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

      <filer>
        <issuerCredentials>
          <cik>0000810893</cik>
          <ccc>XXXXXXXX</ccc>
        </issuerCredentials>
      </filer>


      <seriesClassInfo>
        <seriesId>S000009703</seriesId>
        <classId>C000026627</classId>
        <classId>C000026623</classId>
        <classId>C000026629</classId>
        <classId>C000200448</classId>
        <classId>C000064151</classId>
        <classId>C000026624</classId>
        <classId>C000026625</classId>
      </seriesClassInfo>


    </filerInfo>
  </headerData>
  <formData>
    <genInfo>
      <regName>PIMCO Funds</regName>
      <regFileNumber>811-05028</regFileNumber>
      <regCik>0000810893</regCik>
      <regLei>00000000000000000000</regLei>
      <regStreet1>650 Newport Center Drive</regStreet1>
      <regCity>Newport Beach</regCity>
      <regStateConditional regCountry="US" regState="US-CA"/>
      <regZipOrPostalCode>92660</regZipOrPostalCode>
      <regPhone>(888) 877-4626</regPhone>
      <seriesName>PIMCO Short-Term Fund</seriesName>
      <seriesId>S000009703</seriesId>
      <seriesLei>STEUGJL6LZNTJZNDUF35</seriesLei>
      <repPdEnd>2020-03-31</repPdEnd>
      <repPdDate>2019-09-30</repPdDate>
      <isFinalFiling>N</isFinalFiling>
    </genInfo>
    <fundInfo>
      <totAssets>21642912200.250000</totAssets>
      <totLiabs>5350321953.540000</totLiabs>
      <netAssets>16292590246.709999</netAssets>
      <assetsAttrMiscSec>0.000000</assetsAttrMiscSec>
      <assetsInvested>0.000000</assetsInvested>
      <amtPayOneYrBanksBorr>1730978603.220000</amtPayOneYrBanksBorr>
      <amtPayOneYrCtrldComp>0.000000</amtPayOneYrCtrldComp>
      <amtPayOneYrOthAffil>0.000000</amtPayOneYrOthAffil>
      <amtPayOneYrOther>0.000000</amtPayOneYrOther>
      <amtPayAftOneYrBanksBorr>0.000000</amtPayAftOneYrBanksBorr>
      <amtPayAftOneYrCtrldComp>0.000000</amtPayAftOneYrCtrldComp>
      <amtPayAftOneYrOthAffil>0.000000</amtPayAftOneYrOthAffil>
      <amtPayAftOneYrOther>0.000000</amtPayAftOneYrOther>
      <delayDeliv>56100000.000000</delayDeliv>
      <standByCommit>0.000000</standByCommit>
      <liquidPref>0.000000</liquidPref>
      <cshNotRptdInCorD>43568075.710000</cshNotRptdInCorD>
      <curMetrics>
        <curMetric>
          <curCd>AUD</curCd>
          <intrstRtRiskdv01 period10Yr="0.000000" period1Yr="4.869670" period30Yr="0.000000" period3Mon="380.514044" period5Yr="0.000000"/>
          <intrstRtRiskdv100 period10Yr="0.000000" period1Yr="485.500947" period30Yr="0.000000" period3Mon="37945.438146" period5Yr="0.000000"/>
        </curMetric>
        <curMetric>
          <curCd>USD</curCd>
          <intrstRtRiskdv01 period10Yr="-191152.375498" period1Yr="612627.934757" period30Yr="-18023.273788" period3Mon="-796819.857776" period5Yr="-54597.631428"/>
          <intrstRtRiskdv100 period10Yr="-4943773.112957" period1Yr="123060443.603986" period30Yr="26599050.066429" period3Mon="-79498188.721384" period5Yr="40643596.354215"/>
        </curMetric>
        <curMetric>
          <curCd>CAD</curCd>
          <intrstRtRiskdv01 period10Yr="353083.969870" period1Yr="43.132380" period30Yr="0.000000" period3Mon="160684.183270" period5Yr="221217.560886"/>
          <intrstRtRiskdv100 period10Yr="33673368.848850" period1Yr="4151.695039" period30Yr="0.000000" period3Mon="16068147.165534" period5Yr="21123907.029524"/>
        </curMetric>
        <curMetric>
          <curCd>GBP</curCd>
          <intrstRtRiskdv01 period10Yr="0.000000" period1Yr="0.000000" period30Yr="0.000000" period3Mon="3714.873798" period5Yr="0.000000"/>
          <intrstRtRiskdv100 period10Yr="0.000000" period1Yr="0.000000" period30Yr="0.000000" period3Mon="370262.627125" period5Yr="0.000000"/>
        </curMetric>
        <curMetric>
          <curCd>EUR</curCd>
          <intrstRtRiskdv01 period10Yr="0.000000" period1Yr="-137777.571771" period30Yr="0.000000" period3Mon="88.639956" period5Yr="-102856.596378"/>
          <intrstRtRiskdv100 period10Yr="0.000000" period1Yr="-13621707.578887" period30Yr="0.000000" period3Mon="8863.995587" period5Yr="-10043988.401162"/>
        </curMetric>
      </curMetrics>
      <creditSprdRiskInvstGrade period10Yr="-514506.847200" period1Yr="1117035.007700" period30Yr="52983.855300" period3Mon="542789.240000" period5Yr="456901.099800"/>
      <creditSprdRiskNonInvstGrade period10Yr="919.175800" period1Yr="34241.302000" period30Yr="0.126600" period3Mon="-146508.368100" period5Yr="16280.044700"/>
      <isNonCashCollateral>N</isNonCashCollateral>
      <returnInfo>
        <monthlyTotReturns>
          <monthlyTotReturn classId="C000026627" rtn1="0.47809" rtn2="-0.134604" rtn3="0.246378"/>
          <monthlyTotReturn classId="C000026623" rtn1="0.524891" rtn2="-0.085094" rtn3="0.288486"/>
          <monthlyTotReturn classId="C000026629" rtn1="0.482459" rtn2="-0.130125" rtn3="0.250243"/>
          <monthlyTotReturn classId="C000200448" rtn1="0.512088" rtn2="-0.098657" rtn3="0.276931"/>
          <monthlyTotReturn classId="C000064151" rtn1="0.516397" rtn2="-0.094072" rtn3="0.280838"/>
          <monthlyTotReturn classId="C000026624" rtn1="0.503699" rtn2="-0.10788" rtn3="0.269326"/>
          <monthlyTotReturn classId="C000026625" rtn1="0.503669" rtn2="-0.107569" rtn3="0.269382"/>
        </monthlyTotReturns>
        <monthlyReturnCats>
          <creditContracts>
            <mon1 netRealizedGain="10667136.350000" netUnrealizedAppr="-13778525.220000"/>
            <mon2 netRealizedGain="14641556.170000" netUnrealizedAppr="5555444.310000"/>
            <mon3 netRealizedGain="7035598.510000" netUnrealizedAppr="-13296058.610000"/>
            <swaptionCategory>
              <instrMon1 netRealizedGain="677720.000000" netUnrealizedAppr="-543812.570000"/>
              <instrMon2 netRealizedGain="0.000000" netUnrealizedAppr="618870.650000"/>
              <instrMon3 netRealizedGain="1020725.500000" netUnrealizedAppr="-687765.280000"/>
            </swaptionCategory>
            <swapCategory>
              <instrMon1 netRealizedGain="9989416.350000" netUnrealizedAppr="-13234712.650000"/>
              <instrMon2 netRealizedGain="14641556.170000" netUnrealizedAppr="4936573.660000"/>
              <instrMon3 netRealizedGain="6014873.010000" netUnrealizedAppr="-12608293.330000"/>
            </swapCategory>
          </creditContracts>
          <foreignExchgContracts>
            <mon1 netRealizedGain="170762.440000" netUnrealizedAppr="50087623.840000"/>
            <mon2 netRealizedGain="-4904.790000" netUnrealizedAppr="-12109889.440000"/>
            <mon3 netRealizedGain="-9646.750000" netUnrealizedAppr="-23462202.080000"/>
            <forwardCategory>
              <instrMon1 netRealizedGain="170762.440000" netUnrealizedAppr="50087623.840000"/>
              <instrMon2 netRealizedGain="-4904.790000" netUnrealizedAppr="-12109889.440000"/>
              <instrMon3 netRealizedGain="-9646.750000" netUnrealizedAppr="-23462124.480000"/>
            </forwardCategory>
            <optionCategory>
              <instrMon1 netRealizedGain="0.000000" netUnrealizedAppr="0.000000"/>
              <instrMon2 netRealizedGain="0.000000" netUnrealizedAppr="0.000000"/>
              <instrMon3 netRealizedGain="0.000000" netUnrealizedAppr="-77.600000"/>
            </optionCategory>
          </foreignExchgContracts>
          <interestRtContracts>
            <mon1 netRealizedGain="-2239203.510000" netUnrealizedAppr="22164759.000000"/>
            <mon2 netRealizedGain="27244715.160000" netUnrealizedAppr="-113995068.490000"/>
            <mon3 netRealizedGain="11061797.970000" netUnrealizedAppr="22053432.480000"/>
            <futureCategory>
              <instrMon1 netRealizedGain="15444178.160000" netUnrealizedAppr="-389641.630000"/>
              <instrMon2 netRealizedGain="39998733.830000" netUnrealizedAppr="-60930730.050000"/>
              <instrMon3 netRealizedGain="1667583.760000" netUnrealizedAppr="-1333686.320000"/>
            </futureCategory>
            <optionCategory>
              <instrMon1 netRealizedGain="0.000000" netUnrealizedAppr="2759532.210000"/>
              <instrMon2 netRealizedGain="1484488.290000" netUnrealizedAppr="-543733.080000"/>
              <instrMon3 netRealizedGain="3725068.260000" netUnrealizedAppr="-2114044.520000"/>
            </optionCategory>
            <swaptionCategory>
              <instrMon1 netRealizedGain="3746251.880000" netUnrealizedAppr="-1176512.440000"/>
              <instrMon2 netRealizedGain="0.000000" netUnrealizedAppr="5501033.080000"/>
              <instrMon3 netRealizedGain="5669145.950000" netUnrealizedAppr="-5327644.290000"/>
            </swaptionCategory>
            <swapCategory>
              <instrMon1 netRealizedGain="-21429633.550000" netUnrealizedAppr="20971380.860000"/>
              <instrMon2 netRealizedGain="-14238506.960000" netUnrealizedAppr="-58021638.440000"/>
              <instrMon3 netRealizedGain="0.000000" netUnrealizedAppr="30828807.610000"/>
            </swapCategory>
          </interestRtContracts>
        </monthlyReturnCats>
        <othMon1 netRealizedGain="205686.750000" netUnrealizedAppr="-5418213.360000"/>
        <othMon2 netRealizedGain="103649.950000" netUnrealizedAppr="7184041.400000"/>
        <othMon3 netRealizedGain="-2963974.590000" netUnrealizedAppr="-2373760.210000"/>
      </returnInfo>
      <mon1Flow redemption="-814710954.270000" reinvestment="34263024.440000" sales="601269699.010000"/>
      <mon2Flow redemption="-984577501.820000" reinvestment="34164069.090000" sales="663047964.140000"/>
      <mon3Flow redemption="-937720923.210000" reinvestment="34300594.200000" sales="430960847.160000"/>

    </fundInfo>
    <invstOrSecs>
      <invstOrSec>
        <name>APIDOS CLO XVI 2013-16A</name>
        <lei>N/A</lei>
        <title>APIDOS CLO APID 2013 16A A1R 144A</title>
        <cusip>03764UAN3</cusip>
        <identifiers>
          <isin value="US03764UAN37"/>
        </identifiers>
        <balance>3372346.420000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3374500.510000</valUSD>
        <pctVal>0.0207119</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.2825</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>APOLLO AVIATION SECURITIZATION EQUITY TRUST 2018-1A</name>
        <lei>N/A</lei>
        <title>AASET 2018 1 TRUST AASET 2018 1A A 144A</title>
        <cusip>000367AA0</cusip>
        <identifiers>
          <isin value="US000367AA05"/>
        </identifiers>
        <balance>15448137.490000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15545272.290000</valUSD>
        <pctVal>0.0954131</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-01-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.844</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD AUD/BOUGHT USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="19HIKBBM5VC"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.479400"/>
        <valUSD>69188.580000</valUSD>
        <pctVal>0.0004247</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL PLC</counterpartyName>
              <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
            </counterparties>
            <amtCurSold>27650757.000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>18759609.080000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-11-15</settlementDt>
            <unrealizedAppr>69188.580000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD EUR/BOUGHT USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="19HUKBBV2ZL"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.917500"/>
        <valUSD>9322246.680000</valUSD>
        <pctVal>0.0572177</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL PLC</counterpartyName>
              <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
            </counterparties>
            <amtCurSold>476362000.000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>528533166.240000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-10-02</settlementDt>
            <unrealizedAppr>9322246.680000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2019-FL1</name>
        <lei>N/A</lei>
        <title>ARBOR REALTY COLLATERALIZED LO ARCLO 2019 FL1 A 144A</title>
        <cusip>03879YAA5</cusip>
        <identifiers>
          <isin value="US03879YAA55"/>
        </identifiers>
        <balance>19500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19509750.000000</valUSD>
        <pctVal>0.1197462</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.1775</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ARBOUR CLO IV DAC 4A</name>
        <lei>N/A</lei>
        <title>ARBOUR CLO ARBR 4A A2R 144A</title>
        <cusip>ACI1C2187</cusip>
        <identifiers>
          <isin value="XS1997961518"/>
        </identifiers>
        <balance>6500000.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.917500"/>
        <valUSD>7089573.370000</valUSD>
        <pctVal>0.0435141</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.87</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>3 MONTH SOFR FUT  MAR20 XCME 20200616</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="SFRH0"/>
        </identifiers>
        <balance>100.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-28.000000</valUSD>
        <pctVal>0.0000002</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Chicago Mercantile Exchange</counterpartyName>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>90SOFR</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI1FSCL4-90SOFR"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-06-16</expDate>
            <notionalAmt>246337.500000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-28.000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD CAD/BOUGHT USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="19HVKBBL7C7"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.324800"/>
        <valUSD>-343311.770000</valUSD>
