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      <regCik>0000756913</regCik>
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      <regCity>Boston</regCity>
      <regStateConditional regCountry="US" regState="US-MA"/>
      <regZipOrPostalCode>02116</regZipOrPostalCode>
      <regPhone>617-312-0176</regPhone>
      <seriesName>Ultra Short Term Bond Trust</seriesName>
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      <repPdEnd>2022-12-31</repPdEnd>
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      <totLiabs>37865.310000000000</totLiabs>
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      </invstOrSec>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.550000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>American Honda Finance Corporation</name>
        <lei>B6Q2VFHD1797Q7NZ3E43</lei>
        <title>AMERICAN HONDA FINANCE CORP SR UNSECURED 09/23 0.65</title>
        <cusip>02665WDM0</cusip>
        <identifiers>
          <isin value="US02665WDM01"/>
          <ticker value="HNDA"/>
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        <balance>2000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1942731.2</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>American Tower Trust #1</name>
        <lei>N/A</lei>
        <title>AMERICAN TOWER TRUST #1 AMTT 13 2A 144A</title>
        <cusip>03027WAJ1</cusip>
        <identifiers>
          <isin value="US03027WAJ18"/>
          <ticker value="AMTT"/>
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        <balance>2500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2486003</valUSD>
        <pctVal>0.9062754926</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.070000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2018 3 D</name>
        <lei>N/A</lei>
        <title>AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2018 3 D</title>
        <cusip>03066MAG1</cusip>
        <identifiers>
          <isin value="US03066MAG15"/>
          <ticker value="AMCAR"/>
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        <balance>2650000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2630812.41</valUSD>
        <pctVal>0.9590659435</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.040000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>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"/>
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        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2902909.8</valUSD>
        <pctVal>1.0582593862</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>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Apple Inc.</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>APPLE INC SR UNSECURED 05/24 2.85</title>
        <cusip>037833CU2</cusip>
        <identifiers>
          <isin value="US037833CU23"/>
          <ticker value="AAPL"/>
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        <balance>2000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1947156.74</valUSD>
        <pctVal>0.7098384168</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Apple Inc.</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>APPLE INC SR UNSECURED 05/23 0.75</title>
        <cusip>037833DV9</cusip>
        <identifiers>
          <isin value="US037833DV96"/>
          <ticker value="AAPL"/>
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        <balance>2000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1971188.98</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Athene Global Funding</name>
        <lei>N/A</lei>
        <title>ATHENE GLOBAL FUNDING SECURED 144A 01/24 0.95</title>
        <cusip>04685A2S9</cusip>
        <identifiers>
          <isin value="US04685A2S92"/>
          <ticker value="ATH"/>
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        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2854432.68</valUSD>
        <pctVal>1.0405869917</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Avis Budget Rental Car Funding (AESOP) LLC</name>
        <lei>IHXLB8SL0QWSSG2VG640</lei>
        <title>AVIS BUDGET RENTAL CAR FUNDING AESOP 2019 3A A 144A</title>
        <cusip>05377RDQ4</cusip>
        <identifiers>
          <isin value="US05377RDQ48"/>
          <ticker value="AESOP"/>
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        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2792126.1</valUSD>
        <pctVal>1.0178730503</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>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BA Credit Card Trust</name>
        <lei>5493006DQ60M1CRKHH19</lei>
        <title>BA CREDIT CARD TRUST BACCT 2021 A1 A1</title>
        <cusip>05522RDD7</cusip>
        <identifiers>
          <isin value="US05522RDD70"/>
          <ticker value="BACCT"/>
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        <balance>3753000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3537619.08</valUSD>
        <pctVal>1.2896434455</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.440000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>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"/>
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        <balance>408000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>390455.02</valUSD>
        <pctVal>0.1423408643</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>5.325610000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORP SR UNSECURED 04/24 4</title>
        <cusip>06051GFF1</cusip>
        <identifiers>
          <isin value="US06051GFF19"/>
          <ticker value="BAC"/>
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        <balance>2000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1974784.5</valUSD>
        <pctVal>0.7199101512</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>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORP SR UNSECURED 06/24 VAR</title>
        <cusip>06051GJY6</cusip>
        <identifiers>
          <isin value="US06051GJY61"/>
          <ticker value="BAC"/>
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        <balance>2855000</balance>
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        <curCd>USD</curCd>
        <valUSD>2787081.32</valUSD>
        <pctVal>1.0160339695</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.523000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bank of Montreal</name>
        <lei>NQQ6HPCNCCU6TUTQYE16</lei>
        <title>BANK OF MONTREAL SR UNSECURED 03/24 2.15</title>
        <cusip>06368FAG4</cusip>
        <identifiers>
          <isin value="US06368FAG46"/>
          <ticker value="BMO"/>
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        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2902386.15</valUSD>
