000000000000</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>IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2021 NQM1 A1 144A</name>
        <lei>N/A</lei>
        <title>IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2021 NQM1 A1 144A</title>
        <cusip>452764AA1</cusip>
        <identifiers>
          <isin value="US452764AA15"/>
          <ticker value="IMPRL"/>
        </identifiers>
        <balance>3384393.24</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2832332.03</valUSD>
        <pctVal>0.0474561115</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-06-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.071000000000</annualizedRt>
          <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"/>
        </identifiers>
        <balance>6620000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6513854.26</valUSD>
        <pctVal>0.1091405212</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>The Williams Companies Inc.</name>
        <lei>D71FAKCBLFS2O0RBPG08</lei>
        <title>WILLIAMS COS INC/THE SR UNSECURED 08/32 4.65</title>
        <cusip>969457BZ2</cusip>
        <identifiers>
          <isin value="US969457BZ28"/>
          <ticker value="WMB"/>
        </identifiers>
        <balance>5495000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4987543.18</valUSD>
        <pctVal>0.0835669698</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-15</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>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>9700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8947445.77</valUSD>
        <pctVal>0.1499156806</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>Willis Engine Structured Trust V</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"/>
        </identifiers>
        <balance>3177491.13</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2538564.71</valUSD>
        <pctVal>0.0425339998</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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Workday Inc.</name>
        <lei>549300J0DYC0N31V7G13</lei>
        <title>WORKDAY INC SR UNSECURED 04/27 3.5</title>
        <cusip>98138HAG6</cusip>
        <identifiers>
          <isin value="US98138HAG65"/>
          <ticker value="WDAY"/>
        </identifiers>
        <balance>4048000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3744369.52</valUSD>
        <pctVal>0.0627374247</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>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>ZAXBY'S FUNDING LLC ZAXBY 2021 1A A2 144A</name>
        <lei>N/A</lei>
        <title>ZAXBY'S FUNDING LLC ZAXBY 2021 1A A2 144A</title>
        <cusip>98920MAA0</cusip>
        <identifiers>
          <isin value="US98920MAA09"/>
          <ticker value="ZAXBY"/>
        </identifiers>
        <balance>6219180</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5083918.44</valUSD>
        <pctVal>0.0851817505</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-07-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.238000000000</annualizedRt>
          <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>15545000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14400251.9</valUSD>
        <pctVal>0.2412781949</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>Deutsche Bank Aktiengesellschaft</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
        <title>DEUTSCHE BANK AG/NEW YORK NY SR UNSECURED 11/27 VAR</title>
        <cusip>251526CP2</cusip>
        <identifiers>
          <isin value="US251526CP29"/>
          <ticker value="DB"/>
        </identifiers>
        <balance>7009000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5685443.43</valUSD>
        <pctVal>0.0952603841</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.311000000000</annualizedRt>
          <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 Bank Aktiengesellschaft</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
        <title>DEUTSCHE BANK AG/NEW YORK NY SR UNSECURED 01/28 VAR</title>
        <cusip>25160PAH0</cusip>
        <identifiers>
          <isin value="US25160PAH01"/>
          <ticker value="DB"/>
        </identifiers>
        <balance>11487000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9325609.99</valUSD>
        <pctVal>0.1562518739</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-07</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.552000000000</annualizedRt>
          <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 INFRASTRUCTURE FUNDING DNFRA 2021 1A A 144A</name>
        <lei>N/A</lei>
        <title>DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A A 144A</title>
        <cusip>25265LAA8</cusip>
        <identifiers>
          <isin value="US25265LAA89"/>
          <ticker value="DNFRA"/>
        </identifiers>
        <balance>10459000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8585513.84</valUSD>
        <pctVal>0.1438514615</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>1.760000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Diamondback Energy Inc.</name>
        <lei>549300R22LSX6OHWEN64</lei>
        <title>DIAMONDBACK ENERGY INC COMPANY GUAR 03/31 3.125</title>
        <cusip>25278XAR0</cusip>
        <identifiers>
          <isin value="US25278XAR08"/>
          <ticker value="FANG"/>
        </identifiers>
        <balance>5548000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4500157.67</valUSD>
        <pctVal>0.0754007587</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-24</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>Discover Financial Services</name>
        <lei>Z1YLO2USPORE63VVUL20</lei>
        <title>DISCOVER FINANCIAL SERVICES SR UNSECURED 02/27 4.1</title>
        <cusip>254709AM0</cusip>
        <identifiers>
          <isin value="US254709AM01"/>
          <ticker value="DFS"/>
        </identifiers>
        <balance>4203000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3864336.63</valUSD>
        <pctVal>0.0647474900</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-09</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>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"/>
        </identifiers>
        <balance>14391000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13407607.56</valUSD>
        <pctVal>0.2246463029</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>4.200000000000</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>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>6792000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5840945.31</valUSD>
        <pctVal>0.0978658395</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>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>11729310</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10785135.73</valUSD>
        <pctVal>0.1807064278</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>
        </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 2019 1A A2 144A</title>
        <cusip>25755TAL4</cusip>
        <identifiers>
          <isin value="US25755TAL44"/>
          <ticker value="DPABS"/>
        </identifiers>
        <balance>3510000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3026550.15</valUSD>
        <pctVal>0.0507102627</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.668000000000</annualizedRt>
          <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 2021 1A A2I 144A</title>
        <cusip>25755TAN0</cusip>
        <identifiers>
          <isin value="US25755TAN00"/>
          <ticker value="DPABS"/>
        </identifiers>
        <balance>7584000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6245302.66</valUSD>
        <pctVal>0.1046409023</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.662000000000</annualizedRt>
          <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</name>
        <lei>N/A</lei>
        <title>DRIVEN BRANDS FUNDING LLC HONK 2018 1A A2 144A</title>
        <cusip>26208LAC2</cusip>
        <identifiers>
          <isin value="US26208LAC28"/>
          <ticker value="HONK"/>
        </identifiers>
        <balance>3619350</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3442989.93</valUSD>
        <pctVal>0.0576877683</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.739000000000</annualizedRt>
          <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</name>
        <lei>N/A</lei>
        <title>DRIVEN BRANDS FUNDING LLC HONK 2020 2A A2 144A</title>
        <cusip>26209XAC5</cusip>
        <identifiers>
          <isin value="US26209XAC56"/>
          <ticker value="HONK"/>
        </identifiers>
        <balance>7481075</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6327343.61</valUSD>
        <pctVal>0.1060155097</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.237000000000</annualizedRt>
          <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</name>
        <lei>N/A</lei>
        <title>DRIVEN BRANDS FUNDING LLC HONK 2021 1A A2 144A</title>
        <cusip>26209XAD3</cusip>
        <identifiers>
          <isin value="US26209XAD30"/>
          <ticker value="HONK"/>
        </identifiers>
        <balance>9315605</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7324999.95</valUSD>
        <pctVal>0.1227313784</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.791000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EQT Corporation</name>
        <lei>4NT01YGM4X7ZX86ISY52</lei>
        <title>EQT CORP SR UNSECURED 02/30 7.5</title>
        <cusip>26884LAG4</cusip>
        <identifiers>
          <isin value="US26884LAG41"/>
          <ticker value="EQT"/>
        </identifiers>
        <balance>2886000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2978063.4</valUSD>
        <pctVal>0.0498978606</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-01</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>Eaton Vance CLO 2020-2 LTD</name>
        <lei>N/A</lei>
        <title>EATON VANCE CLO 2020-2 LTD EATON 2020 2A BR 144A</title>
        <cusip>27829PAN6</cusip>
        <identifiers>
          <isin value="US27829PAN69"/>
          <ticker value="EATON"/>
        </identifiers>
        <balance>6040000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5663581.16</valUSD>
        <pctVal>0.0948940788</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.212000000000</annualizedRt>
          <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>12556000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10231993.89</valUSD>
        <pctVal>0.1714384604</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>ELARA HGV TIMESHARE ISSUER 201 EHGVT 2019 A A 144A</name>
        <lei>N/A</lei>
        <title>ELARA HGV TIMESHARE ISSUER 201 EHGVT 2019 A A 144A</title>
        <cusip>28416TAA3</cusip>
        <identifiers>
          <isin value="US28416TAA34"/>
          <ticker value="EHGVT"/>
        </identifiers>
        <balance>3879617.84</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3590741.11</valUSD>
        <pctVal>0.0601633596</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.610000000000</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>ELMWOOD CLO IV LTD ELMW4 2020 1A A 144A</name>
        <lei>N/A</lei>
        <title>ELMWOOD CLO IV LTD ELMW4 2020 1A A 144A</title>
        <cusip>29002GAB7</cusip>
        <identifiers>
          <isin value="US29002GAB77"/>
          <ticker value="ELMW4"/>
        </identifiers>
        <balance>7297000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7055914.42</valUSD>
        <pctVal>0.1182228135</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.752000000000</annualizedRt>
          <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>6192000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5750416.34</valUSD>
        <pctVal>0.0963490142</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>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>8767000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7878902.11</valUSD>
        <pctVal>0.1320120851</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>Enbridge Inc.</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
        <title>ENBRIDGE INC SUBORDINATED 07/80 VAR</title>
        <cusip>29250NBC8</cusip>
        <identifiers>
          <isin value="US29250NBC83"/>
          <ticker value="ENBCN"/>
        </identifiers>
        <balance>8820000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7759395</valUSD>
        <pctVal>0.1300097270</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2080-07-15</maturityDt>
          <couponKind>Variable</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>Energy Transfer LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
        <title>ENERGY TRANSFER OPERATING LP COMPANY GUAR 03/45 5.15</title>
        <cusip>29273RBF5</cusip>
        <identifiers>
          <isin value="US29273RBF55"/>
          <ticker value="ETP"/>
        </identifiers>
        <balance>5400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4249583.08</valUSD>
        <pctVal>0.0712023471</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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Energy Transfer LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
        <title>ENERGY TRANSFER OPERATING LP COMPANY GUAR 04/27 4.2</title>
        <cusip>29273RBK4</cusip>
        <identifiers>
          <isin value="US29273RBK41"/>
          <ticker value="ETP"/>
        </identifiers>
        <balance>4899000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4530453.62</valUSD>
        <pctVal>0.0759083715</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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Energy Transfer LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
        <title>ENERGY TRANSFER OPERATING LP COMPANY GUAR 04/29 5.25</title>
        <cusip>29278NAG8</cusip>
        <identifiers>
          <isin value="US29278NAG88"/>
          <ticker value="ETP"/>
        </identifiers>
        <balance>17785000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16726000.53</valUSD>
        <pctVal>0.2802464320</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>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>Energy Transfer LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
        <title>ENERGY TRANSFER OPERATING LP COMPANY GUAR 06/27 5.5</title>
        <cusip>29278NAN3</cusip>
        <identifiers>
          <isin value="US29278NAN30"/>
          <ticker value="ETP"/>
        </identifiers>
        <balance>7447000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7254090.31</valUSD>
        <pctVal>0.1215432777</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>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>Engie Energia Chile S.A.</name>
        <lei>N/A</lei>
        <title>ENGIE ENERGIA CHILE SA SR UNSECURED 144A 01/30 3.4</title>
        <cusip>29287TAA7</cusip>
        <identifiers>
          <isin value="US29287TAA79"/>
          <ticker value="ECLCI"/>
        </identifiers>
        <balance>8250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6212924.69</valUSD>
        <pctVal>0.1040984050</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-28</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>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>12660000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10581277.12</valUSD>
        <pctVal>0.1772907488</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>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"/>
        </identifiers>
        <balance>3645000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3556378.75</valUSD>
        <pctVal>0.0595876135</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>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>4428000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3743341.67</valUSD>
        <pctVal>0.0627202029</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>5384000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4499224.07</valUSD>
        <pctVal>0.0753851161</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>FREDDIE MAC FG 11/46 FIXED 3.5</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC FG 11/46 FIXED 3.5</title>
        <cusip>3132WH3H6</cusip>
        <identifiers>
          <isin value="US3132WH3H68"/>
          <ticker value="FG"/>
        </identifiers>
        <balance>6720018.11</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6199852.42</valUSD>
        <pctVal>0.1038793773</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-11-01</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>FREDDIE MAC FG 01/47 FIXED 3.5</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC FG 01/47 FIXED 3.5</title>
        <cusip>3132WKLX4</cusip>
        <identifiers>
          <isin value="US3132WKLX43"/>
          <ticker value="FG"/>
        </identifiers>
        <balance>5676403.18</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5244114.43</valUSD>
        <pctVal>0.0878658562</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>3.500000000000</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>Nippon Life Insurance Company</name>
        <lei>549300Y0HHMFW3EVWY08</lei>
        <title>NIPPON LIFE INSURANCE CO SUBORDINATED 144A 01/51 VAR</title>
        <cusip>654579AH4</cusip>
        <identifiers>
          <isin value="US654579AH48"/>
          <ticker value="NIPLIF"/>
        </identifiers>
        <balance>13599000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10597597.21</valUSD>
        <pctVal>0.1775641942</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-01-21</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>Nissan Motor Acceptance Company LLC</name>
        <lei>7D6DIU2QXTUJRFNNJA49</lei>
        <title>NISSAN MOTOR ACCEPTANCE CO LLC SR UNSECURED 144A 09/24 1.125</title>
        <cusip>65480CAB1</cusip>
        <identifiers>
          <isin value="US65480CAB19"/>
          <ticker value="NSANY"/>
        </identifiers>
        <balance>4380000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3980525.34</valUSD>
        <pctVal>0.0666942478</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.125000000000</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>AMSR 2020-SFR4 TRUST AMSR 2020 SFR4 A 144A</name>
        <lei>N/A</lei>
        <title>AMSR 2020-SFR4 TRUST AMSR 2020 SFR4 A 144A</title>
        <cusip>66981FAA8</cusip>
        <identifiers>
          <isin value="US66981FAA84"/>
          <ticker value="AMSR"/>
        </identifiers>
        <balance>2973000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2655624.52</valUSD>
        <pctVal>0.0444953529</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-11-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.355000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMSR 2021-SFR4 TRUST AMSR 2021 SFR4 A 144A</name>
        <lei>N/A</lei>
        <title>AMSR 2021-SFR4 TRUST AMSR 2021 SFR4 A 144A</title>
        <cusip>66982FAA7</cusip>
        <identifiers>
          <isin value="US66982FAA75"/>
          <ticker value="AMSR"/>
        </identifiers>
        <balance>1681000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1461200.68</valUSD>
        <pctVal>0.0244826177</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-12-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.117000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OBX 2021-NQM2 TRUST OBX 2021 NQM2 A1 144A</name>
        <lei>N/A</lei>
        <title>ONSLOW BAY MORTGAGE LOAN TRUST OBX 2021 NQM2 A1 144A</title>
        <cusip>670857AA9</cusip>
        <identifiers>
          <isin value="US670857AA93"/>
          <ticker value="OBX"/>
        </identifiers>
        <balance>6470111.01</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5312658.62</valUSD>
        <pctVal>0.0890143235</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.101000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OBX 2021-NQM3 TRUST OBX 2021 NQM3 A1 144A</name>
        <lei>N/A</lei>
        <title>OBX 2021-NQM3 TRUST OBX 2021 NQM3 A1 144A</title>
        <cusip>67114JAA8</cusip>
        <identifiers>
          <isin value="US67114JAA88"/>
          <ticker value="OBX"/>
        </identifiers>
        <balance>7664267.59</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6115111.41</valUSD>
        <pctVal>0.1024595301</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.054000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OAKTREE CLO 2021-1 LTD OAKCL 2021 1A A1 144A</name>
        <lei>N/A</lei>
        <title>OAKTREE CLO 2021-1 LTD OAKCL 2021 1A A1 144A</title>
        <cusip>67402JAA9</cusip>
        <identifiers>
          <isin value="US67402JAA97"/>
          <ticker value="OAKCL"/>
        </identifiers>
        <balance>11169000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10693736.71</valUSD>
        <pctVal>0.1791750247</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.672000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SBL Holdings LLC</name>
        <lei>N/A</lei>
        <title>SBL HOLDINGS INC SR UNSECURED 144A 02/31 5</title>
        <cusip>78397DAB4</cusip>
        <identifiers>
          <isin value="US78397DAB47"/>
          <ticker value="SECBEN"/>
        </identifiers>
        <balance>7908000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6040560.44</valUSD>
        <pctVal>0.1012104183</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-18</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>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>7899000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7389830.46</valUSD>
        <pctVal>0.1238176225</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>SMRT 2022-MINI SMRT 2022 MINI A 144A</name>
        <lei>N/A</lei>
        <title>SMRT 2022-MINI SMRT 2022 MINI A 144A</title>
        <cusip>78457JAA0</cusip>
        <identifiers>
          <isin value="US78457JAA07"/>
          <ticker value="SMRT"/>
        </identifiers>
        <balance>16836000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16146769.52</valUSD>
        <pctVal>0.2705413370</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.846000000000</annualizedRt>
          <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 2021 1A A2I 144A</title>
        <cusip>87342RAG9</cusip>
        <identifiers>
          <isin value="US87342RAG92"/>
          <ticker value="BELL"/>
        </identifiers>
        <balance>14243367.5</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11898097.34</valUSD>
        <pctVal>0.1993542522</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.946000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Take-Two Interactive Software Inc.</name>
        <lei>BOMSTHHJK882EWYX3334</lei>
        <title>TAKE-TWO INTERACTIVE SOFTWARE SR UNSECURED 04/25 3.55</title>
        <cusip>874054AF6</cusip>
        <identifiers>
          <isin value="US874054AF63"/>
          <ticker value="TTWO"/>
        </identifiers>
        <balance>4169000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4000105.1</valUSD>
        <pctVal>0.0670223094</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-14</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>Targa Resources Partners LP / Targa Resources Partners Finance Corp</name>
        <lei>N/A</lei>
        <title>TARGA RESOURCES PARTNERS LP / COMPANY GUAR 01/32 4</title>
        <cusip>87612BBU5</cusip>
        <identifiers>
          <isin value="US87612BBU52"/>
          <ticker value="NGLS"/>
        </identifiers>
        <balance>7449000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6143227.55</valUSD>
        <pctVal>0.1029306198</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-15</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>Targa Resources Corp.</name>
        <lei>5493003QENHHS261UR94</lei>
        <title>TARGA RESOURCES CORP COMPANY GUAR 04/52 4.95</title>
        <cusip>87612GAB7</cusip>
        <identifiers>
          <isin value="US87612GAB77"/>
          <ticker value="TRGP"/>
        </identifiers>
        <balance>9104000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7004636.72</valUSD>
        <pctVal>0.1173636486</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-04-15</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>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>9222000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7488861.31</valUSD>
        <pctVal>0.1254768980</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>Telefonica Emisiones S.A.U.</name>
        <lei>N/A</lei>
        <title>TELEFONICA EMISIONES SA COMPANY GUAR 03/47 5.213</title>
        <cusip>87938WAU7</cusip>
        <identifiers>
          <isin value="US87938WAU71"/>
          <ticker value="TELEFO"/>
        </identifiers>
        <balance>10891000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8285463.3</valUSD>
        <pctVal>0.1388240735</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-03-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.213000000000</annualizedRt>
          <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 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>2759000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2661455.83</valUSD>
        <pctVal>0.0445930573</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>3.407270000000</annualizedRt>
          <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 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"/>
        </identifiers>
        <balance>420113.47</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>416205.66</valUSD>
        <pctVal>0.0069735829</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>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>5159859.71</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4812004.16</valUSD>
        <pctVal>0.0806257894</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 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"/>
        </identifiers>
        <balance>444048.39</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>436125.41</valUSD>
        <pctVal>0.0073073410</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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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"/>
        </identifiers>
        <balance>4481636.97</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4219632.41</valUSD>
        <pctVal>0.0707005195</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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST 2020 TPMT 2020 4 A1 144A</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 2020 TPMT 2020 4 A1 144A</title>
        <cusip>89179JAA4</cusip>
        <identifiers>
          <isin value="US89179JAA43"/>
          <ticker value="TPMT"/>
        </identifiers>
        <balance>5915544.6</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5267707.87</valUSD>
        <pctVal>0.0882611676</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-10-25</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>CSMC 2021-AFC1 TRUST CSMC 2021 AFC1 A1 144A</name>
        <lei>N/A</lei>
        <title>CSMC 2021-AFC1 TRUST CSMC 2021 AFC1 A1 144A</title>
        <cusip>12657LAA2</cusip>
        <identifiers>
          <isin value="US12657LAA26"/>
          <ticker value="CSMC"/>
        </identifiers>
        <balance>11144962.67</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9139233.83</valUSD>
        <pctVal>0.1531291158</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-03-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.830000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CARLYLE US CLO 2019-2 LTD CGMS 2019 2A A1R 144A</name>
        <lei>N/A</lei>
        <title>CARLYLE US CLO 2019-2 LTD CGMS 2019 2A A1R 144A</title>
        <cusip>14316EAL3</cusip>
        <identifiers>
          <isin value="US14316EAL39"/>
          <ticker value="CGMS"/>
        </identifiers>
        <balance>4566000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4395893.67</valUSD>
        <pctVal>0.0736538011</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.632000000000</annualizedRt>
          <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>13673000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12040266.6</valUSD>
        <pctVal>0.2017363176</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>13245000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11891168.02</valUSD>