        <pctVal>0.0021072</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Standard Chartered Bank</counterpartyName>
              <counterpartyLei>RILFO74KP1CM8P6PCT96</counterpartyLei>
            </counterparties>
            <amtCurSold>107334000.000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>80674050.050000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-10-02</settlementDt>
            <unrealizedAppr>-343311.770000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AREIT TRUST 2018-CRE1</name>
        <lei>N/A</lei>
        <title>AREIT CRE TRUST AREIT 2018 CRE1 A 144A</title>
        <cusip>00215VAA0</cusip>
        <identifiers>
          <isin value="US00215VAA08"/>
        </identifiers>
        <balance>414014.450000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>414319.040000</valUSD>
        <pctVal>0.0025430</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-14</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.8775</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AREIT TRUST 2018-CRE2</name>
        <lei>N/A</lei>
        <title>AREIT CRE TRUST AREIT 2018 CRE2 A 144A</title>
        <cusip>04002QAA0</cusip>
        <identifiers>
          <isin value="US04002QAA04"/>
        </identifiers>
        <balance>21139640.650000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21178591.490000</valUSD>
        <pctVal>0.1299891</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-14</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.0075</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AREIT TRUST 2019-CRE3</name>
        <lei>N/A</lei>
        <title>AREIT CRE TRUST AREIT 2019 CRE3 A 144A</title>
        <cusip>00217LAA0</cusip>
        <identifiers>
          <isin value="US00217LAA08"/>
        </identifiers>
        <balance>27400000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27484426.250000</valUSD>
        <pctVal>0.1686928</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-14</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.0475</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ARGENT SECURITIES INC 2003-W1</name>
        <lei>N/A</lei>
        <title>ARGENT SECURITIES INC. ARSI 2003 W1 M5</title>
        <cusip>040104AG6</cusip>
        <identifiers>
          <isin value="US040104AG60"/>
        </identifiers>
        <balance>2400000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2379822.720000</valUSD>
        <pctVal>0.0146068</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.94384</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ARGENT SECURITIES INC 2003-W8</name>
        <lei>N/A</lei>
        <title>ARGENT SECURITIES INC. ARSI 2003 W8 M1</title>
        <cusip>040104DQ1</cusip>
        <identifiers>
          <isin value="US040104DQ16"/>
        </identifiers>
        <balance>143554.380000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>145163.280000</valUSD>
        <pctVal>0.0008910</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.06838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT CAD/SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="19IOKBBTN8P"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7011.450000</valUSD>
        <pctVal>0.0000430</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank and Trust Co.</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>1830209.360000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2434000.000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2019-10-02</settlementDt>
            <unrealizedAppr>7011.450000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>317U806T5 IRO USD 30Y P 1.8437 OCT19 1.84375 PUT</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="AEI647255"/>
        </identifiers>
        <balance>-164800000.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-585204.800000</valUSD>
        <pctVal>0.0035918</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
            <counterparties>
              <counterpartyName>Goldman Sachs &amp; Co. LLC</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <swapDeriv derivCat="SWP">
                  <counterparties>
                    <counterpartyName>Goldman Sachs &amp; Co. LLC</counterpartyName>
                    <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>N/A</name>
                    <lei>N/A</lei>
                    <title>IRS USD R 1.84375 10/11/19-30Y CME</title>
                    <cusip>000000000</cusip>
                    <identifiers>
                      <other otherDesc="Internal ID" value="SWU00W8B5"/>
                    </identifiers>
                    <balance>0.000000</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>0.000000</valUSD>
                    <pctVal>0.000000</pctVal>
                    <assetCat>DIR</assetCat>
                    <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
                    <invCountry>US</invCountry>
                  </derivAddlInfo>
                  <descRefInstrmnt>
                    <indexBasketInfo>
                      <indexName>IRS USD R 1.84375 10/11/19-30Y CME</indexName>
                      <indexIdentifier>N/A</indexIdentifier>
                      <narrativeDesc>N/A</narrativeDesc>
                    </indexBasketInfo>
                  </descRefInstrmnt>
                  <fixedRecDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.843800"/>
                  <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD-LIBOR-BBA-Bloomberg 3M" floatingRtSpread="0.000000" pmntAmt="0.000000">
                    <rtResetTenors>
                      <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
                    </rtResetTenors>
                  </floatingPmntDesc>
                  <terminationDt>2049-10-11</terminationDt>
                  <upfrontPmnt>0.000000</upfrontPmnt>
                  <pmntCurCd>USD</pmntCurCd>
                  <upfrontRcpt>0.000000</upfrontRcpt>
                  <rcptCurCd>USD</rcptCurCd>
                  <notionalAmt>N/A</notionalAmt>
                  <curCd>USD</curCd>
                </swapDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>N/A</shareNo>
            <exercisePrice>1.840000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2019-10-09</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>865035.200000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>317U879T7 IRO USD 2Y C 1.6000 OCT19 1.6 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="AEI655845"/>
        </identifiers>
        <balance>-2083900000.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2317088.410000</valUSD>
        <pctVal>0.0142217</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. Incorporated</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <swapDeriv derivCat="SWP">
                  <counterparties>
                    <counterpartyName>Morgan Stanley &amp; Co. Incorporated</counterpartyName>
                    <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>N/A</name>
                    <lei>N/A</lei>
                    <title>IRS USD R 1.60000 10/17/19-2Y CME</title>
                    <cusip>000000000</cusip>
                    <identifiers>
                      <other otherDesc="Internal ID" value="SWU00WDG8"/>
                    </identifiers>
                    <balance>0.000000</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>0.000000</valUSD>
                    <pctVal>0.000000</pctVal>
                    <assetCat>DIR</assetCat>
                    <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
                    <invCountry>US</invCountry>
                  </derivAddlInfo>
                  <descRefInstrmnt>
                    <indexBasketInfo>
                      <indexName>IRS USD R 1.60000 10/17/19-2Y CME</indexName>
                      <indexIdentifier>N/A</indexIdentifier>
                      <narrativeDesc>N/A</narrativeDesc>
                    </indexBasketInfo>
                  </descRefInstrmnt>
                  <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD-LIBOR-BBA-Bloomberg 3M" floatingRtSpread="0.000000" pmntAmt="0.000000">
                    <rtResetTenors>
                      <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
                    </rtResetTenors>
                  </floatingRecDesc>
                  <fixedPmntDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.600000"/>
                  <terminationDt>2021-10-17</terminationDt>
                  <upfrontPmnt>0.000000</upfrontPmnt>
                  <pmntCurCd>USD</pmntCurCd>
                  <upfrontRcpt>0.000000</upfrontRcpt>
                  <rcptCurCd>USD</rcptCurCd>
                  <notionalAmt>N/A</notionalAmt>
                  <curCd>USD</curCd>
                </swapDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>N/A</shareNo>
            <exercisePrice>1.600000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2019-10-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-691646.410000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS CAD 2.50000 06/19/19-10Y CME</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="EZ80CS10CHX4"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.324900"/>
        <valUSD>17492641.660000</valUSD>
        <pctVal>0.1073656</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Chicago Mercantile Exchange</counterpartyName>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>CAD-BA-CDOR 3M</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>N/A</narrativeDesc>
              </indexBasketInfo>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.000000" curCd="CAD" fixedOrFloating="Fixed" fixedRt="2.500000"/>
            <floatingPmntDesc curCd="CAD" fixedOrFloating="Floating" floatingRtIndex="CAD-BA-CDOR 3M" floatingRtSpread="0.000000" pmntAmt="0.000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2029-06-19</terminationDt>
            <upfrontPmnt>20896154.550000</upfrontPmnt>
            <pmntCurCd>CAD</pmntCurCd>
            <upfrontRcpt>0.000000</upfrontRcpt>
            <rcptCurCd>CAD</rcptCurCd>
            <notionalAmt>331500000.000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>-3403512.890000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS USD 1.71000 07/26/19-2Y CME</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SWU00V8O9"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-577653.710000</valUSD>
        <pctVal>0.0035455</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Chicago Mercantile Exchange</counterpartyName>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>USD-LIBOR-BBA-Bloomberg 3M</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>N/A</narrativeDesc>
              </indexBasketInfo>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.710000"/>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD-LIBOR-BBA-Bloomberg 3M" floatingRtSpread="0.000000" pmntAmt="0.000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2021-07-26</terminationDt>
            <upfrontPmnt>0.000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-4395421.880000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>2163900000.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>3817768.170000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS USD 2.00000 12/10/19-10Y CME</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="EZFHN06C9WH8"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-35710395.840000</valUSD>
        <pctVal>0.2191818</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Chicago Mercantile Exchange</counterpartyName>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>USD-LIBOR-BBA-Bloomberg 3M</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>N/A</narrativeDesc>
              </indexBasketInfo>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD-LIBOR-BBA-Bloomberg 3M" floatingRtSpread="0.000000" pmntAmt="0.000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.000000"/>
            <terminationDt>2029-12-10</terminationDt>
            <upfrontPmnt>0.000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-9207810.830000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>887400000.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-26502585.010000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS USD 2.76700 02/13/19-1Y (WHT) CME</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SWU00SMM4"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2806281.690000</valUSD>
        <pctVal>0.0172243</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Chicago Mercantile Exchange</counterpartyName>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>USD-LIBOR-BBA-Bloomberg 3M</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>N/A</narrativeDesc>
              </indexBasketInfo>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD-LIBOR-BBA-Bloomberg 3M" floatingRtSpread="0.000000" pmntAmt="0.000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.767000"/>
            <terminationDt>2020-02-13</terminationDt>
            <upfrontPmnt>0.000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-393312.500000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>899000000.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-2412969.190000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>OIS USD FEDL01/2.3 03/01/19 LCH</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SWU00SA47"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-121222313.680000</valUSD>
        <pctVal>0.7440334</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>London Clearing house</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>US Federal Funds Effective Rate (continuous series)</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="SWU00SA47-US Federal Funds Effective Rate (continuous series)"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate (continuous series)" floatingRtSpread="0.000000" pmntAmt="0.000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="0" resetDt="Day" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.300000"/>
