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      <adviser>
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        <adviserFileNumber>801-08147</adviserFileNumber>
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      <indpPubAccountant>
        <name>Ernst and Young</name>
        <city>New York</city>
        <stateCountry>NY</stateCountry>
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        <administratorName>none</administratorName>
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        <name>BNY Mellon Transfer Inc</name>
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      <nameOfPersonDescExpensePay>BNY Mellon Investment Adviser, Inc. The fund is waiving 11 points of expenses. (452,109.05)</nameOfPersonDescExpensePay>
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      <nameOfPersonDescExpensePay>BNY Mellon Investment Adviser, Inc. The fund is waiving 9 points of expenses and is also waiving expenses to maintain a minimum yield of .01 (10,554.69)</nameOfPersonDescExpensePay>
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      <nameOfPersonDescExpensePay>BNY Mellon Investment Adviser, Inc. The fund is waiving 10 points of expenses. (21,403.71)</nameOfPersonDescExpensePay>
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    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>ALPINE SECURITIZATION LLC</nameOfIssuer>
      <titleOfIssuer>ALPINE SECURITIZATION LLC</titleOfIssuer>
      <CUSIPMember>02088XEJ3</CUSIPMember>
      <investmentCategory>Asset Backed Commercial Paper</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>NR</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
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      <investmentMaturityDateWAM>2022-05-18</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-05-18</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-05-18</finalLegalInvestmentMaturityDate>
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      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>Y</securityEnhancementsFlag>
      <enhancementProvider>
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        <amountProvidedByEnhancement>1.0000</amountProvidedByEnhancement>
        <enhancementRatingOrNRSRO>
          <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
          <rating>F1</rating>
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        <enhancementRatingOrNRSRO>
          <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
          <rating>P-1</rating>
        </enhancementRatingOrNRSRO>
        <enhancementRatingOrNRSRO>
          <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
          <rating>A-1</rating>
        </enhancementRatingOrNRSRO>
      </enhancementProvider>
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      <includingValueOfAnySponsorSupport>99888961.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>99888961.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0139</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
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      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>ASB FINANCE LTD/LONDON</nameOfIssuer>
      <titleOfIssuer>ASB FINANCE LTD/LONDON</titleOfIssuer>
      <CUSIPMember>0020P3F66</CUSIPMember>
      <investmentCategory>Financial Company Commercial Paper</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1+</rating>
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      <investmentMaturityDateWAM>2022-06-06</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-06-06</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-06-06</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0022</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>82277916.71</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>82277916.71</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0114</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
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      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>AUSTRALIA &amp; NEW ZEALAND BANKING GROU</nameOfIssuer>
      <titleOfIssuer>AUSTRALIA &amp; NEW ZEALAND BANKING GROU</titleOfIssuer>
      <ISINId>36797</ISINId>
      <cik>0000859994</cik>
      <investmentCategory>Non-Negotiable Time Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1+</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-03-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-03-01</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-03-01</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0007</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>220000000.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>220000000.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0305</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>Y</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>BANCO SANTANDER SA/NY</nameOfIssuer>
      <titleOfIssuer>BANCO SANTANDER SA/NY</titleOfIssuer>
      <ISINId>37904</ISINId>
      <cik>0001096975</cik>
      <investmentCategory>Non-Negotiable Time Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-03-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-03-01</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-03-01</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0007</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>340000000.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>340000000.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0472</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>Y</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>BANK OF MONTREAL CHICAGO</nameOfIssuer>
      <titleOfIssuer>BANK OF MONTREAL CHICAGO</titleOfIssuer>
      <CUSIPMember>06367CDB0</CUSIPMember>
      <investmentCategory>Certificate of Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-03-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-04-18</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-04-18</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0022</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>100017692.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>100017692.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0139</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>BANK OF MONTREAL CHICAGO</nameOfIssuer>
      <titleOfIssuer>BANK OF MONTREAL CHICAGO</titleOfIssuer>
      <CUSIPMember>06367CG68</CUSIPMember>
      <investmentCategory>Certificate of Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-03-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-07-08</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-07-08</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0021</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>80009524.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>80009524.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0111</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>BANK OF NOVA SCOTIA</nameOfIssuer>
      <titleOfIssuer>BANK OF NOVA SCOTIA</titleOfIssuer>
      <CUSIPMember>06417LQR1</CUSIPMember>
      <investmentCategory>Financial Company Commercial Paper</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-03-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-09-02</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-09-02</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0020</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>151974891.12</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>151974891.12</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0211</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>BANK OF NOVA SCOTIA HOUS</nameOfIssuer>
      <titleOfIssuer>BANK OF NOVA SCOTIA HOUS</titleOfIssuer>
      <CUSIPMember>06417MUU7</CUSIPMember>
      <investmentCategory>Certificate of Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-03-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2023-01-04</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2023-01-04</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0025</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>49982800.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>49982800.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0069</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>BANK OF NOVA SCOTIA HOUS</nameOfIssuer>
      <titleOfIssuer>BANK OF NOVA SCOTIA HOUS</titleOfIssuer>
      <CUSIPMember>06417MPX7</CUSIPMember>
      <investmentCategory>Certificate of Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-03-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-05-25</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-05-25</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0023</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>100023164.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>100023164.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0139</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>BANK OF NOVA SCOTIA HOUS</nameOfIssuer>
      <titleOfIssuer>BANK OF NOVA SCOTIA HOUS</titleOfIssuer>
      <CUSIPMember>06417MQW8</CUSIPMember>
      <investmentCategory>Certificate of Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-07-21</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-07-21</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-07-21</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0020</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>17590171.06</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>17590171.06</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0024</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>BMO ASSET MANAGEMENT LTD</nameOfIssuer>
      <titleOfIssuer>BMO ASSET MANAGEMENT LTD</titleOfIssuer>
      <LEIID/>
      <ISINId>15993</ISINId>
      <cik>0000772028</cik>
      <investmentCategory>Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash</investmentCategory>
      <fundAcqstnUndrlyngSecurityFlag>Y</fundAcqstnUndrlyngSecurityFlag>
      <repurchaseAgreement>
        <repurchaseAgreementOpenFlag>N</repurchaseAgreementOpenFlag>
        <collateralIssuers>
          <nameOfCollateralIssuer>Government National Mortgage Association-Agency Collateralized Mortgage Obligation</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2050-03-20</date>
          </maturityDate>
          <couponOrYield>2.750</couponOrYield>
          <principalAmountToTheNearestCent>9168.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>377.35</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>Government National Mortgage Association-Agency Collateralized Mortgage Obligation</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2050-08-20</date>
          </maturityDate>
          <couponOrYield>4.000</couponOrYield>
          <principalAmountToTheNearestCent>50000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>6182.60</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>Government National Mortgage Association-Agency Collateralized Mortgage Obligation</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2050-12-20</date>
          </maturityDate>
          <couponOrYield>3.000</couponOrYield>
          <principalAmountToTheNearestCent>580773.50</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>53260.45</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ADT SECURITY CORPORATION SR SEC GLBL 29-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2029-08-01</date>
          </maturityDate>
          <couponOrYield>4.125</couponOrYield>
          <principalAmountToTheNearestCent>300000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>279037.12</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>AMC NETWORKS INC SR GLBL NT 29-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2029-02-15</date>
          </maturityDate>
          <couponOrYield>4.250</couponOrYield>
          <principalAmountToTheNearestCent>675000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>629629.68</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ACE SECS HEQ 2003-HS1 M-6 20330725 FLT-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2033-07-25</date>
          </maturityDate>
          <couponOrYield>4.186</couponOrYield>
          <principalAmountToTheNearestCent>1754832.50</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>517.39</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>AIR CDA INC SR SEC GLBL 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2026-08-15</date>
          </maturityDate>
          <couponOrYield>3.875</couponOrYield>
          <principalAmountToTheNearestCent>412500.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>401733.46</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ALTICE FRANCE S A SR SEC GLBL 27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2027-02-01</date>
          </maturityDate>
          <couponOrYield>8.125</couponOrYield>
          <principalAmountToTheNearestCent>390000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>413643.26</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ALTICE FRANCE S A SR SEC GLBL 29-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2029-01-15</date>
          </maturityDate>
          <couponOrYield>5.125</couponOrYield>
          <principalAmountToTheNearestCent>2630000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>2428028.78</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ALTICE FRANCE S A SR SEC GLBL 29-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2029-10-15</date>
          </maturityDate>
          <couponOrYield>5.500</couponOrYield>
          <principalAmountToTheNearestCent>450000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>423249.49</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>AMUR EQUIP FIN RECV VI 2018-2 A-2 20220720 3.89000-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2022-07-20</date>
          </maturityDate>
          <couponOrYield>3.890</couponOrYield>
          <principalAmountToTheNearestCent>50000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>2209.21</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ARAMARK SVCS INC SR GLBL 144A 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2025-05-01</date>
          </maturityDate>
          <couponOrYield>6.375</couponOrYield>
          <principalAmountToTheNearestCent>127500.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>133946.24</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ARDAGH METAL PACKAGING FIN PLC SR GLBL 144A 29-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2029-09-01</date>
          </maturityDate>
          <couponOrYield>4.000</couponOrYield>
          <principalAmountToTheNearestCent>200000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>188604.88</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>B &amp; G FOODS INC SR GLBL NT 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2025-04-01</date>
          </maturityDate>
          <couponOrYield>5.250</couponOrYield>
          <principalAmountToTheNearestCent>508000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>521684.25</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BX COMM MTG TR 2021-SOAR P 20380615 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2038-06-15</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>1096235.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>33.98</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BARCLAYS PLC ALT TIER I PERP-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2499-01-01</date>
          </maturityDate>
          <couponOrYield>7.750</couponOrYield>
          <principalAmountToTheNearestCent>300000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>321538.58</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BEAR STEARNS ARM TR 2006-2 II-A-1 20360725 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2036-07-25</date>
          </maturityDate>
          <couponOrYield>2.929</couponOrYield>
          <principalAmountToTheNearestCent>675000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>28630.67</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BOYD GAMING CORP SR GLBL 144A 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2025-06-01</date>
          </maturityDate>
          <couponOrYield>8.625</couponOrYield>
          <principalAmountToTheNearestCent>62000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>66547.31</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BOYNE USA INC SR GLBL 144A 29-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2029-05-15</date>
          </maturityDate>
          <couponOrYield>4.750</couponOrYield>
          <principalAmountToTheNearestCent>75000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>74706.77</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BRITISH TELECOMMUNICATIONS PLC SUB GLBL 144A 81-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2081-11-23</date>
          </maturityDate>
          <couponOrYield>4.250</couponOrYield>
          <principalAmountToTheNearestCent>8424000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>8160457.49</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BUILDERS FIRSTSOURCE INC SR GLBL 144A 32-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2032-02-01</date>
          </maturityDate>
          <couponOrYield>4.250</couponOrYield>
          <principalAmountToTheNearestCent>837500.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>797147.15</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CD&amp;R SMOKEY BUYER INC SR SEC 144A NT25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2025-07-15</date>
          </maturityDate>
          <couponOrYield>6.750</couponOrYield>
          <principalAmountToTheNearestCent>512500.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>534523.40</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CPI CG INCORPORATED SR SEC 144A NT26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2026-03-15</date>
          </maturityDate>
          <couponOrYield>8.625</couponOrYield>
          <principalAmountToTheNearestCent>500000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>494996.04</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>COOF SECURITIZATION TR 2014-3 PTC 20380625 FLT-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2038-06-25</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>1056849.50</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>13.17</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>AAMES MTG TR 2005-2 M9 20350725 FLT-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2035-07-25</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>1660500.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>16.60</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>AAMES MTG TR 2005-2 B1 20350725 FLT-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2035-07-25</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>750000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>7.50</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CARLYLE FIN LLC GLBL 144A NT 29-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2029-09-19</date>
          </maturityDate>
          <couponOrYield>3.500</couponOrYield>
          <principalAmountToTheNearestCent>30000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>30806.64</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CHEPLAPHARM ARZNEIMITTEL GMBH SR SEC GLBL 28-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2028-01-15</date>
          </maturityDate>
          <couponOrYield>5.500</couponOrYield>
          <principalAmountToTheNearestCent>1275000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1253324.29</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CIENA CORP SR GLBL 144A 30-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2030-01-31</date>
          </maturityDate>
          <couponOrYield>4.000</couponOrYield>
          <principalAmountToTheNearestCent>360000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>354399.99</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CITIGROUP INC PERP SUB GLBL -W-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2499-01-01</date>
          </maturityDate>
          <couponOrYield>4.000</couponOrYield>
          <principalAmountToTheNearestCent>708500.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>691614.08</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CITICORP MTG SEC REMIC 2008-1 A-PO 20380225 0.00000-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2038-02-25</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>1004824.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>12620.82</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CLEARWATER PAPER CORP SR GLBL 144A 28-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2028-08-15</date>
          </maturityDate>
          <couponOrYield>4.750</couponOrYield>
          <principalAmountToTheNearestCent>123000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>116753.47</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CLEARWAY ENERGY OPER LLC SR GLBL 144A 31-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2031-02-15</date>
          </maturityDate>
          <couponOrYield>3.750</couponOrYield>
          <principalAmountToTheNearestCent>800000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>733083.33</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CLEAVER BROOKS INC SR SEC 144A NT23-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2023-03-01</date>
          </maturityDate>
          <couponOrYield>7.875</couponOrYield>
          <principalAmountToTheNearestCent>150000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>151307.81</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CSFB ABS TRUST 2002-HE11 B-1 20321025 FLT-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2032-10-25</date>