        <pctVal>0.1992381505</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>16696000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13475504.89</valUSD>
        <pctVal>0.2257839319</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>12476000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9000058.15</valUSD>
        <pctVal>0.1507972082</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>Choice Hotels International Inc.</name>
        <lei>5493003CYRY5RFGTIR97</lei>
        <title>CHOICE HOTELS INTERNATIONAL IN SR UNSECURED 12/29 3.7</title>
        <cusip>169905AF3</cusip>
        <identifiers>
          <isin value="US169905AF36"/>
          <ticker value="CHH"/>
        </identifiers>
        <balance>9367000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7896096.24</valUSD>
        <pctVal>0.1323001751</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-01</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>Choice Hotels International Inc.</name>
        <lei>5493003CYRY5RFGTIR97</lei>
        <title>CHOICE HOTELS INTERNATIONAL IN SR UNSECURED 01/31 3.7</title>
        <cusip>169905AG1</cusip>
        <identifiers>
          <isin value="US169905AG19"/>
          <ticker value="CHH"/>
        </identifiers>
        <balance>4600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3823740.29</valUSD>
        <pctVal>0.0640672928</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>3.700000000000</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 SR UNSECURED 05/32 VAR</title>
        <cusip>172967MY4</cusip>
        <identifiers>
          <isin value="US172967MY46"/>
          <ticker value="C"/>
        </identifiers>
        <balance>5665000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4348812.71</valUSD>
        <pctVal>0.0728649532</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-05-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.561000000000</annualizedRt>
          <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 CGCMT 2020 GC46 A2</name>
        <lei>N/A</lei>
        <title>CITIGROUP COMMERCIAL MORTGAGE CGCMT 2020 GC46 A2</title>
        <cusip>17328RAX7</cusip>
        <identifiers>
          <isin value="US17328RAX70"/>
          <ticker value="CGCMT"/>
        </identifiers>
        <balance>13170000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12355136.54</valUSD>
        <pctVal>0.2070120066</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>2.708000000000</annualizedRt>
          <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>12256000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10024997.42</valUSD>
        <pctVal>0.1679702062</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>COLT 2021-2 MORTGAGE LOAN TRUS COLT 2021 2 A1 144A</name>
        <lei>N/A</lei>
        <title>COLT FUNDING LLC COLT 2021 2 A1 144A</title>
        <cusip>19685WAA9</cusip>
        <identifiers>
          <isin value="US19685WAA99"/>
          <ticker value="COLT"/>
        </identifiers>
        <balance>6155140.51</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5088927.99</valUSD>
        <pctVal>0.0852656862</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-08-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.924000000000</annualizedRt>
          <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-RPL1 TRUST COLT 2020 RPL1 A1 144A</name>
        <lei>N/A</lei>
        <title>COLT 2020 RPL1 TR 01/65 1</title>
        <cusip>19687YAA3</cusip>
        <identifiers>
          <isin value="US19687YAA38"/>
          <ticker value="COLT"/>
        </identifiers>
        <balance>10162307.89</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8745191.33</valUSD>
        <pctVal>0.1465268797</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2065-01-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.389700000000</annualizedRt>
          <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 2021-3 MORTGAGE LOAN TRUS COLT 2021 3 A1 144A</name>
        <lei>N/A</lei>
        <title>COLT 2021-3 MORTGAGE LOAN TRUS COLT 2021 3 A1 144A</title>
        <cusip>19688FAA3</cusip>
        <identifiers>
          <isin value="US19688FAA30"/>
          <ticker value="COLT"/>
        </identifiers>
        <balance>8390396.6</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6705574.76</valUSD>
        <pctVal>0.1123528244</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-09-27</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.956000000000</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>COLT 2021-HX1 MORTGAGE LOAN TR COLT 2021 HX1 A1 144A</name>
        <lei>N/A</lei>
        <title>COLT 2021-HX1 MORTGAGE LOAN TR COLT 2021 HX1 A1 144A</title>
        <cusip>19688KAA2</cusip>
        <identifiers>
          <isin value="US19688KAA25"/>
          <ticker value="COLT"/>
        </identifiers>
        <balance>6905696.62</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5678474.22</valUSD>
        <pctVal>0.0951436141</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.110000000000</annualizedRt>
          <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 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"/>
        </identifiers>
        <balance>5531000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5075755.01</valUSD>
        <pctVal>0.0850449711</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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CONNECTICUT AVENUE SECURITIES CAS 2022 R03 1M1 144A</name>
        <lei>N/A</lei>
        <title>CONNECTICUT AVENUE SECURITIES CAS 2022 R03 1M1 144A</title>
        <cusip>20753XAA2</cusip>
        <identifiers>
          <isin value="US20753XAA28"/>
          <ticker value="CAS"/>
        </identifiers>
        <balance>7039683.05</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6956421.2</valUSD>
        <pctVal>0.1165557909</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.380690000000</annualizedRt>
          <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 04/43 FIXED 3.5</title>
        <cusip>3138W7J54</cusip>
        <identifiers>
          <isin value="US3138W7J545"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>8031035.57</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7407447.34</valUSD>
        <pctVal>0.1241127957</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-04-01</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 05/44 FIXED 4</title>
        <cusip>3138WBXV2</cusip>
        <identifiers>
          <isin value="US3138WBXV20"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>9795535.79</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9335637.34</valUSD>
        <pctVal>0.1564198836</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-05-01</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>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>12667590.19</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11695861.88</valUSD>
        <pctVal>0.1959657693</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>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>7012611.78</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5750150.92</valUSD>
        <pctVal>0.0963445670</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>
        </securityLending>
      </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>9375000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8166562.5</valUSD>
        <pctVal>0.1368318743</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>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>7616000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7236625.03</valUSD>
        <pctVal>0.1212506445</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>KNDL 2019-KNSQ MORTGAGE TRUST KNDL 2019 KNSQ C 144A</name>
        <lei>N/A</lei>
        <title>KNDL 2019-KNSQ MORTGAGE TRUST KNDL 2019 KNSQ C 144A</title>
        <cusip>482598AJ8</cusip>
        <identifiers>
          <isin value="US482598AJ80"/>
          <ticker value="KNDL"/>
        </identifiers>
        <balance>8981000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8709851.93</valUSD>
        <pctVal>0.1459347632</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>3.868000000000</annualizedRt>
          <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>4555000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4915821.09</valUSD>
        <pctVal>0.0823652563</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>Kraft Heinz Foods Company</name>
        <lei>5493003STKEZ2S0RNU91</lei>
        <title>KRAFT HEINZ FOODS CO COMPANY GUAR 06/42 5</title>
        <cusip>50076QAE6</cusip>
        <identifiers>
          <isin value="US50076QAE61"/>
          <ticker value="KHC"/>
        </identifiers>
        <balance>3892000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3380735.98</valUSD>
        <pctVal>0.0566446948</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-06-04</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>Kraft Heinz Foods Company</name>
        <lei>5493003STKEZ2S0RNU91</lei>
        <title>KRAFT HEINZ FOODS CO COMPANY GUAR 06/46 4.375</title>
        <cusip>50077LAB2</cusip>
        <identifiers>
          <isin value="US50077LAB27"/>
          <ticker value="KHC"/>
        </identifiers>
        <balance>10167000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7903805.87</valUSD>
        <pctVal>0.1324293510</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-06-01</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>Kraft Heinz Foods Company</name>
        <lei>5493003STKEZ2S0RNU91</lei>
        <title>KRAFT HEINZ FOODS CO COMPANY GUAR 06/50 5.5</title>
        <cusip>50077LBJ4</cusip>
        <identifiers>
          <isin value="US50077LBJ44"/>
          <ticker value="KHC"/>
        </identifiers>
        <balance>6031000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5425360.59</valUSD>
        <pctVal>0.0909026605</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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lazard Group LLC</name>
        <lei>FI94J2CJ1D7BIGVMS874</lei>
        <title>LAZARD GROUP LLC SR UNSECURED 03/29 4.375</title>
        <cusip>52107QAK1</cusip>
        <identifiers>
          <isin value="US52107QAK13"/>
          <ticker value="LAZ"/>
        </identifiers>
        <balance>7100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6517807.74</valUSD>
        <pctVal>0.1092067623</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-11</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>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>6456000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5406900</valUSD>
        <pctVal>0.0905933508</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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Aker BP ASA</name>
        <lei>549300NFTY73920OYK69</lei>
        <title>LUNDIN ENERGY FINANCE BV COMPANY GUAR 144A 07/31 3.1</title>
        <cusip>55037AAB4</cusip>
        <identifiers>
          <isin value="US55037AAB44"/>
          <ticker value="LUNESS"/>
        </identifiers>
        <balance>8003000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6265832.57</valUSD>
        <pctVal>0.1049848838</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-15</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>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 11/48 FIXED VAR</title>
        <cusip>3140JAPG7</cusip>
        <identifiers>
          <isin value="US3140JAPG72"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>2430489.96</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2150865.74</valUSD>
        <pctVal>0.0360380504</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>
        </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 11/48 FIXED VAR</title>
        <cusip>3140JATG3</cusip>
        <identifiers>
          <isin value="US3140JATG37"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>6095654.69</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5413407.68</valUSD>
        <pctVal>0.0907023879</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>
        </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 11/47 FIXED 3.5</title>
        <cusip>3140Q7WR4</cusip>
        <identifiers>
          <isin value="US3140Q7WR40"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>20129694</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18491191.26</valUSD>
        <pctVal>0.3098224447</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>
          <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 10/48 FIXED 4</title>
        <cusip>3140Q9WT6</cusip>
        <identifiers>
          <isin value="US3140Q9WT61"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>7953810.34</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7500842.43</valUSD>
        <pctVal>0.1256776433</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-10-01</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 07/49 FIXED 4</title>
        <cusip>3140QBHE1</cusip>
        <identifiers>
          <isin value="US3140QBHE17"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>4697848.86</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4415626.53</valUSD>
        <pctVal>0.0739844279</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>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 09/49 FIXED 3</title>
        <cusip>3140QBTF5</cusip>
        <identifiers>
          <isin value="US3140QBTF53"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>10680968.39</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9342825.7</valUSD>
        <pctVal>0.1565403255</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 09/50 FIXED 2.5</title>
        <cusip>3140QEY48</cusip>
        <identifiers>
          <isin value="US3140QEY483"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>1558987.26</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1324583.55</valUSD>
        <pctVal>0.0221935790</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-01</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>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 12/50 FIXED 2.5</title>
        <cusip>3140QF5Y1</cusip>
        <identifiers>
          <isin value="US3140QF5Y15"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>57869486.36</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49059933.43</valUSD>
        <pctVal>0.8220059108</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-12-01</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>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 03/52 FIXED 2.5</title>
        <cusip>3140QNQL9</cusip>
        <identifiers>
          <isin value="US3140QNQL96"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>79814120.01</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>67252367.22</valUSD>
        <pctVal>1.1268226331</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-01</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>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 08/52 FIXED 4.5</title>
        <cusip>3140QP3D7</cusip>
        <identifiers>
          <isin value="US3140QP3D78"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>23682068.58</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22572042.66</valUSD>
        <pctVal>0.3781976694</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-08-01</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 06/52 FIXED 4.5</title>
        <cusip>3140QPJK4</cusip>
        <identifiers>
          <isin value="US3140QPJK45"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>12888009.02</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12324197.29</valUSD>
        <pctVal>0.2064936153</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-06-01</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>FREDDIE MAC FG 03/48 FIXED 4</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC FG 03/48 FIXED 4</title>
        <cusip>3132XXQK8</cusip>
        <identifiers>
          <isin value="US3132XXQK88"/>
          <ticker value="FG"/>
        </identifiers>
        <balance>327984.07</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>308521.46</valUSD>
        <pctVal>0.0051693194</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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC FG 12/46 FIXED 3.5</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC FG 12/46 FIXED 3.5</title>
        <cusip>31335A2V9</cusip>
        <identifiers>
          <isin value="US31335A2V96"/>
          <ticker value="FG"/>
        </identifiers>
        <balance>5171465.7</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4779246.74</valUSD>
        <pctVal>0.0800769344</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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC FG 12/45 FIXED 3</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC FG 12/45 FIXED 3</title>
        <cusip>31335AMG0</cusip>
        <identifiers>
          <isin value="US31335AMG03"/>
          <ticker value="FG"/>
        </identifiers>
        <balance>3795270.56</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3376090.9</valUSD>
        <pctVal>0.0565668659</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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC FG 05/46 FIXED 3</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC FG 05/46 FIXED 3</title>
        <cusip>31335AUC0</cusip>
        <identifiers>
          <isin value="US31335AUC07"/>
          <ticker value="FG"/>
        </identifiers>
        <balance>12013128.4</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10686303.6</valUSD>
        <pctVal>0.1790504819</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-05-01</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>FREDDIE MAC FG 10/46 FIXED 3.5</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC FG 10/46 FIXED 3.5</title>
        <cusip>31335AZ84</cusip>
        <identifiers>
          <isin value="US31335AZ844"/>
          <ticker value="FG"/>
        </identifiers>
        <balance>11794620.84</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10855852.76</valUSD>
        <pctVal>0.1818913013</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
          <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 12/46 FIXED 3</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC FG 12/46 FIXED 3</title>
        <cusip>31335BC20</cusip>
        <identifiers>
          <isin value="US31335BC205"/>
          <ticker value="FG"/>
        </identifiers>
        <balance>27086909.61</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24019035.39</valUSD>
        <pctVal>0.4024422310</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>3.000000000000</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>FREDDIE MAC FG 08/48 FIXED 4</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC FG 08/48 FIXED 4</title>
        <cusip>31335BXJ0</cusip>
        <identifiers>
          <isin value="US31335BXJ06"/>
          <ticker value="FG"/>
        </identifiers>
        <balance>13289832.99</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12532360.35</valUSD>
        <pctVal>0.2099814159</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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC POOL FR 01/52 FIXED 2</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC POOL FR 01/52 FIXED 2</title>
        <cusip>3133B3DL8</cusip>
        <identifiers>
          <isin value="US3133B3DL81"/>
          <ticker value="FR"/>
        </identifiers>
        <balance>5510071.46</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4477606.39</valUSD>
        <pctVal>0.0750229089</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-01</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>FREDDIE MAC POOL FR 05/52 FIXED 4</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC POOL FR 05/52 FIXED 4</title>
        <cusip>3133BAUW9</cusip>
        <identifiers>
          <isin value="US3133BAUW98"/>
          <ticker value="FR"/>
        </identifiers>
        <balance>868751.94</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>811675.11</valUSD>
        <pctVal>0.0135997277</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-05-01</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>FREDDIE MAC POOL FR 12/49 FIXED 3</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC POOL FR 12/49 FIXED 3</title>
        <cusip>3133KG6M5</cusip>
        <identifiers>
          <isin value="US3133KG6M55"/>
          <ticker value="FR"/>
        </identifiers>
        <balance>10801450.07</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9505595.78</valUSD>
        <pctVal>0.1592675605</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>
          <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 POOL FR 09/49 FIXED 3</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC POOL FR 09/49 FIXED 3</title>
        <cusip>3133KGP44</cusip>
        <identifiers>
          <isin value="US3133KGP443"/>
          <ticker value="FR"/>
        </identifiers>
        <balance>13650147.08</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11999736.46</valUSD>
        <pctVal>0.2010572296</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>FREDDIE MAC POOL FR 12/51 FIXED 2.5</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC POOL FR 12/51 FIXED 2.5</title>
        <cusip>3133KNED1</cusip>
        <identifiers>
          <isin value="US3133KNED12"/>
          <ticker value="FR"/>
        </identifiers>
        <balance>5043069.16</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4241472.81</valUSD>
        <pctVal>0.0710664584</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-12-01</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>FREDDIE MAC POOL FR 12/51 FIXED 2</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC POOL FR 12/51 FIXED 2</title>
        <cusip>3133KNGS6</cusip>
        <identifiers>
          <isin value="US3133KNGS62"/>
          <ticker value="FR"/>
        </identifiers>
        <balance>16045484.2</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13043930.88</valUSD>
        <pctVal>0.2185528502</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-12-01</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>FREDDIE MAC POOL FR 03/52 FIXED 2</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC POOL FR 03/52 FIXED 2</title>
        <cusip>3133KNW41</cusip>
        <identifiers>
          <isin value="US3133KNW411"/>
          <ticker value="FR"/>
        </identifiers>
        <balance>63545036.7</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51638107.52</valUSD>
        <pctVal>0.8652035711</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-01</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>FREDDIE MAC POOL FR 03/52 FIXED 3.5</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC POOL FR 03/52 FIXED 3.5</title>
        <cusip>3133KNWL3</cusip>
        <identifiers>
          <isin value="US3133KNWL36"/>
          <ticker value="FR"/>
        </identifiers>
        <balance>8492661.52</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7691242.17</valUSD>
        <pctVal>0.1288678170</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-01</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>FREDDIE MAC MULTIFAMILY STRUCT FHMS K026 X1</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC MULTIFAMILY STRUCT FHMS K026 X1</title>
        <cusip>3137B1BT8</cusip>
        <identifiers>
          <isin value="US3137B1BT88"/>
          <ticker value="FHMS"/>
        </identifiers>
        <balance>92169073.52</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2036.94</valUSD>
        <pctVal>0.0000341292</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>1.018699000000</annualizedRt>
          <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 K038 X1</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC MULTIFAMILY STRUCT FHMS K038 X1</title>
        <cusip>3137BBBE9</cusip>
        <identifiers>
          <isin value="US3137BBBE98"/>
          <ticker value="FHMS"/>
        </identifiers>
        <balance>50133623.05</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>600425.34</valUSD>
        <pctVal>0.0100602089</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.237892000000</annualizedRt>
          <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 K048 X1</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC MULTIFAMILY STRUCT FHMS K048 X1</title>
        <cusip>3137BLAD0</cusip>
        <identifiers>
          <isin value="US3137BLAD07"/>
          <ticker value="FHMS"/>
        </identifiers>
        <balance>153802183.07</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>805800.4</valUSD>
        <pctVal>0.0135012962</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.347205000000</annualizedRt>
          <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 09/41 FIXED 4</title>
        <cusip>3138ARZ23</cusip>
        <identifiers>
          <isin value="US3138ARZ233"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>8900051.46</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8584278.52</valUSD>
        <pctVal>0.1438307635</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 03/42 FIXED 4</title>
        <cusip>3138EBP58</cusip>
        <identifiers>
          <isin value="US3138EBP586"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>3464275.66</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3335667.54</valUSD>
        <pctVal>0.0558895670</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-03-01</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>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 07/42 FIXED 4</title>
        <cusip>3138M1D54</cusip>
        <identifiers>
          <isin value="US3138M1D543"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>10010033.36</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9635085.54</valUSD>
        <pctVal>0.1614371792</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-07-01</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 01/43 FIXED 3</title>
        <cusip>3138MPDV4</cusip>
        <identifiers>
          <isin value="US3138MPDV46"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>689848.7</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>616734.4</valUSD>
        <pctVal>0.0103334694</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>JH COLLATERAL</name>
        <lei>N/A</lei>
        <title>JH COLLATERAL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Custodian Identifier" value="926EMC902"/>
        </identifiers>
        <balance>40830338.28</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>407976740.09</valUSD>
        <pctVal>6.8357062142</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>Renesas Electronics Corporation</name>
        <lei>N/A</lei>
        <title>RENESAS ELECTRONICS CORP SR UNSECURED 144A 11/24 1.543</title>
        <cusip>75972BAA9</cusip>
        <identifiers>
          <isin value="US75972BAA98"/>
          <ticker value="NECELE"/>
        </identifiers>
        <balance>6826000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6245333.14</valUSD>
        <pctVal>0.1046414130</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.543000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SCF EQUIPMENT LEASING 2021-1 L SCFET 2021 1A B 144A</name>
        <lei>N/A</lei>
        <title>SCF EQUIPMENT LEASING 2021-1 L SCFET 2021 1A B 144A</title>
        <cusip>783897AD3</cusip>
        <identifiers>
          <isin value="US783897AD36"/>
          <ticker value="SCFET"/>
        </identifiers>
        <balance>6799000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6085813.46</valUSD>
        <pctVal>0.1019686389</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.370000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SCF EQUIPMENT LEASING 2019-2 L SCFET 2019 2A C 144A</name>
        <lei>N/A</lei>
        <title>SCF EQUIPMENT LEASING 2019-2 L SCFET 2019 2A C 144A</title>
        <cusip>784034AD2</cusip>
        <identifiers>
          <isin value="US784034AD20"/>
          <ticker value="SCFET"/>
        </identifiers>
        <balance>12112000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11390665</valUSD>
        <pctVal>0.1908521537</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.110000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SandP Global Inc.</name>
        <lei>Y6X4K52KMJMZE7I7MY94</lei>
        <title>SandP GLOBAL INC COMPANY GUAR 144A 08/28 4.75</title>