            <terminationDt>2022-03-01</terminationDt>
            <upfrontPmnt>4459647.300000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>5216900000.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-125681960.980000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT JPY/SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="19HTKBBMX13"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6294676.050000</valUSD>
        <pctVal>0.0386352</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
            </counterparties>
            <amtCurSold>259280703.810000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>27354114252.000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2019-10-02</settlementDt>
            <unrealizedAppr>-6294676.050000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT JPY/SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="19IRKBBZK40"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1742839.020000</valUSD>
        <pctVal>0.0106971</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
            </counterparties>
            <amtCurSold>371816113.350000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>39925614252.000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2019-11-05</settlementDt>
            <unrealizedAppr>-1742839.020000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD JPY/BOUGHT USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="19IRKBBZKXQ"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="108.125000"/>
        <valUSD>1715811.520000</valUSD>
        <pctVal>0.0105312</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
            </counterparties>
            <amtCurSold>39925614252.000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>370970047.380000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-10-02</settlementDt>
            <unrealizedAppr>1715811.520000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>31750FEY5 OTC EPUT FN 3.0  11 NOV19 100.9140625 PUT</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="AEI668020"/>
        </identifiers>
        <balance>-198700000.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-441034.520000</valUSD>
        <pctVal>0.0027070</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Goldman Sachs &amp; Co. LLC</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>UMBS PASS THRU POOLS</issuerName>
                <issueTitle>FNMA TBA 3.0% NOV 30YR</issueTitle>
                <identifiers>
                  <isin value="US01F0306B93"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>N/A</shareNo>
            <exercisePrice>100.910000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2019-11-06</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>94524.070000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>317542ZN1 OTC EPUT FN 3.0  11 NOV19 100.8984375 PUT</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="AEI668293"/>
        </identifiers>
        <balance>-229200000.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-499380.960000</valUSD>
        <pctVal>0.0030651</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Goldman Sachs &amp; Co. LLC</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>UMBS PASS THRU POOLS</issuerName>
                <issueTitle>FNMA TBA 3.0% NOV 30YR</issueTitle>
                <identifiers>
                  <isin value="US01F0306B93"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>N/A</shareNo>
            <exercisePrice>100.900000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2019-11-06</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>109431.540000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>3175627N0 OTC EPUT FN 3.0  11 NOV19 100.90625 PUT</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="AEI668095"/>
        </identifiers>
        <balance>-250000000.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-549775.000000</valUSD>
        <pctVal>0.0033744</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES LLC</counterpartyName>
              <counterpartyLei>ZBUT11V806EZRVTWT807</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>UMBS PASS THRU POOLS</issuerName>
                <issueTitle>FNMA TBA 3.0% NOV 30YR</issueTitle>
                <identifiers>
                  <isin value="US01F0306B93"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>N/A</shareNo>
            <exercisePrice>100.910000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2019-11-06</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>133818.750000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>317582RP1 OTC EPUT FN 3.0  11 NOV19 100.890625 PUT</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="AEI668137"/>
        </identifiers>
        <balance>-120300000.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-259667.550000</valUSD>
        <pctVal>0.0015938</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES LLC</counterpartyName>
              <counterpartyLei>ZBUT11V806EZRVTWT807</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>UMBS PASS THRU POOLS</issuerName>
                <issueTitle>FNMA TBA 3.0% NOV 30YR</issueTitle>
                <identifiers>
                  <isin value="US01F0306B93"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>N/A</shareNo>
            <exercisePrice>100.890000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2019-11-06</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>64578.540000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>31750FAT0 USD PUT CAD CALL DEC19 1.2 PUT</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="AEI642744"/>
        </identifiers>
        <balance>800000.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2.400000</valUSD>
        <pctVal>0.0000000</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Bank of America N.A.</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <fwdDeriv derivCat="FWD">
                  <counterparties>
                    <counterpartyName>None</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>N/A</name>
                    <lei>254900HROIFWPRGM1V77</lei>
                    <title>USD - CAD</title>
                    <cusip>000000000</cusip>
                    <identifiers>
                      <other otherDesc="Internal ID" value="USD9338D8"/>
                    </identifiers>
                    <balance>0.000000</balance>
                    <units>NC</units>
                    <currencyConditional curCd="CAD" exchangeRt="N/A"/>
                    <valUSD>0.000000</valUSD>
                    <pctVal>0.000000</pctVal>
                    <assetCat>DFE</assetCat>
                    <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
                    <invCountry>US</invCountry>
                  </derivAddlInfo>
                  <amtCurSold>0.000000</amtCurSold>
                  <curSold>N/A</curSold>
                  <amtCurPur>0.000000</amtCurPur>
                  <curPur>N/A</curPur>
                  <settlementDt>2019-12-04</settlementDt>
                </fwdDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>N/A</shareNo>
            <exercisePrice>1.200000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2019-12-04</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-77.600000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ARKANSAS STUDENT LOAN AUTHORITY 2010-1</name>
        <lei>N/A</lei>
        <title>ARKANSAS ST STUDENT LOAN AUTH ARSSTD 11/43 FLOATINOID VAR</title>
        <cusip>041150DJ9</cusip>
        <identifiers>
          <isin value="US041150DJ99"/>
        </identifiers>
        <balance>2753512.520000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2767004.730000</valUSD>
        <pctVal>0.0169832</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.03225</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TRS R 2.28/912828WU0 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SWU0FA306"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2094989.750000</valUSD>
        <pctVal>0.0128585</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BNPParibas</counterpartyName>
              <counterpartyLei>R0MUWSFPU8MPRO8K5P83</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>UNITED STATES GOVT</issuerName>
                <issueTitle>U S TREASURY INFLATE PROT BD</issueTitle>
                <identifiers>
                  <isin value="US912828WU04"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.125000"/>
            <fixedPmntDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.280000"/>
            <terminationDt>2019-10-03</terminationDt>
            <upfrontPmnt>0.000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>218300000.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-2094989.750000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TRS R 2.28/912828Y38 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SWU0FA298"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3113648.130000</valUSD>
        <pctVal>0.0191108</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BNPParibas</counterpartyName>
              <counterpartyLei>R0MUWSFPU8MPRO8K5P83</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>UNITED STATES GOVT</issuerName>
                <issueTitle>U S TREASURY INFLATE PROT BD</issueTitle>
                <identifiers>
                  <isin value="US912828Y388"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.750000"/>
            <fixedPmntDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.280000"/>
            <terminationDt>2019-10-03</terminationDt>
            <upfrontPmnt>0.000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>145500000.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-3113648.130000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TRS R 2.31/912828Y38 MYC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SWU0FA751"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>295371.910000</valUSD>
        <pctVal>0.0018129</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>UNITED STATES GOVT</issuerName>
                <issueTitle>U S TREASURY INFLATE PROT BD</issueTitle>
                <identifiers>
                  <isin value="US912828Y388"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.750000"/>
            <fixedPmntDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.310000"/>
            <terminationDt>2019-10-15</terminationDt>
            <upfrontPmnt>0.000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>46300000.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>295371.910000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TRS R FEDL01+27/912828H45 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SWU0FL898"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1060505.610000</valUSD>
        <pctVal>0.0065091</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BNPParibas</counterpartyName>
              <counterpartyLei>R0MUWSFPU8MPRO8K5P83</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>UNITED STATES GOVT</issuerName>
                <issueTitle>U S TREASURY INFLATE PROT BD</issueTitle>
                <identifiers>
                  <isin value="US912828H458"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.250000"/>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate (continuous series)" floatingRtSpread="27.000000" pmntAmt="0.000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="0" resetDt="Day" resetDtUnit="0"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2019-10-15</terminationDt>
            <upfrontPmnt>0.000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>133900000.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1060505.610000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TRS R FEDL01+29/912828X39 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SWU0FA108"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-385788.050000</valUSD>
        <pctVal>0.0023679</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BNPParibas</counterpartyName>
              <counterpartyLei>R0MUWSFPU8MPRO8K5P83</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>UNITED STATES GOVT</issuerName>
                <issueTitle>U S TREASURY INFLATE PROT BD</issueTitle>
                <identifiers>
                  <isin value="US912828X398"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.125000"/>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate (continuous series)" floatingRtSpread="29.000000" pmntAmt="0.000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="0" resetDt="Day" resetDtUnit="0"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2019-10-22</terminationDt>
            <upfrontPmnt>0.000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>129800000.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-385788.050000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US 10YR NOTE (CBT)DEC19 XCBT 20191219</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="TYZ9"/>
        </identifiers>
        <balance>2594.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3155345.000000</valUSD>
        <pctVal>0.0193667</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>549300EX04Q2QBFQTQ27</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>UNITED STATES GOVT</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI19T4T1-UNITED STATES GOVT"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2019-12-19</expDate>
            <notionalAmt>338030625.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-3155345.000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US 10YR ULTRA FUT DEC19 XCBT 20191219</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="UXYZ9"/>
        </identifiers>
        <balance>1733.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4305607.070000</valUSD>
