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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ING Groep N.V.</name>
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        <name>State Street Corporation</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Synchrony Financial</name>
        <lei>549300RS7EWPM9MA6C78</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Danske Bank A/S</name>
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        <invCountry>DK</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Encana Corporation</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Frontier Communications Corporation</name>
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          <ticker value="BL243518"/>
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        <fairValLevel>2</fairValLevel>
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        <name>Morgan Stanley &amp; Co</name>
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        <title>CME Ultra Long Term U.S. Treasury Bond</title>
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        <identifiers>
          <ticker value="WNH0"/>
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      <invstOrSec>
        <name>Sofi Consumer Loan Program 2019-2 Trust</name>
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        <title>SoFi Consumer Loan Program Trust</title>
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          <isin value="US83406CAA71"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Navient Private Education Refi Loan Trust 2019-F</name>
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        <title>Navient Student Loan Trust</title>
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      <invstOrSec>
        <name>Colt 2019-3 Mortgage Loan Trust</name>
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        <name>Sofi Consumer Loan Program 2018-3 Trust</name>
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        <title>SoFi Consumer Loan Program 2018-3 Trust</title>
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        <name>Synchrony Financial</name>
        <lei>549300RS7EWPM9MA6C78</lei>
        <title>Synchrony Financial</title>
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        <name>Daimler AG</name>
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        <title>Daimler Finance North America, LLC</title>
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        <name>Altria Group, Inc.</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
        <title>Altria Group, Inc.</title>
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        <name>Alibaba Group Holding Limited</name>
        <lei>5493001NTNQJDH60PM02</lei>
        <title>Alibaba Group Holding, Ltd.</title>
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        <invCountry>KY</invCountry>
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        <name>Anheuser-Busch InBev SA/NV</name>
        <lei>5493000EYEKDT0FBSQ91</lei>
        <title>Anheuser-Busch InBev Finance, Inc.</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>J.P. Morgan Chase &amp; Company</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-05-01</maturityDt>
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      <invstOrSec>
        <name>Cargill, Incorporated</name>
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        <name>Occidental Petroleum Corporation</name>
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        <name>Porsche Automobil Holding SE</name>
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      <invstOrSec>
        <name>Banco Bilbao Vizcaya Argentaria, S.A.</name>
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        <name>Bank of America Corporation</name>
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        <name>Kilroy Realty Corporation</name>
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        <name>Marathon Petroleum Corporation</name>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
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        <name>Hess Corporation</name>
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        <title>Hess Corporation</title>
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        <name>CIT Group Inc.</name>
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        <name>Nationwide Building Society</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Fifth Third Bancorp</name>
        <lei>THRNG6BD57P9QWTQLG42</lei>
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        <name>United States Department of The Treasury</name>
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        <name>Wells Fargo &amp; Company</name>
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        <name>ING Groep N.V.</name>
        <lei>549300NYKK9MWM7GGW15</lei>
        <title>ING Groep NV</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Kinross Gold Corporation</name>
        <lei>549300UEBMAQDN0K0R06</lei>
        <title>Kinross Gold Corporation</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Verus Securitization Trust 2017-1</name>
        <lei>N/A</lei>
        <title>Verus Securitization Trust</title>
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        <name>Volt LXXXIII LLC</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>Federal Home Loan Banks Office of Finance</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Bank of Montreal</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Barclays PLC</name>
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        <title>Barclays plc</title>
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        <fairValLevel>2</fairValLevel>
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        <name>JPMorgan Chase &amp; Co.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Banco Santander, S.A.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Morgan Stanley &amp; Co</name>
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      <invstOrSec>
        <name>Upstart Securitization Trust 2019-1</name>
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        <title>Upstart Securitization Trust</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Sound Point CLO XX Ltd</name>
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        <name>Roper Technologies, Inc.</name>
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        <name>Svenska Handelsbanken AB (publ)</name>
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        <title>Stadshypotek AB</title>
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        <invCountry>SE</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Canadian Pacer Auto Receivables Trust 2017-1</name>
        <lei>549300AL2E27DEH76039</lei>
        <title>Canadian Pacer Auto Receivables Trust</title>
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        <name>Voya CLO 2012-4, LLC</name>
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        <invCountry>KY</invCountry>
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        <name>Upstart Securitization Trust 2019-2</name>
        <lei>549300PN2KS41LBX8D66</lei>
        <title>Upstart Securitization Trust</title>
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        <name>HSBC Holdings plc</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC Holdings plc</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>National Rural Utilities Cooperative Finance Corporation</name>
        <lei>4NYF266XZC35SCTGX023</lei>
        <title>National Rural Utilities Cooperative Finance Corporation</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2043-04-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04750000</annualizedRt>
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      <invstOrSec>
        <name>International Consolidated Airlines Group, S.A.</name>
        <lei>N/A</lei>
        <title>British Airways plc</title>
        <cusip>11042AAA2</cusip>
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        <name>United States Department of The Treasury</name>
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      <invstOrSec>
        <name>Navient Private Education Refi Loan Trust 2019-C</name>
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      <invstOrSec>
        <name>Starwood Mortgage Residential Trust 2018-IMC2</name>
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        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>Marlette Funding Trust 2019-1</name>
        <lei>549300FK0U6W6777SM18</lei>
        <title>Marlette Funding Trust</title>
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      <invstOrSec>
        <name>Exelon Corporation</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-01-15</maturityDt>
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      <invstOrSec>
        <name>Santander Retail Auto Lease Trust 2017-A</name>
        <lei>N/A</lei>
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          <isin value="US80285AAG04"/>
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        <balance>1314483.89000000</balance>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-01-20</maturityDt>
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      <invstOrSec>
        <name>Realty Income Corporation</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-10-15</maturityDt>
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        <name>Mizuho Financial Group, Inc.</name>
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        <invCountry>JP</invCountry>
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        <name>Simon Property Group, Inc.</name>
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        <name>Marlette Funding Trust 2018-3</name>
        <lei>549300ICATMFOKQ20083</lei>
        <title>Marlette Funding Trust</title>
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          <maturityDt>2028-09-15</maturityDt>
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        <name>AIR MEDICAL GROUP HOLDINGS</name>
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        <name>Penske Truck Leasing Co., L.P.</name>
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        <name>The Williams Companies, Inc.</name>
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        <title>Transcontinental Gas Pipe Line Company, LLC</title>
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        <name>United States Department of The Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Notes, TIPS</title>
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        <name>Encana Corporation</name>
        <lei>CZ72ZHBVKZXQRV3XFE26</lei>
        <title>Encana Corporation</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-11-15</maturityDt>
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        <name>United States Department of The Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Notes</title>
        <cusip>9128286D7</cusip>
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        <balance>2500000.00000000</balance>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-02-28</maturityDt>
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      <invstOrSec>
        <name>Constellation Brands, Inc.</name>
        <lei>5493005GKEG8QCVY7037</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fox Corporation</name>
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        <title>Fox Corporation</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Imperial Brands PLC</name>
        <lei>2138008L3B3MCG1DFS50</lei>
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          <isin value="US45262BAA17"/>
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        <assetCat>DBT</assetCat>
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        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-07-26</maturityDt>
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      <invstOrSec>
        <name>PPL Corporation</name>
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        <title>PPL Capital Funding, Inc.</title>
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        <balance>1580000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-12-01</maturityDt>
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      <invstOrSec>
        <name>BCC Funding XIV LLC, Series 2018-1</name>
        <lei>549300UOGJDZQ0HU5P22</lei>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-20</maturityDt>
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          <annualizedRt>0.02960000</annualizedRt>
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      <invstOrSec>
        <name>Wells Fargo &amp; Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>Wells Fargo &amp; Company</title>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-01-24</maturityDt>
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        <securityLending>
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      <invstOrSec>
        <name>BNP Paribas SA</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>BNP Paribas SA</title>
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        <balance>960000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-19</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02819000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Verus Securitization Trust 2019-2</name>
        <lei>N/A</lei>
        <title>Verus Securitization Trust</title>
        <cusip>92537GAA1</cusip>
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          <isin value="US92537GAA13"/>
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        <balance>3955780.80700000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-05-25</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>United States Department of The Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Notes</title>
        <cusip>9128285V8</cusip>
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          <isin value="US9128285V80"/>
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        <balance>35900000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>36538132.91000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02500000</annualizedRt>
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      <invstOrSec>
        <name>Navient Student Loan Trust 2017-3</name>
        <lei>N/A</lei>
        <title>Navient Student Loan Trust</title>
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          <isin value="US63940JAB52"/>
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        <balance>2800000.00000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-07-26</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>OZLM VIII Ltd</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-17</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Tesla Auto Lease Trust 2018-B</name>
        <lei>N/A</lei>
        <title>Tesla Auto Lease Trust</title>
        <cusip>88161NAA7</cusip>
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          <isin value="US88161NAA72"/>
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        <balance>1803854.17000000</balance>
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        <assetCat>ABS-O</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>Becton, Dickinson and Company</name>
        <lei>ICE2EP6D98PQUILVRZ91</lei>
        <title>Becton, Dickinson and Company</title>
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      <invstOrSec>
        <name>Credit Acceptance Auto Loan Trust</name>
        <lei>N/A</lei>
        <title>Credit Acceptance Auto Loan Trust</title>
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      <invstOrSec>
        <name>AerCap Holdings N.V.</name>
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        <title>International Lease Finance Corporation</title>
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          <maturityDt>2022-08-15</maturityDt>
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        <name>Roper Technologies, Inc.</name>
        <lei>54930003T4SXCIWVXY35</lei>
        <title>Roper Technologies, Inc.</title>
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          <maturityDt>2021-12-15</maturityDt>
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        <name>United States Department of The Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Bonds</title>
        <cusip>912810FE3</cusip>
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        <balance>1335000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-15</maturityDt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Radnor Re 2019-1 Ltd.</name>
        <lei>254900JBDDKUTX6TX151</lei>
        <title>Radnor RE, Ltd.</title>
        <cusip>75049SAA1</cusip>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Sofi Consumer Loan Program 2018-2 Trust</name>
        <lei>N/A</lei>
        <title>SoFi Consumer Loan Program Trust</title>
        <cusip>78471WAA3</cusip>
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          <isin value="US78471WAA36"/>
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        <balance>68994.86000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-04-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02930000</annualizedRt>
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      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley</title>
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          <isin value="US61761JQK87"/>
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        <balance>1000000.00000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-15</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Cedar Funding VI Clo, Ltd.</name>
        <lei>549300PQ60B57EBTK013</lei>
        <title>Cedar Funding VI CLO, Ltd.</title>
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          <isin value="US15032DAH44"/>