        <cusip>78409VAY0</cusip>
        <identifiers>
          <isin value="US78409VAY02"/>
          <ticker value="SPGI"/>
        </identifiers>
        <balance>3484000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3400324.81</valUSD>
        <pctVal>0.0569729084</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SMBC Aviation Capital Finance Designated Activity Company</name>
        <lei>N/A</lei>
        <title>SMBC AVIATION CAPITAL FINANCE COMPANY GUAR 144A 06/28 2.3</title>
        <cusip>78448TAF9</cusip>
        <identifiers>
          <isin value="US78448TAF93"/>
          <ticker value="SMBCAC"/>
        </identifiers>
        <balance>3894000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3071749.11</valUSD>
        <pctVal>0.0514675775</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-15</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>SMB PRIVATE EDUCATION LOAN TRU SMB 2021 A APT2 144A</name>
        <lei>N/A</lei>
        <title>SMB PRIVATE EDUCATION LOAN TRU SMB 2021 A APT2 144A</title>
        <cusip>78448YAJ0</cusip>
        <identifiers>
          <isin value="US78448YAJ01"/>
          <ticker value="SMB"/>
        </identifiers>
        <balance>4659043.86</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3966293.89</valUSD>
        <pctVal>0.0664557979</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.070000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SLG OFFICE TRUST 2021-OVA SLG 2021 OVA C 144A</name>
        <lei>N/A</lei>
        <title>SLG OFFICE TRUST 2021-OVA SLG 2021 OVA C 144A</title>
        <cusip>78449RAG0</cusip>
        <identifiers>
          <isin value="US78449RAG02"/>
          <ticker value="SLG"/>
        </identifiers>
        <balance>13468000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10116158.23</valUSD>
        <pctVal>0.1694976181</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.850610000000</annualizedRt>
          <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 2020 PTA A2A 144A</name>
        <lei>N/A</lei>
        <title>SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTA A2A 144A</title>
        <cusip>78449VAB2</cusip>
        <identifiers>
          <isin value="US78449VAB27"/>
          <ticker value="SMB"/>
        </identifiers>
        <balance>6062884.6</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5413559.36</valUSD>
        <pctVal>0.0907049293</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.600000000000</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 States Treasury Note/Bond</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE/BO 02/47 3</title>
        <cusip>912810RV2</cusip>
        <identifiers>
          <isin value="US912810RV26"/>
          <ticker value="T"/>
        </identifiers>
        <balance>37979000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31752521.07</valUSD>
        <pctVal>0.5320178438</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-02-15</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>United States Treasury Note/Bond</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE/BO 05/52 2.875</title>
        <cusip>912810TG3</cusip>
        <identifiers>
          <isin value="US912810TG31"/>
          <ticker value="T"/>
        </identifiers>
        <balance>539068000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>452059055.63</valUSD>
        <pctVal>7.5743114548</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-05-15</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>United States Treasury Note/Bond</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE/BO 08/52 3</title>
        <cusip>912810TJ7</cusip>
        <identifiers>
          <isin value="US912810TJ79"/>
          <ticker value="T"/>
        </identifiers>
        <balance>14065000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12137655.47</valUSD>
        <pctVal>0.2033680815</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-08-15</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>United States Treasury Note/Bond</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE/BO 08/42 3.375</title>
        <cusip>912810TK4</cusip>
        <identifiers>
          <isin value="US912810TK43"/>
          <ticker value="T"/>
        </identifiers>
        <balance>130162000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>117898299.06</valUSD>
        <pctVal>1.9754021647</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-08-15</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>REGENTS OF THE UNIVERSITY OF C UNVHGR 05/50 FIXED 3.006</name>
        <lei>N/A</lei>
        <title>REGENTS OF THE UNIVERSITY OF C UNVHGR 05/50 FIXED 3.006</title>
        <cusip>913366KB5</cusip>
        <identifiers>
          <isin value="US913366KB56"/>
          <ticker value="UNVHGR"/>
        </identifiers>
        <balance>14500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9632658.85</valUSD>
        <pctVal>0.1613965197</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.006000000000</annualizedRt>
          <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 10/30 2.65</title>
        <cusip>913903AV2</cusip>
        <identifiers>
          <isin value="US913903AV21"/>
          <ticker value="UHS"/>
        </identifiers>
        <balance>7813000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5780335.86</valUSD>
        <pctVal>0.0968503198</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-15</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>Universal Health Services Inc.</name>
        <lei>549300YGMGQDO0NMJD09</lei>
        <title>UNIVERSAL HEALTH SERVICES INC SR SECURED 144A 09/26 1.65</title>
        <cusip>913903AX8</cusip>
        <identifiers>
          <isin value="US913903AX86"/>
          <ticker value="UHS"/>
        </identifiers>
        <balance>7142000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5985035.71</valUSD>
        <pctVal>0.1002800939</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-01</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>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>2927906.42</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2800617.74</valUSD>
        <pctVal>0.0469247342</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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VR FUNDING LLC VINE 2020 1A A 144A</name>
        <lei>N/A</lei>
        <title>VR FUNDING LLC VINE 2020 1A A 144A</title>
        <cusip>91835CAA1</cusip>
        <identifiers>
          <isin value="US91835CAA18"/>
          <ticker value="VINE"/>
        </identifiers>
        <balance>9049222.12</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7913467.83</valUSD>
        <pctVal>0.1325912384</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.790000000000</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>Vantage Data Centers Issuer LLC</name>
        <lei>N/A</lei>
        <title>VANTAGE DATA CENTERS ISSUER LL VDC 2019 1A A2 144A</title>
        <cusip>92212KAA4</cusip>
        <identifiers>
          <isin value="US92212KAA43"/>
          <ticker value="VDC"/>
        </identifiers>
        <balance>9748847.21</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9305257.11</valUSD>
        <pctVal>0.1559108586</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.188000000000</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>Vantage Data Centers Issuer LLC</name>
        <lei>N/A</lei>
        <title>VANTAGE DATA CENTERS LLC VDC 2020 1A A2 144A</title>
        <cusip>92212KAB2</cusip>
        <identifiers>
          <isin value="US92212KAB26"/>
          <ticker value="VDC"/>
        </identifiers>
        <balance>8834000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7761805.05</valUSD>
        <pctVal>0.1300501078</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.645000000000</annualizedRt>
          <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 12/43 FIXED 4</title>
        <cusip>3138XBXV1</cusip>
        <identifiers>
          <isin value="US3138XBXV11"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>5621483.63</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5317063.99</valUSD>
        <pctVal>0.0890881361</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-12-01</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 03/44 FIXED 4</title>
        <cusip>3138XJ3L9</cusip>
        <identifiers>
          <isin value="US3138XJ3L97"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>6166738.09</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5877210.97</valUSD>
        <pctVal>0.0984734756</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-03-01</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>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 05/44 FIXED 4</title>
        <cusip>3138XQ4T5</cusip>
        <identifiers>
          <isin value="US3138XQ4T51"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>2909727.28</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2766751.14</valUSD>
        <pctVal>0.0463572947</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-05-01</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>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 06/44 FIXED 4</title>
        <cusip>3138XSPR2</cusip>
        <identifiers>
          <isin value="US3138XSPR26"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>2883580.87</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2741889.49</valUSD>
        <pctVal>0.0459407343</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-06-01</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 05/44 FIXED 4</title>
        <cusip>3138XUYS5</cusip>
        <identifiers>
          <isin value="US3138XUYS53"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>2168625.22</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2066808.7</valUSD>
        <pctVal>0.0346296631</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-05-01</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>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"/>
        </identifiers>
        <balance>24034298.23</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22183121.3</valUSD>
        <pctVal>0.3716812387</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>
        </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 10/47 FIXED VAR</title>
        <cusip>3140J7LP8</cusip>
        <identifiers>
          <isin value="US3140J7LP81"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>17196099.63</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15244583.07</valUSD>
        <pctVal>0.2554250794</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>
        </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 02/47 FIXED VAR</title>
        <cusip>3140J7TQ8</cusip>
        <identifiers>
          <isin value="US3140J7TQ82"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>8010752.97</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7114161.46</valUSD>
        <pctVal>0.1191987506</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>
        </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 01/48 FIXED VAR</title>
        <cusip>3140J7V28</cusip>
        <identifiers>
          <isin value="US3140J7V287"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>9709338.66</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8906888.03</valUSD>
        <pctVal>0.1492361301</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-01-01</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 04/48 FIXED VAR</title>
        <cusip>3140J8BK8</cusip>
        <identifiers>
          <isin value="US3140J8BK87"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>12011959.21</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11335388.01</valUSD>
        <pctVal>0.1899259802</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-04-01</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 03/49 FIXED VAR</title>
        <cusip>3140JAJ41</cusip>
        <identifiers>
          <isin value="US3140JAJ412"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>5277777.25</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4841583.21</valUSD>
        <pctVal>0.0811213905</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-03-01</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 07/52 FIXED 4</title>
        <cusip>3140QPRJ8</cusip>
        <identifiers>
          <isin value="US3140QPRJ89"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>48786995.82</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>45486414.07</valUSD>
        <pctVal>0.7621311040</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-07-01</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 08/52 FIXED 4.5</title>
        <cusip>3140QPYA9</cusip>
        <identifiers>
          <isin value="US3140QPYA97"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>14504039.4</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13824206.07</valUSD>
        <pctVal>0.2316264680</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-08-01</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 12/45 FIXED VAR</title>
        <cusip>3140X43Z7</cusip>
        <identifiers>
          <isin value="US3140X43Z71"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>7731414.16</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6875751.49</valUSD>
        <pctVal>0.1152041589</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>
        </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>10253252.39</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8968695.2</valUSD>
        <pctVal>0.1502717177</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 09/49 FIXED VAR</title>
        <cusip>3140X4UW4</cusip>
        <identifiers>
          <isin value="US3140X4UW44"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>17664474.8</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16078969.83</valUSD>
        <pctVal>0.2694053439</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>
          <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>15450325.13</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13630541.03</valUSD>
        <pctVal>0.2283815837</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>3140X5B93</cusip>
        <identifiers>
          <isin value="US3140X5B939"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>1163616.21</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1024016.71</valUSD>
        <pctVal>0.0171575404</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 11/49 FIXED VAR</title>
        <cusip>3140X5CA9</cusip>
        <identifiers>
          <isin value="US3140X5CA90"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>8091903</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7113528</valUSD>
        <pctVal>0.1191881369</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 08/49 FIXED VAR</title>
        <cusip>3140X5Q48</cusip>
        <identifiers>
          <isin value="US3140X5Q481"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>9603807.88</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9035864.61</valUSD>
        <pctVal>0.1513971504</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-08-01</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 09/50 FIXED VAR</title>
        <cusip>3140X7ZQ5</cusip>
        <identifiers>
          <isin value="US3140X7ZQ51"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>55339231.76</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>45160116.87</valUSD>
        <pctVal>0.7566639496</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-01</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 Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 02/51 FIXED VAR</title>
        <cusip>3140X9UH6</cusip>
        <identifiers>
          <isin value="US3140X9UH63"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>20849591.66</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17007996.02</valUSD>
        <pctVal>0.2849713051</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-02-01</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 Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 08/51 FIXED VAR</title>
        <cusip>3140XCB72</cusip>
        <identifiers>
          <isin value="US3140XCB721"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>13462840.81</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11396545.15</valUSD>
        <pctVal>0.1909506765</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-01</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>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 08/51 FIXED VAR</title>
        <cusip>3140XCL97</cusip>
        <identifiers>
          <isin value="US3140XCL977"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>13941874.56</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11792253.6</valUSD>
        <pctVal>0.1975808258</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-01</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>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 06/49 FIXED VAR</title>
        <cusip>3140XDXC5</cusip>
        <identifiers>
          <isin value="US3140XDXC59"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>16903519.99</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15480077.95</valUSD>
        <pctVal>0.2593708284</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-06-01</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 11/51 FIXED VAR</title>
        <cusip>3140XDYY6</cusip>
        <identifiers>
          <isin value="US3140XDYY60"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>38918531.42</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32954383.24</valUSD>
        <pctVal>0.5521552093</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-11-01</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>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 02/50 FIXED VAR</title>
        <cusip>3140XECP7</cusip>
        <identifiers>
          <isin value="US3140XECP74"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>7786675.2</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7323758.92</valUSD>
        <pctVal>0.1227105848</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-02-01</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 01/52 FIXED VAR</title>
        <cusip>3140XFGC9</cusip>
        <identifiers>
          <isin value="US3140XFGC90"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>16867769.78</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14234076.69</valUSD>
        <pctVal>0.2384939064</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-01</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>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 01/52 FIXED VAR</title>
        <cusip>3140XFPA3</cusip>
        <identifiers>
          <isin value="US3140XFPA34"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>19205273.72</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16800681.26</valUSD>
        <pctVal>0.2814977179</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-01</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 02/52 FIXED VAR</title>
        <cusip>3140XFWE7</cusip>
        <identifiers>
          <isin value="US3140XFWE72"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>699068.38</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>610831.69</valUSD>
        <pctVal>0.0102345687</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-02-01</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 01/49 FIXED VAR</title>
        <cusip>3140XFX97</cusip>
        <identifiers>
          <isin value="US3140XFX975"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>1537073.56</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1444253.84</valUSD>
        <pctVal>0.0241986711</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-01-01</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 02/52 FIXED VAR</title>
        <cusip>3140XFY54</cusip>
        <identifiers>
          <isin value="US3140XFY544"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>6995377.07</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5684598.7</valUSD>
        <pctVal>0.0952462306</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-02-01</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 Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 01/52 FIXED VAR</title>
        <cusip>3140XFYM7</cusip>
        <identifiers>
          <isin value="US3140XFYM70"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>34044110.73</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29802902.22</valUSD>
        <pctVal>0.4993517127</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-01</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>Ovintiv Inc.</name>
        <lei>N/A</lei>
        <title>OVINTIV INC COMPANY GUAR 11/31 7.2</title>
        <cusip>698900AG2</cusip>
        <identifiers>
          <isin value="US698900AG20"/>
          <ticker value="OVV"/>
        </identifiers>
        <balance>1177000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1200100.88</valUSD>
        <pctVal>0.0201078548</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-11-01</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>PROGRESS RESIDENTIAL 2021-SFR2 PROG 2021 SFR2 A 144A</name>
        <lei>N/A</lei>
        <title>PROGRESS RESIDENTIAL TRUST PROG 2021 SFR2 A 144A</title>
        <cusip>74333DAA2</cusip>
        <identifiers>
          <isin value="US74333DAA28"/>
          <ticker value="PROG"/>
        </identifiers>
        <balance>19363433.62</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16901185.21</valUSD>
        <pctVal>0.2831816754</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.546000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PROGRESS RESIDENTIAL 2021-SFR5 PROG 2021 SFR5 A 144A</name>
        <lei>N/A</lei>
        <title>PROGRESS RESIDENTIAL 2021-SFR5 PROG 2021 SFR5 A 144A</title>
        <cusip>74333FAA7</cusip>
        <identifiers>
          <isin value="US74333FAA75"/>
          <ticker value="PROG"/>
        </identifiers>
        <balance>13650386.18</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11730761.04</valUSD>
        <pctVal>0.1965505095</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-07-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.427000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PROGRESS RESIDENTIAL 2021-SFR8 PROG 2021 SFR8 B 144A</name>
        <lei>N/A</lei>
        <title>PROGRESS RESIDENTIAL 2021-SFR8 PROG 2021 SFR8 B 144A</title>
        <cusip>74333TAC3</cusip>
        <identifiers>
          <isin value="US74333TAC36"/>
          <ticker value="PROG"/>
        </identifiers>
        <balance>4514000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3860080.74</valUSD>
        <pctVal>0.0646761820</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-10-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.681000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PROVIDENT FUNDING MORTGAGE TRU PFMT 2020 F1 A2 144A</name>
        <lei>N/A</lei>
        <title>PROVIDENT FUNDING MORTGAGE TR 01/36 1</title>
        <cusip>74387TAB0</cusip>
        <identifiers>
          <isin value="US74387TAB08"/>
          <ticker value="PFMT"/>
        </identifiers>
        <balance>8613123.85</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7447729.43</valUSD>
        <pctVal>0.1247877277</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>Variable</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>Prudential Financial Inc.</name>
        <lei>5PRBRS5FEH7NREC8OR45</lei>
        <title>PRUDENTIAL FINANCIAL INC 03/52 1</title>
        <cusip>744320BJ0</cusip>
        <identifiers>
          <isin value="US744320BJ04"/>
          <ticker value="PRU"/>
        </identifiers>
        <balance>4543000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3938508.42</valUSD>
        <pctVal>0.0659902485</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-01</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>Booking Holdings Inc.</name>
        <lei>FXM8FAOHMYDIPD38UZ17</lei>
        <title>BOOKING HOLDINGS INC SR UNSECURED 04/30 4.625</title>
        <cusip>09857LAR9</cusip>
        <identifiers>
          <isin value="US09857LAR96"/>
          <ticker value="BKNG"/>
        </identifiers>
        <balance>9246000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8689712.19</valUSD>
        <pctVal>0.1455973191</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-13</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>Braskem Netherlands Finance B.V.</name>
        <lei>N/A</lei>
        <title>BRASKEM NETHERLANDS FINANCE BV COMPANY GUAR 144A 01/50 5.875</title>
        <cusip>10554TAE5</cusip>
        <identifiers>
          <isin value="US10554TAE55"/>
          <ticker value="BRASKM"/>
        </identifiers>
        <balance>7579000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5369721.5</valUSD>
        <pctVal>0.0899704199</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-01-31</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>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>6220000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5758020.7</valUSD>
        <pctVal>0.0964764263</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>TRICON AMERICAN HOMES 2020-SFR TAH 2020 SFR2 A 144A</name>
        <lei>N/A</lei>
        <title>TRICON AMERICAN HOMES 2020-SFR TAH 2020 SFR2 A 144A</title>
        <cusip>89613JAA8</cusip>
        <identifiers>
          <isin value="US89613JAA88"/>
          <ticker value="TAH"/>
        </identifiers>
        <balance>9820776.65</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8099716.97</valUSD>
        <pctVal>0.1357118683</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-11-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.482000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 NQM1 A1 144A</name>
        <lei>N/A</lei>
        <title>BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 NQM1 A1 144A</title>
        <cusip>10569TAA6</cusip>
        <identifiers>
          <isin value="US10569TAA60"/>
          <ticker value="BRAVO"/>
        </identifiers>
        <balance>3413281.79</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3134822.85</valUSD>
        <pctVal>0.0525243866</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.941000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <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"/>
        </identifiers>
        <balance>2188197.27</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2126339.12</valUSD>
        <pctVal>0.0356271035</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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TRITON CONTAINER FINANCE VIII TCF 2020 1A A 144A</name>
        <lei>N/A</lei>
        <title>TRITON CONTAINER FINANCE VIII TCF 2020 1A A 144A</title>
        <cusip>89680HAA0</cusip>
        <identifiers>
          <isin value="US89680HAA05"/>
          <ticker value="TCF"/>
        </identifiers>
        <balance>14070160</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12109642.2</valUSD>
        <pctVal>0.2028987153</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.110000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TRITON CONTAINER FINANCE VIII TCF 2021 1A A 144A</name>
        <lei>N/A</lei>
        <title>TRITON CONTAINER FINANCE VIII TCF 2021 1A A 144A</title>
        <cusip>89680HAE2</cusip>
        <identifiers>
          <isin value="US89680HAE27"/>
          <ticker value="TCF"/>
        </identifiers>
        <balance>8313180.01</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6977619.42</valUSD>
        <pctVal>0.1169109700</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.860000000000</annualizedRt>
          <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>1392722.74</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1379116.12</valUSD>
        <pctVal>0.0231072797</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>US Airways 2012-1 Class A Pass Through Trust</name>
        <lei>N/A</lei>
        <title>US AIRWAYS 2012-1 CLASS A PASS PASS THRU CE 04/26 5.9</title>
        <cusip>90345WAA2</cusip>
        <identifiers>
          <isin value="US90345WAA27"/>
          <ticker value="AAL"/>
        </identifiers>
        <balance>6463555.32</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6258676.13</valUSD>