        <pctVal>0.0264268</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>549300EX04Q2QBFQTQ27</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>UNITED STATES GOVT</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI19Y6J0-UNITED STATES GOVT"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2019-12-19</expDate>
            <notionalAmt>246790031.250000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-4305607.070000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ASHFORD HOSPITALITY TRUST 2018-ASHF</name>
        <lei>N/A</lei>
        <title>ASHFORD HOSPITALITY TRUST AHT1 2018 ASHF A 144A</title>
        <cusip>04410RAA4</cusip>
        <identifiers>
          <isin value="US04410RAA41"/>
        </identifiers>
        <balance>6705034.960000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6704709.770000</valUSD>
        <pctVal>0.0411519</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.9275</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US 2YR NOTE (CBT) DEC19 XCBT 20191231</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="TUZ9"/>
        </identifiers>
        <balance>23137.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-12525451.460000</valUSD>
        <pctVal>0.0768782</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>549300EX04Q2QBFQTQ27</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>UNITED STATES GOVT</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI19VKG6-UNITED STATES GOVT"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2019-12-31</expDate>
            <notionalAmt>4986023500.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-12525451.460000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US 5YR NOTE (CBT) DEC19 XCBT 20191231</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="FVZ9"/>
        </identifiers>
        <balance>-9527.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6630870.990000</valUSD>
        <pctVal>0.0406987</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>549300EX04Q2QBFQTQ27</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>UNITED STATES GOVT</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI19ZWQ2-UNITED STATES GOVT"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2019-12-31</expDate>
            <notionalAmt>-1135127168.830000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>6630870.990000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US ULTRA BOND CBT DEC19 XCBT 20191219</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="WNZ9"/>
        </identifiers>
        <balance>-468.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2038330.280000</valUSD>
        <pctVal>0.0125108</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>549300EX04Q2QBFQTQ27</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>UNITED STATES GOVT</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI19Y7L4-UNITED STATES GOVT"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2019-12-19</expDate>
            <notionalAmt>-89812125.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>2038330.280000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ASSET BACKED FUNDING CERT 2003-WMC1</name>
        <lei>N/A</lei>
        <title>ASSET BACKED FUNDING CERTIFICA ABFC 2003 WMC1 M1</title>
        <cusip>04542BEA6</cusip>
        <identifiers>
          <isin value="US04542BEA61"/>
        </identifiers>
        <balance>1365263.390000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1365607.440000</valUSD>
        <pctVal>0.0083818</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.99338</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ASSET BACKED FUNDING CERTS 2004-OPT5</name>
        <lei>N/A</lei>
        <title>ASSET BACKED FUNDING CERTIFICA ABFC 2004 OPT5 A1</title>
        <cusip>04542BJY9</cusip>
        <identifiers>
          <isin value="US04542BJY92"/>
        </identifiers>
        <balance>423772.520000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>422201.470000</valUSD>
        <pctVal>0.0025914</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.71838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ASSET BACKED SEC HOME EQTY LN 2007-HE2</name>
        <lei>N/A</lei>
        <title>ASSET BACKED SECURITIES CORP H ABSHE 2007 HE2 A2</title>
        <cusip>04544TAB7</cusip>
        <identifiers>
          <isin value="US04544TAB70"/>
        </identifiers>
        <balance>24215.190000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18419.350000</valUSD>
        <pctVal>0.0001131</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.09838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ASSURANT INC</name>
        <lei>H3F39CAXWQRVWURFXL38</lei>
        <title>ASSURANT INC SR UNSECURED 03/21 VAR</title>
        <cusip>04621XAL2</cusip>
        <identifiers>
          <isin value="US04621XAL29"/>
        </identifiers>
        <balance>8230000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8230796.500000</valUSD>
        <pctVal>0.0505186</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.363</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AT&amp;T INC</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>AT+T INC SR UNSECURED 02/23 VAR</title>
        <cusip>00206RFY3</cusip>
        <identifiers>
          <isin value="US00206RFY36"/>
        </identifiers>
        <balance>52326000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>52446802.420000</valUSD>
        <pctVal>0.3219059</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.06525</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AT&amp;T INC</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>AT+T INC SR UNSECURED 06/21 VAR</title>
        <cusip>00206RFZ0</cusip>
        <identifiers>
          <isin value="US00206RFZ01"/>
        </identifiers>
        <balance>23300000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23418718.390000</valUSD>
        <pctVal>0.1437385</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.88763</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AT&amp;T INC</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>AT+T INC SR UNSECURED 06/24 VAR</title>
        <cusip>00206RGD8</cusip>
        <identifiers>
          <isin value="US00206RGD89"/>
        </identifiers>
        <balance>110727000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>112829299.360000</valUSD>
        <pctVal>0.6925191</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.31163</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ATHENE GLOBAL FUNDING</name>
        <lei>549300LM1QSI4MSIL320</lei>
        <title>ATHENE GLOBAL FUNDING SECURED 144A 01/22 4</title>
        <cusip>04685A2B6</cusip>
        <identifiers>
          <isin value="US04685A2B67"/>
        </identifiers>
        <balance>2500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2595411.830000</valUSD>
        <pctVal>0.0159300</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ATHENE GLOBAL FUNDING</name>
        <lei>549300LM1QSI4MSIL320</lei>
        <title>ATHENE GLOBAL FUNDING SECURED 144A 04/20 2.75</title>
        <cusip>04685A2C4</cusip>
        <identifiers>
          <isin value="US04685A2C41"/>
        </identifiers>
        <balance>9675000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9709633.690000</valUSD>
        <pctVal>0.0595954</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ATHENE GLOBAL FUNDING</name>
        <lei>549300LM1QSI4MSIL320</lei>
        <title>ATHENE GLOBAL FUNDING SECURED 144A 04/20 VAR</title>
        <cusip>04685A2D2</cusip>
        <identifiers>
          <isin value="US04685A2D24"/>
        </identifiers>
        <balance>50805000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51085788.060000</valUSD>
        <pctVal>0.3135523</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.41763</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ATHENE GLOBAL FUNDING</name>
        <lei>549300LM1QSI4MSIL320</lei>
        <title>ATHENE GLOBAL FUNDING SECURED 144A 07/22 VAR</title>
        <cusip>04685A2F7</cusip>
        <identifiers>
          <isin value="US04685A2F71"/>
        </identifiers>
        <balance>108339000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>109648410.070000</valUSD>
        <pctVal>0.6729956</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.31863</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ATRIUM HOTEL PORTFOLIO TRUST 2018-ATRM</name>
        <lei>N/A</lei>
        <title>ATRIUM HOTEL PORTFOLIO TRUST AHPT 2018 ATRM A 144A</title>
        <cusip>04965KAA8</cusip>
        <identifiers>
          <isin value="US04965KAA88"/>
        </identifiers>
        <balance>17200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17233147.840000</valUSD>
        <pctVal>0.1057729</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.9775</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AUTODESK INC</name>
        <lei>FRKKVKAIQEF3FCSTPG55</lei>
        <title>AUTODESK INC SR UNSECURED 06/20 3.125</title>
        <cusip>052769AC0</cusip>
        <identifiers>
          <isin value="US052769AC08"/>
        </identifiers>
        <balance>3975000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3996733.350000</valUSD>
        <pctVal>0.0245310</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.125</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AUTONATION INC</name>
        <lei>N/A</lei>
        <title>AUTONATION INC COMPANY GUAR 02/20 5.5</title>
        <cusip>05329WAK8</cusip>
        <identifiers>
          <isin value="US05329WAK80"/>
        </identifiers>
        <balance>9737000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9840386.690000</valUSD>
        <pctVal>0.0603979</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AVALONBAY COMMUNITIES INC</name>
        <lei>K9G90K85RBWD2LAGQX17</lei>
        <title>AVALONBAY COMMUNITIES SR UNSECURED 01/21 VAR</title>
        <cusip>05348EBD0</cusip>
        <identifiers>
          <isin value="US05348EBD04"/>
        </identifiers>
        <balance>13300000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13296333.990000</valUSD>
        <pctVal>0.0816097</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.73338</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AVIATION CAPITAL GROUP LLC</name>
        <lei>549300ODEK8HY3445C77</lei>
        <title>AVIATION CAPITAL GROUP SR UNSECURED 144A 01/22 2.875</title>
        <cusip>05367AAJ2</cusip>
        <identifiers>
          <isin value="US05367AAJ25"/>
        </identifiers>
        <balance>43480000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43671665.930000</valUSD>
        <pctVal>0.2680462</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.875</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AVIATION CAPITAL GROUP LLC</name>
        <lei>549300ODEK8HY3445C77</lei>
        <title>AVIATION CAPITAL GROUP SR UNSECURED 144A 04/21 6.75</title>
        <cusip>05367AAD5</cusip>
        <identifiers>
          <isin value="US05367AAD54"/>
        </identifiers>
        <balance>9790000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10376970.710000</valUSD>
        <pctVal>0.0636914</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AVIATION CAPITAL GROUP LLC</name>
        <lei>549300ODEK8HY3445C77</lei>
        <title>AVIATION CAPITAL GROUP SR UNSECURED 144A 06/21 VAR</title>
        <cusip>05369AAG6</cusip>
        <identifiers>
          <isin value="US05369AAG67"/>
        </identifiers>
        <balance>18350000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18420285.270000</valUSD>
        <pctVal>0.1130593</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.08175</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AVIATION CAPITAL GROUP LLC</name>
        <lei>549300ODEK8HY3445C77</lei>
        <title>AVIATION CAPITAL GROUP SR UNSECURED 144A 07/21 VAR</title>
        <cusip>05369AAE1</cusip>
        <identifiers>
          <isin value="US05369AAE10"/>
        </identifiers>
        <balance>24006000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23965565.010000</valUSD>
        <pctVal>0.1470949</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.93575</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AVIATION CAPITAL GROUP LLC</name>
        <lei>549300ODEK8HY3445C77</lei>
        <title>AVIATION CAPITAL GROUP SR UNSECURED 144A 10/20 7.125</title>
        <cusip>05367AAA1</cusip>
        <identifiers>
          <isin value="US05367AAA16"/>
        </identifiers>
        <balance>9593000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10038064.360000</valUSD>
        <pctVal>0.0616112</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.125</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AVOLON HOLDINGS (PARK AEROSPACE HOLDINGS LTD)</name>
        <lei>635400CPI3EOIFF6OC33</lei>
        <title>PARK AEROSPACE HOLDINGS COMPANY GUAR 144A 03/21 3.625</title>
        <cusip>70014LAD2</cusip>
        <identifiers>
          <isin value="US70014LAD29"/>
        </identifiers>
        <balance>7800000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7876440.000000</valUSD>
        <pctVal>0.0483437</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.625</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AVOLON HOLDINGS (PARK AEROSPACE HOLDINGS LTD)</name>
        <lei>635400CPI3EOIFF6OC33</lei>
        <title>PARK AEROSPACE HOLDINGS COMPANY GUAR 144A 08/22 5.25</title>
        <cusip>70014LAA8</cusip>
        <identifiers>
          <isin value="US70014LAA89"/>
        </identifiers>
        <balance>18200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19226480.000000</valUSD>
        <pctVal>0.1180075</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AVOLON HOLDINGS FUNDING LIMITED</name>
        <lei>635400ZRKEX9L1BKCH30</lei>
        <title>AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 01/23 5.5</title>
        <cusip>05401AAA9</cusip>
        <identifiers>
          <isin value="US05401AAA97"/>
        </identifiers>