          </maturityDate>
          <couponOrYield>2.986</couponOrYield>
          <principalAmountToTheNearestCent>625000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>16149.77</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CSFB MTG PTC 2002-30 D-B-1 20321125 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2032-11-25</date>
          </maturityDate>
          <couponOrYield>7.367</couponOrYield>
          <principalAmountToTheNearestCent>500000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>84236.18</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CROCS INC SR GLBL 144A 31-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2031-08-15</date>
          </maturityDate>
          <couponOrYield>4.125</couponOrYield>
          <principalAmountToTheNearestCent>700000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>599612.70</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>EVERARC ESCROW S AR L SR SEC 144A NT29-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2029-10-30</date>
          </maturityDate>
          <couponOrYield>5.000</couponOrYield>
          <principalAmountToTheNearestCent>2372500.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>2246757.50</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>FBR SEC TRUST 2005-5 M-10 20351126 FLT-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2035-11-26</date>
          </maturityDate>
          <couponOrYield>3.561</couponOrYield>
          <principalAmountToTheNearestCent>126179.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>38.71</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>FAGE DAIRY IND S A / FAGE USA 5.625%26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2026-08-15</date>
          </maturityDate>
          <couponOrYield>5.625</couponOrYield>
          <principalAmountToTheNearestCent>250000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>254182.81</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>FIELDSTONE MTG INV 2006-3 M2 20361125 FLT-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2036-11-25</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>2103500.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>21.03</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>FIELDSTONE MTG INV 2006-1 M1 20360525 FLT-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2036-05-25</date>
          </maturityDate>
          <couponOrYield>0.726</couponOrYield>
          <principalAmountToTheNearestCent>1354683.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>95.60</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>FIELDSTONE MTG INV 2006-1 M2 20360525 FLT-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2036-05-25</date>
          </maturityDate>
          <couponOrYield>0.756</couponOrYield>
          <principalAmountToTheNearestCent>1599500.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>116.87</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>FIELDSTONE MTG INV 2007-1 M1 20370425 FLT-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2037-04-25</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>3500000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>35.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>FIELDSTONE MTG INV 2007-1 M4 20370425 FLT-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2037-04-25</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>246526.50</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>2.46</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>FIELDSTONE MTG INV 2007-1 M5 20370425 FLT-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2037-04-25</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>97459.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>0.97</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>GLP CAP LP/GLP FING II INC 5.3%29-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2029-01-15</date>
          </maturityDate>
          <couponOrYield>5.299</couponOrYield>
          <principalAmountToTheNearestCent>61500.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>67376.35</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>GLP CAP LP/GLP FING II INC SR GLBL NT 32-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2032-01-15</date>
          </maturityDate>
          <couponOrYield>3.250</couponOrYield>
          <principalAmountToTheNearestCent>819500.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>768994.89</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>GS MTG COML 2010-C1 X 20430812 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2043-08-12</date>
          </maturityDate>
          <couponOrYield>0.471</couponOrYield>
          <principalAmountToTheNearestCent>12500000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>8162.21</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>GLOBAL MTG SEC 2005-A B3 20320425 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2032-04-25</date>
          </maturityDate>
          <couponOrYield>5.250</couponOrYield>
          <principalAmountToTheNearestCent>5505500.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>2545.87</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>GREAT LAKES DREDGE &amp; DOCK CORP SR GLBL 144A 29-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2029-06-01</date>
          </maturityDate>
          <couponOrYield>5.250</couponOrYield>
          <principalAmountToTheNearestCent>1200000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1206225.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>GREATAMERICA REC 2021-2 A-4 20270915 1.04000-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2027-09-15</date>
          </maturityDate>
          <couponOrYield>1.040</couponOrYield>
          <principalAmountToTheNearestCent>355000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>337615.84</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>GREENPOINT MTA TR 2005-AR4 GIVA1B 20451025 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2045-10-25</date>
          </maturityDate>
          <couponOrYield>0.386</couponOrYield>
          <principalAmountToTheNearestCent>324500.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>24064.87</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>GRIFOLS ESCROW ISSUER S A U SR 144A NT 28-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2028-10-15</date>
          </maturityDate>
          <couponOrYield>4.750</couponOrYield>
          <principalAmountToTheNearestCent>547500.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>526349.01</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>HARSCO CORP SR GLBL 144A 27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2027-07-31</date>
          </maturityDate>
          <couponOrYield>5.750</couponOrYield>
          <principalAmountToTheNearestCent>541000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>536656.97</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>HAWAIIAN BRAND INTELLECTUAL PP SR SEC GLBL 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2026-01-20</date>
          </maturityDate>
          <couponOrYield>5.750</couponOrYield>
          <principalAmountToTheNearestCent>235464.50</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>240249.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>HOME PT CAPITAL INCORPORATED SR GLBL 144A 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2026-02-01</date>
          </maturityDate>
          <couponOrYield>5.000</couponOrYield>
          <principalAmountToTheNearestCent>1310000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1091400.30</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>HUNT COS INC SR SEC 144A NT29-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2029-04-15</date>
          </maturityDate>
          <couponOrYield>5.250</couponOrYield>
          <principalAmountToTheNearestCent>996500.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>958529.19</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ITT HOLDINGS LLC SR 144A NT6.5%29-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2029-08-01</date>
          </maturityDate>
          <couponOrYield>6.500</couponOrYield>
          <principalAmountToTheNearestCent>1923000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1810456.42</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>JELD-WEN INC SR SEC GLBL 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2025-05-15</date>
          </maturityDate>
          <couponOrYield>6.250</couponOrYield>
          <principalAmountToTheNearestCent>425000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>444818.57</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>KGS-ALPHA SBA COOF 2013-1 A 20360825 FLT-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2036-08-25</date>
          </maturityDate>
          <couponOrYield>2.142</couponOrYield>
          <principalAmountToTheNearestCent>50343.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>306.31</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>KENNEDY WILSON INC SR GLBL NT 5%31-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2031-03-01</date>
          </maturityDate>
          <couponOrYield>5.000</couponOrYield>
          <principalAmountToTheNearestCent>500000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>495276.66</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>KENNEDY WILSON INC SR GLBL NT 30-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2030-02-01</date>
          </maturityDate>
          <couponOrYield>4.750</couponOrYield>
          <principalAmountToTheNearestCent>725000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>711844.27</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>LCPR SR SECD FING DESIGNATED A SR SEC 144A NT29-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2029-07-15</date>
          </maturityDate>
          <couponOrYield>5.125</couponOrYield>
          <principalAmountToTheNearestCent>404000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>390313.09</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>LEHMAN XS TRUST 2005-8 2-A4A 20351225 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2035-12-25</date>
          </maturityDate>
          <couponOrYield>6.190</couponOrYield>
          <principalAmountToTheNearestCent>72500.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1178.97</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>LEVEL 3 FING INC SR GLBL NT 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2025-05-01</date>
          </maturityDate>
          <couponOrYield>5.375</couponOrYield>
          <principalAmountToTheNearestCent>286000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>294988.14</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>LEVEL 3 FING INC SR GLBL 144A 29-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2029-07-15</date>
          </maturityDate>
          <couponOrYield>3.750</couponOrYield>
          <principalAmountToTheNearestCent>1333000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1179277.32</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>LITHIA MTRS INC SR GLBL 144A 29-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2029-06-01</date>
          </maturityDate>
          <couponOrYield>3.875</couponOrYield>
          <principalAmountToTheNearestCent>5000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>4963.92</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>LSTAR COML MTG TR 2015-3 B 20480422 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2048-04-22</date>
          </maturityDate>
          <couponOrYield>3.164</couponOrYield>
          <principalAmountToTheNearestCent>151500.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>149833.60</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>MASTR ASSET SEC TR 2006-3 2-A-1 20361025 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2036-10-25</date>
          </maturityDate>
          <couponOrYield>0.636</couponOrYield>
          <principalAmountToTheNearestCent>300000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>2085.48</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>MASTR ADJ MTG 2004-13 3-A-X 20341121 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2034-11-21</date>
          </maturityDate>
          <couponOrYield>0.038</couponOrYield>
          <principalAmountToTheNearestCent>780187500.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>12206.10</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>MASTR ASSET SEC TR 2005-2 B-1 20351125 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2035-11-25</date>
          </maturityDate>
          <couponOrYield>5.299</couponOrYield>
          <principalAmountToTheNearestCent>2373500.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>236545.33</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ML MTG INV TR 2006-SD1 A 20470125 FLT-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2047-01-25</date>
          </maturityDate>
          <couponOrYield>0.746</couponOrYield>
          <principalAmountToTheNearestCent>4134374.50</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>63883.22</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ML-CFC COML MTG TR 2006-1 X 20390212 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2039-02-12</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>330483494.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>16.57</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>MS MTG LN TR 2006-15XS A-3 20361125 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2036-11-25</date>
          </maturityDate>
          <couponOrYield>6.487</couponOrYield>
          <principalAmountToTheNearestCent>1496000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>225703.02</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>NCR CORP NEW SR GLBL 144A 29-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2029-04-15</date>
          </maturityDate>
          <couponOrYield>5.125</couponOrYield>
          <principalAmountToTheNearestCent>250000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>250358.50</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>NEW ENTERPRISE STONE &amp; LIME CO SR GLBL 144A 28-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2028-07-15</date>
          </maturityDate>
          <couponOrYield>9.750</couponOrYield>
          <principalAmountToTheNearestCent>526000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>549141.80</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>NIELSEN FIN LLC/ NIELSEN FIN SR GLBL 144A 28-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2028-10-01</date>
          </maturityDate>
          <couponOrYield>5.625</couponOrYield>
          <principalAmountToTheNearestCent>786500.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>771689.22</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>OCCIDENTAL PETE CORP SR GLBL NT4.3%39-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2039-08-15</date>
          </maturityDate>
          <couponOrYield>4.299</couponOrYield>
          <principalAmountToTheNearestCent>655000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>600689.21</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>PKHL COMMERCIAL MTG TR 2021-MF X-FLR 20380715 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2038-07-15</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>56250000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>2674631.25</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>PERFORMANCE FOOD GROUP CO SR GLBL 144A 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2025-05-01</date>
          </maturityDate>
          <couponOrYield>6.875</couponOrYield>
          <principalAmountToTheNearestCent>536000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>569952.25</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>PETSMART INC / PETSMART FINAN SR SEC GLBL 28-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2028-02-15</date>
          </maturityDate>
          <couponOrYield>4.750</couponOrYield>
          <principalAmountToTheNearestCent>300000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>296389.58</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>PILGRIMS PRIDE CORP SR GLBL 144A 27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2027-09-30</date>
          </maturityDate>
          <couponOrYield>5.875</couponOrYield>
          <principalAmountToTheNearestCent>197500.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>207207.67</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>PILGRIMS PRIDE CORP SR GLBL 144A 32-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2032-03-01</date>
          </maturityDate>
          <couponOrYield>3.500</couponOrYield>
          <principalAmountToTheNearestCent>32500.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>30306.52</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>POST HLDGS INC SR GLBL 144A 29-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2029-12-15</date>
          </maturityDate>
          <couponOrYield>5.500</couponOrYield>
          <principalAmountToTheNearestCent>700000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>712181.94</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>POST HLDGS INC SR GLBL 144A 31-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2031-09-15</date>
          </maturityDate>
          <couponOrYield>4.500</couponOrYield>
          <principalAmountToTheNearestCent>350000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>330566.25</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>POWDR CORPORATION SR SEC GLBL 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2025-08-01</date>
          </maturityDate>
          <couponOrYield>6.000</couponOrYield>
          <principalAmountToTheNearestCent>500.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>517.87</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>PROVINCE OF QUEBEC SR QM NT2.625%23-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2023-02-13</date>
          </maturityDate>
          <couponOrYield>2.625</couponOrYield>
          <principalAmountToTheNearestCent>500.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>506.69</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>PROVINCE OF QUEBEC SR GLBL QO NT 24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2024-10-16</date>
          </maturityDate>
          <couponOrYield>2.875</couponOrYield>
          <principalAmountToTheNearestCent>72500.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>75197.12</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>RALI SERIES TRUST 2007-QS6 A-1 20370425 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2037-04-25</date>
          </maturityDate>
          <couponOrYield>0.516</couponOrYield>
          <principalAmountToTheNearestCent>550000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>40862.04</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>RENT A CTR INC NEW SR GLBL 144A 29-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2029-02-15</date>
          </maturityDate>
          <couponOrYield>6.375</couponOrYield>
          <principalAmountToTheNearestCent>496000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>469648.55</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>RESIDENTIAL ASSET 2005-AHL3 M-1 20351126 FLT-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2035-11-26</date>
          </maturityDate>
          <couponOrYield>0.801</couponOrYield>
          <principalAmountToTheNearestCent>50000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>48775.09</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>RFMSI TRUST 2005-S7 A-3 20351125 0.00000-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2035-11-25</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>1145455.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>71868.23</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>SANTANDER DRIVE AUTO TR 2021-2 D 20270715 1.35000-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2027-07-15</date>
          </maturityDate>
          <couponOrYield>1.350</couponOrYield>
          <principalAmountToTheNearestCent>66500.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>65268.51</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>SAXON ASSET SEC TR 2006-3 M-4 20361125 FLT-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2036-11-25</date>
          </maturityDate>
          <couponOrYield>0.566</couponOrYield>
          <principalAmountToTheNearestCent>200500.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>11.47</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>SEQUOIA MTG TRUST 6 A 20270419 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2027-04-19</date>
          </maturityDate>
          <couponOrYield>0.801</couponOrYield>
          <principalAmountToTheNearestCent>55750000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>296538.83</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>SIX FLAGS THEME PKS INC SR SEC GLBL 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2025-07-01</date>
          </maturityDate>
          <couponOrYield>7.000</couponOrYield>
          <principalAmountToTheNearestCent>300000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>317895.99</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>SOTHEBYS SR SEC GLBL 27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2027-10-15</date>
          </maturityDate>
          <couponOrYield>7.375</couponOrYield>
          <principalAmountToTheNearestCent>1454500.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1529730.98</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>SPECTRUM BRANDS INC SR GLBL 144A 30-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2030-07-15</date>
          </maturityDate>