        <pctVal>1.0580684890</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Bank of New York Mellon Corporation</name>
        <lei>WFLLPEPC7FZXENRZV188</lei>
        <title>BANK OF NEW YORK MELLON CORP/T SR UNSECURED 08/23 3.45</title>
        <cusip>06406RAJ6</cusip>
        <identifiers>
          <isin value="US06406RAJ68"/>
          <ticker value="BK"/>
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        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2973307.53</valUSD>
        <pctVal>1.0839229665</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Bank of Nova Scotia</name>
        <lei>L3I9ZG2KFGXZ61BMYR72</lei>
        <title>BANK OF NOVA SCOTIA/THE SR UNSECURED 02/23 1.95</title>
        <cusip>064159TE6</cusip>
        <identifiers>
          <isin value="US064159TE65"/>
          <ticker value="BNS"/>
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        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2992987.56</valUSD>
        <pctVal>1.0910973459</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NXP B.V.</name>
        <lei>N/A</lei>
        <title>NXP BV / NXP FUNDING LLC COMPANY GUAR 03/24 4.875</title>
        <cusip>62947QBA5</cusip>
        <identifiers>
          <isin value="US62947QBA58"/>
          <ticker value="NXPI"/>
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        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2977035.9</valUSD>
        <pctVal>1.0852821484</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Eversource Energy</name>
        <lei>SJ7XXD41SQU3ZNWUJ746</lei>
        <title>EVERSOURCE ENERGY SR UNSECURED 05/23 2.8</title>
        <cusip>664397AK2</cusip>
        <identifiers>
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        <fairValLevel>2</fairValLevel>
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        <name>Oracle Corporation</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>The Williams Companies Inc.</name>
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        <name>Five Corners Funding Trust</name>
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        <name>FLAGSHIP CREDIT AUTO TRUST 202 FCAT 2021 1 A 144A</name>
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        <cusip>33843WAA9</cusip>
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        <name>Flagship Credit Auto Trust 2018-2</name>
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        <name>GINNIE MAE G2 08/32 FLOATING VAR</name>
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        <name>GM Financial Consumer Automobile Receivables Trust 2020-1</name>
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        <cusip>36258NAD4</cusip>
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        <name>GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2021 1 A3</name>
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        <name>General Motors Financial Company Inc.</name>
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        <name>The Goldman Sachs Group Inc.</name>
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        <name>Graphic Packaging International LLC</name>
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        <name>FREDDIE MAC NON GOLD POOL FH 05/37 FLOATING VAR</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC NON GOLD POOL FH 05/37 FLOATING VAR</title>
        <cusip>3128S5KG8</cusip>
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          <ticker value="FH"/>
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        <valUSD>53409.4</valUSD>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>FREDDIE MAC NON GOLD POOL FH 12/35 FLOATING VAR</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC NON GOLD POOL FH 12/35 FLOATING VAR</title>
        <cusip>31300LLQ6</cusip>
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          <isin value="US31300LLQ67"/>
          <ticker value="FH"/>
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      <invstOrSec>
        <name>FREDDIE MAC NON GOLD POOL FH 09/43 FLOATING VAR</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC NON GOLD POOL FH 09/43 FLOATING VAR</title>
        <cusip>31300MHU0</cusip>
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          <ticker value="FH"/>
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        <balance>197465.22</balance>
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        <valUSD>198241.38</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC NON GOLD POOL FH 05/34 FLOATING VAR</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC NON GOLD POOL FH 05/34 FLOATING VAR</title>
        <cusip>31349SY64</cusip>
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        <valUSD>93297.79</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE REMICS FNR 2013 10 FT</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE REMICS FNR 2013 10 FT</title>
        <cusip>3136ACBV2</cusip>
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        <curCd>USD</curCd>
        <valUSD>491089.79</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.738710000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 07/35 FLOATING VAR</title>
        <cusip>3138EGLR3</cusip>
        <identifiers>
          <isin value="US3138EGLR35"/>
          <ticker value="FN"/>
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        <balance>123608.99</balance>
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        <curCd>USD</curCd>
        <valUSD>123753.72</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.230000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 05/36 FLOATING VAR</title>
        <cusip>3138EGSA3</cusip>
        <identifiers>
          <isin value="US3138EGSA37"/>
          <ticker value="FN"/>
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        <balance>136740.31</balance>
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        <valUSD>138568.01</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
          <maturityDt>2036-05-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.044000000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 01/36 FLOATING VAR</title>
        <cusip>3138EGV68</cusip>
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          <isin value="US3138EGV682"/>
          <ticker value="FN"/>
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        <balance>93854.18</balance>
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        <curCd>USD</curCd>
        <valUSD>95068.04</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-01-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.155000000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 01/36 FLOATING VAR</title>