        <balance>7800000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8342178.000000</valUSD>
        <pctVal>0.0512023</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AVOLON HOLDINGS FUNDING LIMITED</name>
        <lei>635400ZRKEX9L1BKCH30</lei>
        <title>AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 05/22 3.625</title>
        <cusip>05401AAE1</cusip>
        <identifiers>
          <isin value="US05401AAE10"/>
        </identifiers>
        <balance>2600000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2638090.000000</valUSD>
        <pctVal>0.0161920</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.625</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AVOLON HOLDINGS FUNDING LIMITED</name>
        <lei>635400ZRKEX9L1BKCH30</lei>
        <title>AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 10/23 5.125</title>
        <cusip>05401AAB7</cusip>
        <identifiers>
          <isin value="US05401AAB70"/>
        </identifiers>
        <balance>2500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2658500.000000</valUSD>
        <pctVal>0.0163172</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.125</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AXIS BANK LTD/DUBAI BRANCH</name>
        <lei>549300HVNWMJPOFVNI41</lei>
        <title>AXIS BANK/DUBAI SR UNSECURED 144A 05/20 3.25</title>
        <cusip>05463CAC6</cusip>
        <identifiers>
          <isin value="US05463CAC64"/>
        </identifiers>
        <balance>5450000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5466264.330000</valUSD>
        <pctVal>0.0335506</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-05-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AXIS BANK LTD/DUBAI BRANCH</name>
        <lei>549300HVNWMJPOFVNI41</lei>
        <title>AXIS BANK/DUBAI SR UNSECURED REGS 05/20 3.25</title>
        <cusip>05463EAC2</cusip>
        <identifiers>
          <isin value="US05463EAC21"/>
        </identifiers>
        <balance>45300000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>45435187.880000</valUSD>
        <pctVal>0.2788703</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-05-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2019-AHT</name>
        <lei>N/A</lei>
        <title>BANC OF AMERICA MERRILL LYNCH BAMLL 2019 AHT A 144A</title>
        <cusip>05525DAA4</cusip>
        <identifiers>
          <isin value="US05525DAA46"/>
        </identifiers>
        <balance>17500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17567721.500000</valUSD>
        <pctVal>0.1078264</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.2275</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2019-RLJ</name>
        <lei>N/A</lei>
        <title>BANC OF AMERICA MERRILL LYNCH BAMLL 2019 RLJ A 144A</title>
        <cusip>05492HAA4</cusip>
        <identifiers>
          <isin value="US05492HAA41"/>
        </identifiers>
        <balance>11700000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11713141.440000</valUSD>
        <pctVal>0.0718924</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.0775</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BANC OF AMERICA FUNDING CORP 2006-A</name>
        <lei>N/A</lei>
        <title>BANC OF AMERICA FUNDING CORPOR BAFC 2006 A 1A1</title>
        <cusip>058927AA2</cusip>
        <identifiers>
          <isin value="US058927AA22"/>
        </identifiers>
        <balance>667881.830000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>670377.040000</valUSD>
        <pctVal>0.0041146</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.70073</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BANC OF AMERICA FUNDING CORP 2006-J</name>
        <lei>N/A</lei>
        <title>BANC OF AMERICA FUNDING CORPOR BAFC 2006 J 4A1</title>
        <cusip>05951EAM9</cusip>
        <identifiers>
          <isin value="US05951EAM93"/>
        </identifiers>
        <balance>73658.160000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>71809.320000</valUSD>
        <pctVal>0.0004407</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.64738</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BANCO SANTANDER CHILE SA</name>
        <lei>3YJP8HORPAEXJ80D6368</lei>
        <title>BANCO SANTANDER CHILE SR UNSECURED 11/21 VAR</title>
        <cusip>ACI0T44Q4</cusip>
        <identifiers>
          <isin value="XS1521641222"/>
        </identifiers>
        <balance>23600000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23904764.500000</valUSD>
        <pctVal>0.1467217</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-28</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.34438</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BANCO SANTANDER CHILE SA</name>
        <lei>3YJP8HORPAEXJ80D6368</lei>
        <title>BANCO SANTANDER CHILE SR UNSECURED REGS 07/20 VAR</title>
        <cusip>ACI0WFDG7</cusip>
        <identifiers>
          <isin value="XS1653877081"/>
        </identifiers>
        <balance>10000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10001155.000000</valUSD>
        <pctVal>0.0613847</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.0755</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BANCORP COMMERCIAL MORTGAGE TRUST 2018-CRE4</name>
        <lei>N/A</lei>
        <title>THE BANCORP COMMERCIAL MORTGAG BANC 2018 CRE4 A 144A</title>
        <cusip>05972LAA4</cusip>
        <identifiers>
          <isin value="US05972LAA44"/>
        </identifiers>
        <balance>4322968.550000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4326769.300000</valUSD>
        <pctVal>0.0265567</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.9275</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BANCORP COMMERCIAL MORTGAGE TRUST 2019-CRE5</name>
        <lei>N/A</lei>
        <title>THE BANCORP COMMERCIAL MORTGAG BANC 2019 CRE5 A 144A</title>
        <cusip>05972MAA2</cusip>
        <identifiers>
          <isin value="US05972MAA27"/>
        </identifiers>
        <balance>16126477.620000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16141820.350000</valUSD>
        <pctVal>0.0990746</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.0275</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BANCORP COMMERCIAL MORTGAGE TRUST 2019-CRE6</name>
        <lei>N/A</lei>
        <title>THE BANCORP COMMERCIAL MORTGAG BANC 2019 CRE6 A 144A</title>
        <cusip>05973BAA5</cusip>
        <identifiers>
          <isin value="US05973BAA52"/>
        </identifiers>
        <balance>23400000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23429058.120000</valUSD>
        <pctVal>0.1438019</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.316</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BANK OF AMERICA CORPORATION</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORP SR UNSECURED 10/22 VAR</title>
        <cusip>06051GFY0</cusip>
        <identifiers>
          <isin value="US06051GFY08"/>
        </identifiers>
        <balance>8635000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8750171.820000</valUSD>
        <pctVal>0.0537064</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.45763</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BANK OF AMERICA MTG SEC 2002-G</name>
        <lei>N/A</lei>
        <title>BANC OF AMERICA MORTGAGE SECUR BOAMS 2002 G 1A3</title>
        <cusip>06050HKR8</cusip>
        <identifiers>
          <isin value="US06050HKR83"/>
        </identifiers>
        <balance>14208.180000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14749.560000</valUSD>
        <pctVal>0.0000905</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.97289</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BANK OF AMERICA MTGE SECS-2006-A</name>
        <lei>N/A</lei>
        <title>BANC OF AMERICA MORTGAGE SECUR BOAMS 2006 A 2A1</title>
        <cusip>05949CRS7</cusip>
        <identifiers>
          <isin value="US05949CRS79"/>
        </identifiers>
        <balance>50956.570000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>48322.940000</valUSD>
        <pctVal>0.0002966</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.4365</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS BANK PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>BARCLAYS BANK PLC SR UNSECURED 01/21 VAR</title>
        <cusip>06739FJK8</cusip>
        <identifiers>
          <isin value="US06739FJK84"/>
        </identifiers>
        <balance>21880000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21843498.690000</valUSD>
        <pctVal>0.1340701</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-11</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.80075</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>BARCLAYS PLC SR UNSECURED 01/23 VAR</title>
        <cusip>06738EAT2</cusip>
        <identifiers>
          <isin value="US06738EAT29"/>
        </identifiers>
        <balance>3600000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3615876.180000</valUSD>
        <pctVal>0.0221934</pctVal>
        <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>Floating</couponKind>
          <annualizedRt>3.96275</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>BARCLAYS PLC SR UNSECURED 02/23 VAR</title>
        <cusip>06738EBF1</cusip>
        <identifiers>
          <isin value="US06738EBF16"/>
        </identifiers>
        <balance>17339000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17341929.940000</valUSD>
        <pctVal>0.1064406</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.58813</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>BARCLAYS PLC SR UNSECURED 05/24 VAR</title>
        <cusip>06738EBC8</cusip>
        <identifiers>
          <isin value="US06738EBC84"/>
        </identifiers>
        <balance>10300000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10255029.690000</valUSD>
        <pctVal>0.0629429</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.54838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>BARCLAYS PLC SR UNSECURED 08/21 VAR</title>
        <cusip>06738EAR6</cusip>
        <identifiers>
          <isin value="US06738EAR62"/>
        </identifiers>
        <balance>14678000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14976684.380000</valUSD>
        <pctVal>0.0919233</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.291</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BASIC ASSET BACKED SECURITIES TRUST 2006-1</name>
        <lei>N/A</lei>
        <title>BASIC ASSET BACKED SECURITIES BASIC 2006 1 A3</title>
        <cusip>06983NAC1</cusip>
        <identifiers>
          <isin value="US06983NAC11"/>
        </identifiers>
        <balance>746442.490000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>747877.450000</valUSD>
        <pctVal>0.0045903</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.32838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BAT CAPITAL CORPORATION</name>
        <lei>2138005GYEXN7XRHFA84</lei>
        <title>BAT CAPITAL CORP COMPANY GUAR 08/20 VAR</title>
        <cusip>05526DAT2</cusip>
        <identifiers>
          <isin value="US05526DAT28"/>
        </identifiers>
        <balance>44427000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44519406.830000</valUSD>
        <pctVal>0.2732494</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-08-14</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.76525</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BAT CAPITAL CORPORATION</name>
        <lei>2138005GYEXN7XRHFA84</lei>
        <title>BAT CAPITAL CORP COMPANY GUAR 08/22 2.764</title>
        <cusip>05526DAV7</cusip>
        <identifiers>
          <isin value="US05526DAV73"/>
        </identifiers>
        <balance>1100000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1110820.680000</valUSD>
        <pctVal>0.0068180</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>2.764</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BAT CAPITAL CORPORATION</name>
        <lei>2138005GYEXN7XRHFA84</lei>
        <title>BAT CAPITAL CORP COMPANY GUAR 08/22 VAR</title>
        <cusip>05526DAX3</cusip>
        <identifiers>
          <isin value="US05526DAX30"/>
        </identifiers>
        <balance>95646000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>96232224.860000</valUSD>
        <pctVal>0.5906502</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>Floating</couponKind>
          <annualizedRt>3.03813</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BAT INTERNATIONAL FINANCE PLC</name>
        <lei>21380041YBGOQDFAC823</lei>
        <title>BAT INTL FINANCE PLC COMPANY GUAR 144A 06/20 2.75</title>
        <cusip>05530QAG5</cusip>
        <identifiers>
          <isin value="US05530QAG55"/>
        </identifiers>
        <balance>15903000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15952229.330000</valUSD>
        <pctVal>0.0979109</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BAYER US FINANCE II LLC</name>
        <lei>529900XWNEXYNJ3X6T40</lei>
        <title>BAYER US FINANCE II LLC COMPANY GUAR 144A 06/21 3.5</title>
        <cusip>07274NAA1</cusip>
        <identifiers>
          <isin value="US07274NAA19"/>
        </identifiers>
        <balance>1100000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1122308.120000</valUSD>
        <pctVal>0.0068885</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BAYER US FINANCE II LLC</name>
        <lei>529900XWNEXYNJ3X6T40</lei>
        <title>BAYER US FINANCE II LLC COMPANY GUAR 144A 06/21 VAR</title>
        <cusip>07274NAC7</cusip>
        <identifiers>
          <isin value="US07274NAC74"/>
        </identifiers>
        <balance>18900000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18883877.920000</valUSD>
        <pctVal>0.1159047</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.73625</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BAYER US FINANCE II LLC</name>
        <lei>529900XWNEXYNJ3X6T40</lei>