          <couponOrYield>5.500</couponOrYield>
          <principalAmountToTheNearestCent>850000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>853459.02</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>STATION CASINOS LLC SR GLBL 144A 31-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2031-12-01</date>
          </maturityDate>
          <couponOrYield>4.625</couponOrYield>
          <principalAmountToTheNearestCent>1500000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1435229.16</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>STRUCTURED ASSET ADJ 2004-13 A2 20340925 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2034-09-25</date>
          </maturityDate>
          <couponOrYield>0.486</couponOrYield>
          <principalAmountToTheNearestCent>2909000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>41772.85</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>STRUCTURED ASSET MTG 2006-AR5 2-A-2 20360525 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2036-05-25</date>
          </maturityDate>
          <couponOrYield>0.706</couponOrYield>
          <principalAmountToTheNearestCent>7500000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>14455.63</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>SUMMIT MATERIALS LLC 6.5%27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2027-03-15</date>
          </maturityDate>
          <couponOrYield>6.500</couponOrYield>
          <principalAmountToTheNearestCent>300000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>315579.16</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>SUPERIOR PLUS LP / SUPERIOR GE SR GLBL 144A 29-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2029-03-15</date>
          </maturityDate>
          <couponOrYield>4.500</couponOrYield>
          <principalAmountToTheNearestCent>500000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>487117.50</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BROOKFIELD ASSET MGMT INC SR GLBL 144A 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2026-03-01</date>
          </maturityDate>
          <couponOrYield>6.125</couponOrYield>
          <principalAmountToTheNearestCent>1091500.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1127098.81</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>TRANSPORTAION FIN EQUP TR 19-1 A-4 20240323 1.88000-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2024-03-23</date>
          </maturityDate>
          <couponOrYield>1.879</couponOrYield>
          <principalAmountToTheNearestCent>366500.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>367228.27</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>US FOODS INC SR SEC GLBL 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2025-04-15</date>
          </maturityDate>
          <couponOrYield>6.250</couponOrYield>
          <principalAmountToTheNearestCent>125000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>132427.53</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>US FOODS INC SR GLBL 144A 29-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2029-02-15</date>
          </maturityDate>
          <couponOrYield>4.750</couponOrYield>
          <principalAmountToTheNearestCent>552500.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>537563.31</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>UNITED AIR LINES INC SR SEC GLBL 29-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2029-04-15</date>
          </maturityDate>
          <couponOrYield>4.625</couponOrYield>
          <principalAmountToTheNearestCent>1100000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1092054.48</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>UNITED SHORE FINL SVC LLC SR GLBL 144A 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2025-11-15</date>
          </maturityDate>
          <couponOrYield>5.500</couponOrYield>
          <principalAmountToTheNearestCent>2144000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>2097338.22</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>WAMU MTG CERT 2002-AR17 I-B-1 20421125 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2042-11-25</date>
          </maturityDate>
          <couponOrYield>1.303</couponOrYield>
          <principalAmountToTheNearestCent>7156300.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>175260.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>W. R. GRACE HOLDINGS LLC SR SEC GLBL 27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2027-06-15</date>
          </maturityDate>
          <couponOrYield>4.875</couponOrYield>
          <principalAmountToTheNearestCent>987500.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>991089.97</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>WILLIAM CARTER CO 5.625%27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2027-03-15</date>
          </maturityDate>
          <couponOrYield>5.625</couponOrYield>
          <principalAmountToTheNearestCent>343000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>356023.28</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>WINWATER MTG LN TR 2016-1 1A-5 20460120 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2046-01-20</date>
          </maturityDate>
          <couponOrYield>3.500</couponOrYield>
          <principalAmountToTheNearestCent>850000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>103918.73</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>WYNDHAM HOTELS &amp; RESORTS INC SR GLBL 144A 28-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2028-08-15</date>
          </maturityDate>
          <couponOrYield>4.375</couponOrYield>
          <principalAmountToTheNearestCent>812500.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>802319.26</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
      </repurchaseAgreement>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-03-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-03-01</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-03-01</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0017</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>50000000.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>50000000.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0069</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>Y</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>BNP PARIBAS SA/PARIS</nameOfIssuer>
      <titleOfIssuer>BNP PARIBAS SA/PARIS</titleOfIssuer>
      <LEIID/>
      <ISINId>36030</ISINId>
      <cik>0000872786</cik>
      <investmentCategory>Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash</investmentCategory>
      <fundAcqstnUndrlyngSecurityFlag>Y</fundAcqstnUndrlyngSecurityFlag>
      <repurchaseAgreement>
        <repurchaseAgreementOpenFlag>Y</repurchaseAgreementOpenFlag>
        <collateralIssuers>
          <nameOfCollateralIssuer>SITKA HLDGS LLC SR SEC GLBL 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2026-07-06</date>
          </maturityDate>
          <couponOrYield>5.250</couponOrYield>
          <principalAmountToTheNearestCent>18697000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>18900392.19</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
      </repurchaseAgreement>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-04-04</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-04-04</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2050-12-31</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0031</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>18000000.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>18000000.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0025</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>Y</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>BNP PARIBAS SA/PARIS</nameOfIssuer>
      <titleOfIssuer>BNP PARIBAS SA/PARIS</titleOfIssuer>
      <LEIID/>
      <ISINId>36030</ISINId>
      <cik>0000872786</cik>
      <investmentCategory>Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash</investmentCategory>
      <fundAcqstnUndrlyngSecurityFlag>Y</fundAcqstnUndrlyngSecurityFlag>
      <repurchaseAgreement>
        <repurchaseAgreementOpenFlag>N</repurchaseAgreementOpenFlag>
        <collateralIssuers>
          <nameOfCollateralIssuer>ADAMS OUTDOOR LP 2018-1 A 20481115 4.81000-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2048-11-15</date>
          </maturityDate>
          <couponOrYield>4.809</couponOrYield>
          <principalAmountToTheNearestCent>146000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>135879.34</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>AMER CR ACCEPT RECV TR 2019-1 D 20250414 3.81000-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2025-04-14</date>
          </maturityDate>
          <couponOrYield>3.810</couponOrYield>
          <principalAmountToTheNearestCent>363000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>346062.37</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BCRED MML CLO LTD 2021-1 A 20350116 FLT-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2035-01-16</date>
          </maturityDate>
          <couponOrYield>1.809</couponOrYield>
          <principalAmountToTheNearestCent>18151374.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>18112345.89</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BEAR STEARNS ALT-A II 2007-1 I-A-1 20470925 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2047-09-25</date>
          </maturityDate>
          <couponOrYield>3.064</couponOrYield>
          <principalAmountToTheNearestCent>45007885.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>5893429.76</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BXMT 2020-FL2 LTD A 20380218 FLT-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2038-02-18</date>
          </maturityDate>
          <couponOrYield>1.062</couponOrYield>
          <principalAmountToTheNearestCent>9500000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>9445515.10</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CHNGE MTG TR 2022-2 B-2 20670325 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2067-03-25</date>
          </maturityDate>
          <couponOrYield>4.662</couponOrYield>
          <principalAmountToTheNearestCent>5887791.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>5493261.87</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>COLT MTG LN TR 2020-3 A-1 20650427 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2065-04-27</date>
          </maturityDate>
          <couponOrYield>1.506</couponOrYield>
          <principalAmountToTheNearestCent>100000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>25688.50</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CSMC 2020-NQM1 B-1 20650525 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2065-05-25</date>
          </maturityDate>
          <couponOrYield>4.461</couponOrYield>
          <principalAmountToTheNearestCent>2000000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1987599.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CWALT INC 2005-23CB A-3 20350725 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2035-07-25</date>
          </maturityDate>
          <couponOrYield>19.286</couponOrYield>
          <principalAmountToTheNearestCent>11500000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>505232.79</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CWMBS INC 2005-9 1-A-2 20350525 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2035-05-25</date>
          </maturityDate>
          <couponOrYield>0.886</couponOrYield>
          <principalAmountToTheNearestCent>53999000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>871430.11</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CITIGRP COML MTG TR 2015-P1 B 20480917 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2048-09-17</date>
          </maturityDate>
          <couponOrYield>4.315</couponOrYield>
          <principalAmountToTheNearestCent>500000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>511247.35</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CITIGROUP MTG LN TR 2019-RP1 B-2 20660125 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2066-01-25</date>
          </maturityDate>
          <couponOrYield>4.000</couponOrYield>
          <principalAmountToTheNearestCent>2760269.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>2651282.53</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>FLAGSTAR MTG TR 2020-2 A-2 20500825 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2050-08-25</date>
          </maturityDate>
          <couponOrYield>3.000</couponOrYield>
          <principalAmountToTheNearestCent>2166.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>714.23</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>FLAGSTAR MTG TR 2020-2 A-2 20500825 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2050-08-25</date>
          </maturityDate>
          <couponOrYield>3.000</couponOrYield>
          <principalAmountToTheNearestCent>440.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>145.08</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>FORD CREDIT AUTO LS TR 2020-B B 20231115 1.00000-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2023-11-15</date>
          </maturityDate>
          <couponOrYield>1.000</couponOrYield>
          <principalAmountToTheNearestCent>2740000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>2734073.68</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>FOURSIGHT CAP AUTO RECV 2018-2 E 20241015 5.50000-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2024-10-15</date>
          </maturityDate>
          <couponOrYield>5.500</couponOrYield>
          <principalAmountToTheNearestCent>4099000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>4168531.79</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>GLS AUTO RECV TR 2018-3 D 20250815 5.34000-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2025-08-15</date>
          </maturityDate>
          <couponOrYield>5.339</couponOrYield>
          <principalAmountToTheNearestCent>1070000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1108556.73</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>GS MTG SECS TR 2019-PJ2 B-5 20491125 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2049-11-25</date>
          </maturityDate>
          <couponOrYield>4.382</couponOrYield>
          <principalAmountToTheNearestCent>1592000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1336008.94</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>GS MRTGE BCKD SEC TR 2021-PJ7 A-8 20520125 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2052-01-25</date>
          </maturityDate>
          <couponOrYield>2.500</couponOrYield>
          <principalAmountToTheNearestCent>515000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>456772.49</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>GS MTG SECS TR 2020-PJ2 B-5 20500725 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2050-07-25</date>
          </maturityDate>
          <couponOrYield>3.609</couponOrYield>
          <principalAmountToTheNearestCent>792000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>754696.13</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>GOLDEN TREE LN MGMT US 2021-11 A 20341020 FLT-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2034-10-20</date>
          </maturityDate>
          <couponOrYield>1.383</couponOrYield>
          <principalAmountToTheNearestCent>31858002.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>31882610.53</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>HOME EQUITY ASSET TR 2005-8 M-3 20360225 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2036-02-25</date>
          </maturityDate>
          <couponOrYield>0.891</couponOrYield>
          <principalAmountToTheNearestCent>13300000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>11288127.37</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>JP MORGAN MTG TR 2021-1 A-3 20510625 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2051-06-25</date>
          </maturityDate>
          <couponOrYield>2.500</couponOrYield>
          <principalAmountToTheNearestCent>2025000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1384310.35</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>JPMORGAN CHASE &amp; CO PERP SUB GLBL -S-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2499-01-01</date>
          </maturityDate>
          <couponOrYield>6.750</couponOrYield>
          <principalAmountToTheNearestCent>534000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>560733.37</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>JP MORGAN MTG TR 2021-4 A-3-B 20510825 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2051-08-25</date>
          </maturityDate>
          <couponOrYield>2.000</couponOrYield>
          <principalAmountToTheNearestCent>622698.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>501618.49</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>MFA 2021-AEINV2 TRUST A-X-1 20511025 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2051-10-25</date>
          </maturityDate>
          <couponOrYield>0.169</couponOrYield>
          <principalAmountToTheNearestCent>29164652.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>176758.27</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>MCDONALDS CORP FR 2.625%090129-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2029-09-01</date>
          </maturityDate>
          <couponOrYield>2.625</couponOrYield>
          <principalAmountToTheNearestCent>217000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>214503.68</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>MELLO MTG CAP ACCPT 2021-INV3 A-11-X 20510925 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2051-09-25</date>
          </maturityDate>
          <couponOrYield>4.000</couponOrYield>
          <principalAmountToTheNearestCent>4581635.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>502469.13</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>MELLO WAREHOUSE SEC 2021-1 TR G 20550225 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2055-02-25</date>
          </maturityDate>
          <couponOrYield>4.561</couponOrYield>
          <principalAmountToTheNearestCent>3157819.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>3150228.09</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>MELLO WAREHOUSE SEC 2021-2 TR F 20550426 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2055-04-26</date>
          </maturityDate>
          <couponOrYield>4.936</couponOrYield>
          <principalAmountToTheNearestCent>2000000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1985880.81</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>OBX TR 2021-INV3 A-11 20511025 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2051-10-25</date>
          </maturityDate>
          <couponOrYield>0.999</couponOrYield>
          <principalAmountToTheNearestCent>34181043.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>33046373.17</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>PMT CR RISL TRANS TR 2021-1R A 20260227 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2026-02-27</date>
          </maturityDate>
          <couponOrYield>3.086</couponOrYield>
          <principalAmountToTheNearestCent>44015000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>25760189.32</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>SG RESIDENTIAL MTG TR 2019-3 A-1 20590925 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2059-09-25</date>
          </maturityDate>
          <couponOrYield>2.702</couponOrYield>
          <principalAmountToTheNearestCent>843491.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>58721.93</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>SANTANDER CONS AUTO 2020-A C 20260215 3.71000-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2026-02-15</date>
          </maturityDate>
          <couponOrYield>3.710</couponOrYield>
          <principalAmountToTheNearestCent>10775000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>10945683.78</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>SANTANDER RETAIL AUTO 2020-A A-4 20240320 1.76000-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2024-03-20</date>
          </maturityDate>
          <couponOrYield>1.760</couponOrYield>
          <principalAmountToTheNearestCent>14905000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>14959643.38</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>STARWOOD MTG RES TR 2020-3 B-2 20650425 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2065-04-25</date>
          </maturityDate>
          <couponOrYield>4.750</couponOrYield>
          <principalAmountToTheNearestCent>9376436.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>9211115.36</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>STRUCTURED ASSET ADJ 2004-18 M 20341225 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2034-12-25</date>
          </maturityDate>
          <couponOrYield>0.716</couponOrYield>
          <principalAmountToTheNearestCent>299867.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>81095.30</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>STRUCTURED ASSET INV 2003-BC6 M4 20330725 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2033-07-25</date>
          </maturityDate>
          <couponOrYield>4.311</couponOrYield>
          <principalAmountToTheNearestCent>8589000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>519183.36</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>STRUCTURED ASSET INV 2005-9 M2 20351125 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2035-11-25</date>
          </maturityDate>
          <couponOrYield>0.861</couponOrYield>