        <cusip>3138EJ2F4</cusip>
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          <isin value="US3138EJ2F47"/>
          <ticker value="FN"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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      <invstOrSec>
        <name>Morgan Stanley</name>
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        <cusip>61746BDQ6</cusip>
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          <ticker value="MS"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Amazon.com Inc.</name>
        <lei>ZXTILKJKG63JELOEG630</lei>
        <title>AMAZON.COM INC SR UNSECURED 05/24 0.45</title>
        <cusip>023135BW5</cusip>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.450000000000</annualizedRt>
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      <invstOrSec>
        <name>Amazon.com Inc.</name>
        <lei>ZXTILKJKG63JELOEG630</lei>
        <title>AMAZON.COM INC SR UNSECURED 04/24 2.73</title>
        <cusip>023135CD6</cusip>
        <identifiers>
          <isin value="US023135CD60"/>
          <ticker value="AMZN"/>
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        <balance>2000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1948515.3</valUSD>
        <pctVal>0.7103336816</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.730000000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Barclays PLC</name>
        <lei>N/A</lei>
        <title>BARCLAYS PLC SR UNSECURED 05/25 VAR</title>
        <cusip>06738EBH7</cusip>
        <identifiers>
          <isin value="US06738EBH71"/>
          <ticker value="BACR"/>
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        <balance>2000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1939474.86</valUSD>
        <pctVal>0.7070379779</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-07</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.932000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Boeing Company</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BOEING CO/THE SR UNSECURED 02/24 1.433</title>
        <cusip>097023DE2</cusip>
        <identifiers>
          <isin value="US097023DE26"/>
          <ticker value="BA"/>
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        <balance>2000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1916614.3</valUSD>
        <pctVal>0.6987041322</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.433000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Boston Scientific Corporation</name>
        <lei>Y6ZDD9FP4P8JSSJMW954</lei>
        <title>BOSTON SCIENTIFIC CORP SR UNSECURED 06/25 1.9</title>
        <cusip>101137AZ0</cusip>
        <identifiers>
          <isin value="US101137AZ01"/>
          <ticker value="BSX"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>933384.45</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Brighthouse Financial Global Funding</name>
        <lei>N/A</lei>
        <title>BRIGHTHOUSE FINANCIAL GLOBAL F SR SECURED 144A 04/24 VAR</title>
        <cusip>10921U2B3</cusip>
        <identifiers>
          <isin value="US10921U2B33"/>
          <ticker value="BHF"/>
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        <balance>2000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1980559.08</valUSD>
        <pctVal>0.7220152815</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-12</maturityDt>
          <couponKind>Floating</couponKind>
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          <isDefault>N</isDefault>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Brighthouse Financial Global Funding</name>
        <lei>N/A</lei>
        <title>BRIGHTHOUSE FINANCIAL GLOBAL F SR SECURED 144A 06/23 0.6</title>
        <cusip>10921U2D9</cusip>
        <identifiers>
          <isin value="US10921U2D98"/>
          <ticker value="BHF"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>975298.56</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CCG Receivables Trust 2021-1</name>
        <lei>N/A</lei>
        <title>CCG RECEIVABLES TRUST 2021-1 CCG 2021 1 A2 144A</title>
        <cusip>12510KAC7</cusip>
        <identifiers>
          <isin value="US12510KAC71"/>
          <ticker value="CCG"/>
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        <balance>1079755.8</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1044666.11</valUSD>
        <pctVal>0.3808343326</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Cigna Corporation</name>
        <lei>N/A</lei>
        <title>CIGNA CORP SR UNSECURED 03/24 0.613</title>
        <cusip>125523CN8</cusip>
        <identifiers>
          <isin value="US125523CN87"/>
          <ticker value="CI"/>
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        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2846632.44</valUSD>
        <pctVal>1.0377434045</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.613000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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        <name>CNH EQUIPMENT TRUST 2020-A CNH 2020 A A3</name>
        <lei>N/A</lei>
        <title>CNH EQUIPMENT TRUST 2020-A CNH 2020 A A3</title>
        <cusip>12597PAC2</cusip>
        <identifiers>
          <isin value="US12597PAC23"/>
          <ticker value="CNH"/>
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        <curCd>USD</curCd>
        <valUSD>692165.23</valUSD>
        <pctVal>0.2523296974</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COLT 2020-3 MORTGAGE LOAN TRUS COLT 2020 3 A1 144A</name>
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        <title>COLT 2020-3 MORTGAGE LOAN TRUS COLT 2020 3 A1 144A</title>
        <cusip>12597QAA4</cusip>
        <identifiers>
          <isin value="US12597QAA40"/>
          <ticker value="COLT"/>
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        <curCd>USD</curCd>
        <valUSD>168176.35</valUSD>
        <pctVal>0.0613088980</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Capital One Financial Corporation</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
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          <isin value="US14040HBF10"/>
          <ticker value="COF"/>
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        <balance>3176000</balance>
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        <curCd>USD</curCd>
        <valUSD>3115890.07</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-04-24</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GREATAMERICA LEASING RECEIVABL GALC 2021 2 A2 144A</name>
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        <title>GREATAMERICA LEASING RECEIVABL GALC 2021 2 A2 144A</title>
        <cusip>39154TBP2</cusip>
        <identifiers>