        <pctVal>0.1048649766</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>5.900000000000</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>BRITISH AIRWAYS 2020-1 CLASS B PASS THRU CE 144A 11/28 8.375</name>
        <lei>N/A</lei>
        <title>BRITISH AIRWAYS 2020-1 CLASS B SECURED 144A 11/28 8.375</title>
        <cusip>11042WAA4</cusip>
        <identifiers>
          <isin value="US11042WAA45"/>
          <ticker value="IAGLN"/>
        </identifiers>
        <balance>3214353.42</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3249671.13</valUSD>
        <pctVal>0.0544486853</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-15</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>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>1449297.15</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1221200.97</valUSD>
        <pctVal>0.0204613897</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>US Airways 2012-2 Class A Pass Through Trust</name>
        <lei>N/A</lei>
        <title>US AIRWAYS 2012-2 CLASS A PASS PASS THRU CE 12/26 4.625</title>
        <cusip>90345WAD6</cusip>
        <identifiers>
          <isin value="US90345WAD65"/>
          <ticker value="AAL"/>
        </identifiers>
        <balance>3407330.57</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3060352.22</valUSD>
        <pctVal>0.0512766210</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-03</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>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>6262550.06</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5158558.93</valUSD>
        <pctVal>0.0864323621</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>CSMC 2021-NQM6 CSMC 2021 NQM6 A1 144A</name>
        <lei>N/A</lei>
        <title>CSMC 2021-NQM6 CSMC 2021 NQM6 A1 144A</title>
        <cusip>12662KAA7</cusip>
        <identifiers>
          <isin value="US12662KAA79"/>
          <ticker value="CSMC"/>
        </identifiers>
        <balance>7003417.44</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5595691.32</valUSD>
        <pctVal>0.0937565752</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.174000000000</annualizedRt>
          <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 03/28 4.3</title>
        <cusip>126650CX6</cusip>
        <identifiers>
          <isin value="US126650CX62"/>
          <ticker value="CVS"/>
        </identifiers>
        <balance>4269000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4026335.61</valUSD>
        <pctVal>0.0674618052</pctVal>
        <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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED AIRLINES 2020-1 CLASS A PASS THRU CE 04/29 5.875</name>
        <lei>N/A</lei>
        <title>UNITED AIRLINES 2020-1 CLASS A PASS THRU CE 04/29 5.875</title>
        <cusip>90931GAA7</cusip>
        <identifiers>
          <isin value="US90931GAA76"/>
          <ticker value="UAL"/>
        </identifiers>
        <balance>15402194.19</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14747600.94</valUSD>
        <pctVal>0.2470980757</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>5.875000000000</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>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>8312128.32</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6549832.43</valUSD>
        <pctVal>0.1097433404</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>CVS Health Corporation</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS HEALTH CORP SR UNSECURED 03/48 5.05</title>
        <cusip>126650CZ1</cusip>
        <identifiers>
          <isin value="US126650CZ11"/>
          <ticker value="CVS"/>
        </identifiers>
        <balance>7278000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6409460.73</valUSD>
        <pctVal>0.1073913933</pctVal>
        <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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NAVIENT STUDENT LOAN TRUST 202 NAVSL 2020 2A A1A 144A</name>
        <lei>N/A</lei>
        <title>NAVIENT STUDENT LOAN TRUST 202 NAVSL 2020 2A A1A 144A</title>
        <cusip>63942HAA9</cusip>
        <identifiers>
          <isin value="US63942HAA95"/>
          <ticker value="NAVSL"/>
        </identifiers>
        <balance>6858947.98</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5807126.25</valUSD>
        <pctVal>0.0972991965</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2069-08-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.320000000000</annualizedRt>
          <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 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"/>
        </identifiers>
        <balance>2351984.64</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2146425.89</valUSD>
        <pctVal>0.0359636601</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>9238780.57</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8315577.87</valUSD>
        <pctVal>0.1393286473</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 2020-1 CLASS B PASS THRU CE 07/27 4.875</name>
        <lei>N/A</lei>
        <title>UNITED AIRLINES 2020-1 CLASS B PASS THRU CE 07/27 4.875</title>
        <cusip>90932VAA3</cusip>
        <identifiers>
          <isin value="US90932VAA35"/>
          <ticker value="UAL"/>
        </identifiers>
        <balance>3592348</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3340883.64</valUSD>
        <pctVal>0.0559769634</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>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>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>7789843.7</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6717620.01</valUSD>
        <pctVal>0.1125546443</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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEIGHBORLY ISSUER LLC NBLY 2021 1A A2 144A</name>
        <lei>N/A</lei>
        <title>NEIGHBORLY ISSUER LLC NBLY 2021 1A A2 144A</title>
        <cusip>64016NAA5</cusip>
        <identifiers>
          <isin value="US64016NAA54"/>
          <ticker value="NBLY"/>
        </identifiers>
        <balance>13427037.5</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11098077.56</valUSD>
        <pctVal>0.1859498111</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.584000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEIGHBORLY ISSUER 2022-1 NBLY 2022 1A A2 144A</name>
        <lei>N/A</lei>
        <title>NEIGHBORLY ISSUER 2022-1 NBLY 2022 1A A2 144A</title>
        <cusip>64016NAC1</cusip>
        <identifiers>
          <isin value="US64016NAC11"/>
          <ticker value="NBLY"/>
        </identifiers>
        <balance>5365040</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4316099.57</valUSD>
        <pctVal>0.0723168400</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.695000000000</annualizedRt>
          <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 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"/>
        </identifiers>
        <balance>83239000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>63459982.72</valUSD>
        <pctVal>1.0632807109</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>
        </debtSec>
        <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 08/32 2.75</title>
        <cusip>91282CFF3</cusip>
        <identifiers>
          <isin value="US91282CFF32"/>
          <ticker value="T"/>
        </identifiers>
        <balance>164709000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>150605791.88</valUSD>
        <pctVal>2.5234206911</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-15</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Note/Bond</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE/BO 08/27 3.125</title>
        <cusip>91282CFH9</cusip>
        <identifiers>
          <isin value="US91282CFH97"/>
          <ticker value="T"/>
        </identifiers>
        <balance>109248000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>104792730</valUSD>
        <pctVal>1.7558165583</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-31</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>VICI Properties L.P.</name>
        <lei>N/A</lei>
        <title>VICI PROPERTIES LP SR UNSECURED 05/25 4.375</title>
        <cusip>925650AA1</cusip>
        <identifiers>
          <isin value="US925650AA17"/>
          <ticker value="VICI"/>
        </identifiers>
        <balance>2868000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2730737.52</valUSD>
        <pctVal>0.0457538815</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>4.375000000000</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>NEUBERGER BERMAN CLO XX LTD NEUB 2015 20A BRR 144A</name>
        <lei>N/A</lei>
        <title>NEUBERGER BERMAN CLO XX LTD NEUB 2015 20A BRR 144A</title>
        <cusip>64130TBC8</cusip>
        <identifiers>
          <isin value="US64130TBC80"/>
          <ticker value="NEUB"/>
        </identifiers>
        <balance>2978000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2792294.9</valUSD>
        <pctVal>0.0467852839</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.162000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VICI Properties L.P.</name>
        <lei>N/A</lei>
        <title>VICI PROPERTIES LP SR UNSECURED 05/32 5.125</title>
        <cusip>925650AD5</cusip>
        <identifiers>
          <isin value="US925650AD55"/>
          <ticker value="VICI"/>
        </identifiers>
        <balance>1733000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1536130.68</valUSD>
        <pctVal>0.0257380801</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>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>BAMLL Commercial Mortgage Securities Trust 2015-200P</name>
        <lei>549300UQK6PJ8BF5JQ90</lei>
        <title>BAMLL COMMERCIAL MORTGAGE SECU BAMLL 2015 200P A 144A</title>
        <cusip>05526QAA4</cusip>
        <identifiers>
          <isin value="US05526QAA40"/>
          <ticker value="BAMLL"/>
        </identifiers>
        <balance>5706000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5324404.97</valUSD>
        <pctVal>0.0892111353</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.218000000000</annualizedRt>
          <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 Securities Trust 2015-200P</name>
        <lei>549300UQK6PJ8BF5JQ90</lei>
        <title>BAMLL COMMERCIAL MORTGAGE SECU BAMLL 2015 200P C 144A</title>
        <cusip>05526QAG1</cusip>
        <identifiers>
          <isin value="US05526QAG10"/>
          <ticker value="BAMLL"/>
        </identifiers>
        <balance>6760000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6147155.98</valUSD>
        <pctVal>0.1029964412</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-14</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.715660000000</annualizedRt>
          <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>7805000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7410577.53</valUSD>
        <pctVal>0.1241652425</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>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"/>
        </identifiers>
        <balance>2891683.79</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2710812.44</valUSD>
        <pctVal>0.0454200341</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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BPR TRUST 04/24 1</name>
        <lei>N/A</lei>
        <title>BPR TRUST 04/24 1</title>
        <cusip>05592DAA2</cusip>
        <identifiers>
          <isin value="US05592DAA28"/>
          <ticker value="BPR"/>
        </identifiers>
        <balance>16875000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16622067.38</valUSD>
        <pctVal>0.2785050179</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.743380000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOCA COMMERCIAL MORTGAGE TRUST BOCA 2022 BOCA A 144A</name>
        <lei>N/A</lei>
        <title>BOCA COMMERCIAL MORTGAGE TRUST BOCA 2022 BOCA A 144A</title>
        <cusip>05592LAA4</cusip>
        <identifiers>
          <isin value="US05592LAA44"/>
          <ticker value="BOCA"/>
        </identifiers>
        <balance>5954000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5827572.76</valUSD>
        <pctVal>0.0976417806</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.614980000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOCA COMMERCIAL MORTGAGE 05/39 1</name>
        <lei>N/A</lei>
        <title>BOCA COMMERCIAL MORTGAGE 05/39 1</title>
        <cusip>05592LAC0</cusip>
        <identifiers>
          <isin value="US05592LAC00"/>
          <ticker value="BOCA"/>
        </identifiers>
        <balance>2231000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2169103.36</valUSD>
        <pctVal>0.0363436242</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.164480000000</annualizedRt>
          <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 2021-MFM1 BX 2021 MFM1 D 144A</name>
        <lei>N/A</lei>
        <title>BX 2021-MFM1 BX 2021 MFM1 D 144A</title>
        <cusip>05608VAJ5</cusip>
        <identifiers>
          <isin value="US05608VAJ52"/>
          <ticker value="BX"/>
        </identifiers>
        <balance>2927000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2743557.59</valUSD>
        <pctVal>0.0459686836</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.317710000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BXHPP TRUST 2021-FILM BXHPP 2021 FILM C 144A</name>
        <lei>N/A</lei>
        <title>BXHPP TRUST 2021-FILM BXHPP 2021 FILM C 144A</title>
        <cusip>05609JAL6</cusip>
        <identifiers>
          <isin value="US05609JAL61"/>
          <ticker value="BXHPP"/>
        </identifiers>
        <balance>17743000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16389542.67</valUSD>
        <pctVal>0.2746090345</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.918000000000</annualizedRt>
          <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 2021 ACNT A 144A</name>
        <lei>N/A</lei>
        <title>BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 ACNT A 144A</title>
        <cusip>05609QAA4</cusip>
        <identifiers>
          <isin value="US05609QAA40"/>
          <ticker value="BX"/>
        </identifiers>
        <balance>5198000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4989730.17</valUSD>
        <pctVal>0.0836036131</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.668000000000</annualizedRt>
          <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 2021 VOLT C 144A</name>
        <lei>N/A</lei>
        <title>BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 VOLT C 144A</title>
        <cusip>05609VAJ4</cusip>
        <identifiers>
          <isin value="US05609VAJ44"/>
          <ticker value="BX"/>
        </identifiers>
        <balance>7399000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6850016.4</valUSD>
        <pctVal>0.1147729639</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.917710000000</annualizedRt>
          <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 2022 AHP A 144A</name>
        <lei>N/A</lei>
        <title>BX COMMERCIAL MORTGAGE TRUST 2 BX 2022 AHP A 144A</title>
        <cusip>05610FAA5</cusip>
        <identifiers>
          <isin value="US05610FAA57"/>
          <ticker value="BX"/>
        </identifiers>
        <balance>12523000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12005453.21</valUSD>
        <pctVal>0.2011530145</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-01-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.835380000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BAIN CAPITAL CREDIT CLO 2017-1 BCC 2017 1A BR 144A</name>
        <lei>N/A</lei>
        <title>BAIN CAPITAL CREDIT CLO 2017-1 BCC 2017 1A BR 144A</title>
        <cusip>05682QAU0</cusip>
        <identifiers>
          <isin value="US05682QAU04"/>
          <ticker value="BCC"/>
        </identifiers>
        <balance>8160000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7694202.72</valUSD>
        <pctVal>0.1289174215</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.209860000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BALBOA BAY LOAN FUNDING 2021-1 BOBA 2021 1A A 144A</name>
        <lei>N/A</lei>
        <title>BALBOA BAY LOAN FUNDING LTD 07/34 1</title>
        <cusip>05765XAA9</cusip>
        <identifiers>
          <isin value="US05765XAA90"/>
          <ticker value="BOBA"/>
        </identifiers>
        <balance>3723000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3565048</valUSD>
        <pctVal>0.0597328680</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.909860000000</annualizedRt>
          <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 SA</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>7600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6778381.1</valUSD>
        <pctVal>0.1135727047</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 SR UNSECURED 10/27 3.248</title>
        <cusip>06051GGA1</cusip>
        <identifiers>
          <isin value="US06051GGA13"/>
          <ticker value="BAC"/>
        </identifiers>
        <balance>9341000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8370985.82</valUSD>
        <pctVal>0.1402570151</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.248000000000</annualizedRt>
          <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 07/29 VAR</title>
        <cusip>06051GHM4</cusip>
        <identifiers>
          <isin value="US06051GHM42"/>
          <ticker value="BAC"/>
        </identifiers>
        <balance>17187000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15671026.16</valUSD>
        <pctVal>0.2625701918</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-23</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.271000000000</annualizedRt>
          <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 04/31 VAR</title>
        <cusip>06051GJB6</cusip>
        <identifiers>
          <isin value="US06051GJB68"/>
          <ticker value="BAC"/>
        </identifiers>
        <balance>12322000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9772098.01</valUSD>
        <pctVal>0.1637328419</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-29</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.592000000000</annualizedRt>
          <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 04/32 VAR</title>
        <cusip>06051GJT7</cusip>
        <identifiers>
          <isin value="US06051GJT76"/>
          <ticker value="BAC"/>
        </identifiers>
        <balance>19364000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15118139.57</valUSD>
        <pctVal>0.2533065012</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-22</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.687000000000</annualizedRt>
          <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>7993000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7107734.89</valUSD>
        <pctVal>0.1190910726</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>
        </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>17394000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16957201.7</valUSD>
        <pctVal>0.2841202393</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>JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 144A 02/28 5.125</name>
        <lei>N/A</lei>
        <title>JBS USA LUX SA / JBS USA FOOD SR UNSECURED 144A 02/28 5.125</title>
        <cusip>46590XAG1</cusip>
        <identifiers>
          <isin value="US46590XAG16"/>
          <ticker value="JBSSBZ"/>
        </identifiers>
        <balance>3366000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3154850.82</valUSD>
        <pctVal>0.0528599580</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>5.125000000000</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>JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 144A 04/33 5.75</name>
        <lei>N/A</lei>
        <title>JBS USA LUX SA / JBS USA FOOD SR UNSECURED 144A 04/33 5.75</title>
        <cusip>46590XAH9</cusip>
        <identifiers>
          <isin value="US46590XAH98"/>
          <ticker value="JBSSBZ"/>
        </identifiers>
        <balance>9181000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8291728.34</valUSD>
        <pctVal>0.1389290451</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-01</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>JPMORGAN CHASE BANK NA - CACLN CACLN 2021 3 B 144A</name>
        <lei>N/A</lei>
        <title>JPMORGAN CHASE BANK NA - CACLN CACLN 2021 3 B 144A</title>
        <cusip>46591HCD0</cusip>
        <identifiers>
          <isin value="US46591HCD08"/>
          <ticker value="CACLN"/>
        </identifiers>
        <balance>3923353.2</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3753820.01</valUSD>
        <pctVal>0.0628957689</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.760000000000</annualizedRt>
          <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>12306000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12194336.59</valUSD>
        <pctVal>0.2043177814</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>Jack in the Box Funding LLC</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"/>
        </identifiers>
        <balance>2573805</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2285595.46</valUSD>
        <pctVal>0.0382954653</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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Jack in the Box Funding LLC</name>
        <lei>N/A</lei>
        <title>JACK IN THE BOX FUNDING LLC JACK 2022 1A A2I 144A</title>
        <cusip>466365AD5</cusip>
        <identifiers>
          <isin value="US466365AD56"/>
          <ticker value="JACK"/>
        </identifiers>
        <balance>8526870</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7386264.71</valUSD>
        <pctVal>0.1237578779</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-02-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.445000000000</annualizedRt>
          <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>12793000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10112369.49</valUSD>
        <pctVal>0.1694341372</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>12141000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9616838.63</valUSD>
        <pctVal>0.1611314497</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>J.P. MORGAN CHASE COMMERCIAL M JPMCC 2022 OPO A 144A</name>
        <lei>N/A</lei>
        <title>J.P. MORGAN CHASE COMMERCIAL M JPMCC 2022 OPO A 144A</title>
        <cusip>46655AAA6</cusip>
        <identifiers>
          <isin value="US46655AAA60"/>
          <ticker value="JPMCC"/>
        </identifiers>
        <balance>6678000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5772512.62</valUSD>
        <pctVal>0.0967192404</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-01-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.024200000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <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"/>
        </identifiers>
        <balance>685338.85</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>671262.61</valUSD>
        <pctVal>0.0112470971</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>
        </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 06/52 5.5</title>
        <cusip>53079EBN3</cusip>
        <identifiers>
          <isin value="US53079EBN31"/>
          <ticker value="LIBMUT"/>
        </identifiers>
        <balance>7364000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6347644.06</valUSD>
        <pctVal>0.1063556465</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-06-15</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>LIFE 2021-BMR MORTGAGE TRUST LIFE 2021 BMR A 144A</name>
        <lei>N/A</lei>
        <title>LIFE 2021-BMR MORTGAGE TRUST LIFE 2021 BMR A 144A</title>
        <cusip>53218CAA8</cusip>
        <identifiers>
          <isin value="US53218CAA80"/>
          <ticker value="LIFE"/>
        </identifiers>
        <balance>7339838.12</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7054689.08</valUSD>
        <pctVal>0.1182022827</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.518000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LIFE 2021-BMR MORTGAGE TRUST LIFE 2021 BMR D 144A</name>
        <lei>N/A</lei>
        <title>LIFE 2021-BMR MORTGAGE TRUST LIFE 2021 BMR D 144A</title>
        <cusip>53218CAG5</cusip>
        <identifiers>
          <isin value="US53218CAG50"/>
          <ticker value="LIFE"/>
        </identifiers>
        <balance>5951884.26</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5638597.9</valUSD>
        <pctVal>0.0944754809</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.218000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LIFE MORTGAGE TRUST US LIFE 2022 BMR2 A1 144A</name>
        <lei>N/A</lei>
        <title>LIFE MORTGAGE TRUST US LIFE 2022 BMR2 A1 144A</title>
        <cusip>53218DAA6</cusip>
        <identifiers>
          <isin value="US53218DAA63"/>
          <ticker value="LIFE"/>
        </identifiers>
        <balance>16812000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16328081.71</valUSD>
        <pctVal>0.2735792476</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.140620000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MFA 2021-INV1 TRUST MFRA 2021 INV1 A1 144A</name>
        <lei>N/A</lei>
        <title>MFRA TRUST 01/56 1.1</title>
        <cusip>552747AA5</cusip>
        <identifiers>
          <isin value="US552747AA55"/>
          <ticker value="MFRA"/>
        </identifiers>
        <balance>5906408.91</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5437213.24</valUSD>
        <pctVal>0.0911012533</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-01-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.852000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MFA 2021-NQM1 TRUST MFRA 2021 NQM1 A1 144A</name>
        <lei>N/A</lei>
        <title>MFA 2021-NQM1 TRUST MFRA 2021 NQM1 A1 144A</title>
        <cusip>55283FAA6</cusip>
        <identifiers>
          <isin value="US55283FAA66"/>
          <ticker value="MFRA"/>
        </identifiers>
        <balance>2875450.03</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2645900.84</valUSD>
        <pctVal>0.0443324313</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2065-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.153000000000</annualizedRt>
          <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>6523000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5279399.44</valUSD>
        <pctVal>0.0884570614</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>MADISON PARK FUNDING XXIII LTD MDPK 2017 23A AR 144A</name>
        <lei>N/A</lei>
        <title>MADISON PARK FUNDING XXIII LTD MDPK 2017 23A AR 144A</title>
        <cusip>55820TAJ7</cusip>
        <identifiers>
          <isin value="US55820TAJ79"/>
          <ticker value="MDPK"/>
        </identifiers>
        <balance>13510000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13274898.98</valUSD>
        <pctVal>0.2224227524</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.739290000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MADISON PARK FUNDING XXIII LTD MDPK 2017 23A BR 144A</name>
        <lei>N/A</lei>
        <title>MADISON PARK FUNDING XXIII LTD MDPK 2017 23A BR 144A</title>
        <cusip>55820TAL2</cusip>
        <identifiers>
          <isin value="US55820TAL26"/>
          <ticker value="MDPK"/>
        </identifiers>
        <balance>10046000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9608486.65</valUSD>
        <pctVal>0.1609915112</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.319290000000</annualizedRt>
          <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 LONG BONDCBT 1222</name>
        <lei>N/A</lei>
        <title>US LONG BONDCBT 1222</title>
        <cusip>ADI23W4B7</cusip>
        <identifiers>
          <isin value="US912810PW27"/>
          <ticker value="USZ2"/>
        </identifiers>
        <balance>358</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2782170.51</valUSD>
        <pctVal>-0.0466156483</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CHICAGO BOARD OF TRADE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>US 20yr 6%</issuerName>