        <title>BAYER US FINANCE II LLC COMPANY GUAR 144A 07/21 2.75</title>
        <cusip>07274NAU7</cusip>
        <identifiers>
          <isin value="US07274NAU72"/>
        </identifiers>
        <balance>400000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>401916.370000</valUSD>
        <pctVal>0.0024669</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BAYER US FINANCE II LLC</name>
        <lei>529900XWNEXYNJ3X6T40</lei>
        <title>BAYER US FINANCE II LLC COMPANY GUAR 144A 12/23 VAR</title>
        <cusip>07274NAG8</cusip>
        <identifiers>
          <isin value="US07274NAG88"/>
        </identifiers>
        <balance>46900000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>46960861.190000</valUSD>
        <pctVal>0.2882345</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.1285</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BAYER US FINANCE LLC</name>
        <lei>54930093Q75GSEM74I71</lei>
        <title>BAYER US FINANCE LLC COMPANY GUAR 144A 10/19 2.375</title>
        <cusip>07274EAD5</cusip>
        <identifiers>
          <isin value="US07274EAD58"/>
        </identifiers>
        <balance>40348000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40347836.990000</valUSD>
        <pctVal>0.2476453</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2019-10-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.375</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BAYER US FINANCE LLC</name>
        <lei>54930093Q75GSEM74I71</lei>
        <title>BAYER US FINANCE LLC COMPANY GUAR REGS 10/19 2.375</title>
        <cusip>U07264AD3</cusip>
        <identifiers>
          <isin value="USU07264AD38"/>
        </identifiers>
        <balance>2800000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2799988.690000</valUSD>
        <pctVal>0.0171857</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2019-10-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.375</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BAYVIEW KOITERE FUND TRUST 2019-RN3</name>
        <lei>N/A</lei>
        <title>BAYVIEW OPPORTUNITY MASTER FUN BOMFT 2019 RN3 A1 144A</title>
        <cusip>07334FAA6</cusip>
        <identifiers>
          <isin value="US07334FAA66"/>
        </identifiers>
        <balance>3284850.980000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3296982.590000</valUSD>
        <pctVal>0.0202361</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.9671</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BAYVIEW OPPORTUNITY MASTER FUND IVA TRUST 2019-RN1</name>
        <lei>N/A</lei>
        <title>BAYVIEW OPPORTUNITY MASTER FUN BOMFT 2019 RN1 A1 144A</title>
        <cusip>07334DAA1</cusip>
        <identifiers>
          <isin value="US07334DAA19"/>
        </identifiers>
        <balance>1904355.290000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1921005.450000</valUSD>
        <pctVal>0.0117907</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-02-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.09</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BAYVIEW OPPORTUNITY MASTER FUND IVA TRUST 2019-RN2</name>
        <lei>N/A</lei>
        <title>BAYVIEW OPPORTUNITY MASTER FUN BOMFT 2019 RN2 A1 144A</title>
        <cusip>07334RAA0</cusip>
        <identifiers>
          <isin value="US07334RAA05"/>
        </identifiers>
        <balance>3536604.810000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3559807.060000</valUSD>
        <pctVal>0.0218492</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-03-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.9671</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BAYVIEW OPPORTUNITY MASTER FUND IVA TRUST 2019-SBR1</name>
        <lei>N/A</lei>
        <title>BAYVIEW OPPORTUNITY MASTER FUN BOMFT 2019 SBR1 A1 144A</title>
        <cusip>07333YAA6</cusip>
        <identifiers>
          <isin value="US07333YAA64"/>
        </identifiers>
        <balance>5413180.060000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5429060.170000</valUSD>
        <pctVal>0.0333223</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-06-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.4748</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BAYVIEW OPPORTUNITY MASTER FUND IVB TRUST 2018-RN9</name>
        <lei>N/A</lei>
        <title>BAYVIEW OPPORTUNITY MASTER FUN BOMFT 2018 RN9 A1 144A</title>
        <cusip>07334CAA3</cusip>
        <identifiers>
          <isin value="US07334CAA36"/>
        </identifiers>
        <balance>605716.870000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>609025.780000</valUSD>
        <pctVal>0.0037381</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-10-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.2129</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BCAP LLC TRUST 2012-RR10-I</name>
        <lei>N/A</lei>
        <title>BCAP LLC TRUST BCAP 2012 RR10 8A2 144A</title>
        <cusip>05541HBB2</cusip>
        <identifiers>
          <isin value="US05541HBB24"/>
        </identifiers>
        <balance>119803.480000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>119450.670000</valUSD>
        <pctVal>0.0007332</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-26</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS  SECOND LIEN TRUST 2007</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS SECOND LIEN TRUST BSSLT 2007 SV1A M2 144A</title>
        <cusip>07401UAD5</cusip>
        <identifiers>
          <isin value="US07401UAD54"/>
        </identifiers>
        <balance>20754887.340000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20821120.340000</valUSD>
        <pctVal>0.1277950</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.36838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS  STRUC PROD INC 2007-R6</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 1A1</title>
        <cusip>07402FAA3</cusip>
        <identifiers>
          <isin value="US07402FAA30"/>
        </identifiers>
        <balance>4185910.780000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3737094.910000</valUSD>
        <pctVal>0.0229374</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.0818</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS  STRUC PROD INC 2007-R6</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 2A1</title>
        <cusip>07402FAC9</cusip>
        <identifiers>
          <isin value="US07402FAC95"/>
        </identifiers>
        <balance>2438074.620000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2125173.590000</valUSD>
        <pctVal>0.0130438</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-12-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.61494</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ADJ RATE MTGE TR 2003-4</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 4 2A1</title>
        <cusip>07384MVP4</cusip>
        <identifiers>
          <isin value="US07384MVP49"/>
        </identifiers>
        <balance>1852822.900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1838628.050000</valUSD>
        <pctVal>0.0112851</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.2129</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ADJ RATE MTGE TR 2003-5</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 5 2A1</title>
        <cusip>07384MWN8</cusip>
        <identifiers>
          <isin value="US07384MWN81"/>
        </identifiers>
        <balance>746985.800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>746637.180000</valUSD>
        <pctVal>0.0045827</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.43317</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ADJ RATE MTGE TR 2007-3</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ADJUSTABLE RATE M BSARM 2007 3 1A1</title>
        <cusip>073881AA2</cusip>
        <identifiers>
          <isin value="US073881AA25"/>
        </identifiers>
        <balance>690447.720000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>656957.970000</valUSD>
        <pctVal>0.0040322</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.37968</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ADJUST RT MTGE TR 2000-</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ADJUSTABLE RATE M BSARM 2000 2 A1</title>
        <cusip>07384MAA0</cusip>
        <identifiers>
          <isin value="US07384MAA09"/>
        </identifiers>
        <balance>30142.980000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29774.980000</valUSD>
        <pctVal>0.0001828</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.78108</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 2A1</title>
        <cusip>07384MZS4</cusip>
        <identifiers>
          <isin value="US07384MZS42"/>
        </identifiers>
        <balance>37448.410000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39261.350000</valUSD>
        <pctVal>0.0002410</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.88566</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 4A1</title>
        <cusip>07384MZV7</cusip>
        <identifiers>
          <isin value="US07384MZV70"/>
        </identifiers>
        <balance>132923.570000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>137763.020000</valUSD>
        <pctVal>0.0008456</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.6703</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 13A1</title>
        <cusip>07384M4E9</cusip>
        <identifiers>
          <isin value="US07384M4E98"/>
        </identifiers>
        <balance>41930.570000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>41982.670000</valUSD>
        <pctVal>0.0002577</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.32805</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ALT-A TRUST 2004-8</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ALT A TRUST BALTA 2004 8 1A</title>
        <cusip>07386HKS9</cusip>
        <identifiers>
          <isin value="US07386HKS93"/>
        </identifiers>
        <balance>447942.460000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>448986.350000</valUSD>
        <pctVal>0.0027558</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.71838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ALT-A TRUST 2005-10</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ALT A TRUST BALTA 2005 10 24A1</title>
        <cusip>07386HZJ3</cusip>
        <identifiers>
          <isin value="US07386HZJ30"/>
        </identifiers>
        <balance>1107929.500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1141580.640000</valUSD>
        <pctVal>0.0070067</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.97965</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ALT-A TRUST 2005-4</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ALT A TRUST BALTA 2005 4 23A2</title>
        <cusip>07386HSZ5</cusip>
        <identifiers>
          <isin value="US07386HSZ54"/>
        </identifiers>
        <balance>129494.050000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>132493.520000</valUSD>
        <pctVal>0.0008132</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.49579</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ALT-A TRUST 2005-7</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1</title>
        <cusip>07386HVS7</cusip>
        <identifiers>
          <isin value="US07386HVS74"/>
        </identifiers>
        <balance>1710021.820000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1436586.420000</valUSD>
        <pctVal>0.0088174</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.20072</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ALT-A TRUST 2006-6</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ALT A TRUST BALTA 2006 6 31A1</title>
        <cusip>073868AV3</cusip>
        <identifiers>
          <isin value="US073868AV35"/>
        </identifiers>
        <balance>1860387.400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1736626.800000</valUSD>
        <pctVal>0.0106590</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.05292</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ALT-A TRUST 2006-8</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ALT A TRUST BALTA 2006 8 3A1</title>
        <cusip>07387QAX8</cusip>
        <identifiers>
          <isin value="US07387QAX88"/>
        </identifiers>
        <balance>480321.020000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>475944.860000</valUSD>
        <pctVal>0.0029212</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.17838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ARM TR 2004-8</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 8 11A2</title>
        <cusip>07384MZ96</cusip>
        <identifiers>
          <isin value="US07384MZ961"/>
        </identifiers>
        <balance>383854.880000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>376957.430000</valUSD>
        <pctVal>0.0023137</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.72323</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ARM TR 2004-8</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 8 13A1</title>
        <cusip>07384M2C5</cusip>
        <identifiers>
          <isin value="US07384M2C50"/>
        </identifiers>
        <balance>4766850.830000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4093290.520000</valUSD>
        <pctVal>0.0251236</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.93155</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ASSET BACKED SECURITIES TRUST 2003-1</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ASSET BACKED SECU BSABS 2003 1 A1</title>
        <cusip>07384YGX8</cusip>
        <identifiers>
          <isin value="US07384YGX85"/>
        </identifiers>
        <balance>20117.080000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20182.760000</valUSD>
        <pctVal>0.0001239</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.01838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ASSET BACKED SECURITIES TRUST 2005-HE11</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ASSET BACKED SECU BSABS 2005 HE11 M2</title>