          <isin value="US39154TBP21"/>
          <ticker value="GALC"/>
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        <balance>858782.78</balance>
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        <curCd>USD</curCd>
        <valUSD>844064.96</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.380000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>GREATAMERICA LEASING RECEIVABL GALC 2022 1 A3 144A</name>
        <lei>N/A</lei>
        <title>GREATAMERICA LEASING RECEIVABL GALC 2022 1 A3 144A</title>
        <cusip>39154TBW7</cusip>
        <identifiers>
          <isin value="US39154TBW71"/>
          <ticker value="GALC"/>
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        <balance>1500000</balance>
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        <curCd>USD</curCd>
        <valUSD>1494937.65</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.080000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HPEFS EQUIPMENT TRUST HPEFS 2022 1A A2 144A</name>
        <lei>N/A</lei>
        <title>HPEFS EQUIPMENT TRUST HPEFS 2022 1A A2 144A</title>
        <cusip>40441RAB9</cusip>
        <identifiers>
          <isin value="US40441RAB96"/>
          <ticker value="HPEFS"/>
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        <balance>2325870.43</balance>
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        <curCd>USD</curCd>
        <valUSD>2287173.76</valUSD>
        <pctVal>0.8337920453</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.020000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Honda Auto Receivables 2021-1 Owner Trust</name>
        <lei>N/A</lei>
        <title>HONDA AUTO RECEIVABLES 2021-1 OWNER TRUST</title>
        <cusip>43813GAC5</cusip>
        <identifiers>
          <isin value="US43813GAC50"/>
          <ticker value="HAROT"/>
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        <balance>764354.23</balance>
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        <curCd>USD</curCd>
        <valUSD>739364.05</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.270000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Honda Auto Receivables 2020-3 Owner Trust</name>
        <lei>N/A</lei>
        <title>HONDA AUTO RECEIVABLES 2020-3 HAROT 2020 3 A3</title>
        <cusip>43813KAC6</cusip>
        <identifiers>
          <isin value="US43813KAC62"/>
          <ticker value="HAROT"/>
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        <balance>1253948.55</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1226550.53</valUSD>
        <pctVal>0.4471405247</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.370000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Hyundai Capital America</name>
        <lei>549300RIPPWJB5Z0FK07</lei>
        <title>HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/24 0.8</title>
        <cusip>44891ABR7</cusip>
        <identifiers>
          <isin value="US44891ABR77"/>
          <ticker value="HYNMTR"/>
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        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2853930.99</valUSD>
        <pctVal>1.0404041000</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hyundai Auto Lease Securitization Trust 2021-B</name>
        <lei>N/A</lei>
        <title>HYUNDAI AUTO LEASE SECURITIZAT HALST 2021 B A3 144A</title>
        <cusip>44891VAC5</cusip>
        <identifiers>
          <isin value="US44891VAC54"/>
          <ticker value="HALST"/>
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        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2954229.9</valUSD>
        <pctVal>1.0769681927</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.330000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MMAF EQUIPMENT FINANCE LLC 201 MMAF 2019 B A3 144A</name>
        <lei>N/A</lei>
        <title>MMAF EQUIPMENT FINANCE LLC 201 MMAF 2019 B A3 144A</title>
        <cusip>55316EAC6</cusip>
        <identifiers>
          <isin value="US55316EAC66"/>
          <ticker value="MMAF"/>
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        <balance>61312.12</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>60173.24</valUSD>
        <pctVal>0.0219362297</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.010000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CARMAX AUTO OWNER TRUST 2019-2 CARMX 2019 2 A4</name>
        <lei>N/A</lei>
        <title>CARMAX AUTO OWNER TRUST 2019-2 CARMX 2019 2 A4</title>
        <cusip>14316LAD5</cusip>
        <identifiers>
          <isin value="US14316LAD55"/>
          <ticker value="CARMX"/>
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        <balance>1851081.47</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1839267.87</valUSD>
        <pctVal>0.6705073948</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.770000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CARVANA AUTO RECEIVABLES TRUST CRVNA 2022 P3 A3</name>
        <lei>N/A</lei>
        <title>CARVANA AUTO RECEIVABLES TRUST CRVNA 2022 P3 A3</title>
        <cusip>14686MAC7</cusip>
        <identifiers>
          <isin value="US14686MAC73"/>
          <ticker value="CRVNA"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>974514.8</valUSD>
        <pctVal>0.3552605851</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.610000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CARVANA AUTO RECEIVABLES TRUST CRVNA 2021 N4 A1</name>
        <lei>N/A</lei>
        <title>CARVANA AUTO RECEIVABLES TRUST CRVNA 2021 N4 A1</title>
        <cusip>14687HAA1</cusip>
        <identifiers>
          <isin value="US14687HAA14"/>
          <ticker value="CRVNA"/>
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        <balance>614964.39</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>594564.91</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.830000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CARVANA AUTO RECEIVABLES TRUST CRVNA 2022 P1 A2</name>
        <lei>N/A</lei>
        <title>CARVANA AUTO RECEIVABLES TRUST CRVNA 2022 P1 A2</title>
        <cusip>14688DAB7</cusip>
        <identifiers>
          <isin value="US14688DAB73"/>
          <ticker value="CRVNA"/>
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        <balance>1317003.07</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1304612.18</valUSD>
        <pctVal>0.4755979965</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.570000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Chesapeake Funding II LLC</name>
        <lei>5493000HT7H4OFOD6Z12</lei>
        <title>CHESAPEAKE FUNDING II LLC CFII 2020 1A A1 144A</title>
        <cusip>165183CJ1</cusip>
        <identifiers>
          <isin value="US165183CJ15"/>