                <issueTitle>US 20yr 6%</issueTitle>
                <identifiers>
                  <other otherDesc="NOTIONAL BOND" value="US 20yr 6%"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2022-12-20</expDate>
            <notionalAmt>48069170.510000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-2782170.510000000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE OR FREDDIE MAC MBS 30YR TBA</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL MBS 30YR TBA</title>
        <cusip>01F0406A0</cusip>
        <identifiers>
          <isin value="US01F0406A02"/>
          <ticker value="FNCL"/>
        </identifiers>
        <balance>4431000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4106982.24</valUSD>
        <pctVal>0.0688130505</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-08-25</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 MBS 30YR TBA</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL MBS 30YR TBA</title>
        <cusip>01F042699</cusip>
        <identifiers>
          <isin value="US01F0426993"/>
          <ticker value="FNCL"/>
        </identifiers>
        <balance>1766000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1682528.42</valUSD>
        <pctVal>0.0281909944</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>4.500000000000</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 MBS 30YR TBA</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL MBS 30YR TBA</title>
        <cusip>01F042699</cusip>
        <identifiers>
          <isin value="US01F0426993"/>
          <ticker value="FNCL"/>
        </identifiers>
        <balance>1766000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1682528.42</valUSD>
        <pctVal>-0.0281909944</pctVal>
        <payoffProfile>Short</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>4.500000000000</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 MBS 30YR TBA</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL MBS 30YR TBA</title>
        <cusip>01F0426A6</cusip>
        <identifiers>
          <isin value="US01F0426A65"/>
          <ticker value="FNCL"/>
        </identifiers>
        <balance>57558000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>54761026.55</valUSD>
        <pctVal>0.9175285076</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-07-25</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 MBS 30YR TBA</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL MBS 30YR TBA</title>
        <cusip>01F0506A9</cusip>
        <identifiers>
          <isin value="US01F0506A92"/>
          <ticker value="FNCL"/>
        </identifiers>
        <balance>55008000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>53521051.25</valUSD>
        <pctVal>0.8967525515</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-09-25</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>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>9136000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7715093.45</valUSD>
        <pctVal>0.1292674485</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>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>5697568.75</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4998409.26</valUSD>
        <pctVal>0.0837490324</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>AMERICAN AIRLINES 2016-1 CLASS PASS THRU CE 07/29 3.575</name>
        <lei>N/A</lei>
        <title>AMERICAN AIRLINES 2016-1 CLASS PASS THRU CE 07/29 3.575</title>
        <cusip>02376UAA3</cusip>
        <identifiers>
          <isin value="US02376UAA34"/>
          <ticker value="AAL"/>
        </identifiers>
        <balance>6518711.6</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5810257.37</valUSD>
        <pctVal>0.0973516588</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>3.575000000000</annualizedRt>
          <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 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>7444351.5</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5794241.76</valUSD>
        <pctVal>0.0970833151</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>
        </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>4477758.43</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3469667.69</valUSD>
        <pctVal>0.0581347578</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>6824668.07</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5750287.87</valUSD>
        <pctVal>0.0963468616</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>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"/>
        </identifiers>
        <balance>4956481.25</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3783342.61</valUSD>
        <pctVal>0.0633904241</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>
        </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>4555541.2</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3265243.38</valUSD>
        <pctVal>0.0547096005</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>AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/36 2.875</name>
        <lei>N/A</lei>
        <title>AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/36 2.875</title>
        <cusip>02379KAA2</cusip>
        <identifiers>
          <isin value="US02379KAA25"/>
          <ticker value="AAL"/>
        </identifiers>
        <balance>4290000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3484383.47</valUSD>
        <pctVal>0.0583813228</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-11</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>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>4327000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3984231.85</valUSD>
        <pctVal>0.0667563509</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 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>12035000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10557374.83</valUSD>
        <pctVal>0.1768902627</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>AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2020 1 C</name>
        <lei>N/A</lei>
        <title>AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2020 1 C</title>
        <cusip>03067DAF2</cusip>
        <identifiers>
          <isin value="US03067DAF24"/>
          <ticker value="AMCAR"/>
        </identifiers>
        <balance>7850000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7610905.49</valUSD>
        <pctVal>0.1275217649</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.590000000000</annualizedRt>
          <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>9144000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7553147</valUSD>
        <pctVal>0.1265540135</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>Ares Capital Corporation</name>
        <lei>WEQ82666OJYSI5GUAB47</lei>
        <title>ARES CAPITAL CORP SR UNSECURED 06/28 2.875</title>
        <cusip>04010LBB8</cusip>
        <identifiers>
          <isin value="US04010LBB80"/>
          <ticker value="ARCC"/>
        </identifiers>
        <balance>6780000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5336281.04</valUSD>
        <pctVal>0.0894101204</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-15</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>Ashtead Capital Inc.</name>
        <lei>N/A</lei>
        <title>ASHTEAD CAPITAL INC SECURED 144A 11/29 4.25</title>
        <cusip>045054AL7</cusip>
        <identifiers>
          <isin value="US045054AL70"/>
          <ticker value="AHTLN"/>
        </identifiers>
        <balance>2302000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2008737.93</valUSD>
        <pctVal>0.0336566794</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-01</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>Ashtead Capital Inc.</name>
        <lei>N/A</lei>
        <title>ASHTEAD CAPITAL INC COMPANY GUAR 144A 08/26 1.5</title>
        <cusip>045054AN3</cusip>
        <identifiers>
          <isin value="US045054AN37"/>
          <ticker value="AHTLN"/>
        </identifiers>
        <balance>4620000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3873501.23</valUSD>
        <pctVal>0.0649010442</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-12</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>NRZ EXCESS SPREAD-COLLATERALIZ NZES 2021 FHT1 A 144A</name>
        <lei>N/A</lei>
        <title>NRZ EXCESS SPREAD-COLLATERALIZ NZES 2021 FHT1 A 144A</title>
        <cusip>62955MAB2</cusip>
        <identifiers>
          <isin value="US62955MAB28"/>
          <ticker value="NZES"/>
        </identifiers>
        <balance>2091376.3</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1827811.86</valUSD>
        <pctVal>0.0306252383</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.104000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NYMT LOAN TRUST 2022-CP1 NYMT 2022 CP1 A1 144A</name>
        <lei>N/A</lei>
        <title>NYMT LOAN TRUST 2022-CP1 NYMT 2022 CP1 A1 144A</title>
        <cusip>62955VAA4</cusip>
        <identifiers>
          <isin value="US62955VAA44"/>
          <ticker value="NYMT"/>
        </identifiers>
        <balance>3501171.96</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3128773.66</valUSD>
        <pctVal>0.0524230316</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.042400000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <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>120650</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6005957</valUSD>
        <pctVal>0.1006306330</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>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"/>
        </identifiers>
        <balance>4887000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4262508.74</valUSD>
        <pctVal>0.0714189183</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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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"/>
        </identifiers>
        <balance>15455000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14467036.19</valUSD>
        <pctVal>0.2423971748</pctVal>
        <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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Santander Holdings USA Inc.</name>
        <lei>549300SMVCQN2P0O6I58</lei>
        <title>SANTANDER HOLDINGS USA INC SR UNSECURED 01/28 VAR</title>
        <cusip>80282KBC9</cusip>
        <identifiers>
          <isin value="US80282KBC99"/>
          <ticker value="SANUSA"/>
        </identifiers>
        <balance>7238000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6035916.07</valUSD>
        <pctVal>0.1011326013</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-06</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.490000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SERVPRO MASTER ISSUER LLC SPRO 2021 1A A2 144A</name>
        <lei>N/A</lei>
        <title>SERVPRO MASTER ISSUER LLC SPRO 2021 1A A2 144A</title>
        <cusip>817743AE7</cusip>
        <identifiers>
          <isin value="US817743AE78"/>
          <ticker value="SPRO"/>
        </identifiers>
        <balance>7148512.5</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5637345.55</valUSD>
        <pctVal>0.0944544976</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.394000000000</annualizedRt>
          <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 2021-1 Receivables Funding LLC</name>
        <lei>N/A</lei>
        <title>SIERRA TIMESHARE 2021-1 RECEIV SRFC 2021 1A A 144A</title>
        <cusip>82652QAA9</cusip>
        <identifiers>
          <isin value="US82652QAA94"/>
          <ticker value="SRFC"/>
        </identifiers>
        <balance>5132952.32</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4756346.07</valUSD>
        <pctVal>0.0796932305</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.990000000000</annualizedRt>
          <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 / SKYMILES SR SECURED 144A 10/25 4.5</name>
        <lei>N/A</lei>
        <title>DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/25 4.5</title>
        <cusip>830867AA5</cusip>
        <identifiers>
          <isin value="US830867AA59"/>
          <ticker value="DAL"/>
        </identifiers>
        <balance>2059000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1998582.06</valUSD>
        <pctVal>0.0334865164</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-20</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>DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75</name>
        <lei>N/A</lei>
        <title>DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75</title>
        <cusip>830867AB3</cusip>
        <identifiers>
          <isin value="US830867AB33"/>
          <ticker value="DAL"/>
        </identifiers>
        <balance>6536678</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6087971.99</valUSD>
        <pctVal>0.1020048054</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-20</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>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>7494163.55</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7079055.09</valUSD>
        <pctVal>0.1186105386</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>Societe Generale SA</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
        <title>SOCIETE GENERALE SA SUBORDINATED 144A 06/33 VAR</title>
        <cusip>83368RBL5</cusip>
        <identifiers>
          <isin value="US83368RBL50"/>
          <ticker value="SOCGEN"/>
        </identifiers>
        <balance>4310000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3820745.57</valUSD>
        <pctVal>0.0640171159</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-06-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.221000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOFI PROFESSIONAL LOAN PROGRAM SOFI 2019 B A2FX 144A</name>
        <lei>N/A</lei>
        <title>SOFI PROFESSIONAL LOAN PROGRAM SOFI 2019 B A2FX 144A</title>
        <cusip>83404WAB3</cusip>
        <identifiers>
          <isin value="US83404WAB37"/>
          <ticker value="SOFI"/>
        </identifiers>
        <balance>1445963.49</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1366757.37</valUSD>
        <pctVal>0.0229002071</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-08-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.090000000000</annualizedRt>
          <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>8590229.17</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7782189.26</valUSD>
        <pctVal>0.1303916480</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>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 11/45 FIXED 3.5</title>
        <cusip>3138WF2V7</cusip>
        <identifiers>
          <isin value="US3138WF2V70"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>7047737.28</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6507106.76</valUSD>
        <pctVal>0.1090274659</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>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 08/46 FIXED 3</title>
        <cusip>3138WHST0</cusip>
        <identifiers>
          <isin value="US3138WHST09"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>7273378.2</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6452497.46</valUSD>
        <pctVal>0.1081124796</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-08-01</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 01/47 FIXED 3</title>
        <cusip>3138WJTD0</cusip>
        <identifiers>
          <isin value="US3138WJTD04"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>7150691.49</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6336953.52</valUSD>
        <pctVal>0.1061765250</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 04/43 FIXED 3</title>
        <cusip>3138WPG24</cusip>
        <identifiers>
          <isin value="US3138WPG249"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>23946329.77</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21408354.06</valUSD>
        <pctVal>0.3586999074</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-04-01</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 09/43 FIXED 4</title>
        <cusip>3138X3XR8</cusip>
        <identifiers>
          <isin value="US3138X3XR84"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>24919437.85</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23679389.31</valUSD>
        <pctVal>0.3967514144</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-09-01</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>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"/>
        </identifiers>
        <balance>7297000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7000604.4</valUSD>
        <pctVal>0.1172960865</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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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"/>
        </identifiers>
        <balance>4128000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3764562.46</valUSD>
        <pctVal>0.0630757601</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>Sabine Pass Liquefaction LLC</name>
        <lei>549300KJYBG7C6WJYZ11</lei>
        <title>SABINE PASS LIQUEFACTION LLC SR SECURED 05/30 4.5</title>
        <cusip>785592AX4</cusip>
        <identifiers>
          <isin value="US785592AX43"/>
          <ticker value="SPLLLC"/>
        </identifiers>
        <balance>13283000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12100407.6</valUSD>
        <pctVal>0.2027439883</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>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>VMware Inc.</name>
        <lei>549300BUDHS3LRWBE814</lei>
        <title>VMWARE INC SR UNSECURED 05/30 4.7</title>
        <cusip>928563AF2</cusip>
        <identifiers>
          <isin value="US928563AF20"/>
          <ticker value="VMW"/>
        </identifiers>
        <balance>12282000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11048837.7</valUSD>
        <pctVal>0.1851247905</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>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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2021 3 IO</title>
        <cusip>38380RQC7</cusip>
        <identifiers>
          <isin value="US38380RQC78"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>77727531.69</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5251987.13</valUSD>
        <pctVal>0.0879977644</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2062-09-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.866490000000</annualizedRt>
          <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 05/63 1</title>
        <cusip>38380RQU7</cusip>
        <identifiers>
          <isin value="US38380RQU76"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>43040917.5</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3261322.23</valUSD>
        <pctVal>0.0546439011</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2063-05-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.983290000000</annualizedRt>
          <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 2021 11 IO</title>
        <cusip>38380RRL6</cusip>
        <identifiers>
          <isin value="US38380RRL68"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>67144414.75</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4980598.11</valUSD>
        <pctVal>0.0834506042</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2062-12-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.020550000000</annualizedRt>
          <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 2021 203 IO</title>
        <cusip>38381EEL8</cusip>
        <identifiers>
          <isin value="US38381EEL83"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>55861763.52</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3905033.34</valUSD>
        <pctVal>0.0654293690</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2063-07-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.86831</annualizedRt>
          <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 NATL MTG ASSN 10/63 0.79718</title>
        <cusip>38381ERF7</cusip>
        <identifiers>
          <isin value="US38381ERF78"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>19117760.34</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1312665.57</valUSD>
        <pctVal>0.0219938916</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2063-10-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.782590000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HALSEYPOINT CLO 2 LTD HLSY 2020 2A B 144A</name>
        <lei>N/A</lei>
        <title>HALSEYPOINT CLO 2 LTD HLSY 2020 2A B 144A</title>
        <cusip>40638TAE2</cusip>
        <identifiers>
          <isin value="US40638TAE29"/>
          <ticker value="HLSY"/>
        </identifiers>
        <balance>7083000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6746748.74</valUSD>
        <pctVal>0.1130427001</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.349860000000</annualizedRt>
          <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>7277000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7017005.6</valUSD>
        <pctVal>0.1175708909</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>Wendy's Funding LLC</name>
        <lei>N/A</lei>
        <title>WENDY'S FUNDING LLC WEN 2021 1A A2I 144A</title>
        <cusip>95058XAK4</cusip>
        <identifiers>
          <isin value="US95058XAK46"/>
          <ticker value="WEN"/>
        </identifiers>
        <balance>8054050</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6402728.13</valUSD>
        <pctVal>0.1072785876</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.370000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wingstop Funding LLC</name>
        <lei>N/A</lei>
        <title>WINGSTOP FUNDING LLC WSTOP 2020 1A A2 144A</title>
        <cusip>974153AB4</cusip>
        <identifiers>
          <isin value="US974153AB40"/>
          <ticker value="WSTOP"/>
        </identifiers>
        <balance>15714252.5</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13353987.49</valUSD>
        <pctVal>0.2237478912</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-12-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.841000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FLAGSTAR MORTGAGE TRUST 2021-1 FSMT 2021 1 A2 144A</name>
        <lei>N/A</lei>
        <title>FLAGSTAR MORTGAGE TRUST 2021-2 FSMT 2021 1 A2 144A</title>
        <cusip>33852DAB7</cusip>
        <identifiers>
          <isin value="US33852DAB73"/>
          <ticker value="FSMT"/>
        </identifiers>
        <balance>9790418.02</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7786828.55</valUSD>
        <pctVal>0.1304693799</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-02-01</maturityDt>
          <couponKind>Variable</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>State Board of Administration Finance Corporation</name>
        <lei>549300S34SOJ0RULXM35</lei>
        <title>STATE BOARD OF ADMINISTRATION FLSGEN 07/27 FIXED 1.705</title>
        <cusip>341271AE4</cusip>
        <identifiers>
          <isin value="US341271AE46"/>
          <ticker value="FLSGEN"/>
        </identifiers>
        <balance>5122000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4380228.37</valUSD>
        <pctVal>0.0733913269</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.705000000000</annualizedRt>
          <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>8396000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6159099.9</valUSD>
        <pctVal>0.1031965632</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>FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA1 M1A 144A</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA1 M1A 144A</title>
        <cusip>35564KPU7</cusip>
        <identifiers>
          <isin value="US35564KPU78"/>
          <ticker value="STACR"/>
        </identifiers>
        <balance>8454187.7</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8211725.82</valUSD>
        <pctVal>0.1375885919</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.280690000000</annualizedRt>
          <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 STACR REMIC TRUST STACR 2022 DNA2 M1A 144A</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY STACR 2022 DNA2 M1A 144A</title>
        <cusip>35564KRE1</cusip>
        <identifiers>
          <isin value="US35564KRE19"/>
          <ticker value="STACR"/>
        </identifiers>
        <balance>5675814.18</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5575221.73</valUSD>
        <pctVal>0.0934136045</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.580690000000</annualizedRt>
          <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 STACR REMIC TRUST STACR 2022 DNA2 M1B 144A</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY STACR 2022 DNA2 M1B 144A</title>
        <cusip>35564KRF8</cusip>
        <identifiers>
          <isin value="US35564KRF83"/>
          <ticker value="STACR"/>
        </identifiers>
        <balance>7663000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7117012.78</valUSD>
        <pctVal>0.1192465249</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.680690000000</annualizedRt>
          <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 STACR REMIC TRUST STACR 2022 DNA3 M1A 144A</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA3 M1A 144A</title>
        <cusip>35564KUW7</cusip>
        <identifiers>
          <isin value="US35564KUW79"/>
          <ticker value="STACR"/>
        </identifiers>
        <balance>7621850.99</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7545775.77</valUSD>
        <pctVal>0.1264305076</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.280690000000</annualizedRt>
          <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>9268000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7732292.4</valUSD>
        <pctVal>0.1295556193</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>Freeport-McMoRan Inc.</name>
        <lei>N/A</lei>
        <title>FREEPORT-MCMORAN INC COMPANY GUAR 03/30 4.25</title>
        <cusip>35671DCF0</cusip>
        <identifiers>
          <isin value="US35671DCF06"/>
          <ticker value="FCX"/>
        </identifiers>
        <balance>7941000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6790507.92</valUSD>
        <pctVal>0.1137758912</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>4.250000000000</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>General Motors Company</name>
        <lei>54930070NSV60J38I987</lei>
        <title>GENERAL MOTORS CO SR UNSECURED 10/29 5.4</title>
        <cusip>37045VAY6</cusip>
        <identifiers>
          <isin value="US37045VAY65"/>
          <ticker value="GM"/>
        </identifiers>
        <balance>8209000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7569081.11</valUSD>
        <pctVal>0.1268209917</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>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>FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA3 M1B 144A</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA3 M1B 144A</title>
        <cusip>35564KUX5</cusip>
        <identifiers>
          <isin value="US35564KUX52"/>
          <ticker value="STACR"/>
        </identifiers>
        <balance>4603000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4344074.81</valUSD>
        <pctVal>0.0727855690</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.180690000000</annualizedRt>
          <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 STACR REMIC TRUST STACR 2022 DNA4 M1A 144A</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA4 M1A 144A</title>
        <cusip>35564KWS4</cusip>
        <identifiers>
          <isin value="US35564KWS40"/>
          <ticker value="STACR"/>
        </identifiers>
        <balance>5871963.61</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5819918.63</valUSD>
        <pctVal>0.0975135346</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.480690000000</annualizedRt>
          <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 STACR REMIC TRUST STACR 2022 DNA4 M1B 144A</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA4 M1B 144A</title>
        <cusip>35564KWT2</cusip>
        <identifiers>
          <isin value="US35564KWT23"/>