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        <balance>6000000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.03055900</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Deephaven Residential Mortgage Trust 2018 - 4</name>
        <lei>N/A</lei>
        <title>Deephaven Residential Mortgage Trust</title>
        <cusip>24381LAA0</cusip>
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          <isin value="US24381LAA08"/>
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        <balance>2208300.22000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04080000</annualizedRt>
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      <invstOrSec>
        <name>Porsche Automobil Holding SE</name>
        <lei>5493002SQ1AVQBY41K40</lei>
        <title>Volkswagen Group of America Finance, LLC</title>
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          <isin value="US928668BA93"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-09-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02850000</annualizedRt>
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      <invstOrSec>
        <name>Marathon Petroleum Corporation</name>
        <lei>5493000CZJ19CK4P3G36</lei>
        <title>MPLX, LP</title>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04875000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>American Express Company</name>
        <lei>9ET6B8VCXWW51H8Z3M54</lei>
        <title>American Express Credit Corporation</title>
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          <isin value="US0258M0DY27"/>
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        <balance>850000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-14</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.02943600</annualizedRt>
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      <invstOrSec>
        <name>GCAT 2019 - NQM1 Trust</name>
        <lei>N/A</lei>
        <title>GCAT Trust</title>
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          <isin value="US36166PAA66"/>
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        <balance>3807381.23300000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02985000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Eagle Re 2019-1 LTD</name>
        <lei>254900L82OLW9QTLJ788</lei>
        <title>Eagle RE 2019-1, Ltd.</title>
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          <isin value="US269822AA05"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.03042000</annualizedRt>
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        <name>Fiserv, Inc.</name>
        <lei>GI7UBEJLXYLGR2C7GV83</lei>
        <title>Fiserv, Inc.</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Dell Technologies Inc.</name>
        <lei>549300BUDHS3LRWBE814</lei>
        <title>VMware, Inc.</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley</title>
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          <isin value="US6174467X10"/>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-11-24</maturityDt>
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        <name>Abbott Laboratories</name>
        <lei>HQD377W2YR662HK5JX27</lei>
        <title>Abbott Laboratories</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Penske Truck Leasing Co., L.P.</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ford Motor Company</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>Ford Motor Credit Company, LLC</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Daimler AG</name>
        <lei>549300423Z16BB673J12</lei>
        <title>Daimler Finance North America, LLC</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-04</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Civic Mortgage LLC 2018 - 2</name>
        <lei>N/A</lei>
        <title>Civic Mortgage, LLC</title>
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        <balance>2069302.42600000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04349300</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Exxon Mobil Corporation</name>
        <lei>J3WHBG0MTS7O8ZVMDC91</lei>
        <title>Exxon Mobil Corporation</title>
        <cusip>30231GAK8</cusip>
        <identifiers>
          <isin value="US30231GAK85"/>
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        <balance>1785000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1795806.85000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-06</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.02257100</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Antler Mortgage Trust 2019-RTL 1</name>
        <lei>N/A</lei>
        <title>Antler Mortgage Trust</title>
        <cusip>03720BAA6</cusip>
        <identifiers>
          <isin value="US03720BAA61"/>
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        <balance>2500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2511798.50000000</valUSD>
        <pctVal>0.264667012527</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04458000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Deephaven Residential Mortgage Trust 2019-4</name>
        <lei>N/A</lei>
        <title>Deephaven Residential Mortgage Trust</title>
        <cusip>24381MAA8</cusip>
        <identifiers>
          <isin value="US24381MAA80"/>
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        <balance>4883240.38000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4883518.72000000</valUSD>
        <pctVal>0.514574043358</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02791000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Imperial Brands PLC</name>
        <lei>2138008L3B3MCG1DFS50</lei>
        <title>Imperial Tobacco Finance plc</title>
        <cusip>453140AE5</cusip>
        <identifiers>
          <isin value="US453140AE55"/>
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        <balance>1500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1543756.35000000</valUSD>
        <pctVal>0.162664871893</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03750000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>General Motors Company</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>General Motors Financial Company, Inc.</title>
        <cusip>37045XBW5</cusip>
        <identifiers>
          <isin value="US37045XBW56"/>
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        <balance>1900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1985132.29000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03950000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Air Lease Corporation</name>
        <lei>5493004NW4M4P8TMMK63</lei>
        <title>Air Lease Corporation</title>
        <cusip>00914AAA0</cusip>
        <identifiers>
          <isin value="US00914AAA07"/>
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        <balance>1500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1608052.59000000</valUSD>
        <pctVal>0.169439736102</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04250000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan MBS, Series 2006-R2</name>
        <lei>N/A</lei>
        <title>J.P. Morgan Alternative Loan Trust</title>
        <cusip>46627MCU9</cusip>
        <identifiers>
          <isin value="US46627MCU99"/>
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        <balance>1148127.92900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1087267.50000000</valUSD>
        <pctVal>0.114564859021</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04237000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Banco Santander, S.A.</name>
        <lei>549300F5XIFGNNW4CF72</lei>
        <title>Santander UK Group Holdings plc</title>
        <cusip>80281LAD7</cusip>
        <identifiers>
          <isin value="US80281LAD73"/>
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        <balance>750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>756408.65000000</valUSD>
        <pctVal>0.079702419459</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03125000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CVS Health Corporation</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS Health Corporation</title>
        <cusip>126650CC2</cusip>
        <identifiers>
          <isin value="US126650CC26"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1057574.42000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Air Canada 2015-1 Pass Through Trusts</name>
        <lei>N/A</lei>
        <title>Air Canada Pass Through Trust</title>
        <cusip>009090AB7</cusip>
        <identifiers>
          <isin value="US009090AB74"/>
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        <balance>1044521.47000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1053248.76000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03875000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Angel Oak Mortgage Trust I LLC 2018-2</name>
        <lei>N/A</lei>
        <title>Angel Oak Mortgage Trust I, LLC</title>
        <cusip>03463VAA3</cusip>
        <identifiers>
          <isin value="US03463VAA35"/>
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        <balance>2677811.58600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2702512.26000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-07-27</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03674000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>RCO V Mortgage LLC 2019-2</name>
        <lei>N/A</lei>
        <title>RCO Mortgage, LLC</title>
        <cusip>74937DAA2</cusip>
        <identifiers>
          <isin value="US74937DAA28"/>
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        <balance>3914013.78000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3908620.66000000</valUSD>
        <pctVal>0.411849498750</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03474800</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Exelon Corporation</name>
        <lei>3SOUA6IRML7435B56G12</lei>
        <title>Exelon Corporation</title>
        <cusip>30161NAW1</cusip>
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          <isin value="US30161NAW11"/>
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        <balance>1250000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1283214.68000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03497000</annualizedRt>
          <isDefault>N</isDefault>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TTX Company</name>
        <lei>549300I8CNSYS1OGX775</lei>
        <title>TTX Company</title>
        <cusip>87305QCE9</cusip>
        <identifiers>
          <isin value="US87305QCE98"/>
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        <balance>800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>847749.46000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04125000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Crown Castle International Corp. (REIT)</name>
        <lei>54930012H97VSM0I2R19</lei>
        <title>Crown Castle International Corporation</title>
        <cusip>22822VAD3</cusip>
        <identifiers>
          <isin value="US22822VAD38"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1002640.54000000</valUSD>
        <pctVal>0.105647756522</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02250000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Huntington Bancshares Incorporated</name>
        <lei>549300XTVCVV9I7B5T19</lei>
        <title>Huntington Bancshares, Inc.</title>
        <cusip>446150AJ3</cusip>
        <identifiers>
          <isin value="US446150AJ36"/>
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        <balance>1550000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1568955.54000000</valUSD>
        <pctVal>0.165320098551</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03150000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Springleaf Funding Trust 2016-A</name>
        <lei>N/A</lei>
        <title>Springleaf Funding Trust</title>
        <cusip>85172NAA0</cusip>
        <identifiers>
          <isin value="US85172NAA00"/>
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        <balance>768253.41000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>768536.74000000</valUSD>
        <pctVal>0.080980350531</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02900000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CVS Health Corporation</name>
        <lei>549300EJG376EN5NQE29</lei>
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        <name>ABN AMRO Bank N.V.</name>
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        <name>HARLAND CLARKE HOLDINGS</name>
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        <name>United States Department of The Treasury</name>
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        <name>Ajax Mortgage Loan Trust 2019-D</name>
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        <name>Bank of America Corporation</name>
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        <name>Penske Truck Leasing Co., L.P.</name>
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        <name>Siemens Aktiengesellschaft</name>
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        <name>The Crawford Group, Inc.</name>
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        <name>MCGRAW-HILL GLOBAL ED</name>
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        <name>The Goldman Sachs Group, Inc.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>United States Department of The Treasury</name>
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        <name>Earnest Student Loan Program 2017-A LLC</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2041-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02650000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Angel Oak Mortgage Trust I LLC - 2018-1</name>
        <lei>N/A</lei>
        <title>Angel Oak Mortgage Trust I, LLC</title>
        <cusip>03463TAA8</cusip>
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          <isin value="US03463TAA88"/>
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        <balance>2686736.02000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2693702.46000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-04-27</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03258000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Pretium Mortgage Credit Partners I 2018 - NPL4 LLC</name>
        <lei>N/A</lei>
        <title>Pretium Mortgage Credit Partners, LLC</title>
        <cusip>74141GAA7</cusip>
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          <isin value="US74141GAA76"/>
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        <balance>1741438.53000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1749865.35000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-09-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04826400</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Barclays PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>Barclays plc</title>
        <cusip>06738EAS4</cusip>
        <identifiers>
          <isin value="US06738EAS46"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1025091.02000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03684000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Diamondback Energy, Inc.</name>
        <lei>549300R22LSX6OHWEN64</lei>
        <title>Diamondback Energy, Inc.</title>
        <cusip>25278XAL3</cusip>
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          <isin value="US25278XAL38"/>
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        <balance>950000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02875000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>State Street Corporation</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>State Street Corporation</title>
        <cusip>857477AR4</cusip>
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          <isin value="US857477AR48"/>
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        <balance>2499000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2512044.78000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-08-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.02804100</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>N/A</lei>
        <title>Citigroup Capital XIII, 8.306%</title>
        <cusip>173080201</cusip>
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          <isin value="US1730802014"/>
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        <balance>66000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1834800.00000000</valUSD>
        <pctVal>0.193332002780</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Hewlett Packard Enterprise Company</name>
        <lei>549300BX44RGX6ANDV88</lei>
        <title>Hewlett Packard Enterprise Company</title>
        <cusip>42824CBC2</cusip>
        <identifiers>
          <isin value="US42824CBC29"/>
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        <balance>1750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1793646.94000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Edison International</name>
        <lei>549300I7ROF15MAEVP56</lei>
        <title>Edison International</title>
        <cusip>281020AJ6</cusip>
        <identifiers>
          <isin value="US281020AJ68"/>
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        <balance>1420000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1420576.80000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02950000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ralph Lauren Corporation</name>
        <lei>HO1QNWM0IXBZ0QSMMO20</lei>
        <title>Ralph Lauren Corporation</title>
        <cusip>751212AB7</cusip>
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          <isin value="US751212AB74"/>