          <principalAmountToTheNearestCent>1037042.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>742712.87</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>STRUCTURED ASSET SECS 2004-4 B1 20340425 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2034-04-25</date>
          </maturityDate>
          <couponOrYield>2.599</couponOrYield>
          <principalAmountToTheNearestCent>6500000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>2026584.66</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>TOWD POINT MTG TR 2020-1 A1 20600125 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2060-01-25</date>
          </maturityDate>
          <couponOrYield>2.710</couponOrYield>
          <principalAmountToTheNearestCent>450001.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>239036.07</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>UWM MORTGAGE TRUST 2021-INV5 A-10 20520125 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2052-01-25</date>
          </maturityDate>
          <couponOrYield>5.000</couponOrYield>
          <principalAmountToTheNearestCent>1611456.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1736738.58</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>VERUS SEC TR 2019-INV2 B-1 20590725 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2059-07-25</date>
          </maturityDate>
          <couponOrYield>4.451</couponOrYield>
          <principalAmountToTheNearestCent>1861098.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1876295.72</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>VERUS SECUR TR 2021-R1 B-1 20631025 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2063-10-25</date>
          </maturityDate>
          <couponOrYield>3.194</couponOrYield>
          <principalAmountToTheNearestCent>1800000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1779154.64</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>WAMU MTG CERT 2005-AR6 B-1 20450425 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2045-04-25</date>
          </maturityDate>
          <couponOrYield>1.086</couponOrYield>
          <principalAmountToTheNearestCent>14656100.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>4975761.49</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>WELLS FARGO MTG SEC 19-3 TR A-1 20490725 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2049-07-25</date>
          </maturityDate>
          <couponOrYield>3.500</couponOrYield>
          <principalAmountToTheNearestCent>1046315.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>99039.58</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>WELLS FARGO MTG SEC 2020-1 A-17 20491225 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2049-12-25</date>
          </maturityDate>
          <couponOrYield>3.000</couponOrYield>
          <principalAmountToTheNearestCent>100505.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>24840.97</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>WINWATER MTG LN TR 2015-3 A-1 20450320 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2045-03-20</date>
          </maturityDate>
          <couponOrYield>3.500</couponOrYield>
          <principalAmountToTheNearestCent>459105.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>32115.98</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
      </repurchaseAgreement>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-03-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-03-01</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-03-01</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0015</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>210000000.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>210000000.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0291</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>Y</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>BOFA FINANCE LLC</nameOfIssuer>
      <titleOfIssuer>BOFA FINANCE LLC</titleOfIssuer>
      <LEIID/>
      <ISINId>29815</ISINId>
      <cik>0001682472</cik>
      <investmentCategory>Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash</investmentCategory>
      <fundAcqstnUndrlyngSecurityFlag>Y</fundAcqstnUndrlyngSecurityFlag>
      <repurchaseAgreement>
        <repurchaseAgreementOpenFlag>Y</repurchaseAgreementOpenFlag>
        <collateralIssuers>
          <nameOfCollateralIssuer>ALBEMARLE CORP-Money Market</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2022-03-15</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>5000000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>4999050.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Asset-Backed Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CAMPBELL SOUP CO-Money Market</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2022-04-20</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>37000000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>36972028.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Asset-Backed Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CONSTELLATION BRANDS INC-Money Market</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2022-03-07</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>8000000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>7999231.99</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Asset-Backed Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>EASTMAN CHEM CO-Money Market</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2022-03-08</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>3799000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>3798722.67</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Asset-Backed Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>FORTUNE BRANDS HOME &amp; SEC INC-Money Market</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2022-03-08</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>938000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>937902.44</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Asset-Backed Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>HUMANA INC-Money Market</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2022-03-04</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>350000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>349982.84</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Asset-Backed Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>MANHATTAN ASSET FDG CO LLC IAMCOML PAPER 4/2-Money Market</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2022-08-23</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>50000000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>49942900.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Asset-Backed Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>MOLSON COORS BREWING CO DISC C-Money Market</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2022-03-02</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>16400000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>16399475.19</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Asset-Backed Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>PREFER TERM SEC XXIV 2006-24 A-2 20370322 FLT-Other Instrument (collateralized debt obligation)</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2037-03-22</date>
          </maturityDate>
          <couponOrYield>0.582</couponOrYield>
          <principalAmountToTheNearestCent>8440000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>6722756.22</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Asset-Backed Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>REGATTA 2021-21 FDG LTD SUB 20341020 FLT-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2034-10-20</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>13744228.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>14017449.50</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Asset-Backed Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>SYNGENTA WILMINGTON INC-Money Market</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2022-03-18</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>21725000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>21714984.77</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Asset-Backed Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>WGL HLDGS INC-Money Market</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2022-03-01</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>700000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>699990.19</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Asset-Backed Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>WGL HLDGS INC-Money Market</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2022-03-30</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>10000000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>9997760.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Asset-Backed Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
      </repurchaseAgreement>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>NR</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-04-04</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-04-04</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2050-12-31</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0047</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>170000000.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>170000000.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0236</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>Y</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>BOFA FINANCE LLC</nameOfIssuer>
      <titleOfIssuer>BOFA FINANCE LLC</titleOfIssuer>
      <LEIID/>
      <ISINId>29815</ISINId>
      <cik>0001682472</cik>
      <investmentCategory>U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash</investmentCategory>
      <fundAcqstnUndrlyngSecurityFlag>Y</fundAcqstnUndrlyngSecurityFlag>
      <repurchaseAgreement>
        <repurchaseAgreementOpenFlag>Y</repurchaseAgreementOpenFlag>
        <collateralIssuers>
          <nameOfCollateralIssuer>United States Treasury-U.S. Treasuries (including strips)</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2024-02-29</date>
          </maturityDate>
          <couponOrYield>2.375</couponOrYield>
          <principalAmountToTheNearestCent>34000000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>34680000.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
      </repurchaseAgreement>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>NR</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-04-04</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-04-04</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2050-12-31</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0035</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>34000000.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>34000000.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0047</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>Y</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>BOFA FINANCE LLC</nameOfIssuer>
      <titleOfIssuer>BOFA FINANCE LLC</titleOfIssuer>
      <LEIID/>
      <ISINId>29815</ISINId>
      <cik>0001682472</cik>
      <investmentCategory>Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash</investmentCategory>
      <fundAcqstnUndrlyngSecurityFlag>Y</fundAcqstnUndrlyngSecurityFlag>
      <repurchaseAgreement>
        <repurchaseAgreementOpenFlag>Y</repurchaseAgreementOpenFlag>
        <collateralIssuers>
          <nameOfCollateralIssuer>BANK NOVA SCOTIA HOUSTON TEX CD FLT 22-Money Market</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2022-10-20</date>
          </maturityDate>
          <couponOrYield>0.200</couponOrYield>
          <principalAmountToTheNearestCent>500000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>499913.33</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Money Market</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BAYERISCHE LANDESBANK CD 0.9%23-Money Market</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2023-06-27</date>
          </maturityDate>
          <couponOrYield>0.900</couponOrYield>
          <principalAmountToTheNearestCent>400000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>400220.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Money Market</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CREDIT AGRICOLE CORP &amp; INVT BK 0.22%22-Money Market</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2022-05-23</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>300000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>299796.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Money Market</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CREDIT INDL ET COML INSTL CTF CD 0.24%22-Money Market</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2022-03-24</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>400000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>400040.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Money Market</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ENERBANK USA UT CD 0.4%25-Money Market</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2025-10-30</date>
          </maturityDate>
          <couponOrYield>0.400</couponOrYield>
          <principalAmountToTheNearestCent>129000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>122620.31</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Money Market</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>LANDESBANK BADEN WURTTEMBERG CD 0.17%22-Money Market</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2022-03-17</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>100000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>100000.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Money Market</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>LLOYDS BK CORPRTE MKTS PLC NY 0.2%22-Money Market</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2022-06-10</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>1000000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>998950.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Money Market</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>MERRICK BK SOUTH JORDAN UTAH CD 0.1%22-Money Market</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2022-12-12</date>
          </maturityDate>
          <couponOrYield>0.100</couponOrYield>
          <principalAmountToTheNearestCent>253000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>251909.39</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Money Market</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>NATIXIS N Y BRH CD FLT 23-Money Market</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2023-02-07</date>
          </maturityDate>
          <couponOrYield>0.330</couponOrYield>
          <principalAmountToTheNearestCent>1000000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1000142.50</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Money Market</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>NORDEA BK ABP NEW YORK BRH CD 0.3%23-Money Market</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2023-01-27</date>
          </maturityDate>
          <couponOrYield>0.300</couponOrYield>
          <principalAmountToTheNearestCent>72000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>71701.19</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Money Market</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>NORDEA BK ABP NEW YORK BRH CD FLT 22-Money Market</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2022-05-16</date>
          </maturityDate>
          <couponOrYield>0.468</couponOrYield>
          <principalAmountToTheNearestCent>475000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>475126.44</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Money Market</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>NORDEA BK ABP NEW YORK BRH CD FLT 22-Money Market</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2022-08-15</date>
          </maturityDate>
          <couponOrYield>0.210</couponOrYield>
          <principalAmountToTheNearestCent>10000000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>9999758.33</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Money Market</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>SUMITOMO MITSUI TR BK LTD NY CD FLT 22-Money Market</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2022-09-01</date>
          </maturityDate>
          <couponOrYield>0.250</couponOrYield>
          <principalAmountToTheNearestCent>3000000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>2999783.33</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Money Market</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>TEXAS EXCHANGE BK CROWLEY CD CLL 1.4%24-Money Market</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2024-02-26</date>
          </maturityDate>
          <couponOrYield>1.399</couponOrYield>
          <principalAmountToTheNearestCent>135000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>134547.08</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Money Market</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>TORONTO DOMINION BK N Y BRH CD 0.23%22-Money Market</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2022-03-22</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>500000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>500039.99</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Money Market</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>TOYOTA FINL SVGS BK HEND NV CD CLL 1.9%30-Money Market</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2030-05-20</date>
          </maturityDate>
          <couponOrYield>1.899</couponOrYield>
          <principalAmountToTheNearestCent>108000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>106224.43</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Money Market</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
      </repurchaseAgreement>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>NR</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-04-04</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-04-04</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2050-12-31</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0047</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>18000000.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>18000000.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0025</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>Y</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>BOFA FINANCE LLC</nameOfIssuer>
      <titleOfIssuer>BOFA FINANCE LLC</titleOfIssuer>
      <LEIID/>
      <ISINId>29815</ISINId>
      <cik>0001682472</cik>
      <investmentCategory>Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash</investmentCategory>
      <fundAcqstnUndrlyngSecurityFlag>Y</fundAcqstnUndrlyngSecurityFlag>
      <repurchaseAgreement>
        <repurchaseAgreementOpenFlag>Y</repurchaseAgreementOpenFlag>
        <collateralIssuers>
          <nameOfCollateralIssuer>United States Treasury-U.S. Treasuries (including strips)</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2022-06-07</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>5633600.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>5626490.39</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Equities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>United States Treasury-U.S. Treasuries (including strips)</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2024-02-29</date>
          </maturityDate>
          <couponOrYield>2.375</couponOrYield>
          <principalAmountToTheNearestCent>9265200.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>9243480.01</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Equities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>United States Treasury-U.S. Treasuries (including strips)</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2023-01-31</date>
          </maturityDate>
          <couponOrYield>0.125</couponOrYield>