          <ticker value="STACR"/>
        </identifiers>
        <balance>6945000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6597759.72</valUSD>
        <pctVal>0.1105463687</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.630690000000</annualizedRt>
          <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 STACR REMIC TRUST STACR 2022 DNA5 M1B 144A</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY STACR 2022 DNA5 M1B 144A</title>
        <cusip>35564KYP8</cusip>
        <identifiers>
          <isin value="US35564KYP82"/>
          <ticker value="STACR"/>
        </identifiers>
        <balance>10181000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10203301.48</valUSD>
        <pctVal>0.1709577152</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.780690000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fresenius Medical Care US Finance III Inc.</name>
        <lei>N/A</lei>
        <title>FRESENIUS MEDICAL CARE US FINA COMPANY GUAR 144A 06/29 3.75</title>
        <cusip>35805BAA6</cusip>
        <identifiers>
          <isin value="US35805BAA61"/>
          <ticker value="FMEGR"/>
        </identifiers>
        <balance>12965000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10858926.89</valUSD>
        <pctVal>0.1819428088</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>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>Fresenius Medical Care US Finance III Inc.</name>
        <lei>N/A</lei>
        <title>FRESENIUS MEDICAL CARE US FINA COMPANY GUAR 144A 02/31 2.375</title>
        <cusip>35805BAB4</cusip>
        <identifiers>
          <isin value="US35805BAB45"/>
          <ticker value="FMEGR"/>
        </identifiers>
        <balance>13464000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9784301.46</valUSD>
        <pctVal>0.1639373124</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-16</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>GCAT 2021-NQM2 TRUST GCAT 2021 NQM2 A1 144A</name>
        <lei>N/A</lei>
        <title>GCAT 2021-NQM2 TRUST GCAT 2021 NQM2 A1 144A</title>
        <cusip>36166XAA9</cusip>
        <identifiers>
          <isin value="US36166XAA90"/>
          <ticker value="GCAT"/>
        </identifiers>
        <balance>3466131.02</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2930347.93</valUSD>
        <pctVal>0.0490983813</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.036000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GCAT 2021-NQM3 TRUST GCAT 2021 NQM3 A1 144A</name>
        <lei>N/A</lei>
        <title>GCAT GCAT 2021 NQM3 A1 144A</title>
        <cusip>36167HAA3</cusip>
        <identifiers>
          <isin value="US36167HAA32"/>
          <ticker value="GCAT"/>
        </identifiers>
        <balance>5680015.98</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4716646.65</valUSD>
        <pctVal>0.0790280613</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.091000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GCAT 2021-NQM1 TRUST GCAT 2021 NQM1 A1 144A</name>
        <lei>N/A</lei>
        <title>GCAT 2021-NQM1 TRUST GCAT 2021 NQM1 A1 144A</title>
        <cusip>36167TAA7</cusip>
        <identifiers>
          <isin value="US36167TAA79"/>
          <ticker value="GCAT"/>
        </identifiers>
        <balance>3619843.32</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3101331.17</valUSD>
        <pctVal>0.0519632289</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-01-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.874000000000</annualizedRt>
          <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 11/41 FIXED 4</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE GN 11/41 FIXED 4</title>
        <cusip>36176RS52</cusip>
        <identifiers>
          <isin value="US36176RS523"/>
          <ticker value="GN"/>
        </identifiers>
        <balance>1191667.87</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1147961.54</valUSD>
        <pctVal>0.0192342530</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-11-15</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>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>5262000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5033155.62</valUSD>
        <pctVal>0.0843312125</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>GLP Capital L.P. / GLP Financing II Inc.</name>
        <lei>N/A</lei>
        <title>GLP CAPITAL LP / GLP FINANCING COMPANY GUAR 01/30 4</title>
        <cusip>361841AP4</cusip>
        <identifiers>
          <isin value="US361841AP42"/>
          <ticker value="GLPI"/>
        </identifiers>
        <balance>3326000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2777672.38</valUSD>
        <pctVal>0.0465402815</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>4.000000000000</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>GLP Capital L.P. / GLP Financing II Inc.</name>
        <lei>N/A</lei>
        <title>GLP CAPITAL LP / GLP FINANCING COMPANY GUAR 01/32 3.25</title>
        <cusip>361841AR0</cusip>
        <identifiers>
          <isin value="US361841AR08"/>
          <ticker value="GLPI"/>
        </identifiers>
        <balance>3361000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2526534.55</valUSD>
        <pctVal>0.0423324328</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-15</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>GINNIE MAE I POOL GN 10/39 FIXED 4</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE GN 10/39 FIXED 4</title>
        <cusip>3620AE7C8</cusip>
        <identifiers>
          <isin value="US3620AE7C82"/>
          <ticker value="GN"/>
        </identifiers>
        <balance>1534950.78</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1480231.17</valUSD>
        <pctVal>0.0248014762</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-10-15</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>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"/>
        </identifiers>
        <balance>6505000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6249762.66</valUSD>
        <pctVal>0.1047156302</pctVal>
        <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>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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"/>
        </identifiers>
        <balance>5820000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5352317.6</valUSD>
        <pctVal>0.0896788152</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>2.751000000000</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-BACKED SECURITIES GSMBS 2020 NQM1 A1 144A</name>
        <lei>N/A</lei>
        <title>GS MORTGAGE BACKED SECURITIES 09/60 1</title>
        <cusip>36259WAA9</cusip>
        <identifiers>
          <isin value="US36259WAA99"/>
          <ticker value="GSMBS"/>
        </identifiers>
        <balance>1280882.46</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1168198.75</valUSD>
        <pctVal>0.0195733302</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-09-27</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.382000000000</annualizedRt>
          <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-BACKED SECURITIES GSMBS 2021 NQM1 A1 144A</name>
        <lei>N/A</lei>
        <title>GS MORTGAGE-BACKED SECURITIES GSMBS 2021 NQM1 A1 144A</title>
        <cusip>36262EAA4</cusip>
        <identifiers>
          <isin value="US36262EAA47"/>
          <ticker value="GSMBS"/>
        </identifiers>
        <balance>2574923.1</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2203608.63</valUSD>
        <pctVal>0.0369217647</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.017000000000</annualizedRt>
          <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 CORP TR GSMS 2021 STAR A 144A</name>
        <lei>N/A</lei>
        <title>GS MORTGAGE SECURITIES CORP TR GSMS 2021 STAR A 144A</title>
        <cusip>36264LAA6</cusip>
        <identifiers>
          <isin value="US36264LAA61"/>
          <ticker value="GSMS"/>
        </identifiers>
        <balance>13304000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12757029.99</valUSD>
        <pctVal>0.2137457865</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.767710000000</annualizedRt>
          <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 06/30 3.6</title>
        <cusip>37045XCY0</cusip>
        <identifiers>
          <isin value="US37045XCY04"/>
          <ticker value="GM"/>
        </identifiers>
        <balance>20346000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16480673.02</valUSD>
        <pctVal>0.2761359360</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-21</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>General Motors Financial Company Inc.</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 10/28 2.4</title>
        <cusip>37045XDP8</cusip>
        <identifiers>
          <isin value="US37045XDP87"/>
          <ticker value="GM"/>
        </identifiers>
        <balance>17219000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13608600.84</valUSD>
        <pctVal>0.2280139728</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>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>Golden State Tobacco Securitization Corporation</name>
        <lei>N/A</lei>
        <title>GOLDEN STATE TOBACCO SECURITIZ GLDGEN 06/50 FIXED 4.214</title>
        <cusip>38122ND66</cusip>
        <identifiers>
          <isin value="US38122ND666"/>
          <ticker value="GLDGEN"/>
        </identifiers>
        <balance>4975000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3439764.25</valUSD>
        <pctVal>0.0576337216</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.214000000000</annualizedRt>
          <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 04/32 VAR</title>
        <cusip>38141GYB4</cusip>
        <identifiers>
          <isin value="US38141GYB49"/>
          <ticker value="GS"/>
        </identifiers>
        <balance>23362000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18108538.93</valUSD>
        <pctVal>0.3034110525</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-22</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.615000000000</annualizedRt>
          <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 10/32 VAR</title>
        <cusip>38141GYN8</cusip>
        <identifiers>
          <isin value="US38141GYN86"/>
          <ticker value="GS"/>
        </identifiers>
        <balance>9012000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6907401.51</valUSD>
        <pctVal>0.1157344593</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-10-21</maturityDt>
          <couponKind>Variable</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>GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2020 1A A2 144A</name>
        <lei>N/A</lei>
        <title>GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2020 1A A2 144A</title>
        <cusip>38177UAA8</cusip>
        <identifiers>
          <isin value="US38177UAA88"/>
          <ticker value="GCPAF"/>
        </identifiers>
        <balance>7732000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7074393.4</valUSD>
        <pctVal>0.1185324313</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.208000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2021 1A A2 144A</name>
        <lei>N/A</lei>
        <title>GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2021 1A A2 144A</title>
        <cusip>38178HAA6</cusip>
        <identifiers>
          <isin value="US38178HAA68"/>
          <ticker value="GCPAF"/>
        </identifiers>
        <balance>7518000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7030083.3</valUSD>
        <pctVal>0.1177900095</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.773000000000</annualizedRt>
          <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 2012 114 IO</title>
        <cusip>38378BE47</cusip>
        <identifiers>
          <isin value="US38378BE477"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>14723435.84</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>237761.4</valUSD>
        <pctVal>0.0039837249</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>0.620590000000</annualizedRt>
          <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>41308177.8</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1702727.22</valUSD>
        <pctVal>0.0285294280</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>0.721570000000</annualizedRt>
          <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>3746000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3315210</valUSD>
        <pctVal>0.0555467981</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>MHP 2022-MHIL MHP 2022 MHIL A 144A</name>
        <lei>N/A</lei>
        <title>MERIT 2020 MHP 2022 MHIL A 144A</title>
        <cusip>55293DAA9</cusip>
        <identifiers>
          <isin value="US55293DAA90"/>
          <ticker value="MHP"/>
        </identifiers>
        <balance>7636264.45</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7292154.52</valUSD>
        <pctVal>0.1221810487</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.659980000000</annualizedRt>
          <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 03/27 4.125</title>
        <cusip>55336VAK6</cusip>
        <identifiers>
          <isin value="US55336VAK61"/>
          <ticker value="MPLX"/>
        </identifiers>
        <balance>2551000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2379334.08</valUSD>
        <pctVal>0.0398660687</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>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>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>19577785.39</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>672381.42</valUSD>
        <pctVal>0.0112658429</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>0.485940000000</annualizedRt>
          <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>13158134.56</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>291785.58</valUSD>
        <pctVal>0.0048889074</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>0.272330000000</annualizedRt>
          <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>13400388.36</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>573509.82</valUSD>
        <pctVal>0.0096092357</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>0.844740000000</annualizedRt>
          <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 22 IO</title>
        <cusip>38379RNC3</cusip>
        <identifiers>
          <isin value="US38379RNC33"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>13286875.39</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>546257.99</valUSD>
        <pctVal>0.0091526275</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-12-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.796700000000</annualizedRt>
          <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 41 IO</title>
        <cusip>38379RPH0</cusip>
        <identifiers>
          <isin value="US38379RPH02"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>11052381.67</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>342317.68</valUSD>
        <pctVal>0.0057355797</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-07-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.618220000000</annualizedRt>
          <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 61 IO</title>
        <cusip>38379RSQ7</cusip>
        <identifiers>
          <isin value="US38379RSQ73"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>25402534.8</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1047219.5</valUSD>
        <pctVal>0.0175463063</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-05-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.768570000000</annualizedRt>
          <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 124 IO</title>
        <cusip>38379RW58</cusip>
        <identifiers>
          <isin value="US38379RW580"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>14357569.46</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>456066.76</valUSD>
        <pctVal>0.0076414611</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-01-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.609860000000</annualizedRt>
          <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>6705000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6107911.5</valUSD>
        <pctVal>0.1023388946</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 SR UNSECURED 12/27 4.25</title>
        <cusip>55336VBN9</cusip>
        <identifiers>
          <isin value="US55336VBN91"/>
          <ticker value="MPLX"/>
        </identifiers>
        <balance>4887000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4549653.13</valUSD>
        <pctVal>0.0762300620</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>MPLX LP</name>
        <lei>5493000CZJ19CK4P3G36</lei>
        <title>MPLX LP SR UNSECURED 09/32 4.95</title>
        <cusip>55336VBU3</cusip>
        <identifiers>
          <isin value="US55336VBU35"/>
          <ticker value="MPLX"/>
        </identifiers>
        <balance>3979000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3614842.64</valUSD>
        <pctVal>0.0605671840</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-09-01</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>Marvell Technology Inc.</name>
        <lei>N/A</lei>
        <title>MARVELL TECHNOLOGY INC COMPANY GUAR 04/28 2.45</title>
        <cusip>573874AF1</cusip>
        <identifiers>
          <isin value="US573874AF10"/>
          <ticker value="MRVL"/>
        </identifiers>
        <balance>11200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9251637.47</valUSD>
        <pctVal>0.1550124542</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>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>ABPCI DIRECT LENDING FUND ABS ABDLF 2020 1A A 144A</name>
        <lei>N/A</lei>
        <title>ABPCI DIRECT LENDING FUND ABS ABDLF 2020 1A A 144A</title>
        <cusip>00090TAA5</cusip>
        <identifiers>
          <isin value="US00090TAA51"/>
          <ticker value="ABDLF"/>
        </identifiers>
        <balance>9473000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8583494.77</valUSD>
        <pctVal>0.1438176317</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>3.199000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AES Panama Generation Holdings S.R.L.</name>
        <lei>N/A</lei>
        <title>AES PANAMA GENERATION HOLDINGS SR SECURED 144A 05/30 4.375</title>
        <cusip>00109AAB3</cusip>
        <identifiers>
          <isin value="US00109AAB35"/>
          <ticker value="AES"/>
        </identifiers>
        <balance>5952000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4687200</valUSD>
        <pctVal>0.0785346786</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-31</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>NXP BV / NXP FUNDING LLC / NXP COMPANY GUAR 05/41 3.25</name>
        <lei>N/A</lei>
        <title>NXP BV / NXP FUNDING LLC / NXP COMPANY GUAR 05/41 3.25</title>
        <cusip>62954HAU2</cusip>
        <identifiers>
          <isin value="US62954HAU23"/>
          <ticker value="NXPI"/>
        </identifiers>
        <balance>3717000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2437834.93</valUSD>
        <pctVal>0.0408462585</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-05-11</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>NXP BV / NXP FUNDING LLC / NXP COMPANY GUAR 06/26 3.875</name>
        <lei>N/A</lei>
        <title>NXP BV / NXP FUNDING LLC / NXP COMPANY GUAR 06/26 3.875</title>
        <cusip>62954HAZ1</cusip>
        <identifiers>
          <isin value="US62954HAZ10"/>
          <ticker value="NXPI"/>
        </identifiers>
        <balance>12831000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11975141.51</valUSD>
        <pctVal>0.2006451378</pctVal>
        <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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <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"/>
        </identifiers>
        <balance>3137000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2596842.89</valUSD>
        <pctVal>0.0435104587</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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OBX 2020-EXP2 TRUST OBX 2020 EXP2 A3 144A</name>
        <lei>N/A</lei>
        <title>ONSLOW BAY MORTGAGE LOAN TRUST 05/60 1</title>
        <cusip>67448VAM2</cusip>
        <identifiers>
          <isin value="US67448VAM28"/>
          <ticker value="OBX"/>
        </identifiers>
        <balance>2307001.51</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2034589.85</valUSD>
        <pctVal>0.0340898319</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-05-25</maturityDt>
          <couponKind>Variable</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>Ocean Trails CLO X</name>
        <lei>N/A</lei>
        <title>OCEAN TRAILS CLO X OCTR 2020 10A AR 144A</title>
        <cusip>67516CAN9</cusip>
        <identifiers>
          <isin value="US67516CAN92"/>
          <ticker value="OCTR"/>
        </identifiers>
        <balance>5975000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5688552.53</valUSD>
        <pctVal>0.0953124775</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.732000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ohio Turnpike And Infrastructure Commission</name>
        <lei>N/A</lei>
        <title>OHIO TURNPIKE and INFRASTRUCTURE OHSTRN 02/48 FIXED 3.216</title>
        <cusip>67760HNB3</cusip>
        <identifiers>
          <isin value="US67760HNB32"/>
          <ticker value="OHSTRN"/>
        </identifiers>
        <balance>6950000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5048386.87</valUSD>
        <pctVal>0.0845864141</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.216000000000</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>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>18106000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14594634.26</valUSD>
        <pctVal>0.2445350980</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>
        </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>8341000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7465010.75</valUSD>
        <pctVal>0.1250772786</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>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OXFORD FINANCE FUNDING 2020-1 OXFIN 2020 1A A2 144A</name>
        <lei>N/A</lei>
        <title>OXFORD FINANCE FUNDING 2020-1 OXFIN 2020 1A A2 144A</title>
        <cusip>69144AAA7</cusip>
        <identifiers>
          <isin value="US69144AAA79"/>
          <ticker value="OXFIN"/>
        </identifiers>
        <balance>5590997.78</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5523394.23</valUSD>
        <pctVal>0.0925452276</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.101000000000</annualizedRt>
          <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 07/49 VAR</title>
        <cusip>693475AK1</cusip>
        <identifiers>
          <isin value="US693475AK12"/>
          <ticker value="PNC"/>
        </identifiers>
        <balance>11183000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11107181.83</valUSD>
        <pctVal>0.1861023544</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.460290000000</annualizedRt>
          <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>4314000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3932431.57</valUSD>
        <pctVal>0.0658884301</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>The PNC Financial Services Group Inc.</name>
        <lei>CFGNEKW0P8842LEUIA51</lei>
        <title>PNC FINANCIAL SERVICES JR SUBORDINA 12/99 VAR</title>
        <cusip>693475BC8</cusip>
        <identifiers>
          <isin value="US693475BC86"/>
          <ticker value="PNC"/>
        </identifiers>
        <balance>12274000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9159810.28</valUSD>
        <pctVal>0.1534738771</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>Variable</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>PALMER SQUARE LOAN FUNDING 202 PSTAT 2021 3A A2 144A</name>
        <lei>N/A</lei>
        <title>PALMER SQUARE LOAN FUNDING 202 07/29 1</title>
        <cusip>69702BAC5</cusip>
        <identifiers>
          <isin value="US69702BAC54"/>
          <ticker value="PSTAT"/>
        </identifiers>
        <balance>6333000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6010916.29</valUSD>
        <pctVal>0.1007137265</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.109860000000</annualizedRt>
          <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 CLO X LTD MCLO 2017 10A A1AR 144A</name>
        <lei>N/A</lei>
        <title>MARATHON CLO X LTD MCLO 2017 10A A1AR 144A</title>
        <cusip>56578JAL6</cusip>
        <identifiers>
          <isin value="US56578JAL61"/>
          <ticker value="MCLO"/>
        </identifiers>
        <balance>9189582.96</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8980271.83</valUSD>
        <pctVal>0.1504656857</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.905140000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <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 12/28 4.65</title>
        <cusip>571903BB8</cusip>
        <identifiers>
          <isin value="US571903BB87"/>
          <ticker value="MAR"/>
        </identifiers>
        <balance>13237000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12323946.95</valUSD>
        <pctVal>0.2064894208</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-12-01</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>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORP SR UNSECURED 06/29 VAR</title>
        <cusip>06051GJZ3</cusip>
        <identifiers>
          <isin value="US06051GJZ37"/>
          <ticker value="BAC"/>
        </identifiers>
        <balance>12755000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10365153.81</valUSD>
        <pctVal>0.1736695732</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-14</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.087000000000</annualizedRt>
          <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 03/37 1</title>
        <cusip>06051GKL2</cusip>
        <identifiers>
          <isin value="US06051GKL22"/>
          <ticker value="BAC"/>
        </identifiers>
        <balance>9199000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7421779.05</valUSD>
        <pctVal>0.1243529255</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-08</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.846000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BARINGS CLO LTD 2013-I BABSN 2013 IA AR 144A</name>
        <lei>N/A</lei>
        <title>BARINGS CLO LTD 2013-I BABSN 2013 IA AR 144A</title>
        <cusip>06760EAA4</cusip>
        <identifiers>
          <isin value="US06760EAA47"/>
          <ticker value="BABSN"/>
        </identifiers>
        <balance>9090728.72</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8959340.42</valUSD>
        <pctVal>0.1501149771</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.509860000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEACON CONTAINER FINANCE II LL BEACN 2021 1A A 144A</name>
        <lei>N/A</lei>
        <title>BEACON CONTAINER FINANCE II LL BEACN 2021 1A A 144A</title>
        <cusip>07359BAA5</cusip>
        <identifiers>
          <isin value="US07359BAA52"/>
          <ticker value="BEACN"/>
        </identifiers>
        <balance>11222458.42</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9615480.93</valUSD>
        <pctVal>0.1611087013</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-10-22</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>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"/>
        </identifiers>
        <balance>8096918.78</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7743007.32</valUSD>
        <pctVal>0.1297351492</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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Blackstone Private Credit Fund</name>
        <lei>N/A</lei>
        <title>BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 11/24 2.35</title>
        <cusip>09261HAH0</cusip>
        <identifiers>
          <isin value="US09261HAH03"/>
          <ticker value="BCRED"/>