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        <balance>275000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>276043.55000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-08-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02625000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Global Payments Inc.</name>
        <lei>549300NOMHGVQBX6S778</lei>
        <title>Global Payments, Inc.</title>
        <cusip>37940XAA0</cusip>
        <identifiers>
          <isin value="US37940XAA00"/>
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        <balance>875000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02650000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>N/A</lei>
        <title>WaMu Mortgage Pass Through Certificates</title>
        <cusip>933638AA6</cusip>
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          <isin value="US933638AA67"/>
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        <balance>1192659.76000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.02979480</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Commonbond Student Loan Trust 2018 - A - Gs</name>
        <lei>5493005PJR3MYTKJFJ48</lei>
        <title>Commonbond Student Loan Trust</title>
        <cusip>20269DAB1</cusip>
        <identifiers>
          <isin value="US20269DAB10"/>
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        <balance>2500341.38000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2459262.27000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.02292000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Prime Security Services Borrower, LLC</name>
        <lei>549300O6QPZVWXV2DC15</lei>
        <title>Prime Security Services Borrower, LLC, Term Loan</title>
        <cusip>N/A</cusip>
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          <ticker value="BL315334"/>
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        <balance>134662.50000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-23</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.04943800</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Neuberger Berman CLO XVII, Ltd.</name>
        <lei>549300XVEYZNG956Y145</lei>
        <title>Neuberger Berman CLO, Ltd.</title>
        <cusip>64129UAU9</cusip>
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          <isin value="US64129UAU97"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.03133200</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Lloyds Banking Group plc</name>
        <lei>549300PPXHEU2JF0AM85</lei>
        <title>Lloyds Banking Group plc</title>
        <cusip>539439AP4</cusip>
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          <isin value="US539439AP41"/>
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        <balance>2000000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-07</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>NCUA Guaranteed Notes Trust 2010-A1</name>
        <lei>N/A</lei>
        <title>NCUA Guaranteed Notes</title>
        <cusip>62889AAA1</cusip>
        <identifiers>
          <isin value="US62889AAA16"/>
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        <balance>645998.51700000</balance>
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        <curCd>USD</curCd>
        <valUSD>645801.10000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-12-07</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.02067630</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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      <invstOrSec>
        <name>Verizon Owner Trust 2017-3</name>
        <lei>5493002I20BBOB4UPY82</lei>
        <title>Verizon Owner Trust</title>
        <cusip>92348RAA6</cusip>
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          <isin value="US92348RAA68"/>
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        <balance>4319414.65000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4320836.60000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02060000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Department of The Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Bonds</title>
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        <name>PayPal Holdings, Inc.</name>
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        <name>Capital One Financial Corporation</name>
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        <name>Carvana Auto Receivables Trust 2019-3</name>
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        <name>General Mills, Inc.</name>
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        <name>NextGear Floorplan Master Owner Trust , Series 2017-2</name>
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        <name>Lincoln National Corporation</name>
        <lei>EFQMQROEDSNBRIP7LE47</lei>
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        <name>Cox Enterprises, Inc.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Bayerische Motoren Werke Aktiengesellschaft</name>
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        <name>Citigroup Inc.</name>
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        <name>Bank of America Corporation</name>
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        <name>Assurant CLO III, Ltd.</name>
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        <name>Cascade Funding Mortgage Trust 2018-RM2</name>
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        <name>AbbVie Inc.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
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        <name>Commonbond Student Loan Trust 2017-A - GS</name>
        <lei>549300LRCNJYVPZRKK63</lei>
        <title>Commonbond Student Loan Trust</title>
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        <name>Apple Inc.</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>Apple, Inc.</title>
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        <name>Oaktown Re II Ltd - Series 2018-1</name>
        <lei>254900KOPN6EP9T3LD85</lei>
        <title>Oaktown Re II, Ltd.</title>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.03342000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC Holdings plc</name>
        <lei>DMB80L5QKUQ124HSYW98</lei>
        <title>HSBC Bank Canada</title>
        <cusip>40427HTF0</cusip>
        <identifiers>
          <isin value="US40427HTF00"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1025243.42000000</valUSD>
        <pctVal>0.108029411230</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03300000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Valeant Pharmaceuticals International, Inc.</name>
        <lei>KOO0397YRO83WY5MGD97</lei>
        <title>Bausch Health Companies, Inc., Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL270111"/>
        </identifiers>
        <balance>135618.86000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>136296.95000000</valUSD>
        <pctVal>0.014361544754</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.04739800</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Renaissance Home Equity Loan Trust 2006-4</name>
        <lei>N/A</lei>
        <title>Renaissance Home Equity Loan Trust</title>
        <cusip>75970HAE0</cusip>
        <identifiers>
          <isin value="US75970HAE09"/>
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        <balance>1143810.29000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>575981.46000000</valUSD>
        <pctVal>0.060690892318</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-01-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05285000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>Federal National Mortgage Association Conventional 15-Yr. Pass Through</title>
        <cusip>31398RXB6</cusip>
        <identifiers>
          <isin value="US31398RXB67"/>
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        <balance>212237.76000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>212107.74000000</valUSD>
        <pctVal>0.022349691617</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02250000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PRPM Trust 2019-GS1</name>
        <lei>N/A</lei>
        <title>Preston Ridge Partners Mortgage Trust, LLC</title>
        <cusip>69359CAA3</cusip>
        <identifiers>
          <isin value="US69359CAA36"/>
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        <balance>3882923.55000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3878570.40000000</valUSD>
        <pctVal>0.408683117155</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Garrison Bsl CLO 2018-1 Ltd</name>
        <lei>549300JEA0UEC1002Z71</lei>
        <title>Garrison BSL CLO, Ltd.</title>
        <cusip>36656AAC2</cusip>
        <identifiers>
          <isin value="US36656AAC27"/>
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        <balance>5000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4958850.00000000</valUSD>
        <pctVal>0.522511664480</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.02972100</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ONEOK, Inc.</name>
        <lei>2T3D6M0JSY48PSZI1Q41</lei>
        <title>ONEOK, Inc.</title>
        <cusip>682680AX1</cusip>
        <identifiers>
          <isin value="US682680AX11"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1008621.09000000</valUSD>
        <pctVal>0.106277924229</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02750000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>American Electric Power Company, Inc.</name>
        <lei>1B4S6S7G0TW5EE83BO58</lei>
        <title>American Electric Power Company, Inc.</title>
        <cusip>025537AL5</cusip>
        <identifiers>
          <isin value="US025537AL53"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1031424.79000000</valUSD>
        <pctVal>0.108680739245</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03650000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DTE Energy Company</name>
        <lei>549300IX8SD6XXD71I78</lei>
        <title>DTE Energy Company</title>
        <cusip>233331BA4</cusip>
        <identifiers>
          <isin value="US233331BA46"/>
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        <balance>1500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1564908.36000000</valUSD>
        <pctVal>0.164893649120</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03700000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Rackspace Hosting, Inc.</name>
        <lei>549300QTYCKLMFSE8I97</lei>
        <title>Rackspace Hosting, Inc., Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL244046"/>
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        <balance>165847.75000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>160711.45000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-03</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.04902200</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Banks Office of Finance</name>
        <lei>N/A</lei>
        <title>Federal Home Loan Bank Discount Notes</title>
        <cusip>313384TW9</cusip>
        <identifiers>
          <isin value="US313384TW95"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>997313.33000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>McJunkin Red Man Corporation</name>
        <lei>549300DH01K8F1NQFP75</lei>
        <title>MRC Global (US), Inc., Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL270257"/>
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        <balance>68771.92000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>68943.85000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.04799400</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BRAVO Residential Funding Trust 2019-NQM2</name>
        <lei>N/A</lei>
        <title>BRAVO Residential Funding Trust</title>
        <cusip>10569AAA7</cusip>
        <identifiers>
          <isin value="US10569AAA79"/>
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        <balance>4812093.07000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4804014.53000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02748000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BIG RIVER STEEL LLC</name>
        <lei>549300FDOTXSG1N4RG27</lei>
        <title>Big River Steel, LLC, Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL249349"/>
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        <balance>73312.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>73129.22000000</valUSD>
        <pctVal>0.007705591107</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-23</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.06944600</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>PRPM Trust 2019-GS1</name>
        <lei>N/A</lei>
        <title>Preston Ridge Partners Mortgage Trust, LLC</title>
        <cusip>69359NAA9</cusip>
        <identifiers>
          <isin value="US69359NAA90"/>
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        <balance>2973980.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2973879.78000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03351000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>J.B. Hunt Transport Services, Inc.</name>
        <lei>549300XCD1MPI1C5GK90</lei>
        <title>J.B. Hunt Transport Services, Inc.</title>
        <cusip>445658CE5</cusip>
        <identifiers>
          <isin value="US445658CE53"/>
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        <balance>1175000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1209795.02000000</valUSD>
        <pctVal>0.127475525490</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03300000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WideOpenWest Finance, LLC</name>
        <lei>54930045JY28O5B5WE54</lei>
        <title>WideOpenWest Finance, LLC, Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL244467"/>
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        <balance>100682.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>99843.81000000</valUSD>
        <pctVal>0.010520494741</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.05029900</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Mizuho Financial Group, Inc.</name>
        <lei>353800CI5L6DDAN5XZ33</lei>
        <title>Mizuho Financial Group, Inc.</title>
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        <name>Bravo Residential Funding Trust 2019-1</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Betony CLO 2 Ltd</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>HSBC Holdings plc</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Simon Property Group, Inc.</name>
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        <title>Simon Property Group, LP</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Delta Air Lines, Inc.</name>
        <lei>Q2CCMS6R0AS67HJMBN42</lei>
        <title>Delta Air Lines, Inc.</title>
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        <fairValLevel>2</fairValLevel>
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        <name>China National Chemical Corporation Limited</name>
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        <title>Syngenta Finance NV</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Macquarie Group Limited</name>
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        <fairValLevel>2</fairValLevel>
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        <name>AerCap Holdings N.V.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Navient Corporation</name>
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        <title>SLM Student Loan Trust</title>
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        <name>Terwin Advisors LLC.</name>
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        <name>Athene Global Funding</name>
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        <name>United States Department of The Treasury</name>
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        <title>U.S. Treasury Bonds</title>
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        <name>Amur Equipment Finance Receivables VII LLC</name>
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        <title>Axis Equipment Finance Receivables Trust</title>
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        <name>Federal National Mortgage Association</name>
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        <name>Commonbond Student Loan Trust 2015-A</name>
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        <name>New Residential Investment Corp.</name>
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        <name>BP p.l.c.</name>
        <lei>5493009NTB34VXE1T760</lei>
        <title>BP Capital Markets America, Inc.</title>
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          <maturityDt>2022-09-19</maturityDt>
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          <annualizedRt>0.02552500</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>N/A</lei>
        <title>Countrywide Home Loans, Inc.</title>
        <cusip>170256AD3</cusip>
        <identifiers>
          <isin value="US170256AD31"/>
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        <balance>727857.75700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>670568.22000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03799100</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Toorak Mortgage Corp 2018-1 Ltd</name>
        <lei>N/A</lei>
        <title>Toorak Mortgage Corporation</title>
        <cusip>89051QAA1</cusip>
        <identifiers>
          <isin value="US89051QAA13"/>
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        <balance>2500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2511256.25000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04375000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Antler Mortgage Trust 2018 - RTL 1</name>