          <principalAmountToTheNearestCent>11900000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>11793336.55</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Equities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ADOBE SYSTEMS INCORPORATED COM-Equities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2499-01-01</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>8055.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>3749924.70</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Equities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CHANGE HEALTHCARE INC COM-Equities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2499-01-01</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>4084.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>86458.27</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Equities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>COMCAST CORP NEW CL A-Equities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2499-01-01</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>74.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>3483.17</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Equities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>EXXON MOBIL CORP COM-Equities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2499-01-01</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>48170.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>3749552.79</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Equities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>GALLAGHER ARTHUR J &amp; CO COM-Equities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2499-01-01</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>25.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>3982.50</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Equities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>MORGAN STANLEY COM NEW-Equities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2499-01-01</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>39661.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>3749947.54</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Equities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>PERKINELMER INC COM-Equities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2499-01-01</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>2271.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>416047.19</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Equities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>PIONEER NAT RES CO COM-Equities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2499-01-01</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>16355.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>3749874.39</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Equities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>RINGCENTRAL INC CL A-Equities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2499-01-01</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>4894.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>624963.80</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Equities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>YUM CHINA HLDGS INC COM-Equities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2499-01-01</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>4058.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>211218.89</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Equities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
      </repurchaseAgreement>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>NR</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-04-04</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-04-04</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2050-12-31</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0035</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>41000000.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>41000000.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0057</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>Y</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>CANADIAN IMP BK COMM NY</nameOfIssuer>
      <titleOfIssuer>CANADIAN IMP BK COMM NY</titleOfIssuer>
      <CUSIPMember>13606KBW5</CUSIPMember>
      <investmentCategory>Certificate of Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-03-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2023-02-10</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2023-02-10</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0030</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>174957898.50</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>174957898.50</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0243</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>CANADIAN IMP BK COMM NY</nameOfIssuer>
      <titleOfIssuer>CANADIAN IMP BK COMM NY</titleOfIssuer>
      <CUSIPMember>13606CR63</CUSIPMember>
      <investmentCategory>Certificate of Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-03-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-04-26</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-04-26</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0023</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>100022164.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>100022164.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0139</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>CANADIAN IMP BK COMM NY</nameOfIssuer>
      <titleOfIssuer>CANADIAN IMP BK COMM NY</titleOfIssuer>
      <CUSIPMember>13606KCH7</CUSIPMember>
      <investmentCategory>Certificate of Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-03-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2023-02-24</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2023-02-24</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0030</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>49981482.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>49981482.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0069</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>CANADIAN IMP BK COMM NY</nameOfIssuer>
      <titleOfIssuer>CANADIAN IMP BK COMM NY</titleOfIssuer>
      <CUSIPMember>13606CYM0</CUSIPMember>
      <investmentCategory>Certificate of Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-11-08</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-11-08</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-11-08</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0035</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>49769334.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>49769334.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0069</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>CANADIAN IMP BK COMM NY</nameOfIssuer>
      <titleOfIssuer>CANADIAN IMP BK COMM NY</titleOfIssuer>
      <CUSIPMember>13606CYR9</CUSIPMember>
      <investmentCategory>Certificate of Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-11-09</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-11-09</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-11-09</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0035</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>49767734.50</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>49767734.50</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0069</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>CASH MGMT BILL</nameOfIssuer>
      <titleOfIssuer>CASH MGMT BILL</titleOfIssuer>
      <CUSIPMember>912796S91</CUSIPMember>
      <investmentCategory>U.S. Treasury Debt</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1+</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-03-22</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-03-22</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-03-22</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0008</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>399991832.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>399991832.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0555</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>Y</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>CITIGROUP GLOBAL MARKETS INC</nameOfIssuer>
      <titleOfIssuer>CITIGROUP GLOBAL MARKETS INC</titleOfIssuer>
      <LEIID>MBNUM2BPBDO7JBLYG310</LEIID>
      <ISINId>36027</ISINId>
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          <LEIID>MBNUM2BPBDO7JBLYG310</LEIID>
          <maturityDate>
            <date>2070-04-20</date>
          </maturityDate>
          <couponOrYield>0.104</couponOrYield>
          <principalAmountToTheNearestCent>5000000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>34523.75</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Agency Debentures and Agency Strips</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>Government National Mortgage Association-Agency Collateralized Mortgage Obligation</nameOfCollateralIssuer>
          <LEIID>MBNUM2BPBDO7JBLYG310</LEIID>
          <maturityDate>
            <date>2067-11-20</date>
          </maturityDate>
          <couponOrYield>0.187</couponOrYield>
          <principalAmountToTheNearestCent>44989913.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>905891.58</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Agency Debentures and Agency Strips</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>Government National Mortgage Association-Agency Collateralized Mortgage Obligation</nameOfCollateralIssuer>
          <LEIID>MBNUM2BPBDO7JBLYG310</LEIID>
          <maturityDate>
            <date>2067-05-20</date>
          </maturityDate>
          <couponOrYield>0.500</couponOrYield>
          <principalAmountToTheNearestCent>42204540.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>38443571.51</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Agency Debentures and Agency Strips</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>Government National Mortgage Association-Agency Collateralized Mortgage Obligation</nameOfCollateralIssuer>
          <LEIID>MBNUM2BPBDO7JBLYG310</LEIID>
          <maturityDate>
            <date>2052-02-20</date>
          </maturityDate>
          <couponOrYield>3.000</couponOrYield>
          <principalAmountToTheNearestCent>28387395.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>3042021.63</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Agency Debentures and Agency Strips</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>Government National Mortgage Association-Agency Collateralized Mortgage Obligation</nameOfCollateralIssuer>
          <LEIID>MBNUM2BPBDO7JBLYG310</LEIID>
          <maturityDate>
            <date>2052-02-20</date>
          </maturityDate>
          <couponOrYield>2.150</couponOrYield>
          <principalAmountToTheNearestCent>100000000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>3043500.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Agency Debentures and Agency Strips</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>Government National Mortgage Association-Agency Collateralized Mortgage Obligation</nameOfCollateralIssuer>
          <LEIID>MBNUM2BPBDO7JBLYG310</LEIID>
          <maturityDate>
            <date>2052-02-20</date>
          </maturityDate>
          <couponOrYield>3.001</couponOrYield>
          <principalAmountToTheNearestCent>93289000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>5190409.85</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Agency Debentures and Agency Strips</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
      </repurchaseAgreement>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-03-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-03-01</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-03-01</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0016</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>330000000.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>330000000.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0458</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>Y</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>COLLATERALIZED COMMERCIAL PAPER FLEX</nameOfIssuer>
      <titleOfIssuer>COLLATERALIZED COMMERCIAL PAPER FLEX</titleOfIssuer>
      <CUSIPMember>19423KEP5</CUSIPMember>
      <investmentCategory>Asset Backed Commercial Paper</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-05-23</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-05-23</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-05-23</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>Y</securityEnhancementsFlag>
      <enhancementProvider>
        <identityOfTheEnhancementProvider>JP MORGAN SECURITIES LLC</identityOfTheEnhancementProvider>
        <typeOfEnhancement>Fully Supported</typeOfEnhancement>
        <amountProvidedByEnhancement>1.0000</amountProvidedByEnhancement>
        <enhancementRatingOrNRSRO>
          <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
          <rating>F1+</rating>
        </enhancementRatingOrNRSRO>
        <enhancementRatingOrNRSRO>
          <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
          <rating>P-1</rating>
        </enhancementRatingOrNRSRO>
        <enhancementRatingOrNRSRO>
          <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
          <rating>A-1</rating>
        </enhancementRatingOrNRSRO>
      </enhancementProvider>
      <yieldOfTheSecurityAsOfReportingDate>0.0021</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>59928180.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>59928180.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0083</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>COLLATERALIZED COMMERCIAL PAPER FLEX</nameOfIssuer>
      <titleOfIssuer>COLLATERALIZED COMMERCIAL PAPER FLEX</titleOfIssuer>
      <CUSIPMember>19423KHC1</CUSIPMember>
      <investmentCategory>Asset Backed Commercial Paper</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-08-12</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-08-12</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-08-12</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>Y</securityEnhancementsFlag>
      <enhancementProvider>
        <identityOfTheEnhancementProvider>JP MORGAN SECURITIES LLC</identityOfTheEnhancementProvider>
        <typeOfEnhancement>Fully Supported</typeOfEnhancement>
        <amountProvidedByEnhancement>1.0000</amountProvidedByEnhancement>
        <enhancementRatingOrNRSRO>
          <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
          <rating>F1+</rating>
        </enhancementRatingOrNRSRO>
        <enhancementRatingOrNRSRO>
          <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
          <rating>P-1</rating>
        </enhancementRatingOrNRSRO>
        <enhancementRatingOrNRSRO>
          <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
          <rating>A-1</rating>
        </enhancementRatingOrNRSRO>
      </enhancementProvider>
      <yieldOfTheSecurityAsOfReportingDate>0.0024</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>49804062.50</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>49804062.50</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0069</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>COLLATERALIZED COMMERCIAL PAPER FLEX</nameOfIssuer>
      <titleOfIssuer>COLLATERALIZED COMMERCIAL PAPER FLEX</titleOfIssuer>
      <CUSIPMember>19423MCX6</CUSIPMember>
      <investmentCategory>Asset Backed Commercial Paper</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-03-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2023-01-03</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2023-01-03</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>Y</securityGuaranteeFlag>
      <guarantor>
        <identityOfTheGuarantor>JP MORGAN SECURITIES LLC</identityOfTheGuarantor>
        <amountProvidedByGuarantor>1.0000</amountProvidedByGuarantor>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
          <rating>F1+</rating>
        </guarantorRatingOrNRSRO>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
          <rating>P-1</rating>
        </guarantorRatingOrNRSRO>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
          <rating>A-1</rating>
        </guarantorRatingOrNRSRO>
      </guarantor>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0027</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>100000000.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>100000000.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0139</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>COLLATERALIZED COMMERCIAL PAPER FLEX</nameOfIssuer>
      <titleOfIssuer>COLLATERALIZED COMMERCIAL PAPER FLEX</titleOfIssuer>
      <CUSIPMember>19423MDA5</CUSIPMember>
      <investmentCategory>Asset Backed Commercial Paper</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-03-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2023-01-26</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2023-01-26</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>Y</securityGuaranteeFlag>
      <guarantor>
        <identityOfTheGuarantor>JP MORGAN SECURITIES LLC</identityOfTheGuarantor>
        <amountProvidedByGuarantor>1.0000</amountProvidedByGuarantor>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
          <rating>F1+</rating>
        </guarantorRatingOrNRSRO>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
          <rating>P-1</rating>
        </guarantorRatingOrNRSRO>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
          <rating>A-1</rating>
        </guarantorRatingOrNRSRO>
      </guarantor>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0031</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>170000000.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>170000000.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0236</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>COOPERAT RABOBANK UA/NY</nameOfIssuer>
      <titleOfIssuer>COOPERAT RABOBANK UA/NY</titleOfIssuer>
      <ISINId>1190</ISINId>
      <cik>0001098062</cik>
      <investmentCategory>Non-Negotiable Time Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-03-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-03-01</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-03-01</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0006</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>133000000.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>133000000.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0184</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>Y</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>CREDIT AGRICOLE CIB NY</nameOfIssuer>
      <titleOfIssuer>CREDIT AGRICOLE CIB NY</titleOfIssuer>
      <ISINId>36696</ISINId>
      <cik>0001330437</cik>
      <investmentCategory>Non-Negotiable Time Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-03-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-03-01</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-03-01</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0007</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>340000000.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>340000000.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0472</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>Y</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>DNB BANK ASA</nameOfIssuer>
      <titleOfIssuer>DNB BANK ASA</titleOfIssuer>
      <CUSIPMember>2332K1KU3</CUSIPMember>
      <investmentCategory>Financial Company Commercial Paper</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>NR</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1+</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-10-28</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-10-28</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-10-28</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0034</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>99339206.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>99339206.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0138</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>DNB Bank ASA (Cayman) DTD</nameOfIssuer>
      <titleOfIssuer>DNB Bank ASA (Cayman) DTD</titleOfIssuer>
      <cik>0001245233</cik>
      <investmentCategory>Non-Negotiable Time Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>NR</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1+</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-03-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-03-01</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-03-01</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0006</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>60000000.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>60000000.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0083</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>Y</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>ING BANK NV/BUCURESTI</nameOfIssuer>
      <titleOfIssuer>ING BANK NV/BUCURESTI</titleOfIssuer>
      <ISINId>36947</ISINId>
      <cik>0001017255</cik>
      <investmentCategory>Non-Negotiable Time Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-03-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-03-01</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-03-01</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0008</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>375000000.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>375000000.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0520</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>Y</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>MITSUBISHI UFJ TR&amp;BK NY</nameOfIssuer>
      <titleOfIssuer>MITSUBISHI UFJ TR&amp;BK NY</titleOfIssuer>
      <CUSIPMember>60683B4B6</CUSIPMember>
      <investmentCategory>Certificate of Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-03-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-07-27</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-07-27</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0024</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>40003140.40</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>40003140.40</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0055</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>MITSUBISHI UFJ TR&amp;BK NY</nameOfIssuer>
      <titleOfIssuer>MITSUBISHI UFJ TR&amp;BK NY</titleOfIssuer>
      <CUSIPMember>60683B2F9</CUSIPMember>
      <investmentCategory>Certificate of Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-03-03</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-03-03</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-03-03</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0015</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>50000312.50</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>50000312.50</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0069</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>MITSUBISHI UFJ TR&amp;BK NY</nameOfIssuer>
      <titleOfIssuer>MITSUBISHI UFJ TR&amp;BK NY</titleOfIssuer>
      <CUSIPMember>60683B3G6</CUSIPMember>