        </identifiers>
        <balance>7493000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6836207.38</valUSD>
        <pctVal>0.1145415919</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.350000000000</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>Blackstone Private Credit Fund</name>
        <lei>N/A</lei>
        <title>BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 03/27 3.25</title>
        <cusip>09261HAK3</cusip>
        <identifiers>
          <isin value="US09261HAK32"/>
          <ticker value="BCRED"/>
        </identifiers>
        <balance>1690000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1399066.31</valUSD>
        <pctVal>0.0234415478</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>3.250000000000</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>Blackstone Private Credit Fund</name>
        <lei>N/A</lei>
        <title>BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 01/25 2.7</title>
        <cusip>09261HAP2</cusip>
        <identifiers>
          <isin value="US09261HAP29"/>
          <ticker value="BCRED"/>
        </identifiers>
        <balance>5893000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5341689.99</valUSD>
        <pctVal>0.0895007481</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>2.700000000000</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>Blackstone Private Credit Fund</name>
        <lei>N/A</lei>
        <title>BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 01/29 4</title>
        <cusip>09261HAR8</cusip>
        <identifiers>
          <isin value="US09261HAR84"/>
          <ticker value="BCRED"/>
        </identifiers>
        <balance>8340000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6680757.75</valUSD>
        <pctVal>0.1119370120</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-15</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>The Boeing Company</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BOEING CO/THE SR UNSECURED 03/29 3.2</title>
        <cusip>097023CD5</cusip>
        <identifiers>
          <isin value="US097023CD51"/>
          <ticker value="BA"/>
        </identifiers>
        <balance>4360000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3640381.13</valUSD>
        <pctVal>0.0609950849</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-01</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>The Boeing Company</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BOEING CO/THE SR UNSECURED 05/27 5.04</title>
        <cusip>097023CU7</cusip>
        <identifiers>
          <isin value="US097023CU76"/>
          <ticker value="BA"/>
        </identifiers>
        <balance>12923000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12449521.44</valUSD>
        <pctVal>0.2085934386</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>5.040000000000</annualizedRt>
          <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 Boeing Company</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BOEING CO/THE SR UNSECURED 05/30 5.15</title>
        <cusip>097023CY9</cusip>
        <identifiers>
          <isin value="US097023CY98"/>
          <ticker value="BA"/>
        </identifiers>
        <balance>17787000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16453824.51</valUSD>
        <pctVal>0.2756860855</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>5.150000000000</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>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>8410000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8131039.21</valUSD>
        <pctVal>0.1362366767</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>
        </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 144A 04/31 3.375</title>
        <cusip>74736KAJ0</cusip>
        <identifiers>
          <isin value="US74736KAJ07"/>
          <ticker value="QRVO"/>
        </identifiers>
        <balance>5277000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3953264.55</valUSD>
        <pctVal>0.0662374895</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>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>Qorvo Inc.</name>
        <lei>N/A</lei>
        <title>QORVO INC COMPANY GUAR 144A 12/24 1.75</title>
        <cusip>74739DAA2</cusip>
        <identifiers>
          <isin value="US74739DAA28"/>
          <ticker value="QRVO"/>
        </identifiers>
        <balance>6016000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5545624</valUSD>
        <pctVal>0.0929176904</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>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>Natwest Group plc</name>
        <lei>N/A</lei>
        <title>ROYAL BK SCOTLND GRP PLC 11/29 1</title>
        <cusip>780097BM2</cusip>
        <identifiers>
          <isin value="US780097BM20"/>
          <ticker value="RBS"/>
        </identifiers>
        <balance>4512000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4166051.47</valUSD>
        <pctVal>0.0698027635</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.754000000000</annualizedRt>
          <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 03/28 1.55</title>
        <cusip>29444UBL9</cusip>
        <identifiers>
          <isin value="US29444UBL98"/>
          <ticker value="EQIX"/>
        </identifiers>
        <balance>9456000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7607628.78</valUSD>
        <pctVal>0.1274668632</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>1.550000000000</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>Equinix Inc.</name>
        <lei>549300EVUN2BTLJ3GT74</lei>
        <title>EQUINIX INC SR UNSECURED 05/31 2.5</title>
        <cusip>29444UBS4</cusip>
        <identifiers>
          <isin value="US29444UBS42"/>
          <ticker value="EQIX"/>
        </identifiers>
        <balance>14515000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11182393.59</valUSD>
        <pctVal>0.1873625377</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-15</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>EXETER AUTOMOBILE RECEIVABLES EART 2021 1A C</name>
        <lei>N/A</lei>
        <title>EXETER AUTOMOBILE RECEIVABLES EART 2021 1A C</title>
        <cusip>30166RAE7</cusip>
        <identifiers>
          <isin value="US30166RAE71"/>
          <ticker value="EART"/>
        </identifiers>
        <balance>4763000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4670010.05</valUSD>
        <pctVal>0.0782466587</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.740000000000</annualizedRt>
          <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>8638000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8493644.34</valUSD>
        <pctVal>0.1423121754</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>16524000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14674737.53</valUSD>
        <pctVal>0.2458772392</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>Expedia Group Inc.</name>
        <lei>CI7MUJI4USF3V0NJ1H64</lei>
        <title>EXPEDIA GROUP INC COMPANY GUAR 03/31 2.95</title>
        <cusip>30212PBH7</cusip>
        <identifiers>
          <isin value="US30212PBH73"/>
          <ticker value="EXPE"/>
        </identifiers>
        <balance>6373000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4944034.47</valUSD>
        <pctVal>0.0828379754</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-15</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>Expedia Group Inc.</name>
        <lei>CI7MUJI4USF3V0NJ1H64</lei>
        <title>EXPEDIA GROUP INC COMPANY GUAR 08/27 4.625</title>
        <cusip>30212PBK0</cusip>
        <identifiers>
          <isin value="US30212PBK03"/>
          <ticker value="EXPE"/>
        </identifiers>
        <balance>8713000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8182408.71</valUSD>
        <pctVal>0.1370973798</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>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>FREDDIE MAC FG 04/44 FIXED 3.5</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC FG 04/44 FIXED 3.5</title>
        <cusip>3128MABR9</cusip>
        <identifiers>
          <isin value="US3128MABR92"/>
          <ticker value="FG"/>
        </identifiers>
        <balance>21985143.88</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20317726.81</valUSD>
        <pctVal>0.3404262983</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-04-01</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>FREDDIE MAC POOL FR 10/49 FIXED 3</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC POOL FR 10/49 FIXED 3</title>
        <cusip>3132DMDD4</cusip>
        <identifiers>
          <isin value="US3132DMDD48"/>
          <ticker value="FR"/>
        </identifiers>
        <balance>14081115.67</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12391798.59</valUSD>
        <pctVal>0.2076262843</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>FREDDIE MAC POOL FR 11/51 FIXED 2.5</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC POOL FR 11/51 FIXED 2.5</title>
        <cusip>3132DMZF5</cusip>
        <identifiers>
          <isin value="US3132DMZF57"/>
          <ticker value="FR"/>
        </identifiers>
        <balance>15262195.8</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12898270.92</valUSD>
        <pctVal>0.2161122976</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-11-01</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>FREDDIE MAC POOL FR 11/51 FIXED 2</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC POOL FR 11/51 FIXED 2</title>
        <cusip>3132DMZK4</cusip>
        <identifiers>
          <isin value="US3132DMZK43"/>
          <ticker value="FR"/>
        </identifiers>
        <balance>4868678.58</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3959439.22</valUSD>
        <pctVal>0.0663409470</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-11-01</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>FREDDIE MAC POOL FR 07/52 FIXED 4.5</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC POOL FR 07/52 FIXED 4.5</title>
        <cusip>3132DNEX7</cusip>
        <identifiers>
          <isin value="US3132DNEX75"/>
          <ticker value="FR"/>
        </identifiers>
        <balance>6764681.44</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6456063.14</valUSD>
        <pctVal>0.1081722230</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-07-01</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>FREDDIE MAC POOL FR 08/52 FIXED 4</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC POOL FR 08/52 FIXED 4</title>
        <cusip>3132DNPH0</cusip>
        <identifiers>
          <isin value="US3132DNPH07"/>
          <ticker value="FR"/>
        </identifiers>
        <balance>58791759.89</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>54685719.86</valUSD>
        <pctVal>0.9162667337</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-08-01</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>FREDDIE MAC POOL FR 08/52 FIXED 4.5</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC POOL FR 08/52 FIXED 4.5</title>
        <cusip>3132DNT86</cusip>
        <identifiers>
          <isin value="US3132DNT869"/>
          <ticker value="FR"/>
        </identifiers>
        <balance>20461893.93</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19566747.46</valUSD>
        <pctVal>0.3278435363</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-08-01</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>FREDDIE MAC POOL FR 08/52 FIXED 4.5</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC POOL FR 08/52 FIXED 4.5</title>
        <cusip>3132DNTB9</cusip>
        <identifiers>
          <isin value="US3132DNTB90"/>
          <ticker value="FR"/>
        </identifiers>
        <balance>16885815.02</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16147111.27</valUSD>
        <pctVal>0.2705470631</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-08-01</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>FREDDIE MAC POOL FR 08/52 FIXED 4.5</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC POOL FR 08/52 FIXED 4.5</title>
        <cusip>3132DNTK9</cusip>
        <identifiers>
          <isin value="US3132DNTK99"/>
          <ticker value="FR"/>
        </identifiers>
        <balance>4155775.7</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3972414.56</valUSD>
        <pctVal>0.0665583506</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-08-01</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>FREDDIE MAC POOL FR 09/52 FIXED 4.5</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC POOL FR 09/52 FIXED 4.5</title>
        <cusip>3132DNYB3</cusip>
        <identifiers>
          <isin value="US3132DNYB36"/>
          <ticker value="FR"/>
        </identifiers>
        <balance>10266000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9789945.05</valUSD>
        <pctVal>0.1640318715</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-09-01</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>FREDDIE MAC POOL FR 08/50 FIXED 2.5</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC POOL FR 08/50 FIXED 2.5</title>
        <cusip>3132DVLC7</cusip>
        <identifiers>
          <isin value="US3132DVLC71"/>
          <ticker value="FR"/>
        </identifiers>
        <balance>55502475.23</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>47192011.91</valUSD>
        <pctVal>0.7907086296</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-01</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>FREDDIE MAC POOL FR 08/51 FIXED 2.5</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC POOL FR 08/51 FIXED 2.5</title>
        <cusip>3132DVLY9</cusip>
        <identifiers>
          <isin value="US3132DVLY91"/>
          <ticker value="FR"/>
        </identifiers>
        <balance>20526666.34</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17389034.02</valUSD>
        <pctVal>0.2913556491</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-01</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>FREDDIE MAC FG 03/43 FIXED 3</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC FG 03/43 FIXED 3</title>
        <cusip>3132J7YK2</cusip>
        <identifiers>
          <isin value="US3132J7YK21"/>
          <ticker value="FG"/>
        </identifiers>
        <balance>9302886.32</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8333545.1</valUSD>
        <pctVal>0.1396296907</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>FREDDIE MAC FG 12/46 FIXED 3</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC FG 12/46 FIXED 3</title>
        <cusip>3132L8EV5</cusip>
        <identifiers>
          <isin value="US3132L8EV50"/>
          <ticker value="FG"/>
        </identifiers>
        <balance>7049501.63</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6262087.1</valUSD>
        <pctVal>0.1049221279</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>3.000000000000</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>FREDDIE MAC FG 04/47 FIXED 3.5</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC FG 04/47 FIXED 3.5</title>
        <cusip>3132XCRY3</cusip>
        <identifiers>
          <isin value="US3132XCRY37"/>
          <ticker value="FG"/>
        </identifiers>
        <balance>6728612.39</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6222500.3</valUSD>
        <pctVal>0.1042588456</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>3.500000000000</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>AQUA FINANCE TRUST 2021-A AQFIT 2021 A A 144A</name>
        <lei>N/A</lei>
        <title>AQUA FINANCE TRUST 2017-A AQFIT 2021 A A 144A</title>
        <cusip>03842VAA5</cusip>
        <identifiers>
          <isin value="US03842VAA52"/>
          <ticker value="AQFIT"/>
        </identifiers>
        <balance>3515170.71</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3182822.57</valUSD>
        <pctVal>0.0533286285</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-07-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.540000000000</annualizedRt>
          <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 01/26 3.875</title>
        <cusip>04010LAZ6</cusip>
        <identifiers>
          <isin value="US04010LAZ67"/>
          <ticker value="ARCC"/>
        </identifiers>
        <balance>8615000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7837999.97</valUSD>
        <pctVal>0.1313267641</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>3.875000000000</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>Ares Capital Corporation</name>
        <lei>WEQ82666OJYSI5GUAB47</lei>
        <title>ARES CAPITAL CORP SR UNSECURED 07/26 2.15</title>
        <cusip>04010LBA0</cusip>
        <identifiers>
          <isin value="US04010LBA08"/>
          <ticker value="ARCC"/>
        </identifiers>
        <balance>11802000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9890938.14</valUSD>
        <pctVal>0.1657240246</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>2.150000000000</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>ARROYO MORTGAGE TRUST 2021-1R ARRW 2021 1R A1 144A</name>
        <lei>N/A</lei>
        <title>ARROYO MORTGAGE TRUST 2021-1R ARRW 2021 1R A1 144A</title>
        <cusip>042853AA9</cusip>
        <identifiers>
          <isin value="US042853AA99"/>
          <ticker value="ARRW"/>
        </identifiers>
        <balance>4710633.6</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4029626.72</valUSD>
        <pctVal>0.0675169482</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>1.175000000000</annualizedRt>
          <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 COMPANY GUAR 144A 08/32 5.5</title>
        <cusip>04505AAA7</cusip>
        <identifiers>
          <isin value="US04505AAA79"/>
          <ticker value="AHTLN"/>
        </identifiers>
        <balance>6391000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5931582.01</valUSD>
        <pctVal>0.0993844698</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-11</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>Athene Holding Ltd.</name>
        <lei>549300H316CT32FQXI76</lei>
        <title>ATHENE HOLDING LTD SR UNSECURED 01/31 3.5</title>
        <cusip>04686JAC5</cusip>
        <identifiers>
          <isin value="US04686JAC53"/>
          <ticker value="ATH"/>
        </identifiers>
        <balance>14028000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11234557.37</valUSD>
        <pctVal>0.1882365490</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</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>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>4681000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3927682.83</valUSD>
        <pctVal>0.0658088643</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>4925000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4330896.91</valUSD>
        <pctVal>0.0725647715</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>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"/>
        </identifiers>
        <balance>10031000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9391124.52</valUSD>
        <pctVal>0.1573495789</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>
          <annualizedRt>2.360000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>
        <identifiers>
          <isin value="US05377RDU59"/>
          <ticker value="AESOP"/>
        </identifiers>
        <balance>6502000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5981371.21</valUSD>
        <pctVal>0.1002186947</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
          <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>4700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4424577.18</valUSD>
        <pctVal>0.0741343973</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2017 159 IO</title>
        <cusip>38380JAH1</cusip>
        <identifiers>
          <isin value="US38380JAH14"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>27594607.9</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>977050.56</valUSD>
        <pctVal>0.0163706161</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-06-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.434490000000</annualizedRt>
          <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 2018 69 IO</title>
        <cusip>38380JQ50</cusip>
        <identifiers>
          <isin value="US38380JQ504"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>22968480.28</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1134911.66</valUSD>
        <pctVal>0.0190156005</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>0.602490000000</annualizedRt>
          <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 2018 158 IO</title>
        <cusip>38380MUV1</cusip>
        <identifiers>
          <isin value="US38380MUV17"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>21073762.26</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1122424.4</valUSD>
        <pctVal>0.0188063747</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>0.761790000000</annualizedRt>
          <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>27316642.48</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1565852.78</valUSD>
        <pctVal>0.0262360780</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>0.801680000000</annualizedRt>
          <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 2020 118 IO</title>
        <cusip>38380P2F0</cusip>
        <identifiers>
          <isin value="US38380P2F02"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>50999505.87</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3319863.83</valUSD>
        <pctVal>0.0556247736</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2062-06-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.885590000000</annualizedRt>
          <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 2020 137 IO</title>
        <cusip>38380P4X9</cusip>
        <identifiers>
          <isin value="US38380P4X99"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>90124063.9</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5446584.71</valUSD>
        <pctVal>0.0912582735</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2062-09-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.793820000000</annualizedRt>
          <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>13127000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11512245.24</valUSD>
        <pctVal>0.1928892473</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>Hotwire Funding LLC</name>
        <lei>N/A</lei>
        <title>HOTWIRE FUNDING LLC HWIRE 2021 1 A2 144A</title>
        <cusip>44148JAA7</cusip>
        <identifiers>
          <isin value="US44148JAA79"/>
          <ticker value="HWIRE"/>
        </identifiers>
        <balance>4624000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3959753.61</valUSD>
        <pctVal>0.0663462146</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.311000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AIMCO 01/32 1</name>
        <lei>N/A</lei>
        <title>AIMCO 01/32 1</title>
        <cusip>00140LAG9</cusip>
        <identifiers>
          <isin value="US00140LAG95"/>
          <ticker value="AIMCO"/>
        </identifiers>
        <balance>12634000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12316431.78</valUSD>
        <pctVal>0.2063635031</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.650820000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMSR 2020-SFR2 TRUST AMSR 2020 SFR2 A 144A</name>
        <lei>N/A</lei>
        <title>AMSR 2020-SFR2 TRUST AMSR 2020 SFR2 A 144A</title>
        <cusip>00178UAA7</cusip>
        <identifiers>
          <isin value="US00178UAA79"/>
          <ticker value="AMSR"/>
        </identifiers>
        <balance>9605000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8800603.34</valUSD>
        <pctVal>0.1474553155</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.632000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMSR 2021-SFR1 TRUST AMSR 2021 SFR1 B 144A</name>
        <lei>N/A</lei>
        <title>AMSR TRUST AMSR 2021 SFR1 B 144A</title>
        <cusip>00179DAB2</cusip>
        <identifiers>
          <isin value="US00179DAB29"/>
          <ticker value="AMSR"/>
        </identifiers>
        <balance>7744000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6441023.21</valUSD>
        <pctVal>0.1079202270</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-06-17</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.153000000000</annualizedRt>
          <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 06/41 3.5</title>
        <cusip>00206RJZ6</cusip>
        <identifiers>
          <isin value="US00206RJZ64"/>
          <ticker value="T"/>
        </identifiers>
        <balance>12200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8787442.23</valUSD>
        <pctVal>0.1472347993</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>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>ATandT Inc.</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>ATandT INC SR UNSECURED 06/51 3.65</title>
        <cusip>00206RKA9</cusip>
        <identifiers>
          <isin value="US00206RKA94"/>
          <ticker value="T"/>
        </identifiers>
        <balance>13400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9052458.57</valUSD>
        <pctVal>0.1516751844</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-06-01</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>AbbVie Inc.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>ABBVIE INC SR UNSECURED 11/29 3.2</title>
        <cusip>00287YBX6</cusip>
        <identifiers>
          <isin value="US00287YBX67"/>
          <ticker value="ABBV"/>
        </identifiers>
        <balance>21219000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18576664.77</valUSD>
        <pctVal>0.3112545651</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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Atlantica 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"/>
        </identifiers>
        <balance>2531783.1</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2509630</valUSD>
        <pctVal>0.0420491947</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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Adani Ports and Special Economic Zone Limited</name>
        <lei>N/A</lei>
        <title>ADANI PORTS and SPECIAL ECONOMIC SR UNSECURED 144A 02/31 3.1</title>
        <cusip>00652MAH5</cusip>
        <identifiers>
          <isin value="US00652MAH51"/>
          <ticker value="ADSEZ"/>
        </identifiers>
        <balance>6679000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4799198.92</valUSD>
        <pctVal>0.0804112359</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-02</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>AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust</name>
        <lei>N/A</lei>
        <title>AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 08/24 2.875</title>
        <cusip>00774MAM7</cusip>
        <identifiers>
          <isin value="US00774MAM73"/>
          <ticker value="AER"/>
        </identifiers>
        <balance>9926000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9334567.63</valUSD>
        <pctVal>0.1564019604</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-14</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>AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust</name>
        <lei>N/A</lei>
        <title>AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 01/26 1.75</title>
        <cusip>00774MAS4</cusip>
        <identifiers>
          <isin value="US00774MAS44"/>
          <ticker value="AER"/>
        </identifiers>
        <balance>9702000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8297091.9</valUSD>
        <pctVal>0.1390189123</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>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>AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust</name>
        <lei>N/A</lei>
        <title>AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 10/24 1.65</title>
        <cusip>00774MAU9</cusip>
        <identifiers>
          <isin value="US00774MAU99"/>
          <ticker value="AER"/>
        </identifiers>
        <balance>3938000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3597705.84</valUSD>