        <lei>N/A</lei>
        <title>Antler Mortgage Trust</title>
        <cusip>03719KAA9</cusip>
        <identifiers>
          <isin value="US03719KAA97"/>
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        <balance>3250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3271057.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04335000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Glencore plc</name>
        <lei>213800STG1QDNBY87K49</lei>
        <title>Glencore Funding, LLC</title>
        <cusip>378272AP3</cusip>
        <identifiers>
          <isin value="US378272AP36"/>
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        <balance>1500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1504298.85000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Zimmer Biomet Holdings, Inc.</name>
        <lei>2P2YLDVPES3BXQ1FRB91</lei>
        <title>Zimmer Biomet Holdings, Inc.</title>
        <cusip>98956PAP7</cusip>
        <identifiers>
          <isin value="US98956PAP71"/>
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        <balance>1500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1500147.03000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.02652500</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CVS Health Corporation</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS Health Corporation</title>
        <cusip>126650CV0</cusip>
        <identifiers>
          <isin value="US126650CV07"/>
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        <balance>1750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1821792.95000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03700000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Royal Bank of Scotland Group plc</name>
        <lei>2138005O9XJIJN4JPN90</lei>
        <title>Royal Bank of Scotland Group plc</title>
        <cusip>780097BE0</cusip>
        <identifiers>
          <isin value="US780097BE04"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1023974.63000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03498000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Finance Of America Structure Securities Trust 2018-Hb1</name>
        <lei>N/A</lei>
        <title>Finance of America Structured Securities Trust</title>
        <cusip>31738BAA7</cusip>
        <identifiers>
          <isin value="US31738BAA70"/>
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        <balance>1515245.03000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1515094.26000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03375100</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CSMC Trust 2019-RPL8</name>
        <lei>N/A</lei>
        <title>Credit Suisse Mortgage Capital Certificates</title>
        <cusip>12596YAC4</cusip>
        <identifiers>
          <isin value="US12596YAC49"/>
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        <balance>4897894.41000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4902267.74000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03322000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NiSource Inc.</name>
        <lei>549300D8GOWWH0SJB189</lei>
        <title>NiSource, Inc.</title>
        <cusip>65473PAG0</cusip>
        <identifiers>
          <isin value="US65473PAG00"/>
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        <balance>1250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1281250.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05650000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>The Southern Company</name>
        <lei>549300FC3G3YU2FBZD92</lei>
        <title>Southern Company</title>
        <cusip>842587CU9</cusip>
        <identifiers>
          <isin value="US842587CU99"/>
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        <balance>1500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1537703.09000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02950000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Homeward Opportunities Fund I Trust 2018-1</name>
        <lei>N/A</lei>
        <title>Homeward Opportunities Fund Trust</title>
        <cusip>43789AAA2</cusip>
        <identifiers>
          <isin value="US43789AAA25"/>
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        <balance>2490552.25500000</balance>
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        <curCd>USD</curCd>
        <valUSD>2506188.69000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-06-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03766000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ryder System, Inc.</name>
        <lei>ZXJ6Y2OSPZXIVGRILD15</lei>
        <title>Ryder System, Inc.</title>
        <cusip>78355HKG3</cusip>
        <identifiers>
          <isin value="US78355HKG38"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1030726.36000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03400000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ameren Corporation</name>
        <lei>XRZQ5S7HYJFPHJ78L959</lei>
        <title>Ameren Corporation</title>
        <cusip>023608AH5</cusip>
        <identifiers>
          <isin value="US023608AH58"/>
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        <balance>750000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>755835.63000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02500000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Synchrony Financial</name>
        <lei>549300G1V1M796QIYC04</lei>
        <title>Synchrony Credit Card Master Note Trust</title>
        <cusip>87165LCC3</cusip>
        <identifiers>
          <isin value="US87165LCC37"/>
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        <balance>1500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1565475.30000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03470000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>Federal National Mortgage Association - REMIC</title>
        <cusip>3136A67D0</cusip>
        <identifiers>
          <isin value="US3136A67D06"/>
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        <balance>1887462.03000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1959962.84000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>N/A</lei>
        <title>Merrill Lynch Mortgage Investors Trust</title>
        <cusip>59020UMH5</cusip>
        <identifiers>
          <isin value="US59020UMH58"/>
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        <balance>256535.57200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>256773.56000000</valUSD>
        <pctVal>0.027056107813</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.02977000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Stanwich Mortgage Loan Co 2019-NPL-B-2 LLC</name>
        <lei>N/A</lei>
        <title>Stanwich Mortgage Loan Trust</title>
        <cusip>85503DAA2</cusip>
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          <isin value="US85503DAA28"/>
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        <balance>3450570.74000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3444343.84000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03475000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Silver Hill Trust 2019-SBC1</name>
        <lei>N/A</lei>
        <title>Silver Hill Trust</title>
        <cusip>82773XAA8</cusip>
        <identifiers>
          <isin value="US82773XAA81"/>
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        <balance>3000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2999913.60000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03046000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo &amp; Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>Wells Fargo &amp; Company</title>
        <cusip>95000U2H5</cusip>
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          <isin value="US95000U2H53"/>
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        <balance>1890000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1889999.92000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02406000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Conagra Brands, Inc.</name>
        <lei>54930035UDEIH090K650</lei>
        <title>Conagra Brands, Inc.</title>
        <cusip>205887CA8</cusip>
        <identifiers>
          <isin value="US205887CA82"/>
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        <balance>1750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1883317.54000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04300000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Delta Air Lines, Inc.</name>
        <lei>N/A</lei>
        <title>Delta Air Lines, Inc.</title>
        <cusip>247358AA2</cusip>
        <identifiers>
          <isin value="US247358AA29"/>
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        <balance>323434.08000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>326108.14000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-05-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04750000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>American Tower Corporation (REIT)</name>
        <lei>5493006ORUSIL88JOE18</lei>
        <title>American Tower Corporation</title>
        <cusip>03027XAT7</cusip>
        <identifiers>
          <isin value="US03027XAT72"/>
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        <balance>1500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1556609.42000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03375000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Legacy Mortgage Asset Trust 2019-GS1</name>
        <lei>N/A</lei>
        <title>Legacy Mortgage Asset Trust</title>
        <cusip>52473VAA8</cusip>
        <identifiers>
          <isin value="US52473VAA89"/>
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        <balance>3792624.81900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3828215.57000000</valUSD>
        <pctVal>0.403377252683</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Panasonic Corporation</name>
        <lei>254900GE1G59KGWPHX32</lei>
        <title>Panasonic Corporation</title>
        <cusip>69832AAB2</cusip>
        <identifiers>
          <isin value="US69832AAB26"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1017567.07000000</valUSD>
        <pctVal>0.107220557884</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02679000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bellemeade Re 2018-2 Ltd</name>
        <lei>2549002JVH34IWRT3X93</lei>
        <title>Bellemeade Re, Ltd.</title>
        <cusip>07877DAA4</cusip>
        <identifiers>
          <isin value="US07877DAA46"/>
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        <balance>349471.11000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>349498.79000000</valUSD>
        <pctVal>0.036826521168</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.02742000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Panasonic Corporation</name>
        <lei>254900GE1G59KGWPHX32</lei>
        <title>Panasonic Corporation</title>
        <cusip>69832AAA4</cusip>
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          <isin value="US69832AAA43"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1008207.12000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02536000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Progress Residential 2019-SFR1 Trust</name>
        <lei>N/A</lei>
        <title>Progress Residential Trust</title>
        <cusip>74333BAA6</cusip>
        <identifiers>
          <isin value="US74333BAA61"/>
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        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3041472.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03422000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Republic Services, Inc.</name>
        <lei>NKNQHM6BLECKVOQP7O46</lei>
        <title>Republic Services, Inc.</title>
        <cusip>760759AU4</cusip>
        <identifiers>
          <isin value="US760759AU48"/>
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        <balance>1250000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02500000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Toorak Mortgage Corp 2019-1 Ltd</name>
        <lei>N/A</lei>
        <title>Toorak Mortgage Corporation</title>
        <cusip>89052KAA3</cusip>
        <identifiers>
          <isin value="US89052KAA34"/>
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        <balance>3000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3026712.30000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04458300</annualizedRt>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>N/A</lei>
        <title>Mortgage Equity Conversion Asset Trust</title>
        <cusip>61910AAA6</cusip>
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          <isin value="US61910AAA60"/>
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        <balance>3053440.35000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2828960.58000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.02020000</annualizedRt>
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      <invstOrSec>
        <name>Wheels SPV 2 LLC, Series 2017-1</name>
        <lei>N/A</lei>
        <title>Wheels SPV 2, LLC</title>
        <cusip>96328DAZ7</cusip>
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          <isin value="US96328DAZ78"/>
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        <balance>334462.95000000</balance>
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        <assetCat>ABS-O</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01880000</annualizedRt>
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      <invstOrSec>
        <name>Becton, Dickinson and Company</name>
        <lei>ICE2EP6D98PQUILVRZ91</lei>
        <title>Becton, Dickinson and Company</title>
        <cusip>075887BA6</cusip>
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          <isin value="US075887BA64"/>
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        <balance>2050000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03125000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>Federal National Mortgage Association - REMIC</title>
        <cusip>3136B04D5</cusip>
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          <isin value="US3136B04D50"/>
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        <balance>6209475.29800000</balance>
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        <curCd>USD</curCd>
        <valUSD>6269457.59000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bank Of The West Auto Trust 2017-1</name>
        <lei>N/A</lei>
        <title>Bank of the West Auto Trust</title>
        <cusip>064229AC1</cusip>
        <identifiers>
          <isin value="US064229AC15"/>
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        <balance>1875260.31000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1875375.26000000</valUSD>
        <pctVal>0.197607398616</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Golden Entertainment, Inc.</name>
        <lei>549300P8YYCKQVJ0Y638</lei>
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        <cusip>N/A</cusip>
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          <ticker value="BL245034"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Homeward Opportunities Fund I Trust 2019-1</name>
        <lei>N/A</lei>
        <title>Homeward Opportunities Fund I Trust</title>
        <cusip>43789EAA4</cusip>
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          <isin value="US43789EAA47"/>
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        <balance>4865701.01900000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-01-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03454000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>J.P. Morgan Chase &amp; Company</title>
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          <isin value="US48129AAA07"/>
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        <balance>1500000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-01-10</maturityDt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>The Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>Goldman Sachs Group, Inc.</title>
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          <isin value="US38141GWQ36"/>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-29</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03272000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Allergan plc</name>
        <lei>222100FLFVOSKCBCAR54</lei>
        <title>Actavis Funding SCS</title>
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          <isin value="US00507UAF84"/>
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        <balance>2000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2099184.16000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03850000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>Federal National Mortgage Association - REMIC</title>
        <cusip>3136AT5V2</cusip>
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          <isin value="US3136AT5V29"/>
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        <curCd>USD</curCd>
        <valUSD>3254039.59000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Credit Mortgage Pretium LLC, Series 2019-Cfl1</name>
        <lei>N/A</lei>
        <title>Pretium Mortgage Credit Partners, LLC</title>
        <cusip>74142QAA4</cusip>
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          <isin value="US74142QAA40"/>
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        <balance>2907062.61000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-01-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03721100</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Intelsat S.A.</name>