          <ticker value="CFII"/>
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        <balance>225114.48</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>221981.29</valUSD>
        <pctVal>0.0809235560</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.870000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC SR UNSECURED 04/25 VAR</title>
        <cusip>172967MF5</cusip>
        <identifiers>
          <isin value="US172967MF56"/>
          <ticker value="C"/>
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        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2909034.72</valUSD>
        <pctVal>1.0604922335</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-24</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.352000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>COMCAST CORP COMPANY GUAR 04/24 3.7</title>
        <cusip>20030NCR0</cusip>
        <identifiers>
          <isin value="US20030NCR08"/>
          <ticker value="CMCSA"/>
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        <balance>2000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1969513.72</valUSD>
        <pctVal>0.7179886817</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>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>Credit Agricole S.A.</name>
        <lei>N/A</lei>
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        <cusip>22535WAE7</cusip>
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          <isin value="US22535WAE75"/>
          <ticker value="ACAFP"/>
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        <curCd>USD</curCd>
        <valUSD>1991189.76</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-04-24</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Dell Equipment Finance Trust 2021-2</name>
        <lei>N/A</lei>
        <title>DELL EQUIPMENT FINANCE TRUST 2 DEFT 2021 2 A2 144A</title>
        <cusip>24702VAC6</cusip>
        <identifiers>
          <isin value="US24702VAC63"/>
          <ticker value="DEFT"/>
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        <balance>59553.58</balance>
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        <curCd>USD</curCd>
        <valUSD>58840.94</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.330000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>eBay Inc.</name>
        <lei>OML71K8X303XQONU6T67</lei>
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        <cusip>278642AS2</cusip>
        <identifiers>
          <isin value="US278642AS20"/>
          <ticker value="EBAY"/>
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        <balance>3000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2995054.41</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-01-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</annualizedRt>
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      <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>
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          <isin value="US80282KAZ93"/>
          <ticker value="SOV"/>
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        <balance>3000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2784198.39</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-10-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.244000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Santander Consumer Auto Receivables Trust 2021-A</name>
        <lei>N/A</lei>
        <title>SANTANDER CONSUMER AUTO RECEIV SCART 2021 AA A3 144A</title>
        <cusip>80282YAC0</cusip>
        <identifiers>
          <isin value="US80282YAC03"/>
          <ticker value="SCART"/>
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        <balance>1331283.28</balance>
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        <curCd>USD</curCd>
        <valUSD>1307842.04</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.330000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SANTANDER RETAIL AUTO LEASE TR SRT 2020 B A3 144A</name>
        <lei>N/A</lei>
        <title>SANTANDER RETAIL AUTO LEASE TR SRT 2020 B A3 144A</title>
        <cusip>80286RAC1</cusip>
        <identifiers>
          <isin value="US80286RAC16"/>
          <ticker value="SRT"/>
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        <balance>1657015.73</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1625905.26</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.570000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>Santander Drive Auto Receivables Trust 2021-3</name>
        <lei>N/A</lei>
        <title>SANTANDER DRIVE AUTO RECEIVABL SDART 2021 3 C</title>
        <cusip>80287EAE5</cusip>
        <identifiers>
          <isin value="US80287EAE59"/>
          <ticker value="SDART"/>
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        <balance>1693000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1628402.23</valUSD>
        <pctVal>0.5936360629</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SANTANDER RETAIL AUTO LEASE TR SRT 2022 B A2 144A</name>
        <lei>N/A</lei>
        <title>SANTANDER RETAIL AUTO LEASE TR SRT 2022 B A2 144A</title>
        <cusip>80287UAB5</cusip>
        <identifiers>
          <isin value="US80287UAB52"/>
          <ticker value="SRT"/>
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        <balance>1384354.85</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1362725.83</valUSD>
        <pctVal>0.4967834000</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.840000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>T-MOBILE US TRUST 2022-1 TMUST 2022 1A A 144A</name>
        <lei>N/A</lei>
        <title>T-MOBILE US TRUST 2022-1 TMUST 2022 1A A 144A</title>
        <cusip>87267WAA2</cusip>
        <identifiers>
          <isin value="US87267WAA27"/>
          <ticker value="TMUST"/>
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        <balance>1500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1497505.95</valUSD>
        <pctVal>0.5459176608</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.910000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TESLA AUTO LEASE TRUST 2020-A TESLA 2020 A A3 144A</name>
        <lei>N/A</lei>
        <title>TESLA AUTO LEASE TRUST 2020-A TESLA 2020 A A3 144A</title>
        <cusip>88167HAC0</cusip>
        <identifiers>
          <isin value="US88167HAC07"/>
          <ticker value="TESLA"/>
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        <balance>22637.75</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22540.03</valUSD>
        <pctVal>0.0082169960</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.680000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC NON GOLD POOL FH 11/36 FLOATING VAR</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC NON GOLD POOL FH 11/36 FLOATING VAR</title>