        <pctVal>0.0602800546</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-29</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>AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust</name>
        <lei>N/A</lei>
        <title>AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 10/26 2.45</title>
        <cusip>00774MAV7</cusip>
        <identifiers>
          <isin value="US00774MAV72"/>
          <ticker value="AER"/>
        </identifiers>
        <balance>24766000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20892764.03</valUSD>
        <pctVal>0.3500611257</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-29</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>AIR CANADA 2013-1 CLASS A PASS PASS THRU CE 144A 11/26 4.125</name>
        <lei>N/A</lei>
        <title>AIR CANADA 2013-1 CLASS A PASS PASS THRU CE 144A 11/26 4.125</title>
        <cusip>009089AA1</cusip>
        <identifiers>
          <isin value="US009089AA11"/>
          <ticker value="ACACN"/>
        </identifiers>
        <balance>2586501.98</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2231402.93</valUSD>
        <pctVal>0.0373874620</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-15</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>AIR CANADA 2017-1 CLASS B PASS PASS THRU CE 144A 07/27 3.7</name>
        <lei>N/A</lei>
        <title>AIR CANADA 2017-1 CLASS B PASS PASS THRU CE 144A 07/27 3.7</title>
        <cusip>00908PAC1</cusip>
        <identifiers>
          <isin value="US00908PAC14"/>
          <ticker value="ACACN"/>
        </identifiers>
        <balance>3443915.26</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3032289.9</valUSD>
        <pctVal>0.0508064330</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-15</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>Air Lease Corporation</name>
        <lei>N/A</lei>
        <title>AIR LEASE CORP SR UNSECURED 12/27 3.625</title>
        <cusip>00912XAY0</cusip>
        <identifiers>
          <isin value="US00912XAY04"/>
          <ticker value="AL"/>
        </identifiers>
        <balance>4932000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4266019.91</valUSD>
        <pctVal>0.0714777485</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>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>Air Lease Corporation</name>
        <lei>N/A</lei>
        <title>AIR LEASE CORP SR UNSECURED 01/26 2.875</title>
        <cusip>00914AAJ1</cusip>
        <identifiers>
          <isin value="US00914AAJ16"/>
          <ticker value="AL"/>
        </identifiers>
        <balance>4391000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3930674.35</valUSD>
        <pctVal>0.0658589876</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>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>Air Lease Corporation</name>
        <lei>N/A</lei>
        <title>AIR LEASE CORP SR UNSECURED 09/28 2.1</title>
        <cusip>00914AAQ5</cusip>
        <identifiers>
          <isin value="US00914AAQ58"/>
          <ticker value="AL"/>
        </identifiers>
        <balance>4481000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3491616.08</valUSD>
        <pctVal>0.0585025061</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.100000000000</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>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"/>
        </identifiers>
        <balance>6211000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5817873.02</valUSD>
        <pctVal>0.0974792601</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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <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 01/30 3.75</title>
        <cusip>00973RAF0</cusip>
        <identifiers>
          <isin value="US00973RAF01"/>
          <ticker value="AKERBP"/>
        </identifiers>
        <balance>4847000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4120180.72</valUSD>
        <pctVal>0.0690341928</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-15</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>Aker BP ASA</name>
        <lei>549300NFTY73920OYK69</lei>
        <title>AKER BP ASA 01/31 4</title>
        <cusip>00973RAJ2</cusip>
        <identifiers>
          <isin value="US00973RAJ23"/>
          <ticker value="AKERBP"/>
        </identifiers>
        <balance>10984000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9321043.93</valUSD>
        <pctVal>0.1561753690</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-15</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>ALASKA AIRLINES 2020-1 CLASS B PASS THRU CE 144A 02/27 8</name>
        <lei>N/A</lei>
        <title>ALASKA AIRLINES 2020-1 CLASS B PASS THRU CE 144A 02/27 8</title>
        <cusip>01166WAA5</cusip>
        <identifiers>
          <isin value="US01166WAA53"/>
          <ticker value="ALK"/>
        </identifiers>
        <balance>5006148.97</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5087515.41</valUSD>
        <pctVal>0.0852420182</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>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>ALIGNED DATA CENTERS ISSUER LL ADC 2021 1A A2 144A</name>
        <lei>N/A</lei>
        <title>ALIGNED DATA CENTERS ISSUER LL ADC 2021 1A A2 144A</title>
        <cusip>01627AAA6</cusip>
        <identifiers>
          <isin value="US01627AAA60"/>
          <ticker value="ADC"/>
        </identifiers>
        <balance>14682000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12518218.23</valUSD>
        <pctVal>0.2097444627</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.937000000000</annualizedRt>
          <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 02/52 FIXED VAR</title>
        <cusip>3140XFYP0</cusip>
        <identifiers>
          <isin value="US3140XFYP02"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>15264346.59</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13328134.44</valUSD>
        <pctVal>0.2233147198</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-02-01</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 10/51 FIXED VAR</title>
        <cusip>3140XGHK8</cusip>
        <identifiers>
          <isin value="US3140XGHK80"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>34395516.73</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32200229.75</valUSD>
        <pctVal>0.5395192641</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-10-01</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 04/52 FIXED VAR</title>
        <cusip>3140XGKT5</cusip>
        <identifiers>
          <isin value="US3140XGKT52"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>10561423</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9531778.25</valUSD>
        <pctVal>0.1597062514</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-04-01</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 02/52 FIXED VAR</title>
        <cusip>3140XGNB1</cusip>
        <identifiers>
          <isin value="US3140XGNB18"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>8069872.58</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7337981.94</valUSD>
        <pctVal>0.1229488934</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-02-01</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>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 07/49 FIXED VAR</title>
        <cusip>3140XGX87</cusip>
        <identifiers>
          <isin value="US3140XGX874"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>5097577.51</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4797713.53</valUSD>
        <pctVal>0.0803863480</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>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 10/51 FIXED VAR</title>
        <cusip>3140XGYW3</cusip>
        <identifiers>
          <isin value="US3140XGYW36"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>7119249.22</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6021571.34</valUSD>
        <pctVal>0.1008922534</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-10-01</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>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 04/52 FIXED VAR</title>
        <cusip>3140XGZB8</cusip>
        <identifiers>
          <isin value="US3140XGZB89"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>3335551.69</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3107025.37</valUSD>
        <pctVal>0.0520586361</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-04-01</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 08/51 FIXED VAR</title>
        <cusip>3140XHFS1</cusip>
        <identifiers>
          <isin value="US3140XHFS18"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>16689565.56</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15707805.2</valUSD>
        <pctVal>0.2631864297</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-01</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 06/52 FIXED VAR</title>
        <cusip>3140XHMR5</cusip>
        <identifiers>
          <isin value="US3140XHMR51"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>29477560.66</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28132735.39</valUSD>
        <pctVal>0.4713678385</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-06-01</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 03/51 FIXED VAR</title>
        <cusip>3140XHPY7</cusip>
        <identifiers>
          <isin value="US3140XHPY75"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>31988710.1</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30017012.38</valUSD>
        <pctVal>0.5029391578</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-03-01</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>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 06/52 FIXED VAR</title>
        <cusip>3140XHTL1</cusip>
        <identifiers>
          <isin value="US3140XHTL19"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>898915.38</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>840418.64</valUSD>
        <pctVal>0.0140813295</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-06-01</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 08/52 FIXED VAR</title>
        <cusip>3140XHVH7</cusip>
        <identifiers>
          <isin value="US3140XHVH78"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>3205083.43</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3063668.74</valUSD>
        <pctVal>0.0513321898</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-08-01</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 03/42 FIXED 4</title>
        <cusip>3138EDWJ6</cusip>
        <identifiers>
          <isin value="US3138EDWJ68"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>1345296.77</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1297596.99</valUSD>
        <pctVal>0.0217414155</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-03-01</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>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>9796571.93</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9654645.07</valUSD>
        <pctVal>0.1617649018</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 09/52 FIXED VAR</title>
        <cusip>3140XJFD0</cusip>
        <identifiers>
          <isin value="US3140XJFD05"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>25108823</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23410138.31</valUSD>
        <pctVal>0.3922400769</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-09-01</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 12/40 FIXED 4.5</title>
        <cusip>31416XFP0</cusip>
        <identifiers>
          <isin value="US31416XFP06"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>8365607.64</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8244896.1</valUSD>
        <pctVal>0.1381443645</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-12-01</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 07/41 FIXED VAR</title>
        <cusip>3138EGS62</cusip>
        <identifiers>
          <isin value="US3138EGS621"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>5561180.97</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5480677.87</valUSD>
        <pctVal>0.0918295091</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-07-01</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>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>4439815.85</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4282963.82</valUSD>
        <pctVal>0.0717616460</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 11/41 FIXED VAR</title>
        <cusip>3138EJ4A3</cusip>
        <identifiers>
          <isin value="US3138EJ4A32"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>1825880.51</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1799505.85</valUSD>
        <pctVal>0.0301509672</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-11-01</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 01/42 FIXED VAR</title>
        <cusip>3138EJMN5</cusip>
        <identifiers>
          <isin value="US3138EJMN50"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>11332510.5</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10922229.42</valUSD>
        <pctVal>0.1830034514</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-01-01</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 09/40 FIXED VAR</title>
        <cusip>31419ANB9</cusip>
        <identifiers>
          <isin value="US31419ANB97"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>7586792.65</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7321988.55</valUSD>
        <pctVal>0.1226809220</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-09-01</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>ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 2 A1 144A</name>
        <lei>N/A</lei>
        <title>ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 2 A1 144A</title>
        <cusip>31572LAA4</cusip>
        <identifiers>
          <isin value="US31572LAA44"/>
          <ticker value="EFMT"/>
        </identifiers>
        <balance>4924310.6</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4100484.27</valUSD>
        <pctVal>0.0687041761</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-06-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.931000000000</annualizedRt>
          <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 VAR</title>
        <cusip>3138EKLD5</cusip>
        <identifiers>
          <isin value="US3138EKLD50"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>8975310.13</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8278401.53</valUSD>
        <pctVal>0.1387057526</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>3.500000000000</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 12/42 FIXED VAR</title>
        <cusip>3138EKRC1</cusip>
        <identifiers>
          <isin value="US3138EKRC14"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>7287963.31</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6843950.7</valUSD>
        <pctVal>0.1146713323</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-12-01</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>ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 1 A1 144A</name>
        <lei>N/A</lei>
        <title>ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 1 A1 144A</title>
        <cusip>31574XAA6</cusip>
        <identifiers>
          <isin value="US31574XAA63"/>
          <ticker value="EFMT"/>
        </identifiers>
        <balance>2154218.09</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1814316.3</valUSD>
        <pctVal>0.0303991184</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.797000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FIRSTKEY HOMES 2020-SFR2 TRUST FKH 2020 SFR2 A 144A</name>
        <lei>N/A</lei>
        <title>FIRSTKEY HOMES 2020-SFR2 TRUST FKH 2020 SFR2 A 144A</title>
        <cusip>33767JAA0</cusip>
        <identifiers>
          <isin value="US33767JAA07"/>
          <ticker value="FKH"/>
        </identifiers>
        <balance>7341241.75</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6578216.57</valUSD>
        <pctVal>0.1102189205</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.266000000000</annualizedRt>
          <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>3138ELTT0</cusip>
        <identifiers>
          <isin value="US3138ELTT04"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>10788338.53</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10406610.43</valUSD>
        <pctVal>0.1743641845</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>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 05/42 FIXED VAR</title>
        <cusip>3138ENGY9</cusip>
        <identifiers>
          <isin value="US3138ENGY91"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>7877905.94</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7763994.57</valUSD>
        <pctVal>0.1300867935</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>4.500000000000</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>FIRSTKEY HOMES 2020-SFR1 TRUST FKH 2020 SFR1 A 144A</name>
        <lei>N/A</lei>
        <title>FIRSTKEY HOMES 2020-SFR1 TRUST FKH 2020 SFR1 A 144A</title>
        <cusip>33767MAA3</cusip>
        <identifiers>
          <isin value="US33767MAA36"/>
          <ticker value="FKH"/>
        </identifiers>
        <balance>2501539.02</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2221745.13</valUSD>
        <pctVal>0.0372256443</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-08-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.339000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FIRSTKEY HOMES 2021-SFR1 TRUST FKH 2021 SFR1 A 144A</name>
        <lei>N/A</lei>
        <title>FIRSTKEY HOMES 2021-SFR1 TRUST FKH 2021 SFR1 A 144A</title>
        <cusip>33767WAA1</cusip>
        <identifiers>
          <isin value="US33767WAA18"/>
          <ticker value="FKH"/>
        </identifiers>
        <balance>5602393.61</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4807810.05</valUSD>
        <pctVal>0.0805555165</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-08-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.538000000000</annualizedRt>
          <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 3.5</title>
        <cusip>3138LWRT0</cusip>
        <identifiers>
          <isin value="US3138LWRT04"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>4872647.89</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4571374.02</valUSD>
        <pctVal>0.0765939984</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 08/42 FIXED 3.5</title>
        <cusip>3138M0GE4</cusip>
        <identifiers>
          <isin value="US3138M0GE45"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>6788905.5</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6376625.45</valUSD>
        <pctVal>0.1068412337</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-08-01</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>FIRSTKEY HOMES 2021-SFR1 TRUST FKH 2021 SFR1 C 144A</name>
        <lei>N/A</lei>
        <title>FIRSTKEY HOMES 2021-SFR1 TRUST FKH 2021 SFR1 C 144A</title>
        <cusip>33767WAE3</cusip>
        <identifiers>
          <isin value="US33767WAE30"/>
          <ticker value="FKH"/>
        </identifiers>
        <balance>12224000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10370745.03</valUSD>
        <pctVal>0.1737632548</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-08-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.888000000000</annualizedRt>
          <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"/>
        </identifiers>
        <balance>6693390</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6461879.03</valUSD>
        <pctVal>0.1082696691</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>Marriott International Inc.</name>
        <lei>225YDZ14ZO8E1TXUSU86</lei>
        <title>MARRIOTT INTERNATIONAL INC/MD SR UNSECURED 06/30 4.625</title>
        <cusip>571903BE2</cusip>
        <identifiers>
          <isin value="US571903BE27"/>
          <ticker value="MAR"/>
        </identifiers>
        <balance>5210000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4708174.05</valUSD>
        <pctVal>0.0788861017</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>4.625000000000</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>Maryland Health and Higher Educational Facilities Authority</name>
        <lei>N/A</lei>
        <title>MARYLAND HEALTH and HIGHER EDUCA MDSMED 07/50 FIXED 3.197</title>
        <cusip>57421CAW4</cusip>
        <identifiers>
          <isin value="US57421CAW47"/>
          <ticker value="MDSMED"/>
        </identifiers>
        <balance>14500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9662865.25</valUSD>
        <pctVal>0.1619026321</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.197000000000</annualizedRt>
          <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>19168000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18127027.51</valUSD>
        <pctVal>0.3037208312</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>14953000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13959638.27</valUSD>
        <pctVal>0.2338956531</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>Midwest Connector Capital Company LLC</name>
        <lei>N/A</lei>
        <title>MIDWEST CONNECTOR CAPITAL CO L COMPANY GUAR 144A 04/24 3.9</title>
        <cusip>59833CAA0</cusip>
        <identifiers>
          <isin value="US59833CAA09"/>
          <ticker value="MWXCAP"/>
        </identifiers>
        <balance>9512000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9189145.6</valUSD>
        <pctVal>0.1539653944</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-01</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>Mississippi Hospital Equipment and Facilities Authority Rev.</name>
        <lei>N/A</lei>
        <title>MISSISSIPPI HOSPITAL EQUIPMENT MSSMED 09/26 FIXED 3.72</title>
        <cusip>605360SE7</cusip>
        <identifiers>
          <isin value="US605360SE79"/>
          <ticker value="MSSMED"/>
        </identifiers>
        <balance>7677000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7151459.45</valUSD>
        <pctVal>0.1198236836</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.720000000000</annualizedRt>
          <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 20 IO</title>
        <cusip>38379U6A9</cusip>
        <identifiers>
          <isin value="US38379U6A96"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>29942127.68</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>858794.12</valUSD>
        <pctVal>0.0143892132</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>0.584660000000</annualizedRt>
          <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 46 IO</title>
        <cusip>38379U7Q3</cusip>
        <identifiers>
          <isin value="US38379U7Q30"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>15420588.69</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>604383.76</valUSD>
        <pctVal>0.0101265328</pctVal>
        <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>0.684750000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MONROE CAPITAL ABS FUNDING 202 MCAF 2021 1A A2 144A</name>
        <lei>N/A</lei>
        <title>MONROE CAPITAL ABS FUNDING 202 MCAF 2021 1A A2 144A</title>
        <cusip>610331AA8</cusip>
        <identifiers>
          <isin value="US610331AA87"/>
          <ticker value="MCAF"/>
        </identifiers>
        <balance>13424000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12331930.75</valUSD>
        <pctVal>0.2066231904</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.815000000000</annualizedRt>
          <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 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"/>
        </identifiers>
        <balance>5105000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5060413.95</valUSD>
        <pctVal>0.0847879295</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>4.218000000000</annualizedRt>
          <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 07/32 VAR</title>
        <cusip>61747YED3</cusip>
        <identifiers>
          <isin value="US61747YED31"/>
          <ticker value="MS"/>
        </identifiers>
        <balance>4486000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3369961.21</valUSD>
        <pctVal>0.0564641621</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-21</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.239000000000</annualizedRt>
          <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 09/36 VAR</title>
        <cusip>61747YEF8</cusip>
        <identifiers>
          <isin value="US61747YEF88"/>
          <ticker value="MS"/>
        </identifiers>
        <balance>14062000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10077231.65</valUSD>
        <pctVal>0.1688453979</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.484000000000</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>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>3233000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2977123.18</valUSD>
        <pctVal>0.0498821070</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>Motorola Solutions Inc.</name>
        <lei>6S552MUG6KGJVEBSEC55</lei>
        <title>MOTOROLA SOLUTIONS INC SR UNSECURED 11/30 2.3</title>
        <cusip>620076BT5</cusip>
        <identifiers>
          <isin value="US620076BT59"/>
          <ticker value="MSI"/>
        </identifiers>
        <balance>11690000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8783827.19</valUSD>
        <pctVal>0.1471742288</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>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>Motorola Solutions Inc.</name>
        <lei>6S552MUG6KGJVEBSEC55</lei>
        <title>MOTOROLA SOLUTIONS INC SR UNSECURED 05/31 2.75</title>
        <cusip>620076BU2</cusip>
        <identifiers>
          <isin value="US620076BU23"/>
          <ticker value="MSI"/>
        </identifiers>
        <balance>9922000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7572418.11</valUSD>
        <pctVal>0.1268769036</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-24</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>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>2836027.43</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2752809.03</valUSD>
        <pctVal>0.0461236927</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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NMLT 2021-INV1 TRUST NLT 2021 INV1 A1 144A</name>
        <lei>N/A</lei>
        <title>NMLT 2021-INV1 TRUST NLT 2021 INV1 A1 144A</title>
        <cusip>62923JAA0</cusip>
        <identifiers>
          <isin value="US62923JAA07"/>
          <ticker value="NLT"/>
        </identifiers>
        <balance>10333576.21</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8772943.73</valUSD>
        <pctVal>0.1469918750</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.185000000000</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>NRG Energy Inc.</name>
        <lei>5E2UPK5SW04M13XY7I38</lei>
        <title>NRG ENERGY INC SR SECURED 144A 06/29 4.45</title>
        <cusip>629377CL4</cusip>
        <identifiers>
          <isin value="US629377CL46"/>
          <ticker value="NRG"/>
        </identifiers>
        <balance>5451000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4728201.27</valUSD>
        <pctVal>0.0792216605</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>4.450000000000</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>NRG Energy Inc.</name>
        <lei>5E2UPK5SW04M13XY7I38</lei>
        <title>NRG ENERGY INC SR SECURED 144A 12/27 2.45</title>
        <cusip>629377CP5</cusip>
        <identifiers>
          <isin value="US629377CP59"/>
          <ticker value="NRG"/>
        </identifiers>
        <balance>7276000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5956478.92</valUSD>
        <pctVal>0.0998016209</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-02</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>
    </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>2022-10-28</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>
  <documents>XXXX</documents>
</edgarSubmission>