        <lei>8XJ8KF85PBKK1TLMFN29</lei>
        <title>Intelsat Jackson Holdings SA, Term Loan</title>
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          <ticker value="BL255962"/>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-27</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>AT&amp;T Inc.</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>AT&amp;T, Inc.</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>United States Department of The Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Notes</title>
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          <isin value="US912828M805"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Gs Mortgage-Backed Securities Trust 2019-Sl1</name>
        <lei>N/A</lei>
        <title>GS Mortgage-Backed Securities Trust</title>
        <cusip>36257EAA1</cusip>
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          <isin value="US36257EAA10"/>
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        <balance>1302374.83000000</balance>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>PayPal Holdings, Inc.</name>
        <lei>5493005X2GO78EFZ3E94</lei>
        <title>PayPal Holdings, Inc.</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>N/A</lei>
        <title>Bear Stearns Adjustable Rate Mortgage Trust</title>
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          <isin value="US073882AA08"/>
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        <debtSec>
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        <name>Federal Home Loan Banks Office of Finance</name>
        <lei>2549001DPIFGXC1TOL40</lei>
        <title>Federal Home Loan Bank</title>
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        <issuerCat>USGSE</issuerCat>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Conventional 15-Yr. Pass Through</title>
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      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>J.P. Morgan Chase &amp; Company</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03875000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ARI Fleet Lease Trust 2017-A</name>
        <lei>N/A</lei>
        <title>ARI Fleet Lease Trust</title>
        <cusip>00192MAB5</cusip>
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          <isin value="US00192MAB54"/>
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        <balance>580365.25000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>579769.80000000</valUSD>
        <pctVal>0.061090067901</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01910000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Lloyds Banking Group plc</name>
        <lei>549300PPXHEU2JF0AM85</lei>
        <title>Lloyds Banking Group plc</title>
        <cusip>53944YAK9</cusip>
        <identifiers>
          <isin value="US53944YAK91"/>
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        <balance>1500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1518245.73000000</valUSD>
        <pctVal>0.159976830005</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-17</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02858000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Petroleos Mexicanos</name>
        <lei>549300CAZKPF4HKMPX17</lei>
        <title>Petroleos Mexicanos</title>
        <cusip>71654QBT8</cusip>
        <identifiers>
          <isin value="US71654QBT85"/>
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        <balance>1201750.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1213867.17000000</valUSD>
        <pctVal>0.127904605998</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02378000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Volt LXXVIII LLC</name>
        <lei>N/A</lei>
        <title>Vericrest Opportunity Loan Trust</title>
        <cusip>92872NAA9</cusip>
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          <isin value="US92872NAA90"/>
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        <balance>1348457.03000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1346115.84000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-08-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03351500</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Standard Chartered PLC</name>
        <lei>U4LOSYZ7YG4W3S5F2G91</lei>
        <title>Standard Chartered plc</title>
        <cusip>853254AJ9</cusip>
        <identifiers>
          <isin value="US853254AJ95"/>
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        <balance>1175000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1210795.40000000</valUSD>
        <pctVal>0.127580935055</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03950000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Education Loans Incorporated</name>
        <lei>N/A</lei>
        <title>Edlinc Student Loan Funding Trust</title>
        <cusip>28108PAB2</cusip>
        <identifiers>
          <isin value="US28108PAB22"/>
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        <balance>287005.27000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>287080.81000000</valUSD>
        <pctVal>0.030249568321</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.05122000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley</title>
        <cusip>61747YDU6</cusip>
        <identifiers>
          <isin value="US61747YDU64"/>
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        <balance>1800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1900191.87000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04100000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Plantronics, Inc.</name>
        <lei>5493006O3W5M472F6668</lei>
        <title>Plantronics, Inc., Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL267174"/>
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        <balance>71956.86000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>70229.90000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.04299400</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Wells Fargo &amp; Company</name>
        <lei>N/A</lei>
        <title>Wachovia Mortgage Loan Trust, LLC</title>
        <cusip>92977TAC6</cusip>
        <identifiers>
          <isin value="US92977TAC62"/>
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        <balance>276684.72900000</balance>
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        <curCd>USD</curCd>
        <valUSD>273400.87000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04180200</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Credit Suisse Group AG</name>
        <lei>ANGGYXNX0JLX3X63JN86</lei>
        <title>Credit Suisse Group AG</title>
        <cusip>22546DAA4</cusip>
        <identifiers>
          <isin value="US22546DAA46"/>
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        <balance>1500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1670625.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06500000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>Bank of America Corporation</title>
        <cusip>06051GHR3</cusip>
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          <isin value="US06051GHR39"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1043883.14000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03458000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Department of The Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Notes</title>
        <cusip>912828R77</cusip>
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          <isin value="US912828R770"/>
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        <balance>1550000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1545018.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01375000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>N/A</lei>
        <title>Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through</title>
        <cusip>3132DV3J2</cusip>
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          <isin value="US3132DV3J26"/>
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        <balance>3535634.16400000</balance>
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        <curCd>USD</curCd>
        <valUSD>3632843.14000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Corevest American Finance 2018-1 Trust</name>
        <lei>N/A</lei>
        <title>CoreVest American Finance Trust</title>
        <cusip>21872BAA4</cusip>
        <identifiers>
          <isin value="US21872BAA44"/>
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        <balance>2164443.26100000</balance>
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        <curCd>USD</curCd>
        <valUSD>2232248.78000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03804000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GFL ENVIRONMENTAL INC</name>
        <lei>549300FYK4MBXWIVZU26</lei>
        <title>GFL Environmental, Inc., Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL269491"/>
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        <balance>118496.25000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>118580.38000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-31</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>PRP Depositor 2019-1 LLC</name>
        <lei>N/A</lei>
        <title>Preston Ridge Partners Mortgage Trust, LLC</title>
        <cusip>69359AAA7</cusip>
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          <isin value="US69359AAA79"/>
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        <balance>1208619.13000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1211530.33000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Truist Financial Corporation</name>
        <lei>549300DRQQI75D2JP341</lei>
        <title>SunTrust Banks, Inc.</title>
        <cusip>867914BK8</cusip>
        <identifiers>
          <isin value="US867914BK85"/>
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        <balance>775000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>782969.63000000</valUSD>
        <pctVal>0.082501137281</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02900000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>Charter Communications, Inc.</name>
        <lei>N/A</lei>
        <title>Charter Communications Operating, LLC</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Plains All American Pipeline, L.P.</name>
        <lei>N/A</lei>
        <title>Plains All American Pipeline, LP</title>
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        <balance>2000000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03850000</annualizedRt>
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      <invstOrSec>
        <name>Radnor Re 2018-1 Limited</name>
        <lei>549300ED4YNDE7SVU538</lei>
        <title>Radnor RE, Ltd.</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-03-25</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>Federal National Mortgage Association - REMIC</title>
        <cusip>3136AQLS7</cusip>
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          <isin value="US3136AQLS79"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2041-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Discover Financial Services</name>
        <lei>X05BVSK68TQ7YTOSNR22</lei>
        <title>Discover Bank</title>
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          <isin value="US25466AAQ40"/>
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        <balance>1250000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-09-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02450000</annualizedRt>
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      <invstOrSec>
        <name>BlueMountain CLO 2013-1 Ltd</name>
        <lei>54930003J8R1CBTM3M23</lei>
        <title>BlueMountain CLO, Ltd.</title>
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          <isin value="US09626UAU25"/>
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        <balance>3000000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-01-20</maturityDt>
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      <invstOrSec>
        <name>Dell Technologies Inc.</name>
        <lei>N/A</lei>
        <title>Dell International, LLC/ EMC Corporation</title>
        <cusip>24703DAY7</cusip>
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          <isin value="US24703DAY76"/>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
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      <invstOrSec>
        <name>Sofi Professional Loan Program 2015-A LLC</name>
        <lei>N/A</lei>
        <title>SoFi Professional Loan Program, LLC</title>
        <cusip>83401LAB0</cusip>
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          <isin value="US83401LAB09"/>
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        <assetCat>ABS-O</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FirstEnergy Corp.</name>
        <lei>549300W9UGH9ZPLNPF79</lei>
        <title>Jersey Central Power &amp; Light Company</title>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04300000</annualizedRt>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>N/A</lei>
        <title>Banc of America Funding Trust</title>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05750000</annualizedRt>
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      <invstOrSec>
        <name>Hyundai Motor Company</name>
        <lei>549300MALMDAGL2ZJJ27</lei>
        <title>Hyundai Capital Services, Inc.</title>
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        <invCountry>KR</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>United States Department of The Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Notes</title>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Constellation Brands, Inc.</name>
        <lei>5493005GKEG8QCVY7037</lei>
        <title>Constellation Brands, Inc.</title>
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        <invCountry>US</invCountry>
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        <name>FWD Securitization Trust 2019-INV1</name>
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        <title>FWD Securitization Trust</title>
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        <name>CK Hutchison Holdings Limited</name>
        <lei>254900F7C0PB6TKONV55</lei>
        <title>CK Hutchison International, Ltd.</title>
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        <invCountry>KY</invCountry>
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      <invstOrSec>
        <name>Sofi Consumer Loan Program 2017-3 Llc</name>
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      <invstOrSec>
        <name>Exelon Corporation</name>
        <lei>3SOUA6IRML7435B56G12</lei>
        <title>Exelon Corporation</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>PRPM 2019-2 LLC</name>
        <lei>N/A</lei>
        <title>Preston Ridge Partners Mortgage Trust, LLC</title>
        <cusip>69358XAA8</cusip>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03967000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo &amp; Company</name>
        <lei>N/A</lei>
        <title>Wachovia Asset Securitization, Inc.</title>
        <cusip>92976YAA0</cusip>
        <identifiers>
          <isin value="US92976YAA01"/>
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        <balance>433839.91500000</balance>
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        <curCd>USD</curCd>
        <valUSD>407810.87000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.01848000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Vanguard Group, Inc.</name>
        <lei>N/A</lei>
        <title>Vanguard Short-Term Corporate Bond ETF</title>
        <cusip>92206C409</cusip>
        <identifiers>
          <isin value="US92206C4096"/>
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        <balance>245500.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>19892865.00000000</valUSD>
        <pctVal>2.096101717621</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetConditional assetCat="OTHER" desc="Registered Investment Company"/>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association</title>
        <cusip>3140X5DP5</cusip>
        <identifiers>
          <isin value="US3140X5DP50"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1038513.01000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>N/A</lei>
        <title>Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through</title>
        <cusip>3132DMES0</cusip>
        <identifiers>
          <isin value="US3132DMES08"/>
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        <balance>370778.61000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>379401.01000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley</title>
        <cusip>6174468J1</cusip>
        <identifiers>
          <isin value="US6174468J17"/>
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        <balance>750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>759082.46000000</valUSD>
        <pctVal>0.079984157547</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-22</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02720000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NorthStar Education Funding I, LLC</name>
        <lei>25490059JOHYRUHEXW19</lei>
        <title>Northstar Education Finance, Inc.</title>
        <cusip>66705EAA6</cusip>
        <identifiers>
          <isin value="US66705EAA64"/>
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        <balance>964839.87000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>954957.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-12-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.02492000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>American Tower Corporation (REIT)</name>