      <investmentCategory>Certificate of Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-05-06</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-05-06</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-05-06</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0021</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>49987143.50</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>49987143.50</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0069</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>MIZUHO BANK LTD/NY</nameOfIssuer>
      <titleOfIssuer>MIZUHO BANK LTD/NY</titleOfIssuer>
      <CUSIPMember>60710RLF0</CUSIPMember>
      <investmentCategory>Certificate of Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-06-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-06-01</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-06-01</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0032</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>24984756.25</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>24984756.25</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0035</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>MIZUHO BANK LTD/SG</nameOfIssuer>
      <titleOfIssuer>MIZUHO BANK LTD/SG</titleOfIssuer>
      <CUSIPMember>60689QE91</CUSIPMember>
      <investmentCategory>Financial Company Commercial Paper</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-05-09</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-05-09</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-05-09</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0026</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>199842500.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>199842500.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0277</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>NATIONAL AUSTRALIA BANK LTD</nameOfIssuer>
      <titleOfIssuer>NATIONAL AUSTRALIA BANK LTD</titleOfIssuer>
      <CUSIPMember>63254GQL2</CUSIPMember>
      <investmentCategory>Financial Company Commercial Paper</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1+</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-03-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-03-25</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-03-25</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0022</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>50005069.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>50005069.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0069</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>NORDEA BANK ABP</nameOfIssuer>
      <titleOfIssuer>NORDEA BANK ABP</titleOfIssuer>
      <CUSIPMember>65558KG57</CUSIPMember>
      <investmentCategory>Financial Company Commercial Paper</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1+</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-07-05</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-07-05</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-07-05</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0033</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>149694141.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>149694141.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0208</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>NORDEA BANK ABP NEW YORK</nameOfIssuer>
      <titleOfIssuer>NORDEA BANK ABP NEW YORK</titleOfIssuer>
      <ISINId>36707</ISINId>
      <cik>0001141330</cik>
      <investmentCategory>Non-Negotiable Time Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1+</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-03-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-03-01</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-03-01</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0006</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>190000000.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>190000000.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0264</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>Y</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>NRW BANK</nameOfIssuer>
      <titleOfIssuer>NRW BANK</titleOfIssuer>
      <CUSIPMember>62939MC39</CUSIPMember>
      <investmentCategory>Financial Company Commercial Paper</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1+</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-03-03</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-03-03</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-03-03</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>Y</securityGuaranteeFlag>
      <guarantor>
        <identityOfTheGuarantor>STATE OF NORTH RHINE - WESTPHALIA</identityOfTheGuarantor>
        <amountProvidedByGuarantor>1.0000</amountProvidedByGuarantor>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
          <rating>F1+</rating>
        </guarantorRatingOrNRSRO>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
          <rating>P-1</rating>
        </guarantorRatingOrNRSRO>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
          <rating>A-1+</rating>
        </guarantorRatingOrNRSRO>
      </guarantor>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0007</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>74999593.50</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>74999593.50</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0104</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>SKANDINAV ENSKILDA BK NY</nameOfIssuer>
      <titleOfIssuer>SKANDINAV ENSKILDA BK NY</titleOfIssuer>
      <ISINId>27145</ISINId>
      <cik>0000917311</cik>
      <investmentCategory>Non-Negotiable Time Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-03-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-03-01</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-03-01</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0006</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>340000000.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>340000000.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0472</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>Y</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>SOCIETE GENERALE</nameOfIssuer>
      <titleOfIssuer>SOCIETE GENERALE</titleOfIssuer>
      <LEIID/>
      <ISINId>754</ISINId>
      <cik>0001145665</cik>
      <investmentCategory>Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash</investmentCategory>
      <fundAcqstnUndrlyngSecurityFlag>Y</fundAcqstnUndrlyngSecurityFlag>
      <repurchaseAgreement>
        <repurchaseAgreementOpenFlag>N</repurchaseAgreementOpenFlag>
        <collateralIssuers>
          <nameOfCollateralIssuer>AMC ENTMT HLDGS INC SUB GLBL PIK 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2026-06-15</date>
          </maturityDate>
          <couponOrYield>10.000</couponOrYield>
          <principalAmountToTheNearestCent>6553.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>6197.87</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ADAPTHEALTH LLC SR GLBL 144A 30-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2030-03-01</date>
          </maturityDate>
          <couponOrYield>5.125</couponOrYield>
          <principalAmountToTheNearestCent>1034000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>982504.64</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>AIMCO CLO 2018-A E 20310417 FLT-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2031-04-17</date>
          </maturityDate>
          <couponOrYield>5.391</couponOrYield>
          <principalAmountToTheNearestCent>1069810.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>995276.42</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>AKUMIN INC SR SEC GLBL 28-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2028-08-01</date>
          </maturityDate>
          <couponOrYield>7.500</couponOrYield>
          <principalAmountToTheNearestCent>1988000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1720862.50</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ALTICE FINANCING S.A. SR SEC GLBL 29-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2029-08-15</date>
          </maturityDate>
          <couponOrYield>5.750</couponOrYield>
          <principalAmountToTheNearestCent>4564000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>4175085.07</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>AMER AIRLINES PT TR 2017-2 AA 20310415 3.35000-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2031-04-15</date>
          </maturityDate>
          <couponOrYield>3.350</couponOrYield>
          <principalAmountToTheNearestCent>458000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>375861.55</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>AMER AIRLINES PT TR 2013-1 A 20270115 4.00000-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2027-01-15</date>
          </maturityDate>
          <couponOrYield>4.000</couponOrYield>
          <principalAmountToTheNearestCent>814000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>351727.22</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>AMERICAN AIRLN PSTHRU 2019-1 AA 20330815 3.15000-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2033-08-15</date>
          </maturityDate>
          <couponOrYield>3.149</couponOrYield>
          <principalAmountToTheNearestCent>2000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1736.86</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>AMER AIRLINES PT TR 2013-2 A 20240715 4.95000-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2024-07-15</date>
          </maturityDate>
          <couponOrYield>4.950</couponOrYield>
          <principalAmountToTheNearestCent>4000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>692.27</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>APOLLO COML REAL ESTATE FIN SR SEC GLBL 29-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2029-06-15</date>
          </maturityDate>
          <couponOrYield>4.625</couponOrYield>
          <principalAmountToTheNearestCent>145000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>132902.42</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ASHLAND INC SR GLBL NT 43-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2043-05-15</date>
          </maturityDate>
          <couponOrYield>6.875</couponOrYield>
          <principalAmountToTheNearestCent>2000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>2444.34</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ASTEROID PRIVATE MERGER SUB IN SR 144A NT8.5%29-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2029-11-15</date>
          </maturityDate>
          <couponOrYield>8.500</couponOrYield>
          <principalAmountToTheNearestCent>123000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>122608.79</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ATHABASCA OIL CORP SR SEC 144A NT26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2026-11-01</date>
          </maturityDate>
          <couponOrYield>9.750</couponOrYield>
          <principalAmountToTheNearestCent>1008000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1045611.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>AVIANCA MIDCO 2 LIMITED SR SEC GLBL 28-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2028-12-01</date>
          </maturityDate>
          <couponOrYield>9.000</couponOrYield>
          <principalAmountToTheNearestCent>1682595.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1708305.05</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>AVON PRODS INC CR SEN SR NT 43-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2043-03-15</date>
          </maturityDate>
          <couponOrYield>8.449</couponOrYield>
          <principalAmountToTheNearestCent>115000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>140704.76</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BARCLAYS BANK PLC FR 0.2%062822-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2022-06-28</date>
          </maturityDate>
          <couponOrYield>0.200</couponOrYield>
          <principalAmountToTheNearestCent>250000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>249659.72</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BAYVIEW FINANCIAL TR 2006-A B-1 20410228 FLT-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2041-02-28</date>
          </maturityDate>
          <couponOrYield>2.233</couponOrYield>
          <principalAmountToTheNearestCent>1529820.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1534126.44</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BCPE CYCLE MERGER SUB II INC SR 144A NT 27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2027-07-15</date>
          </maturityDate>
          <couponOrYield>10.625</couponOrYield>
          <principalAmountToTheNearestCent>38000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>38767.25</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BEAR STEARNS ABS TR 2007-HE5 I-A-4 20370525 FLT-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2037-05-25</date>
          </maturityDate>
          <couponOrYield>0.486</couponOrYield>
          <principalAmountToTheNearestCent>5493670.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>5353974.60</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BEAR STEARNS CMBS 2007-PWR17 C 20500613 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2050-06-13</date>
          </maturityDate>
          <couponOrYield>5.948</couponOrYield>
          <principalAmountToTheNearestCent>109159.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>48320.43</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BLUE RACER MIDSTREAM LLC/ BLUE SR GLBL 144A 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2025-12-15</date>
          </maturityDate>
          <couponOrYield>7.625</couponOrYield>
          <principalAmountToTheNearestCent>2243000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>2389830.82</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BLUELINX HLDGS INC SR SEC GLBL 29-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2029-11-15</date>
          </maturityDate>
          <couponOrYield>6.000</couponOrYield>
          <principalAmountToTheNearestCent>863000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>856959.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CGG SR 144A NT 27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2027-04-01</date>
          </maturityDate>
          <couponOrYield>8.750</couponOrYield>
          <principalAmountToTheNearestCent>850000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>860477.43</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CSMC SERIES 2015-5R 4-A-2 20370128 FLT-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2037-01-28</date>
          </maturityDate>
          <couponOrYield>0.251</couponOrYield>
          <principalAmountToTheNearestCent>1675300.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1466617.18</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CTR PARTNERSHIP LP/ CARETRUST SR GLBL 144A 28-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2028-06-30</date>
          </maturityDate>
          <couponOrYield>3.875</couponOrYield>
          <principalAmountToTheNearestCent>3000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>2927.82</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CWABS INC 2006-3 M-3 20360425 FLT-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2036-04-25</date>
          </maturityDate>
          <couponOrYield>0.816</couponOrYield>
          <principalAmountToTheNearestCent>1177000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>940569.53</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CWABS INC 2004-BC5 M-6 20340725 FLT-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2034-07-25</date>
          </maturityDate>
          <couponOrYield>1.836</couponOrYield>
          <principalAmountToTheNearestCent>2494000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>828635.81</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CWABS INC 2007-BC2 1-A 20370625 FLT-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2037-06-25</date>
          </maturityDate>
          <couponOrYield>0.386</couponOrYield>
          <principalAmountToTheNearestCent>43612.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>8334.94</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CENTENE CORP DEL SR GLBL NT 31-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2031-08-01</date>
          </maturityDate>
          <couponOrYield>2.625</couponOrYield>
          <principalAmountToTheNearestCent>6000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>5516.33</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>LUMEN TECHNOLOGIES INC SR NT-T 5.8%22-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2022-03-15</date>
          </maturityDate>
          <couponOrYield>5.799</couponOrYield>
          <principalAmountToTheNearestCent>213000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>218785.31</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CITIGROUP INC SR GLBL NT 31-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2031-01-29</date>
          </maturityDate>
          <couponOrYield>2.665</couponOrYield>
          <principalAmountToTheNearestCent>7000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>6701.64</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CITIGROUP MTG LN TR 2007-AMC1 A-2B 20361226 FLT-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2036-12-26</date>
          </maturityDate>
          <couponOrYield>0.336</couponOrYield>
          <principalAmountToTheNearestCent>5910588.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1578531.48</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CITIGROUP MTG LN TR 2007-FS1 II-A1A 20371025 FLT-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2037-10-25</date>
          </maturityDate>
          <couponOrYield>1.186</couponOrYield>
          <principalAmountToTheNearestCent>4328414.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>702614.15</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CITIGROUP MTG LN TR 2015-A B-4 20580625 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2058-06-25</date>
          </maturityDate>
          <couponOrYield>4.500</couponOrYield>
          <principalAmountToTheNearestCent>4776.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>2951.61</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>COCA COLA CO SR GLBL NT 2%31-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2031-03-05</date>
          </maturityDate>
          <couponOrYield>2.000</couponOrYield>
          <principalAmountToTheNearestCent>24000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>22675.22</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>COMM MORTGAGE TRUST 2019-521F E 20340615 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2034-06-15</date>
          </maturityDate>
          <couponOrYield>2.190</couponOrYield>
          <principalAmountToTheNearestCent>438767.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>416040.27</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>COOPER-STANDARD AUTOMOTIVE INC SR GLBL 144A 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2026-11-15</date>
          </maturityDate>
          <couponOrYield>5.625</couponOrYield>
          <principalAmountToTheNearestCent>2000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1413.18</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>COTY INC SR SEC GLBL 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2026-04-15</date>
          </maturityDate>
          <couponOrYield>5.000</couponOrYield>
          <principalAmountToTheNearestCent>2882000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>2935236.94</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>DIRECTV FING LLC / DIRECTV SR SEC 144A NT27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2027-08-15</date>
          </maturityDate>
          <couponOrYield>5.875</couponOrYield>
          <principalAmountToTheNearestCent>3000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>2995.11</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>DISH DBS CORPORATION SR SEC GLBL 28-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2028-12-01</date>
          </maturityDate>
          <couponOrYield>5.750</couponOrYield>
          <principalAmountToTheNearestCent>5326000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>5151277.61</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>KINDER MORGAN INC DEL FR 7.8%080131-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2031-08-01</date>
          </maturityDate>
          <couponOrYield>7.799</couponOrYield>
          <principalAmountToTheNearestCent>2000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>2604.67</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ENOVA INTL INC SR GLBL 144A 24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2024-09-01</date>
          </maturityDate>
          <couponOrYield>8.500</couponOrYield>
          <principalAmountToTheNearestCent>690000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>714523.74</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>FERTITTA ENTMT LLC / FERTITTA SR SEC 144A NT30-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2030-01-15</date>
          </maturityDate>
          <couponOrYield>6.750</couponOrYield>
          <principalAmountToTheNearestCent>176000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>167343.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>FIRST QUANTUM MINERALS LTD SR GLBL 144A 23-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2023-04-01</date>
          </maturityDate>
          <couponOrYield>7.250</couponOrYield>