        <cusip>0738793P1</cusip>
        <identifiers>
          <isin value="US0738793P13"/>
        </identifiers>
        <balance>894445.910000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>896687.570000</valUSD>
        <pctVal>0.0055037</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.69338</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE6</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE6 1A1</title>
        <cusip>07387YAA1</cusip>
        <identifiers>
          <isin value="US07387YAA10"/>
        </identifiers>
        <balance>457248.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>458896.840000</valUSD>
        <pctVal>0.0028166</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.26838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE7</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE7 1A1</title>
        <cusip>07387VAA7</cusip>
        <identifiers>
          <isin value="US07387VAA70"/>
        </identifiers>
        <balance>1120291.430000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1127771.170000</valUSD>
        <pctVal>0.0069220</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.01838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ASSETBACKED SEC 2001-3</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ASSET BACKED SECU BSABS 2001 3 A2</title>
        <cusip>07384YBM7</cusip>
        <identifiers>
          <isin value="US07384YBM75"/>
        </identifiers>
        <balance>65606.950000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>64431.350000</valUSD>
        <pctVal>0.0003955</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-10-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.81838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ASSETBK SEC 2005-AQ2</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ASSET BACKED SECU BSABS 2005 AQ2 M1</title>
        <cusip>0738792V9</cusip>
        <identifiers>
          <isin value="US0738792V99"/>
        </identifiers>
        <balance>6695000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6699675.790000</valUSD>
        <pctVal>0.0411210</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.50838</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ASSETBK SECU INC 2002-</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ASSET BACKED SECU BSABS 2002 2 A1</title>
        <cusip>07384YEM4</cusip>
        <identifiers>
          <isin value="US07384YEM49"/>
        </identifiers>
        <balance>150499.560000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>151390.670000</valUSD>
        <pctVal>0.0009292</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.67838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BECTON DICKINSON AND COMPANY</name>
        <lei>ICE2EP6D98PQUILVRZ91</lei>
        <title>BECTON DICKINSON AND CO SR UNSECURED 12/19 2.675</title>
        <cusip>075887BE8</cusip>
        <identifiers>
          <isin value="US075887BE86"/>
        </identifiers>
        <balance>3566000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3567222.960000</valUSD>
        <pctVal>0.0218948</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2019-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.675</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BENEFIT STREET PARTNERS CLO LTD 2015-VIIA</name>
        <lei>N/A</lei>
        <title>BENEFIT STREET PARTNERS CLO LT BSP 2015 VIIA A1AR 144A</title>
        <cusip>08180RAL9</cusip>
        <identifiers>
          <isin value="US08180RAL96"/>
        </identifiers>
        <balance>2800000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2800505.740000</valUSD>
        <pctVal>0.0171888</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.07963</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BGC PARTNERS INC</name>
        <lei>TF1LXM1YNB81WKUH5G19</lei>
        <title>BGC PARTNERS INC SR UNSECURED 05/21 5.125</title>
        <cusip>05541TAH4</cusip>
        <identifiers>
          <isin value="US05541TAH41"/>
        </identifiers>
        <balance>2550000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2634192.150000</valUSD>
        <pctVal>0.0161680</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.125</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BLACK DIAMOND CLO LTD 2013-1</name>
        <lei>N/A</lei>
        <title>BLACK DIAMOND CLO LTD BLACK 2013 1A A1R 144A</title>
        <cusip>09202LAL4</cusip>
        <identifiers>
          <isin value="US09202LAL45"/>
        </identifiers>
        <balance>1816941.420000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1818193.150000</valUSD>
        <pctVal>0.0111596</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-06</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.35325</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BLUEMOUNTAIN CLO LTD 2015-1A</name>
        <lei>N/A</lei>
        <title>BLUEMOUNTAIN CLO LTD BLUEM 2015 1A A1R 144A</title>
        <cusip>09627XAU5</cusip>
        <identifiers>
          <isin value="US09627XAU54"/>
        </identifiers>
        <balance>16570456.340000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16596103.430000</valUSD>
        <pctVal>0.1018629</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-13</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.63338</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BMW FINANCE NV</name>
        <lei>5299006ZHG3IXU0PNJ56</lei>
        <title>BMW FINANCE NV COMPANY GUAR 144A 08/22 VAR</title>
        <cusip>05600LAD8</cusip>
        <identifiers>
          <isin value="US05600LAD82"/>
        </identifiers>
        <balance>30000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30116247.900000</valUSD>
        <pctVal>0.1848463</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.96525</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BMW US CAPITAL LLC</name>
        <lei>KK5MZM9DIXLXZL9DZL15</lei>
        <title>BMW US CAPITAL LLC COMPANY GUAR 144A 04/21 VAR</title>
        <cusip>05565EAV7</cusip>
        <identifiers>
          <isin value="US05565EAV74"/>
        </identifiers>
        <balance>11110000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11120875.360000</valUSD>
        <pctVal>0.0682573</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.7495</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BMW US CAPITAL LLC</name>
        <lei>KK5MZM9DIXLXZL9DZL15</lei>
        <title>BMW US CAPITAL LLC COMPANY GUAR 144A 08/21 VAR</title>
        <cusip>05565EBD6</cusip>
        <identifiers>
          <isin value="US05565EBD67"/>
        </identifiers>
        <balance>69954000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>70121935.070000</valUSD>
        <pctVal>0.4303916</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-13</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.67563</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOC AVIATION LIMITED (AKA: BOC AVIATION PTE LTD)</name>
        <lei>254900H06V5RMEB3KE72</lei>
        <title>BOC AVIATION LTD SR UNSECURED 144A 05/21 VAR</title>
        <cusip>09681LAG5</cusip>
        <identifiers>
          <isin value="US09681LAG59"/>
        </identifiers>
        <balance>39630000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39794464.500000</valUSD>
        <pctVal>0.2442489</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.31563</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOC AVIATION LIMITED (AKA: BOC AVIATION PTE LTD)</name>
        <lei>254900H06V5RMEB3KE72</lei>
        <title>BOC AVIATION LTD SR UNSECURED 144A 09/21 2.375</title>
        <cusip>09681LAC4</cusip>
        <identifiers>
          <isin value="US09681LAC46"/>
        </identifiers>
        <balance>3400000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3374173.570000</valUSD>
        <pctVal>0.0207099</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.375</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOC AVIATION LIMITED (AKA: BOC AVIATION PTE LTD)</name>
        <lei>254900H06V5RMEB3KE72</lei>
        <title>BOC AVIATION LTD SR UNSECURED 144A 09/22 2.75</title>
        <cusip>09681LAD2</cusip>
        <identifiers>
          <isin value="US09681LAD29"/>
        </identifiers>
        <balance>22200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22211881.660000</valUSD>
        <pctVal>0.1363312</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOC AVIATION LIMITED (AKA: BOC AVIATION PTE LTD)</name>
        <lei>254900H06V5RMEB3KE72</lei>
        <title>BOC AVIATION LTD SR UNSECURED REGS 03/20 3</title>
        <cusip>09681MAA6</cusip>
        <identifiers>
          <isin value="US09681MAA62"/>
        </identifiers>
        <balance>8920000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8935475.750000</valUSD>
        <pctVal>0.0548438</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOC AVIATION LIMITED (AKA: BOC AVIATION PTE LTD)</name>
        <lei>254900H06V5RMEB3KE72</lei>
        <title>BOC AVIATION LTD SR UNSECURED REGS 05/21 VAR</title>
        <cusip>09681MAG3</cusip>
        <identifiers>
          <isin value="US09681MAG33"/>
        </identifiers>
        <balance>26910000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27021676.500000</valUSD>
        <pctVal>0.1658526</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.31563</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOC AVIATION LIMITED (AKA: BOC AVIATION PTE LTD)</name>
        <lei>254900H06V5RMEB3KE72</lei>
        <title>BOC AVIATION LTD SR UNSECURED REGS 05/22 3</title>
        <cusip>BZ12VMII6</cusip>
        <identifiers>
          <isin value="XS1616339336"/>
        </identifiers>
        <balance>12427000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12484904.850000</valUSD>
        <pctVal>0.0766293</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOC AVIATION LIMITED (AKA: BOC AVIATION PTE LTD)</name>
        <lei>254900H06V5RMEB3KE72</lei>
        <title>BOC AVIATION LTD SR UNSECURED REGS 09/21 2.375</title>
        <cusip>09681MAC2</cusip>
        <identifiers>
          <isin value="US09681MAC29"/>
        </identifiers>
        <balance>16708000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16581085.860000</valUSD>
        <pctVal>0.1017707</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.375</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOC AVIATION LIMITED (AKA: BOC AVIATION PTE LTD)</name>
        <lei>254900H06V5RMEB3KE72</lei>
        <title>BOC AVIATION LTD SR UNSECURED REGS 09/22 2.75</title>
        <cusip>09681MAD0</cusip>
        <identifiers>
          <isin value="US09681MAD02"/>
        </identifiers>
        <balance>19000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19010168.990000</valUSD>
        <pctVal>0.1166798</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOC AVIATION LIMITED (AKA: BOC AVIATION PTE LTD)</name>
        <lei>254900H06V5RMEB3KE72</lei>
        <title>BOC AVIATION LTD SR UNSECURED REGS 09/23 VAR</title>
        <cusip>09681MAH1</cusip>
        <identifiers>
          <isin value="US09681MAH16"/>
        </identifiers>
        <balance>7250000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7288968.750000</valUSD>
        <pctVal>0.0447379</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.238</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BRASS NO 8 PLC 8A</name>
        <lei>N/A</lei>
        <title>BRASS PLC BRASS 8A A1 144A</title>
        <cusip>10554MAA8</cusip>
        <identifiers>
          <isin value="US10554MAA80"/>
        </identifiers>
        <balance>18000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18025740.000000</valUSD>
        <pctVal>0.1106377</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-11-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.85888</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BRAVO MORTGAGE ASSET TRUST 2006-1A</name>
        <lei>N/A</lei>
        <title>BRAVO MORTGAGE ASSET TRUST BMAT 2006 1A A2 144A</title>
        <cusip>105667AB5</cusip>
        <identifiers>
          <isin value="US105667AB57"/>
        </identifiers>
        <balance>328715.450000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>329469.260000</valUSD>
        <pctVal>0.0020222</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.25838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BRIXMOR OPERATING PARTNERSHIP LP</name>
        <lei>549300CJHBL7JBUA6503</lei>
        <title>BRIXMOR OPERATING PART SR UNSECURED 02/22 VAR</title>
        <cusip>11120VAG8</cusip>
        <identifiers>
          <isin value="US11120VAG86"/>
        </identifiers>
        <balance>35500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35412419.370000</valUSD>
        <pctVal>0.2173529</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.30313</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD</name>
        <lei>N/A</lei>
        <title>BROADCOM CRP /  CAYMN FI COMPANY GUAR 01/20 2.375</title>
        <cusip>11134LAB5</cusip>
        <identifiers>
          <isin value="US11134LAB53"/>
        </identifiers>
        <balance>241746000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>241748550.420000</valUSD>
        <pctVal>1.4837945</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.375</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD</name>
        <lei>N/A</lei>
        <title>BROADCOM CRP /  CAYMN FI COMPANY GUAR 01/22 3</title>
        <cusip>11134LAD1</cusip>
        <identifiers>
          <isin value="US11134LAD10"/>
        </identifiers>
        <balance>8116000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8197539.180000</valUSD>
        <pctVal>0.0503145</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>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD</name>
        <lei>N/A</lei>
        <title>BROADCOM CRP /  CAYMN FI COMPANY GUAR 01/23 2.65</title>