        <cusip>3128QLUA7</cusip>
        <identifiers>
          <isin value="US3128QLUA75"/>
          <ticker value="FH"/>
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        <balance>61778</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>62320.17</valUSD>
        <pctVal>0.0227188957</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.465000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FREDDIE MAC NON GOLD POOL FH 06/36 FLOATING VAR</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC NON GOLD POOL FH 06/36 FLOATING VAR</title>
        <cusip>3128QSVS2</cusip>
        <identifiers>
          <isin value="US3128QSVS28"/>
          <ticker value="FH"/>
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        <balance>15031.17</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15037.82</valUSD>
        <pctVal>0.0054820560</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-06-01</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FREDDIE MAC NON GOLD POOL FH 02/36 FLOATING VAR</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC NON GOLD POOL FH 02/36 FLOATING VAR</title>
        <cusip>3128S4GH4</cusip>
        <identifiers>
          <isin value="US3128S4GH46"/>
          <ticker value="FH"/>
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        <balance>39603.09</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39613.19</valUSD>
        <pctVal>0.0144410378</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.443000000000</annualizedRt>
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      <invstOrSec>
        <name>Magallanes Inc.</name>
        <lei>N/A</lei>
        <title>MAGALLANES INC COMPANY GUAR 144A 03/25 3.638</title>
        <cusip>55903VAE3</cusip>
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          <isin value="US55903VAE39"/>
          <ticker value="MGLLNS"/>
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        <balance>1111000</balance>
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        <curCd>USD</curCd>
        <valUSD>1056519.18</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY SR UNSECURED 04/24 VAR</title>
        <cusip>61744YAQ1</cusip>
        <identifiers>
          <isin value="US61744YAQ17"/>
          <ticker value="MS"/>
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        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2983782.42</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-24</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.737000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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      <invstOrSec>
        <name>ENTERPRISE FLEET FUNDING 2021- EFF 2021 1 A2 144A</name>
        <lei>N/A</lei>
        <title>ENTERPRISE FLEET FUNDING 2021- EFF 2021 1 A2 144A</title>
        <cusip>29374EAB2</cusip>
        <identifiers>
          <isin value="US29374EAB20"/>
          <ticker value="EFF"/>
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        <balance>725382.91</balance>
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        <curCd>USD</curCd>
        <valUSD>702815.38</valUSD>
        <pctVal>0.2562122229</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.440000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Enterprise Products Operating LLC</name>
        <lei>5493004LGN656HWLDA30</lei>
        <title>ENTERPRISE PRODUCTS OPERATING COMPANY GUAR 02/24 3.9</title>
        <cusip>29379VBB8</cusip>
        <identifiers>
          <isin value="US29379VBB80"/>
          <ticker value="EPD"/>
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        <balance>2000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1969273.2</valUSD>
        <pctVal>0.7179009999</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC NON GOLD POOL FH 12/35 FLOATING VAR</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC NON GOLD POOL FH 12/35 FLOATING VAR</title>
        <cusip>3128NEBF6</cusip>
        <identifiers>
          <isin value="US3128NEBF67"/>
          <ticker value="FH"/>
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        <balance>28129.1</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28326.78</valUSD>
        <pctVal>0.0103265630</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-12-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.165000000000</annualizedRt>
          <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 NON GOLD POOL FH 08/35 FLOATING VAR</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC NON GOLD POOL FH 08/35 FLOATING VAR</title>
        <cusip>3128Q2F24</cusip>
        <identifiers>
          <isin value="US3128Q2F247"/>
          <ticker value="FH"/>
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        <balance>58627.6</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>59556.01</valUSD>
        <pctVal>0.0217112177</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.295000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC NON GOLD POOL FH 12/36 FLOATING VAR</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC NON GOLD POOL FH 12/36 FLOATING VAR</title>
        <cusip>3128QEBE6</cusip>
        <identifiers>
          <isin value="US3128QEBE65"/>
          <ticker value="FH"/>
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        <balance>20674.88</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20618.93</valUSD>
        <pctVal>0.0075166566</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.815000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Toronto-Dominion Bank</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TORONTO-DOMINION BANK/THE SR UNSECURED 09/23 0.45</title>
        <cusip>89114QCJ5</cusip>
        <identifiers>
          <isin value="US89114QCJ58"/>
          <ticker value="TD"/>
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        <balance>2000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1938804.3</valUSD>
        <pctVal>0.7067935244</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Toyota Motor Credit Corporation</name>
        <lei>Z2VZBHUMB7PWWJ63I008</lei>
        <title>TOYOTA MOTOR CREDIT CORP SR UNSECURED 01/24 3.35</title>
        <cusip>89236TFS9</cusip>
        <identifiers>
          <isin value="US89236TFS96"/>
          <ticker value="TOYOTA"/>
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        <balance>3360000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3315523.68</valUSD>
        <pctVal>1.2086782905</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UBS Group AG</name>
        <lei>549300SZJ9VS8SGXAN81</lei>
        <title>UBS GROUP AG SR UNSECURED 144A 07/24 VAR</title>