        <lei>5493006ORUSIL88JOE18</lei>
        <title>American Tower Corporation</title>
        <cusip>03027XAE0</cusip>
        <identifiers>
          <isin value="US03027XAE04"/>
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        <balance>2200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2250003.89000000</valUSD>
        <pctVal>0.237081839065</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03450000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Reinsurance Group of America, Incorporated</name>
        <lei>LORM1GNEU1DKEW527V90</lei>
        <title>Reinsurance Group of America, Inc.</title>
        <cusip>759351AL3</cusip>
        <identifiers>
          <isin value="US759351AL35"/>
        </identifiers>
        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2168198.84000000</valUSD>
        <pctVal>0.228462079879</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04700000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BP p.l.c.</name>
        <lei>5493009NTB34VXE1T760</lei>
        <title>BP Capital Markets America, Inc.</title>
        <cusip>10373QAD2</cusip>
        <identifiers>
          <isin value="US10373QAD25"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1063462.89000000</valUSD>
        <pctVal>0.112056578595</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03790000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>American Airlines Group Inc.</name>
        <lei>N/A</lei>
        <title>American Airlines Pass Through Trust</title>
        <cusip>02377UAB0</cusip>
        <identifiers>
          <isin value="US02377UAB08"/>
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        <balance>744913.74000000</balance>
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        <curCd>USD</curCd>
        <valUSD>776318.78000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04950000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Crown Castle International Corp. (REIT)</name>
        <lei>54930012H97VSM0I2R19</lei>
        <title>Crown Castle International Corporation</title>
        <cusip>22822VAG6</cusip>
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          <isin value="US22822VAG68"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1033717.10000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03200000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PFS Financing Corp</name>
        <lei>N/A</lei>
        <title>PFS Financing Corporation</title>
        <cusip>69335PCN3</cusip>
        <identifiers>
          <isin value="US69335PCN33"/>
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        <balance>3200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3197530.88000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.02139800</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Gmacm Home Equity Loan Trust 2005-HE1</name>
        <lei>N/A</lei>
        <title>GMAC Mortgage Corporation Loan Trust</title>
        <cusip>361856EB9</cusip>
        <identifiers>
          <isin value="US361856EB95"/>
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        <balance>64453.56200000</balance>
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        <curCd>USD</curCd>
        <valUSD>78052.32000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.02292000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Department of The Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Notes</title>
        <cusip>912828Y61</cusip>
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          <isin value="US912828Y610"/>
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        <balance>9350000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9702642.45000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02750000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Legacy Mortgage Asset Trust 2019-GS7</name>
        <lei>N/A</lei>
        <title>Legacy Mortgage Asset Trust</title>
        <cusip>52474MAA7</cusip>
        <identifiers>
          <isin value="US52474MAA71"/>
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        <balance>3472808.92000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3474054.96000000</valUSD>
        <pctVal>0.366059517760</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03250000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ascentium Equipment Receivables 2018-1 Trust</name>
        <lei>N/A</lei>
        <title>Ascentium Equipment Receivables, LLC</title>
        <cusip>04365AAC2</cusip>
        <identifiers>
          <isin value="US04365AAC27"/>
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        <balance>2250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2269780.65000000</valUSD>
        <pctVal>0.239165706854</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03210000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Air Lease Corporation</name>
        <lei>5493004NW4M4P8TMMK63</lei>
        <title>Air Lease Corporation</title>
        <cusip>00912XBE3</cusip>
        <identifiers>
          <isin value="US00912XBE31"/>
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        <balance>1750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1797766.02000000</valUSD>
        <pctVal>0.189429749933</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Small Business Lending Trust 2019-A</name>
        <lei>N/A</lei>
        <title>Small Business Lending Trust</title>
        <cusip>831645AA4</cusip>
        <identifiers>
          <isin value="US831645AA49"/>
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        <balance>1262031.51000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1262062.93000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02850000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fifth Third Bancorp</name>
        <lei>N/A</lei>
        <title>Fifth Third Auto Trust</title>
        <cusip>31679RAD7</cusip>
        <identifiers>
          <isin value="US31679RAD70"/>
        </identifiers>
        <balance>612902.46000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>612341.90000000</valUSD>
        <pctVal>0.064522174576</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01800000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC Holdings plc</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC Holdings plc</title>
        <cusip>404280BJ7</cusip>
        <identifiers>
          <isin value="US404280BJ78"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2044855.84000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-13</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03262000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Toronto-Dominion Bank</name>
        <lei>549300BEDPMEONLTJX58</lei>
        <title>Golden Credit Card Trust</title>
        <cusip>380881DX7</cusip>
        <identifiers>
          <isin value="US380881DX73"/>
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        <balance>5000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4999590.50000000</valUSD>
        <pctVal>0.526804471575</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01980000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hainan Traffic Administration Holding Co., Ltd.</name>
        <lei>635400ZRKEX9L1BKCH30</lei>
        <title>Avolon Holdings Funding, Ltd.</title>
        <cusip>05401AAF8</cusip>
        <identifiers>
          <isin value="US05401AAF84"/>
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        <balance>1500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1563150.00000000</valUSD>
        <pctVal>0.164708371564</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03950000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Omnicom Group Inc.</name>
        <lei>N/A</lei>
        <title>Omnicom Group, Inc.</title>
        <cusip>681919AZ9</cusip>
        <identifiers>
          <isin value="US681919AZ97"/>
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        <balance>1242000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1286032.08000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03625000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Verus Securitization Trust 2019-1</name>
        <lei>N/A</lei>
        <title>Verus Securitization Trust</title>
        <cusip>92537DAA8</cusip>
        <identifiers>
          <isin value="US92537DAA81"/>
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        <balance>3269102.73200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3302253.07000000</valUSD>
        <pctVal>0.347956834374</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03836000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fortis Inc.</name>
        <lei>549300HTO5U9D3SLE207</lei>
        <title>ITC Holdings Corporation</title>
        <cusip>465685AM7</cusip>
        <identifiers>
          <isin value="US465685AM76"/>
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        <balance>1500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1517936.37000000</valUSD>
        <pctVal>0.159944232889</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02700000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Conventional 30-Yr. Pass Through</title>
        <cusip>01F030611</cusip>
        <identifiers>
          <ticker value="01F03061"/>
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        <balance>11312000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11465300.79000000</valUSD>
        <pctVal>1.208093287667</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COLT 2018-2 Mortgage Loan Trust</name>
        <lei>N/A</lei>
        <title>COLT Funding, LLC</title>
        <cusip>19687VAA9</cusip>
        <identifiers>
          <isin value="US19687VAA98"/>
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        <balance>612191.89500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>613691.46000000</valUSD>
        <pctVal>0.064664377071</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-07-27</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03470000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Charter Communications, Inc.</name>
        <lei>N/A</lei>
        <title>Charter Communications Operating, LLC</title>
        <cusip>161175BQ6</cusip>
        <identifiers>
          <isin value="US161175BQ65"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1075409.22000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Energy Transfer LP</name>
        <lei>5493008K8W3OKZE54J59</lei>
        <title>Energy Transfer Operating, LP</title>
        <cusip>29278NAC7</cusip>
        <identifiers>
          <isin value="US29278NAC74"/>
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        <balance>1660000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1741952.09000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04200000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Advanced Disposal Services, Inc.</name>
        <lei>549300ML1GEF4BKIM713</lei>
        <title>Advanced Disposal Services, Inc., Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL256250"/>
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        <balance>135960.70000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>136368.58000000</valUSD>
        <pctVal>0.014369092373</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.03852500</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>N/A</lei>
        <title>Banc of America Funding Trust</title>
        <cusip>05946XND1</cusip>
        <identifiers>
          <isin value="US05946XND11"/>
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        <balance>965448.00400000</balance>
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        <curCd>USD</curCd>
        <valUSD>949582.60000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03945100</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Northrop Grumman Corporation</name>
        <lei>RIMU48P07456QXSO0R61</lei>
        <title>Northrop Grumman Corporation</title>
        <cusip>666807BQ4</cusip>
        <identifiers>
          <isin value="US666807BQ44"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2029254.30000000</valUSD>
        <pctVal>0.213821559826</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02550000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Benefit Street Partners Clo IV Limited</name>
        <lei>5493002BNZCV0YE1MG83</lei>
        <title>Benefit Street Partners CLO IV, Ltd.</title>
        <cusip>08180FAW1</cusip>
        <identifiers>
          <isin value="US08180FAW14"/>
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        <balance>4800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4808390.40000000</valUSD>
        <pctVal>0.506657808034</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.03215900</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ING Groep N.V.</name>
        <lei>549300NYKK9MWM7GGW15</lei>
        <title>ING Groep NV</title>
        <cusip>45685NAA4</cusip>
        <identifiers>
          <isin value="US45685NAA46"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>555658.12000000</valUSD>
        <pctVal>0.058549431655</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04625000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Dow Inc.</name>
        <lei>ZQUIP1CSZO8LXRBSOU78</lei>
        <title>Dow Chemical Company</title>
        <cusip>260543CT8</cusip>
        <identifiers>
          <isin value="US260543CT82"/>
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        <balance>1500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1553793.59000000</valUSD>
        <pctVal>0.163722491095</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-05-15</maturityDt>
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          <annualizedRt>0.03150000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Discovery, Inc.</name>
        <lei>L2Z2MO2EQURH3BREWI15</lei>
        <title>Discovery Communications, LLC</title>
        <cusip>25470DAQ2</cusip>
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          <isin value="US25470DAQ25"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02950000</annualizedRt>
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      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>N/A</lei>
        <title>WaMu Mortgage Pass Through Certificates</title>
        <cusip>93363RAA4</cusip>
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          <isin value="US93363RAA41"/>
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        <balance>2015283.53600000</balance>
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        <curCd>USD</curCd>
        <valUSD>1922016.21000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-10-25</maturityDt>
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          <annualizedRt>0.03119480</annualizedRt>
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      <invstOrSec>
        <name>Schlumberger Limited</name>
        <lei>529900IKZG65COT1D505</lei>
        <title>Schlumberger Holdings Corporation</title>
        <cusip>806851AJ0</cusip>
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          <isin value="US806851AJ09"/>
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        <balance>1500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1579542.83000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03750000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Golub Capital Partners CLO 39(B), Ltd.</name>
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        <title>Golub Capital Partners, Ltd.</title>
        <cusip>38176LAA9</cusip>
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          <isin value="US38176LAA98"/>
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        <balance>6000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6000036.00000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.03115900</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Ares XXXVII CLO Ltd.</name>
        <lei>635400YF4AHA6NB2CU53</lei>
        <title>Ares XXXVII CLO, Ltd.</title>
        <cusip>04015NAG9</cusip>
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          <isin value="US04015NAG97"/>
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        <balance>3400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3394424.00000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.03170900</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>American International Group, Inc.</name>
        <lei>ODVCVCQG2BP6VHV36M30</lei>
        <title>American International Group, Inc.</title>
        <cusip>026874DG9</cusip>
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          <isin value="US026874DG98"/>
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        <balance>1150000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1166536.15000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03300000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Enel SpA</name>
        <lei>0YQH6LCEF474UTUV4B96</lei>
        <title>Enel Finance International NV</title>
        <cusip>29278GAD0</cusip>
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          <isin value="US29278GAD07"/>
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        <balance>2000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2013142.48000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02750000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>THL Credit Wind River 2017-2 CLO Ltd.</name>
        <lei>254900O4MB1WR6URTC91</lei>
        <title>THL Credit Wind River CLO, Ltd.</title>
        <cusip>88433RAC6</cusip>
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          <isin value="US88433RAC60"/>