          <principalAmountToTheNearestCent>215000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>221633.64</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>FIRSTENERGY TRANSMISSION LLC SR GLBL 144A 49-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2049-04-01</date>
          </maturityDate>
          <couponOrYield>4.549</couponOrYield>
          <principalAmountToTheNearestCent>1005000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1045128.81</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>FIRSTENERGY CORP -C 4.85%47-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2047-07-15</date>
          </maturityDate>
          <couponOrYield>5.349</couponOrYield>
          <principalAmountToTheNearestCent>2000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>2112.78</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>FIRSTENERGY CORP SR GLBL -B NT 30-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2030-03-01</date>
          </maturityDate>
          <couponOrYield>2.649</couponOrYield>
          <principalAmountToTheNearestCent>725000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>686545.39</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>FIRSTENERGY CORP GLBL B NT2.25%30-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2030-09-01</date>
          </maturityDate>
          <couponOrYield>2.250</couponOrYield>
          <principalAmountToTheNearestCent>608000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>556966.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>FIVE POINT OPERATING COMPANY SR GLBL 144A 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2025-11-15</date>
          </maturityDate>
          <couponOrYield>7.875</couponOrYield>
          <principalAmountToTheNearestCent>180000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>188472.82</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>FORD MOTOR CREDIT COMPANY SR GLBL NT 23-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2023-11-17</date>
          </maturityDate>
          <couponOrYield>3.370</couponOrYield>
          <principalAmountToTheNearestCent>1600000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1623223.55</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>FORD MOTOR CREDIT COMPANY SR NT 4.25%22-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2022-09-20</date>
          </maturityDate>
          <couponOrYield>4.250</couponOrYield>
          <principalAmountToTheNearestCent>1081000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1110622.40</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>FREEDOM MORTGAGE CORPORATION SR 144A NT 24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2024-11-15</date>
          </maturityDate>
          <couponOrYield>8.125</couponOrYield>
          <principalAmountToTheNearestCent>2000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>2036.49</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>FREEPORT MCMORAN INC SR GLBL NT5.4%34-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2034-11-14</date>
          </maturityDate>
          <couponOrYield>5.400</couponOrYield>
          <principalAmountToTheNearestCent>622000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>711499.57</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>FRESH MKT INC 1PRI SR 144A 23-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2023-05-01</date>
          </maturityDate>
          <couponOrYield>9.750</couponOrYield>
          <principalAmountToTheNearestCent>766000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>793145.12</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>GAC HOLDCO INC SR SEC GLBL 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2025-08-15</date>
          </maturityDate>
          <couponOrYield>12.000</couponOrYield>
          <principalAmountToTheNearestCent>3131000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>3348082.66</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>GTE CALIF INC SR DEB 6.75%27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2027-05-15</date>
          </maturityDate>
          <couponOrYield>6.750</couponOrYield>
          <principalAmountToTheNearestCent>1648000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1700427.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>GW B-CREDIT SECURITY CORP SR 144A NT9.5%27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2027-11-01</date>
          </maturityDate>
          <couponOrYield>9.500</couponOrYield>
          <principalAmountToTheNearestCent>4000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>4253.50</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>GXO LOGISTICS INCORPORATED GLBL 144A NT 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2026-07-15</date>
          </maturityDate>
          <couponOrYield>1.649</couponOrYield>
          <principalAmountToTheNearestCent>269000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>254506.50</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>GENESIS ENERGY LP SR GLBL NT 8%27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2027-01-15</date>
          </maturityDate>
          <couponOrYield>8.000</couponOrYield>
          <principalAmountToTheNearestCent>851000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>864195.22</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>GOLDMAN SACHS GROUP INC SR GLBL NT 28-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2028-02-24</date>
          </maturityDate>
          <couponOrYield>2.640</couponOrYield>
          <principalAmountToTheNearestCent>205000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>200896.58</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>GOLDMAN SACHS GROUP INC ALT TIER I PERP-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2499-01-01</date>
          </maturityDate>
          <couponOrYield>3.649</couponOrYield>
          <principalAmountToTheNearestCent>52000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>48402.90</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>HALCYON LN ADV FDG 2014-3 D 20251022 FLT-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2025-10-22</date>
          </maturityDate>
          <couponOrYield>3.908</couponOrYield>
          <principalAmountToTheNearestCent>2085464.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1847721.68</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>HARBORVIEW MTG LN TR 2005-9 B-2 20350620 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2035-06-20</date>
          </maturityDate>
          <couponOrYield>1.145</couponOrYield>
          <principalAmountToTheNearestCent>3211758.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>678087.91</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>HAWAIIAN BRAND INTELLECTUAL PP SR SEC GLBL 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2026-01-20</date>
          </maturityDate>
          <couponOrYield>5.750</couponOrYield>
          <principalAmountToTheNearestCent>104.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>106.11</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>HOMEWARD OPT FUND I 2020-2 B-1 20650525 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2065-05-25</date>
          </maturityDate>
          <couponOrYield>5.450</couponOrYield>
          <principalAmountToTheNearestCent>4091293.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>4103200.70</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>SERVICE PPTYS TR SR GLBL NT 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2026-10-01</date>
          </maturityDate>
          <couponOrYield>4.750</couponOrYield>
          <principalAmountToTheNearestCent>1323000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1249567.98</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>SERVICE PPTYS TR SR GLBL NT 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2026-10-01</date>
          </maturityDate>
          <couponOrYield>4.750</couponOrYield>
          <principalAmountToTheNearestCent>247000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>233290.47</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>HYUNDAI CAP AMER SR REGS NT3.5%26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2026-11-02</date>
          </maturityDate>
          <couponOrYield>3.500</couponOrYield>
          <principalAmountToTheNearestCent>872000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>899710.22</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>INTERNATIONAL BUSINESS MACHS SR GLBL NT 32-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2032-02-09</date>
          </maturityDate>
          <couponOrYield>2.720</couponOrYield>
          <principalAmountToTheNearestCent>100000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>97406.55</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>INTESA SANPAOLO S P A FR 7.7%-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2099-12-31</date>
          </maturityDate>
          <couponOrYield>7.700</couponOrYield>
          <principalAmountToTheNearestCent>3009000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>3300680.75</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>JPMORGAN CHASE &amp; CO GLBL NT 1.578%27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2027-04-22</date>
          </maturityDate>
          <couponOrYield>1.578</couponOrYield>
          <principalAmountToTheNearestCent>967000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>924068.10</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>JACKCON PK TR 2019-LIC F 20391014 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2039-10-14</date>
          </maturityDate>
          <couponOrYield>3.242</couponOrYield>
          <principalAmountToTheNearestCent>8149000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>6533907.31</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>JETBLUE AIRWAYS CORP 2020-1 1A 20340515 4.00000-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2034-05-15</date>
          </maturityDate>
          <couponOrYield>4.000</couponOrYield>
          <principalAmountToTheNearestCent>356000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>351765.22</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>KB HOME SR NT 7.5%22-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2022-09-15</date>
          </maturityDate>
          <couponOrYield>7.500</couponOrYield>
          <principalAmountToTheNearestCent>68000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>72264.16</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>LOWES COS INC SR GLBL NT5.5%35-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2035-10-15</date>
          </maturityDate>
          <couponOrYield>5.500</couponOrYield>
          <principalAmountToTheNearestCent>568000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>702967.84</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>M D C HLDGS INC CR SEN SR NT6%43-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2043-01-15</date>
          </maturityDate>
          <couponOrYield>6.000</couponOrYield>
          <principalAmountToTheNearestCent>198000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>213797.75</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>MGM RESORTS INTERNATIONAL SR GLBL NT 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2025-05-01</date>
          </maturityDate>
          <couponOrYield>6.750</couponOrYield>
          <principalAmountToTheNearestCent>28000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>29574.09</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>MPH ACQUISITION HLDGS LLC SR SEC GLBL 28-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2028-09-01</date>
          </maturityDate>
          <couponOrYield>5.500</couponOrYield>
          <principalAmountToTheNearestCent>1258000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1256530.23</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>MAGNETITE XVI LTD 2015-16R E-R 20280118 FLT-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2028-01-18</date>
          </maturityDate>
          <couponOrYield>5.241</couponOrYield>
          <principalAmountToTheNearestCent>250000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>246082.31</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>MATTEL INC SR GLBL NT6.2%40-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2040-10-01</date>
          </maturityDate>
          <couponOrYield>6.200</couponOrYield>
          <principalAmountToTheNearestCent>944000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1147258.93</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>MATTEL INC SR GLBL 144A 27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2027-12-15</date>
          </maturityDate>
          <couponOrYield>5.875</couponOrYield>
          <principalAmountToTheNearestCent>8000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>8575.30</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>NMG FINCO PLC (MCLAREN) SR SEC 144A BD26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2026-08-01</date>
          </maturityDate>
          <couponOrYield>7.500</couponOrYield>
          <principalAmountToTheNearestCent>294000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>293889.75</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>MELCO RESORTS FIN LTD SR GLBL 144A 28-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2028-07-21</date>
          </maturityDate>
          <couponOrYield>5.750</couponOrYield>
          <principalAmountToTheNearestCent>236000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>217334.69</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>MORGAN STANLEY ABS 2007-NC3 A1 144 20370525 FLT-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2037-05-25</date>
          </maturityDate>
          <couponOrYield>0.386</couponOrYield>
          <principalAmountToTheNearestCent>29533.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>5859.37</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>MUELLER WTR PRODS INC SR GLBL 144A 29-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2029-06-15</date>
          </maturityDate>
          <couponOrYield>4.000</couponOrYield>
          <principalAmountToTheNearestCent>2000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1911.22</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>NRG ENERGY INC SR GLBL 144A 29-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2029-06-15</date>
          </maturityDate>
          <couponOrYield>5.250</couponOrYield>
          <principalAmountToTheNearestCent>547000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>561028.27</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CNOOC PETROLEUM NORTH AMERICA SR GLBL NT 35-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2035-03-10</date>
          </maturityDate>
          <couponOrYield>5.875</couponOrYield>
          <principalAmountToTheNearestCent>1000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1196.16</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>NIELSEN FIN LLC/ NIELSEN FIN SR 144A NT 30-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2030-10-01</date>
          </maturityDate>
          <couponOrYield>5.875</couponOrYield>
          <principalAmountToTheNearestCent>945000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>928688.90</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>NOVANT HEALTH INC SR GLBL 2021A 51-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2051-11-01</date>
          </maturityDate>
          <couponOrYield>3.168</couponOrYield>
          <principalAmountToTheNearestCent>34000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>32504.88</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>OPG TRUST 2021-PORT J 20361015 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2036-10-15</date>
          </maturityDate>
          <couponOrYield>3.536</couponOrYield>
          <principalAmountToTheNearestCent>174496.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>169314.21</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>PHH MORTGAGE CORPORATION SR SEC GLBL 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2026-03-15</date>
          </maturityDate>
          <couponOrYield>7.875</couponOrYield>
          <principalAmountToTheNearestCent>2000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>2021.31</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>PENN VA ESCROW LLC SR GLBL 144A 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2026-08-15</date>
          </maturityDate>
          <couponOrYield>9.250</couponOrYield>
          <principalAmountToTheNearestCent>2000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>2046.68</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>PETROBRAS GLOBAL FINANCE BV SR GLBL NT 30-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2030-01-15</date>
          </maturityDate>
          <couponOrYield>5.093</couponOrYield>
          <principalAmountToTheNearestCent>80000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>79406.66</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>PETROBRAS GLOBAL FINANCE BV SR GLBL NT5.6%31-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2031-01-03</date>
          </maturityDate>
          <couponOrYield>5.599</couponOrYield>
          <principalAmountToTheNearestCent>196000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>197676.88</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>PUBLIC SERVICE CO COLO 1M GLBL 32 BD 48-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2048-06-15</date>
          </maturityDate>
          <couponOrYield>4.099</couponOrYield>
          <principalAmountToTheNearestCent>606000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>641895.73</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>NATWEST GROUP PLC ALT TIER I COCO-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2099-12-31</date>
          </maturityDate>
          <couponOrYield>8.000</couponOrYield>
          <principalAmountToTheNearestCent>200000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>222077.77</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ROYAL CARIBBEAN GROUP SR SEC GLBL 23-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2023-06-01</date>
          </maturityDate>
          <couponOrYield>10.875</couponOrYield>
          <principalAmountToTheNearestCent>2000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>2170.13</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>RWJ BARNABAS HEALTH INC SR -2019 BD 49-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2049-07-01</date>
          </maturityDate>
          <couponOrYield>3.476</couponOrYield>
          <principalAmountToTheNearestCent>1408000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1407655.39</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>SAUDI ARABIAN OIL CO FR 4.375%041649-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2049-04-16</date>
          </maturityDate>
          <couponOrYield>4.375</couponOrYield>
          <principalAmountToTheNearestCent>621000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>668364.70</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>SEAGATE HDD CAYMAN SR GLBL NT 29-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2029-06-01</date>
          </maturityDate>
          <couponOrYield>4.091</couponOrYield>
          <principalAmountToTheNearestCent>635000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>620640.48</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>SECURITY NATL MTG 2006-2 M1 144 20361025 FLT-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2036-10-25</date>
          </maturityDate>
          <couponOrYield>6.599</couponOrYield>
          <principalAmountToTheNearestCent>9604418.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>7386374.88</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>DIVERSIFIED HEALTHCARE TR SR GLBL NT 28-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2028-02-15</date>
          </maturityDate>
          <couponOrYield>4.750</couponOrYield>
          <principalAmountToTheNearestCent>32000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>29054.88</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>SINOPEC GRP OVERSEAS DEV 2017 SR 144A NT 4%47-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2047-09-13</date>
          </maturityDate>
          <couponOrYield>4.000</couponOrYield>
          <principalAmountToTheNearestCent>788000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>823391.70</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>SPIRIT AIRLINES INC 2015-1 A 20291001 4.10000-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2029-10-01</date>
          </maturityDate>
          <couponOrYield>4.099</couponOrYield>
          <principalAmountToTheNearestCent>3000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>2011.76</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>SPIRIT IP CAYMAN LTD / SP SR SEC GLBL 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2025-09-20</date>
          </maturityDate>
          <couponOrYield>8.000</couponOrYield>
          <principalAmountToTheNearestCent>20.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>21.90</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>T-MOBILE US INC SR GLBL NT 24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2024-06-15</date>
          </maturityDate>
          <couponOrYield>7.125</couponOrYield>
          <principalAmountToTheNearestCent>72000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>79160.24</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>STARWOOD PPTY TR INC SR GLBL 144A 27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2027-01-15</date>
          </maturityDate>
          <couponOrYield>4.375</couponOrYield>