        <cusip>902613AB4</cusip>
        <identifiers>
          <isin value="US902613AB45"/>
          <ticker value="UBS"/>
        </identifiers>
        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2917038.66</valUSD>
        <pctVal>1.0634100798</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.008000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Bills</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY BILL 01/23 0.00000</title>
        <cusip>912796S34</cusip>
        <identifiers>
          <isin value="US912796S348"/>
          <ticker value="B"/>
        </identifiers>
        <balance>17615000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17571328.72</valUSD>
        <pctVal>6.4056497886</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-26</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Bills</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY BILL 02/23 0.00000</title>
        <cusip>912796T33</cusip>
        <identifiers>
          <isin value="US912796T338"/>
          <ticker value="B"/>
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        <balance>18678000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18565592.44</valUSD>
        <pctVal>6.7681098672</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-23</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Bills</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY BILL 01/23 0.00000</title>
        <cusip>912796X95</cusip>
        <identifiers>
          <isin value="US912796X959"/>
          <ticker value="B"/>
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        <balance>17970000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17966371.14</valUSD>
        <pctVal>6.5496629953</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-05</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Bills</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY BILL 03/23 0.00000</title>
        <cusip>912796Y86</cusip>
        <identifiers>
          <isin value="US912796Y866"/>
          <ticker value="B"/>
        </identifiers>
        <balance>19277000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19134811.31</valUSD>
        <pctVal>6.9756193158</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-07</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UnitedHealth Group Incorporated</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNITEDHEALTH GROUP INC SR UNSECURED 02/24 3.5</title>
        <cusip>91324PDM1</cusip>
        <identifiers>
          <isin value="US91324PDM14"/>
          <ticker value="UNH"/>
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        <balance>1360000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1338055.69</valUSD>
        <pctVal>0.4877898698</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Verizon Owner Trust 2020-B</name>
        <lei>N/A</lei>
        <title>VERIZON OWNER TRUST 2020-B VZOT 2020 B A</title>
        <cusip>92290BAA9</cusip>
        <identifiers>
          <isin value="US92290BAA98"/>
          <ticker value="VZOT"/>
        </identifiers>
        <balance>1685148.82</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1659764.75</valUSD>
        <pctVal>0.6050693086</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.470000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Verizon Owner Trust 2019-C</name>
        <lei>N/A</lei>
        <title>VERIZON OWNER TRUST 2019-C VZOT 2019 C C</title>
        <cusip>92348AAD7</cusip>
        <identifiers>
          <isin value="US92348AAD72"/>
          <ticker value="VZOT"/>
        </identifiers>
        <balance>295000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>293922.63</valUSD>
        <pctVal>0.1071498612</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.160000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Verizon Owner Trust 2020-C</name>
        <lei>N/A</lei>
        <title>VERIZON OWNER TRUST 2020-C VZOT 2020 C A</title>
        <cusip>92348CAA9</cusip>
        <identifiers>
          <isin value="US92348CAA99"/>
          <ticker value="VZOT"/>
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        <balance>178517.58</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>175572.83</valUSD>
        <pctVal>0.0640052940</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.410000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Verizon Owner Trust 2020-A</name>
        <lei>N/A</lei>
        <title>VERIZON OWNER TRUST 2020-A VZOT 2020 A B</title>
        <cusip>92348TAC8</cusip>
        <identifiers>
          <isin value="US92348TAC80"/>
          <ticker value="VZOT"/>
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        <balance>125000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>123807.66</valUSD>
        <pctVal>0.0451342368</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.980000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VMware Inc.</name>
        <lei>549300BUDHS3LRWBE814</lei>
        <title>VMWARE INC SR UNSECURED 08/23 0.6</title>
        <cusip>928563AG0</cusip>
        <identifiers>
          <isin value="US928563AG03"/>
          <ticker value="VMW"/>
        </identifiers>
        <balance>2000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1947748.7</valUSD>
        <pctVal>0.7100542166</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Walmart Inc.</name>
        <lei>Y87794H0US1R65VBXU25</lei>
        <title>WALMART INC SR UNSECURED 07/24 2.85</title>
        <cusip>931142EL3</cusip>
        <identifiers>
          <isin value="US931142EL30"/>
          <ticker value="WMT"/>
        </identifiers>
        <balance>1370000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1332594.3</valUSD>
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        <name>Wells Fargo and Company</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MERCEDES-BENZ AUTO RECEIVABLES MBART 2021 1 A2</name>
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      <invstOrSec>
        <name>MMAF EQUIPMENT FINANCE LLC 201 MMAF 2019 A A4 144A</name>
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        <cusip>60700FAG8</cusip>
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        <name>Nissan Motor Acceptance Company LLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>The Port Authority of New York and New Jersey</name>
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        <curCd>USD</curCd>
        <valUSD>1964480.8</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Booking Holdings Inc.</name>
        <lei>FXM8FAOHMYDIPD38UZ17</lei>
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        <cusip>741503AW6</cusip>
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          <ticker value="BKNG"/>