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        <balance>2500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2500535.00000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.03195900</annualizedRt>
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      <invstOrSec>
        <name>BlueMountain CLO 2015-3 Ltd</name>
        <lei>5493009UJ1T6R11V4458</lei>
        <title>BlueMountain CLO, Ltd.</title>
        <cusip>09628JAL5</cusip>
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          <isin value="US09628JAL52"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>989221.00000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.02965900</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Thrivent Mutual Funds</name>
        <lei>N/A</lei>
        <title>Thrivent Core Short-Term Reserve Fund</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value=".TFLSTR"/>
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        <balance>3682212.28400000</balance>
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        <curCd>USD</curCd>
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        <assetCat>STIV</assetCat>
        <issuerCat>PF</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>The Royal Bank of Scotland Group plc</name>
        <lei>2138005O9XJIJN4JPN90</lei>
        <title>Royal Bank of Scotland Group plc</title>
        <cusip>780097BF7</cusip>
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        <balance>2000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2022031.46000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.03379900</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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        <name>Texas Instruments Incorporated</name>
        <lei>WDJNR2L6D8RWOEB8T652</lei>
        <title>Texas Instruments, Inc.</title>
        <cusip>882508AZ7</cusip>
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          <isin value="US882508AZ72"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01750000</annualizedRt>
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      <invstOrSec>
        <name>Sumitomo Mitsui Financial Group, Inc.</name>
        <lei>35380028MYWPB6AUO129</lei>
        <title>Sumitomo Mitsui Financial Group, Inc.</title>
        <cusip>86562MBT6</cusip>
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        <balance>1700000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-09-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02448000</annualizedRt>
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        <name>Lockheed Martin Corporation</name>
        <lei>DPRBOZP0K5RM2YE8UU08</lei>
        <title>Lockheed Martin Corporation</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-11-23</maturityDt>
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        <name>Brookfield Asset Management Inc.</name>
        <lei>N/A</lei>
        <title>GGP Nimbus, LLC, Term Loan</title>
        <cusip>N/A</cusip>
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          <ticker value="BL268721"/>
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        <balance>113562.50000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-08-24</maturityDt>
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          <annualizedRt>0.04299400</annualizedRt>
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        <name>Lloyds Banking Group plc</name>
        <lei>549300PPXHEU2JF0AM85</lei>
        <title>Lloyds Banking Group plc</title>
        <cusip>539439AM1</cusip>
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          <isin value="US539439AM10"/>
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        <balance>350000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>378669.80000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04582000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>DTE Energy Company</name>
        <lei>549300IX8SD6XXD71I78</lei>
        <title>DTE Energy Company</title>
        <cusip>233331AW7</cusip>
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          <isin value="US233331AW74"/>
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        <balance>1500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1505882.36000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02529000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Upstart Securitization Trust 2019-3</name>
        <lei>N/A</lei>
        <title>Upstart Securitization Trust</title>
        <cusip>91678WAA7</cusip>
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          <isin value="US91678WAA71"/>
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        <name>United States Department of The Treasury</name>
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        <name>Waste Management, Inc.</name>
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        <name>Banco Santander, S.A.</name>
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        <name>Marathon Oil Corporation</name>
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        <name>Truist Financial Corporation</name>
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        <name>Federal National Mortgage Association</name>
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        <title>Federal National Mortgage Association</title>
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        <fairValLevel>2</fairValLevel>
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        <name>United States Department of The Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Notes</title>
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      <invstOrSec>
        <name>American Airlines Group Inc.</name>
        <lei>N/A</lei>
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        <name>Comerica Incorporated</name>
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        <name>Mitsubishi UFJ Financial Group, Inc.</name>
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        <title>Mitsubishi UFJ Financial Group, Inc.</title>
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        <name>RCO V Mortgage LLC 2018-2</name>
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        <name>Mitsubishi UFJ Financial Group, Inc.</name>
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        <name>Crown Castle International Corp. (REIT)</name>
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        <name>Navient Corporation</name>
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        <title>SLM Student Loan Trust</title>
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        <name>Hyundai Motor Company</name>
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        <name>Residential Funding Mortgage Securities I Inc.</name>
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        <title>Residential Funding Mortgage Security I Trust</title>
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        <name>UnitedHealth Group Incorporated</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UnitedHealth Group, Inc.</title>
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          <annualizedRt>0.03500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AT&amp;T Inc.</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>AT&amp;T, Inc.</title>
        <cusip>00206RFY3</cusip>
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          <isin value="US00206RFY36"/>
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        <balance>2000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2016085.68000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.02799200</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co</name>
        <lei>N/A</lei>
        <title>CBOT 5-Yr. U.S. Treasury Note</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FVH0"/>
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        <balance>-817.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>443610.36000000</valUSD>
        <pctVal>0.046743012509</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Mizuho Securities</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>United States Department of The Treasury</issuerName>
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                  <cusip value="912828XT2"/>
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            </descRefInstrmnt>
            <expDate>2020-03-31</expDate>
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      </invstOrSec>
      <invstOrSec>
        <name>CBAM 2019-9 Limited</name>
        <lei>254900Q3N8LV0KJICN72</lei>
        <title>CBAM, Ltd.</title>
        <cusip>14987VAA7</cusip>
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          <isin value="US14987VAA70"/>
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        <balance>5000000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.03280900</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>RCO 2018-VFS1 Trust</name>
        <lei>N/A</lei>
        <title>RCO Mortgage, LLC</title>
        <cusip>74936NAA1</cusip>
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          <isin value="US74936NAA19"/>
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        <balance>3353433.59000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-12-26</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04270000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>U.S. Bancorp</name>
        <lei>N/A</lei>
        <title>USB Realty Corporation</title>
        <cusip>903312AA4</cusip>
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          <isin value="US903312AA48"/>
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        <balance>95000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>81937.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.03147900</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>GS Mortgage-Backed Securities Trust 2018-RPL1</name>
        <lei>N/A</lei>
        <title>GS Mortgage-Backed Securities Trust</title>
        <cusip>36256BAC4</cusip>
        <identifiers>
          <isin value="US36256BAC46"/>
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        <balance>3172118.18700000</balance>
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        <curCd>USD</curCd>
        <valUSD>3275593.63000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03750000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Endo International plc</name>
        <lei>5493007TBMWZWGZIB256</lei>
        <title>Endo International plc, Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL241028"/>
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        <balance>161683.44000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>154407.69000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.06062500</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CCG Receivables Trust 2018-1</name>
        <lei>N/A</lei>
        <title>CCG Receivables Trust</title>
        <cusip>12508VAB9</cusip>
        <identifiers>
          <isin value="US12508VAB99"/>
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        <balance>1147558.04000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02500000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Roper Technologies, Inc.</name>
        <lei>54930003T4SXCIWVXY35</lei>
        <title>Roper Technologies, Inc.</title>
        <cusip>776743AH9</cusip>
        <identifiers>
          <isin value="US776743AH99"/>
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        <balance>750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>753618.97000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02350000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>AIR MEDICAL GROUP HOLDINGS</name>
        <lei>N/A</lei>
        <title>Air Medical Group Holdings, Inc., Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL251802"/>
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        <balance>78400.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>75852.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-14</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.06049400</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Prosper Marketplace Issuance Trust Series 2018-2</name>
        <lei>54930091UL0OQ4F85R54</lei>
        <title>Prosper Marketplace Issuance Trust</title>
        <cusip>74360PAA1</cusip>
        <identifiers>
          <isin value="US74360PAA12"/>
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        <balance>960616.13000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03350000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Navient Student Loan Trust  2017-1</name>
        <lei>N/A</lei>
        <title>Navient Student Loan Trust</title>
        <cusip>63940NAB6</cusip>
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          <isin value="US63940NAB64"/>
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        <balance>2505068.77000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2509446.63000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-07-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.02542000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>Vanquish Capital Group, LLC</name>
        <lei>N/A</lei>
        <title>National Collegiate Trust</title>
        <cusip>63543YAA5</cusip>
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        <balance>1490005.49800000</balance>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.02087000</annualizedRt>
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      <invstOrSec>
        <name>Wells Fargo &amp; Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>Wells Fargo &amp; Company</title>
        <cusip>949746PM7</cusip>
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        <balance>538000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.05663600</annualizedRt>
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      <invstOrSec>
        <name>Bristol-Myers Squibb Company</name>
        <lei>HLYYNH7UQUORYSJQCN42</lei>
        <title>Bristol-Myers Squibb Company</title>
        <cusip>110122BM9</cusip>
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          <isin value="US110122BM94"/>
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        <balance>2000000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03625000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>Sofi Professional Loan Program 2016-E Llc</name>
        <lei>549300E92LV3L3L4EW68</lei>
        <title>SoFi Professional Loan Program, LLC</title>
        <cusip>78470RAA5</cusip>
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          <isin value="US78470RAA59"/>
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        <balance>314683.85000000</balance>
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        <curCd>USD</curCd>
        <valUSD>314702.38000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.02642000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Credit Suisse Group AG</name>
        <lei>549300506SI9CRFV9Z86</lei>
        <title>Credit Suisse Group AG</title>
        <cusip>22546DAB2</cusip>
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          <isin value="US22546DAB29"/>
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        <balance>990000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1112512.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-11</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.07500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Fifth Third Bancorp</name>
        <lei>QFROUN1UWUYU0DVIWD51</lei>
        <title>Fifth Third Bancorp</title>
        <cusip>31677QBC2</cusip>
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          <isin value="US31677QBC24"/>
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        <balance>1185000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02875000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>New Residential Investment Corp.</name>
        <lei>N/A</lei>
        <title>New Residential Mortgage, LLC</title>
        <cusip>64829TAH4</cusip>
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          <isin value="US64829TAH41"/>
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        <balance>2738537.92400000</balance>
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        <curCd>USD</curCd>
        <valUSD>2748240.29000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03790000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Marathon Petroleum Corporation</name>
        <lei>3BNYRYQHD39K4LCKQF12</lei>
        <title>Marathon Petroleum Corporation</title>
        <cusip>56585AAL6</cusip>
        <identifiers>
          <isin value="US56585AAL61"/>
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        <balance>1325000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1340013.67000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03400000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DuPont de Nemours, Inc.</name>
        <lei>5493004JF0SDFLM8GD76</lei>
        <title>DowDuPont, Inc.</title>
        <cusip>26078JAB6</cusip>
        <identifiers>
          <isin value="US26078JAB61"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2138003.88000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04205000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MPH ACQUISITION HOLDINGS</name>
        <lei>5493002WXOPRPTXWTU06</lei>
        <title>MPH Acquisition Holdings, LLC, Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL243779"/>
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        <balance>119873.61000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>118010.77000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-07</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.04694600</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Banco Santander, S.A.</name>
        <lei>N/A</lei>