          <principalAmountToTheNearestCent>2000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1940.52</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>SWISS RE FIN LUXEMBOURG S A SUB GLBL 144A 49-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2049-04-02</date>
          </maturityDate>
          <couponOrYield>5.000</couponOrYield>
          <principalAmountToTheNearestCent>1600000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1732444.44</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>TASEKO MINES LTD SR SEC GLBL 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2026-02-15</date>
          </maturityDate>
          <couponOrYield>7.000</couponOrYield>
          <principalAmountToTheNearestCent>2000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>2005.05</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>TEACHERS INS &amp; ANNUITY ASSN AM SB 144A NT4.9%44-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2044-09-15</date>
          </maturityDate>
          <couponOrYield>4.900</couponOrYield>
          <principalAmountToTheNearestCent>2000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>2333.99</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>TOPAZ SOLAR FARMS LLC SR SEC GLBL 39-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2039-09-30</date>
          </maturityDate>
          <couponOrYield>5.750</couponOrYield>
          <principalAmountToTheNearestCent>1720054.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1984716.79</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>TRANSOCEAN PROTEUS LIMITED SR SEC GLBL 24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2024-12-01</date>
          </maturityDate>
          <couponOrYield>6.250</couponOrYield>
          <principalAmountToTheNearestCent>41000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>20707.13</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>TYCO INTL FINANCE S A SR GLBL NT 45-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2045-09-14</date>
          </maturityDate>
          <couponOrYield>5.125</couponOrYield>
          <principalAmountToTheNearestCent>2000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>2406.21</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>US AIRWAYS PT TRUST 2011-1 A 20250422 7.12500-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2025-04-22</date>
          </maturityDate>
          <couponOrYield>7.125</couponOrYield>
          <principalAmountToTheNearestCent>5000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1987.08</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>US AIRWAYS PT TRUST 2013-1 A 20270515 3.95000-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2027-05-15</date>
          </maturityDate>
          <couponOrYield>3.950</couponOrYield>
          <principalAmountToTheNearestCent>3487000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1771682.09</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>UNICREDIT S.P.A FR 7.296%040234-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2034-04-02</date>
          </maturityDate>
          <couponOrYield>7.296</couponOrYield>
          <principalAmountToTheNearestCent>232000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>258612.56</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>UNITED AIRLINES PT CERT 2007-1 A 20240102 6.63600-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2024-01-02</date>
          </maturityDate>
          <couponOrYield>6.636</couponOrYield>
          <principalAmountToTheNearestCent>21000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>5108.62</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>UNITED PARCEL SVCS INC SR GLBL NT5.3%50-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2050-04-01</date>
          </maturityDate>
          <couponOrYield>5.299</couponOrYield>
          <principalAmountToTheNearestCent>4000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>5359.52</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>UNITI GROUP LP / UNITI FIBER/ SR SEC GLBL 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2025-02-15</date>
          </maturityDate>
          <couponOrYield>7.875</couponOrYield>
          <principalAmountToTheNearestCent>1096000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1141959.38</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>VOC ESCROW LTD SR SEC GLBL 28-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2028-02-15</date>
          </maturityDate>
          <couponOrYield>5.000</couponOrYield>
          <principalAmountToTheNearestCent>11000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>10557.53</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>VIKING CRUISES LTD SR SEC GLBL 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2025-05-15</date>
          </maturityDate>
          <couponOrYield>13.000</couponOrYield>
          <principalAmountToTheNearestCent>179000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>206019.05</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>VODAFONE GROUP PLC SUB GLBL NT 81-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2081-06-04</date>
          </maturityDate>
          <couponOrYield>5.125</couponOrYield>
          <principalAmountToTheNearestCent>2000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1807.97</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>WELLFLEET CLO 2015-R3 LTD E-R3 20290720 FLT-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2029-07-20</date>
          </maturityDate>
          <couponOrYield>7.304</couponOrYield>
          <principalAmountToTheNearestCent>4074833.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>4021382.05</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>WELLS FARGO COML TR 2015-C29 E 20480617 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2048-06-17</date>
          </maturityDate>
          <couponOrYield>4.216</couponOrYield>
          <principalAmountToTheNearestCent>55388.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>46459.87</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>WILLIAMS PARTNERS L.P. FR 4%091525-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2025-09-15</date>
          </maturityDate>
          <couponOrYield>4.000</couponOrYield>
          <principalAmountToTheNearestCent>4000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>4218.48</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>WYNN MACAU LTD SR GLBL 144A 28-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2028-08-26</date>
          </maturityDate>
          <couponOrYield>5.625</couponOrYield>
          <principalAmountToTheNearestCent>373000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>326491.56</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ODEBRECHT OFFSHORE DRILLING FR 6.72%120122-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2022-12-01</date>
          </maturityDate>
          <couponOrYield>6.719</couponOrYield>
          <principalAmountToTheNearestCent>4665.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>881.29</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>TURKIYE GARANTI BANKASI A S SR GLBL REGS 22-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2022-09-13</date>
          </maturityDate>
          <couponOrYield>5.250</couponOrYield>
          <principalAmountToTheNearestCent>200000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>206312.50</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BRASKEM IDESA S A P I SR SEC GLBL 29-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2029-11-15</date>
          </maturityDate>
          <couponOrYield>7.450</couponOrYield>
          <principalAmountToTheNearestCent>451000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>460040.42</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CENTRAIS ELETRICAS BRASILEIRAS SR GLBL REGS 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2025-02-04</date>
          </maturityDate>
          <couponOrYield>3.625</couponOrYield>
          <principalAmountToTheNearestCent>1129000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1124389.91</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>TRINIDAD PETE HLDGS LTD SR SEC GLBL 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2026-06-15</date>
          </maturityDate>
          <couponOrYield>9.750</couponOrYield>
          <principalAmountToTheNearestCent>4213000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>4395300.02</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>SHINHAN FINANCIAL GROUP CO LTD FR 2.875%-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2499-01-01</date>
          </maturityDate>
          <couponOrYield>2.875</couponOrYield>
          <principalAmountToTheNearestCent>1900000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1821084.02</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
      </repurchaseAgreement>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <investmentMaturityDateWAM>2022-03-02</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-03-02</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-03-02</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0020</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>100000000.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>100000000.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0139</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>SUMITOMO MITSUI BANK NY</nameOfIssuer>
      <titleOfIssuer>SUMITOMO MITSUI BANK NY</titleOfIssuer>
      <CUSIPMember>86565C6G9</CUSIPMember>
      <investmentCategory>Certificate of Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-03-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-03-11</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-03-11</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0015</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>60001759.80</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>60001759.80</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0083</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>SUMITOMO MITSUI BANKING</nameOfIssuer>
      <titleOfIssuer>SUMITOMO MITSUI BANKING</titleOfIssuer>
      <CUSIPMember>86565FEM0</CUSIPMember>
      <investmentCategory>Certificate of Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-06-28</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-06-28</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-06-28</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0032</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>24977095.75</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>24977095.75</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0035</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>SUMITOMO MITSUI TRUST NY</nameOfIssuer>
      <titleOfIssuer>SUMITOMO MITSUI TRUST NY</titleOfIssuer>
      <CUSIPMember>86564MBL1</CUSIPMember>
      <investmentCategory>Certificate of Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-03-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-07-28</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-07-28</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0021</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>75003123.75</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>75003123.75</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0104</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>SUMITOMO MITSUI TRUST NY</nameOfIssuer>
      <titleOfIssuer>SUMITOMO MITSUI TRUST NY</titleOfIssuer>
      <CUSIPMember>86564MBD9</CUSIPMember>
      <investmentCategory>Certificate of Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-03-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-07-25</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-07-25</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0021</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>75002142.75</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>75002142.75</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0104</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>SUMITOMO MITSUI TRUST NY</nameOfIssuer>
      <titleOfIssuer>SUMITOMO MITSUI TRUST NY</titleOfIssuer>
      <CUSIPMember>86564GU25</CUSIPMember>
      <investmentCategory>Certificate of Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-03-14</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-03-14</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-03-14</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0015</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>50000932.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>50000932.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0069</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>SVENSKA HANDELSBANKEN AB</nameOfIssuer>
      <titleOfIssuer>SVENSKA HANDELSBANKEN AB</titleOfIssuer>
      <CUSIPMember>86960KG55</CUSIPMember>
      <investmentCategory>Financial Company Commercial Paper</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1+</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-07-05</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-07-05</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-07-05</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0033</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>99798564.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>99798564.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0139</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>SVENSKA HANDELSBANKEN NY</nameOfIssuer>
      <titleOfIssuer>SVENSKA HANDELSBANKEN NY</titleOfIssuer>
      <ISINId>425</ISINId>
      <cik>0001643792</cik>
      <investmentCategory>Non-Negotiable Time Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1+</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-03-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-03-01</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-03-01</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0005</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>100000000.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>100000000.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0139</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>Y</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>SVENSKA HANDELSBANKEN NY</nameOfIssuer>
      <titleOfIssuer>SVENSKA HANDELSBANKEN NY</titleOfIssuer>
      <CUSIPMember>86959RVQ0</CUSIPMember>
      <investmentCategory>Certificate of Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1+</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-03-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-07-07</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-07-07</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0026</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>100026142.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>100026142.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0139</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>SWEDBANK AB</nameOfIssuer>
      <titleOfIssuer>SWEDBANK AB</titleOfIssuer>
      <CUSIPMember>87019SDJ0</CUSIPMember>
      <investmentCategory>Financial Company Commercial Paper</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1+</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-04-18</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-04-18</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-04-18</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0018</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>71501051.28</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>71501051.28</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0099</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>SWEDBANK AB</nameOfIssuer>
      <titleOfIssuer>SWEDBANK AB</titleOfIssuer>
      <CUSIPMember>87019SDL5</CUSIPMember>
      <investmentCategory>Financial Company Commercial Paper</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1+</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-04-20</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-04-20</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-04-20</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0018</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>69974514.40</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>69974514.40</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0097</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>TORONTO DOMINION BANK NY</nameOfIssuer>
      <titleOfIssuer>TORONTO DOMINION BANK NY</titleOfIssuer>
      <CUSIPMember>89114WB87</CUSIPMember>
      <investmentCategory>Certificate of Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1+</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-03-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-06-20</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-06-20</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0024</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>123020660.31</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>123020660.31</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0171</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>TORONTO-DOMINION BANK</nameOfIssuer>
      <titleOfIssuer>TORONTO-DOMINION BANK</titleOfIssuer>
      <CUSIPMember>89120DT66</CUSIPMember>
      <investmentCategory>Financial Company Commercial Paper</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1+</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-03-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-05-25</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-05-25</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0021</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>159903692.80</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>159903692.80</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0222</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>TORONTO-DOMINION BANK</nameOfIssuer>
      <titleOfIssuer>TORONTO-DOMINION BANK</titleOfIssuer>
      <ISINId>610</ISINId>
      <cik>0000947263</cik>
      <investmentCategory>Non-Negotiable Time Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1+</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-03-04</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-03-04</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-03-04</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0007</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>80000000.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>80000000.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0111</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>UNITED OVERSEAS BANK LTD</nameOfIssuer>
      <titleOfIssuer>UNITED OVERSEAS BANK LTD</titleOfIssuer>
      <CUSIPMember>91127RAT4</CUSIPMember>
      <investmentCategory>Financial Company Commercial Paper</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1+</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-03-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-11-17</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-11-17</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0025</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>99994910.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>99994910.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0139</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>US TREASURY N/B</nameOfIssuer>
      <titleOfIssuer>US TREASURY N/B</titleOfIssuer>
      <CUSIPMember>912828ZM5</CUSIPMember>
      <investmentCategory>U.S. Treasury Debt</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1+</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-05-02</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-04-30</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-04-30</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0006</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>99965521.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>99965521.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0139</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>Y</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>WESTPAC SECURITIES NZ LT</nameOfIssuer>
      <titleOfIssuer>WESTPAC SECURITIES NZ LT</titleOfIssuer>
      <CUSIPMember>96122HFD0</CUSIPMember>
      <investmentCategory>Financial Company Commercial Paper</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>A+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>NR</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-06-13</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-06-13</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-06-13</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>Y</securityGuaranteeFlag>
      <guarantor>
        <identityOfTheGuarantor>WESTPAC NEW ZEALAND LTD</identityOfTheGuarantor>
        <amountProvidedByGuarantor>1.0000</amountProvidedByGuarantor>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
          <rating>F1</rating>
        </guarantorRatingOrNRSRO>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
          <rating>P-1</rating>
        </guarantorRatingOrNRSRO>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
          <rating>A-1+</rating>
        </guarantorRatingOrNRSRO>
      </guarantor>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0034</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>49919791.50</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>49919791.50</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0069</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <signature>
      <registrant>Dreyfus Cash Management</registrant>
      <signatureDate>2022-03-03</signatureDate>
      <signature>/S/Robert Svagna</signature>
      <nameOfSigningOfficer>Robert Svagna</nameOfSigningOfficer>
      <titleOfSigningOfficer>Treasury Manager</titleOfSigningOfficer>
    </signature>
  </formData>
</edgarSubmission>