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        <balance>2000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Citizens Bank National Association</name>
        <lei>DRMSV1Q0EKMEXLAU1P80</lei>
        <title>CITIZENS BANK NA/PROVIDENCE RI SR UNSECURED 10/25 VAR</title>
        <cusip>75524KPT5</cusip>
        <identifiers>
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          <ticker value="CFG"/>
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        <balance>1333000</balance>
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        <curCd>USD</curCd>
        <valUSD>1348007.46</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <name>ENERGY TRANSFER LP / REGENCY E SR UNSECURED 11/23 4.5</name>
        <lei>N/A</lei>
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        <cusip>75886AAJ7</cusip>
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          <ticker value="ETP"/>
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        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2978059.32</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Royal Bank of Canada</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>ROYAL BANK OF CANADA SR UNSECURED 10/24 5.66</title>
        <cusip>78016FZR8</cusip>
        <identifiers>
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          <ticker value="RY"/>
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        <balance>2000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2022895.46</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>SCF EQUIPMENT LEASING 2021-1 L SCFET 2021 1A A3 144A</name>
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        <title>SCF EQUIPMENT LEASING 2021-1 L SCFET 2021 1A A3 144A</title>
        <cusip>783897AC5</cusip>
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          <ticker value="SCFET"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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        <name>SCF EQUIPMENT LEASING 2019-2 L SCFET 2019 2A A2 144A</name>
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        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 10/35 FLOATING VAR</title>
        <cusip>31403C7L9</cusip>
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          <ticker value="FN"/>
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        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 05/34 FLOATING VAR</title>
        <cusip>31406HG68</cusip>
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          <ticker value="FN"/>
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        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 02/35 FLOATING VAR</title>
        <cusip>31406QGA9</cusip>
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          <isin value="US31406QGA94"/>
          <ticker value="FN"/>
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        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 02/35 FLOATING VAR</title>
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          <ticker value="FN"/>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 07/35 FLOATING VAR</title>
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          <ticker value="FN"/>
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        <valUSD>77253.94</valUSD>
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        <invCountry>US</invCountry>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 04/35 FLOATING VAR</title>
        <cusip>31416CAE6</cusip>
        <identifiers>
          <isin value="US31416CAE66"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>217841.6</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>216725.44</valUSD>
        <pctVal>0.0790075293</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.414000000000</annualizedRt>
          <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 10/38 FLOATING VAR</title>
        <cusip>31417JBP4</cusip>
        <identifiers>
          <isin value="US31417JBP49"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>28292.33</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28057.85</valUSD>
        <pctVal>0.0102285242</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-10-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.934000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fifth Third Bancorp</name>
        <lei>THRNG6BD57P9QWTQLG42</lei>
        <title>FIFTH THIRD BANCORP SR UNSECURED 01/24 3.65</title>
        <cusip>316773CX6</cusip>
        <identifiers>
          <isin value="US316773CX61"/>
          <ticker value="FITB"/>
        </identifiers>
        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2954633.64</valUSD>
        <pctVal>1.0771153766</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-25</maturityDt>
          <couponKind>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>JPMorgan Chase and Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE and CO SR UNSECURED 06/24 VAR</title>
        <cusip>46647PBQ8</cusip>
        <identifiers>
          <isin value="US46647PBQ81"/>
          <ticker value="JPM"/>
        </identifiers>
        <balance>5000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4918502.5</valUSD>
        <pctVal>1.7930462176</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.514000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase and Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE and CO SR UNSECURED 12/25 VAR</title>
        <cusip>46647PDM5</cusip>
        <identifiers>
          <isin value="US46647PDM59"/>
          <ticker value="JPM"/>
        </identifiers>
        <balance>1750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1750030.75</valUSD>
        <pctVal>0.6379758914</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.546000000000</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>MPLX LP</name>
        <lei>5493000CZJ19CK4P3G36</lei>
        <title>MPLX LP SR UNSECURED 06/25 4.875</title>
        <cusip>55336VAJ9</cusip>
        <identifiers>
          <isin value="US55336VAJ98"/>
          <ticker value="MPLX"/>
        </identifiers>
        <balance>1500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1477007.91</valUSD>
        <pctVal>0.5384450748</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>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>
    </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>2023-01-30</ncom:dateSigned>
      <ncom:nameOfApplicant>John Hancock Variable Insurance Trust</ncom:nameOfApplicant>
      <ncom:signature>/s/Salvatore Schiavone</ncom:signature>
      <ncom:signerName>Salvatore Schiavone</ncom:signerName>
      <ncom:title>Treasurer</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