        <title>Santander Drive Auto Receivables Trust</title>
        <cusip>80286HAA7</cusip>
        <identifiers>
          <isin value="US80286HAA77"/>
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        <balance>1250918.73000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1251020.05000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-08-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02208400</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ameren Corporation</name>
        <lei>XRZQ5S7HYJFPHJ78L959</lei>
        <title>Ameren Corporation</title>
        <cusip>023608AF9</cusip>
        <identifiers>
          <isin value="US023608AF92"/>
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        <balance>1150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1156103.86000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02700000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Societe Generale Societe anonyme</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
        <title>Societe Generale SA</title>
        <cusip>83368RAU6</cusip>
        <identifiers>
          <isin value="US83368RAU68"/>
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        <balance>1800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1799073.61000000</valUSD>
        <pctVal>0.189567530069</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02625000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Textron Inc.</name>
        <lei>3PPKBHUG1HD6BO7RNR87</lei>
        <title>Textron, Inc.</title>
        <cusip>883203BV2</cusip>
        <identifiers>
          <isin value="US883203BV22"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2118329.60000000</valUSD>
        <pctVal>0.223207381794</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03875000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Sempra Energy</name>
        <lei>PBBKGKLRK5S5C0Y4T545</lei>
        <title>Sempra Energy</title>
        <cusip>816851AV1</cusip>
        <identifiers>
          <isin value="US816851AV10"/>
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        <balance>1875000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1963027.35000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03550000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Sempra Energy</name>
        <lei>PBBKGKLRK5S5C0Y4T545</lei>
        <title>Sempra Energy</title>
        <cusip>816851AW9</cusip>
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          <isin value="US816851AW92"/>
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        <balance>1250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1250080.15000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02400000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CSMC 2019-ICE4</name>
        <lei>N/A</lei>
        <title>Credit Suisse Mortgage Capital Certificates</title>
        <cusip>12653VAA4</cusip>
        <identifiers>
          <isin value="US12653VAA44"/>
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        <balance>5000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5010449.50000000</valUSD>
        <pctVal>0.527948679237</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.02719700</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>RADIATE HOLDCO LLC</name>
        <lei>5493000GQJ5RDX9DNJ71</lei>
        <title>Radiate Holdco, LLC, Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL230354"/>
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        <balance>298853.92000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>299750.48000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.04799400</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>UBS Group AG</name>
        <lei>N/A</lei>
        <title>Master Asset Securitization Trust</title>
        <cusip>55274QBN4</cusip>
        <identifiers>
          <isin value="US55274QBN43"/>
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        <balance>931605.79000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>380542.05000000</valUSD>
        <pctVal>0.040097534700</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.02292000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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      <invstOrSec>
        <name>Thrivent Mutual Funds</name>
        <lei>N/A</lei>
        <title>Thrivent Cash Management Trust</title>
        <cusip>N/A</cusip>
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          <other otherDesc="PRIMARY IDENTIFIER" value="201467561"/>
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        <balance>220000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>220000.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>PF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Public Service Enterprise Group Incorporated</name>
        <lei>PUSS41EMO3E6XXNV3U28</lei>
        <title>Public Service Enterprise Group, Inc.</title>
        <cusip>744573AN6</cusip>
        <identifiers>
          <isin value="US744573AN60"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2042996.08000000</valUSD>
        <pctVal>0.215269524645</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02875000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>Citigroup, Inc.</title>
        <cusip>17308CC46</cusip>
        <identifiers>
          <isin value="US17308CC463"/>
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        <balance>1890000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1895486.59000000</valUSD>
        <pctVal>0.199726519886</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-04</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02312000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Williams Companies, Inc.</name>
        <lei>D71FAKCBLFS2O0RBPG08</lei>
        <title>Williams Partners, LP</title>
        <cusip>96949LAA3</cusip>
        <identifiers>
          <isin value="US96949LAA35"/>
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        <balance>1325000.00000000</balance>
        <units>PA</units>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Aircastle Limited</name>
        <lei>549300PNK8AKY3OIKP58</lei>
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        <invCountry>BM</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Synchrony Financial</name>
        <lei>549300RS7EWPM9MA6C78</lei>
        <title>Synchrony Financial</title>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02850000</annualizedRt>
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      <invstOrSec>
        <name>DRB Prime Student Loan Trust 2015-B</name>
        <lei>5493007XMCQZSUDOLZ66</lei>
        <title>DRB Prime Student Loan Trust</title>
        <cusip>23340LAA2</cusip>
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          <isin value="US23340LAA26"/>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-10-27</maturityDt>
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          <annualizedRt>0.03692000</annualizedRt>
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      <invstOrSec>
        <name>The Home Depot, Inc.</name>
        <lei>QEKMOTMBBKA8I816DO57</lei>
        <title>Home Depot, Inc.</title>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-04-01</maturityDt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co</name>
        <lei>N/A</lei>
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          <ticker value="TUH0"/>
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        <balance>353.00000000</balance>
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        <fairValLevel>1</fairValLevel>
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                <issuerName>United States Department of The Treasury</issuerName>
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      <invstOrSec>
        <name>GMAC Mortgage, LLC, Asset Management Arm</name>
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          <isin value="US38012TAB89"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.05750000</annualizedRt>
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        <name>United States Department of The Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Notes</title>
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        <issuerCat>UST</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>The Goldman Sachs Group, Inc.</name>
        <lei>N/A</lei>
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          <isin value="US36228F4K98"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>Ventas, Inc.</name>
        <lei>32SXKSJ72K64GM3HOU64</lei>
        <title>Ventas Realty, LP</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Marvell Technology Group Ltd.</name>
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        <title>Marvell Technology Group, Ltd.</title>
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        <invCountry>BM</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Pacific Drilling S.A.</name>
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        <title>Pacific Drilling SA</title>
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        <invCountry>LU</invCountry>
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        <name>Capital One Financial Corporation</name>
        <lei>207ALC1P1YM0OVDV0K75</lei>
        <title>Capital One NA</title>
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        <name>AbbVie Inc.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>AbbVie, Inc.</title>
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        <name>Zoetis Inc.</name>
        <lei>549300HD9Q1LOC9KLJ48</lei>
        <title>Zoetis, Inc.</title>
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        <name>Morgan Stanley &amp; Co</name>
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        <title>CBOT U.S. Long Bond</title>
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                <issuerName>United States Department of The Treasury</issuerName>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
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          <isin value="US84751PCX50"/>
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        <invCountry>US</invCountry>
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        <name>Reckitt Benckiser Group plc</name>
        <lei>E4BJRFT3MF4GJDY1SC50</lei>
        <title>Mead Johnson Nutrition Company</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Voya Financial, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>United Airlines Holdings, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SOFI Consumer Loan Program 2016-5 LLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Henan Shuanghui Investment &amp; Development Co.,Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>United States Department of The Treasury</name>
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        <name>Continental Resources, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Cooperatieve Rabobank U.A.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GM Financial Automobile Leasing Trust 2019-1</name>
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        <name>Invitation Homes 2018-SFR4</name>
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        <name>Peachtree Corners Funding Trust</name>
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        <name>Bank of America Corporation</name>
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        <name>Federal Home Loan Mortgage Corporation</name>
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        <name>Nationstar HECM Loan Trust</name>
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        <name>TRIANGLE RE 2019-1 Limited</name>
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        <name>Barclays PLC</name>
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        <name>Groupe BPCE</name>
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        <name>Loews Corporation</name>
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        <title>CNA Financial Corporation</title>
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        <fairValLevel>2</fairValLevel>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Goldman Sachs Group, Inc.</name>
        <lei>N/A</lei>
        <title>GSAA Home Equity Trust</title>
        <cusip>36242DNF6</cusip>
        <identifiers>
          <isin value="US36242DNF68"/>
        </identifiers>
        <balance>844140.54900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>872999.77000000</valUSD>
        <pctVal>0.091987570286</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04483600</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Business Jet Securities, LLC</name>
        <lei>N/A</lei>
        <title>Business Jet Securities, LLC</title>
        <cusip>123262AN7</cusip>
        <identifiers>
          <isin value="US123262AN71"/>
        </identifiers>
        <balance>586338.45000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>592619.01000000</valUSD>
        <pctVal>0.062443983043</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04335000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Conventional 15-Yr. Pass Through</title>
        <cusip>01F022410</cusip>
        <identifiers>
          <ticker value="01F02241"/>
        </identifiers>
        <balance>3250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3277458.86000000</valUSD>
        <pctVal>0.345344280267</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NiSource Inc.</name>
        <lei>549300D8GOWWH0SJB189</lei>
        <title>NiSource Finance Corporation</title>
        <cusip>65473QBH5</cusip>
        <identifiers>
          <isin value="US65473QBH56"/>
        </identifiers>
        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1011721.51000000</valUSD>
        <pctVal>0.106604614009</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02650000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Department of The Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Bonds</title>
        <cusip>9128283F5</cusip>
        <identifiers>
          <isin value="US9128283F58"/>
        </identifiers>
        <balance>1325000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1360919.32000000</valUSD>
        <pctVal>0.143399421058</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02250000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Volt LXXXIII LLC</name>
        <lei>N/A</lei>
        <title>Vericrest Opportunity Loan Transferee</title>
        <cusip>92870EAA1</cusip>
        <identifiers>
          <isin value="US92870EAA10"/>
        </identifiers>
        <balance>3795906.67000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3793614.70000000</valUSD>
        <pctVal>0.399731375478</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-26</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03376200</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TNS, Inc.</name>
        <lei>N/A</lei>
        <title>TNS, Inc., Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US89341VAV45"/>
        </identifiers>
        <balance>105386.01000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>102224.43000000</valUSD>
        <pctVal>0.010771339538</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-14</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.05930000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Department of The Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Notes</title>
        <cusip>9128282P4</cusip>
        <identifiers>
          <isin value="US9128282P40"/>
        </identifiers>
        <balance>1500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1509906.53000000</valUSD>
        <pctVal>0.159098132470</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01875000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Conventional 30-Yr. Pass Through</title>
        <cusip>31418CYM0</cusip>
        <identifiers>
          <isin value="US31418CYM09"/>
        </identifiers>
        <balance>2433916.58800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2536758.98000000</valUSD>
        <pctVal>0.267297086426</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sofi Professional Loan Program 2015-C LLC</name>
        <lei>N/A</lei>
        <title>SoFi Professional Loan Program, LLC</title>
        <cusip>834016AB3</cusip>
        <identifiers>
          <isin value="US834016AB35"/>
        </identifiers>
        <balance>595595.39000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>595681.57000000</valUSD>
        <pctVal>0.062766683533</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02510000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="Data presented is directly from day-to-day accounting records of Fund used to calculate net asset value per share.  It does not reflect adjustments necessary to make data GAAP compliant, such as reclassifying prepaid expenses, expenses reimbursements, and/or any other related adjustments." noteItem="B.1.b"/>
      <explntrNote note="The daily NAV is calculated on a T+1 basis on most days. The current exception to this occurs on the fiscal quarter ends. On these fiscal quarter end dates, the NAV is calculated on a T+0 basis." noteItem="B.1.c"/>
      <explntrNote note="For derivatives owned, if any, Unrealized Appreciation/Depreciation is reported as Value for future and swap type derivatives.  Actual security Value is reported for option type derivatives." noteItem="C.2.c"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2020-01-28</ncom:dateSigned>
      <ncom:nameOfApplicant>Thrivent Series Fund, Inc.</ncom:nameOfApplicant>
      <ncom:signature>Sarah L. Bergstrom</ncom:signature>
      <ncom:signerName>Sarah L. Bergstrom</ncom:signerName>
      <ncom:title>Head of Fund Accounting &amp; Assistant Treasurer</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