        <cusip>11134LAM1</cusip>
        <identifiers>
          <isin value="US11134LAM19"/>
        </identifiers>
        <balance>800000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>799792.710000</valUSD>
        <pctVal>0.0049089</pctVal>
        <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>2.65</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BROADCOM INC</name>
        <lei>549300WV6GIDOZJTV909</lei>
        <title>BROADCOM INC COMPANY GUAR 144A 04/21 3.125</title>
        <cusip>11135FAA9</cusip>
        <identifiers>
          <isin value="US11135FAA93"/>
        </identifiers>
        <balance>19800000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19995160.680000</valUSD>
        <pctVal>0.1227255</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.125</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BROADCOM INC</name>
        <lei>549300WV6GIDOZJTV909</lei>
        <title>BROADCOM INC COMPANY GUAR 144A 10/22 3.125</title>
        <cusip>11135FAC5</cusip>
        <identifiers>
          <isin value="US11135FAC59"/>
        </identifiers>
        <balance>6200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6280316.660000</valUSD>
        <pctVal>0.0385471</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.125</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BROOKSIDE MILL CLO LTD 2013-1A</name>
        <lei>N/A</lei>
        <title>BROOKSIDE MILL CLO LTD BSMC 2013 1A AR 144A</title>
        <cusip>114521AL1</cusip>
        <identifiers>
          <isin value="US114521AL12"/>
        </identifiers>
        <balance>5000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4979896.400000</valUSD>
        <pctVal>0.0305654</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.12325</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BX TRUST 2017-APPL</name>
        <lei>N/A</lei>
        <title>BX TRUST BX 2017 APPL A 144A</title>
        <cusip>12433PAE6</cusip>
        <identifiers>
          <isin value="US12433PAE60"/>
        </identifiers>
        <balance>10697907.010000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10708580.310000</valUSD>
        <pctVal>0.0657267</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.9075</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CA INC</name>
        <lei>Y7ET3D9SDOFUZ515FE28</lei>
        <title>CA INC SR UNSECURED 08/20 3.6</title>
        <cusip>12673PAF2</cusip>
        <identifiers>
          <isin value="US12673PAF27"/>
        </identifiers>
        <balance>4000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4036617.160000</valUSD>
        <pctVal>0.0247758</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.6</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CALIFORNIA STATE</name>
        <lei>N/A</lei>
        <title>CALIFORNIA ST CAS 04/47 FLOATING VAR</title>
        <cusip>13063DAF5</cusip>
        <identifiers>
          <isin value="US13063DAF50"/>
        </identifiers>
        <balance>50810000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>50962430.000000</valUSD>
        <pctVal>0.3127951</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-04-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.796</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CAMPBELL SOUP COMPANY</name>
        <lei>5493007JDSMX8Z5Z1902</lei>
        <title>CAMPBELL SOUP CO SR UNSECURED 03/21 VAR</title>
        <cusip>134429BC2</cusip>
        <identifiers>
          <isin value="US134429BC21"/>
        </identifiers>
        <balance>9585000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9585336.050000</valUSD>
        <pctVal>0.0588325</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.7485</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CANTOR FITZGERALD LP</name>
        <lei>549300RLUEEVQEMX0450</lei>
        <title>CANTOR FITZGERALD LP SR UNSECURED 144A 05/24 4.875</title>
        <cusip>138616AE7</cusip>
        <identifiers>
          <isin value="US138616AE73"/>
        </identifiers>
        <balance>4900000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5176525.960000</valUSD>
        <pctVal>0.0317723</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CANTOR FITZGERALD LP</name>
        <lei>549300RLUEEVQEMX0450</lei>
        <title>CANTOR FITZGERALD LP UNSECURED 144A 10/19 7.875</title>
        <cusip>138616AA5</cusip>
        <identifiers>
          <isin value="US138616AA51"/>
        </identifiers>
        <balance>25170000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25220195.520000</valUSD>
        <pctVal>0.1547955</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2019-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.875</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CARDINAL HEALTH INC</name>
        <lei>CCU46N3GJMF4OK4N7U60</lei>
        <title>CARDINAL HEALTH INC SR UNSECURED 06/22 VAR</title>
        <cusip>14149YBG2</cusip>
        <identifiers>
          <isin value="US14149YBG26"/>
        </identifiers>
        <balance>31989000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31892544.850000</valUSD>
        <pctVal>0.1957488</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.8885</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CARRINGTON MORTGAGE LN TR 2005-NC3</name>
        <lei>N/A</lei>
        <title>CARRINGTON MORTGAGE LOAN TRUST CARR 2005 NC3 M2</title>
        <cusip>144531CZ1</cusip>
        <identifiers>
          <isin value="US144531CZ19"/>
        </identifiers>
        <balance>1576387.470000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1585255.750000</valUSD>
        <pctVal>0.0097299</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.47838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CENT CLO LP 2013-19A</name>
        <lei>N/A</lei>
        <title>CENT CLO LP CECLO 2013 19A A1A 144A</title>
        <cusip>12518XAA5</cusip>
        <identifiers>
          <isin value="US12518XAA54"/>
        </identifiers>
        <balance>616137.980000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>616508.720000</valUSD>
        <pctVal>0.0037840</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-29</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.58575</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CENTRAL NIPPON EXPRESSWAY COMPANY LIMITED</name>
        <lei>3538005TH2GJERPBFN83</lei>
        <title>CENTRAL NIPPON EXPRESSWY SR UNSECURED REGS 02/21 2.241</title>
        <cusip>ACI0KH2X1</cusip>
        <identifiers>
          <isin value="XS1361245365"/>
        </identifiers>
        <balance>8450000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8449814.020000</valUSD>
        <pctVal>0.0518629</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.241</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CENTRAL NIPPON EXPRESSWAY COMPANY LIMITED</name>
        <lei>3538005TH2GJERPBFN83</lei>
        <title>CENTRAL NIPPON EXPRESSWY SR UNSECURED REGS 02/22 VAR</title>
        <cusip>ACI10JL08</cusip>
        <identifiers>
          <isin value="XS1758711441"/>
        </identifiers>
        <balance>26200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26142231.620000</valUSD>
        <pctVal>0.1604547</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.61813</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CENTRAL NIPPON EXPRESSWAY COMPANY LIMITED</name>
        <lei>3538005TH2GJERPBFN83</lei>
        <title>CENTRAL NIPPON EXPRESSWY SR UNSECURED REGS 03/22 VAR</title>
        <cusip>ACI0SQFL5</cusip>
        <identifiers>
          <isin value="XS1572613989"/>
        </identifiers>
        <balance>37880000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38117507.600000</valUSD>
        <pctVal>0.2339561</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-03</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.94763</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CENTRAL NIPPON EXPRESSWAY COMPANY LIMITED</name>
        <lei>3538005TH2GJERPBFN83</lei>
        <title>CENTRAL NIPPON EXPRESSWY SR UNSECURED REGS 04/21 2.293</title>
        <cusip>ACI0LZ657</cusip>
        <identifiers>
          <isin value="XS1391407969"/>
        </identifiers>
        <balance>16928000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16913233.710000</valUSD>
        <pctVal>0.1038094</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.293</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CENTRAL NIPPON EXPRESSWAY COMPANY LIMITED</name>
        <lei>3538005TH2GJERPBFN83</lei>
        <title>CENTRAL NIPPON EXPRESSWY SR UNSECURED REGS 04/21 VAR</title>
        <cusip>ACI0M4ZZ7</cusip>
        <identifiers>
          <isin value="XS1391407373"/>
        </identifiers>
        <balance>16900000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17072443.710000</valUSD>
        <pctVal>0.1047866</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-23</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.32938</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CENTRAL NIPPON EXPRESSWAY COMPANY LIMITED</name>
        <lei>3538005TH2GJERPBFN83</lei>
        <title>CENTRAL NIPPON EXPRESSWY SR UNSECURED REGS 08/20 VAR</title>
        <cusip>ACI0WD1P5</cusip>
        <identifiers>
          <isin value="XS1650089953"/>
        </identifiers>
        <balance>28000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28063420.000000</valUSD>
        <pctVal>0.1722465</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-08-04</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.82675</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CENTRAL NIPPON EXPRESSWAY COMPANY LIMITED</name>
        <lei>3538005TH2GJERPBFN83</lei>
        <title>CENTRAL NIPPON EXPRESSWY SR UNSECURED REGS 09/20 2.381</title>
        <cusip>BYQC6SII5</cusip>
        <identifiers>
          <isin value="XS1280960276"/>
        </identifiers>
        <balance>9700000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9707933.730000</valUSD>
        <pctVal>0.0595850</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.381</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CENTRAL NIPPON EXPRESSWAY COMPANY LIMITED</name>
        <lei>3538005TH2GJERPBFN83</lei>
        <title>CENTRAL NIPPON EXPRESSWY SR UNSECURED REGS 09/21 2.091</title>
        <cusip>ACI0PN1Y2</cusip>
        <identifiers>
          <isin value="XS1484433864"/>
        </identifiers>
        <balance>2100000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2089434.900000</valUSD>
        <pctVal>0.0128244</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.091</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CENTRAL NIPPON EXPRESSWAY COMPANY LIMITED</name>
        <lei>3538005TH2GJERPBFN83</lei>
        <title>CENTRAL NIPPON EXPRESSWY SR UNSECURED REGS 09/21 VAR</title>
        <cusip>ACI0PMVY1</cusip>
        <identifiers>
          <isin value="XS1484434086"/>
        </identifiers>
        <balance>62400000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>62862793.970000</valUSD>
        <pctVal>0.3858367</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-14</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.98938</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CENTRAL NIPPON EXPRESSWAY COMPANY LIMITED</name>
        <lei>3538005TH2GJERPBFN83</lei>
        <title>CENTRAL NIPPON EXPRESSWY SR UNSECURED REGS 11/21 VAR</title>
        <cusip>ACI0YDH84</cusip>
        <identifiers>
          <isin value="XS1703063179"/>
        </identifiers>
        <balance>114500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>114628284.660000</valUSD>
        <pctVal>0.7035608</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.82563</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CENTRICA PLC</name>
        <lei>E26EDV109X6EEPBKVH76</lei>
        <title>CENTRICA PLC SR UNSECURED REGS 09/20 VAR</title>
        <cusip>G2018ZBA8</cusip>
        <identifiers>
          <isin value="XS0975608208"/>
        </identifiers>
        <balance>10600000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10624974.770000</valUSD>
        <pctVal>0.0652135</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.10625</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CGGS COMMERCIAL MORTGAGE TRUST 2018-WSS</name>
        <lei>N/A</lei>
        <title>CGGS COMMERCIAL MORTGAGE TRUST CGGS 2018 WSS A 144A</title>
        <cusip>12533AAA6</cusip>
        <identifiers>
          <isin value="US12533AAA60"/>
        </identifiers>
        <balance>12200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12164465.060000</valUSD>
        <pctVal>0.0746626</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.9275</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CGMS COMMERCIAL MORTGAGE TRUST 2017-1500</name>
        <lei>N/A</lei>
        <title>CITIGROUP COMMERCIAL MORTGAGE CGCMT 2017 1500 A 144A</title>
        <cusip>17326TAA5</cusip>
        <identifiers>
          <isin value="US17326TAA51"/>
        </identifiers>
        <balance>6400000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6406660.480000</valUSD>
        <pctVal>0.0393225</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.8775</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL</name>
        <lei>N/A</lei>
        <title>CHARTER COMM OPT LLC/CAP SR SECURED 02/24 VAR</title>
        <cusip>161175BP8</cusip>
        <identifiers>
          <isin value="US161175BP82"/>
        </identifiers>
        <balance>74100000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>75993331.320000</valUSD>
        <pctVal>0.4664288</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>Floating</couponKind>
          <annualizedRt>3.90313</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL</name>
        <lei>N/A</lei>
        <title>CHARTER COMM OPT LLC/CAP SR SECURED 07/20 3.579</title>
        <cusip>161175AX2</cusip>
        <identifiers>
          <isin value="US161175AX26"/>
        </identifiers>
        <balance>85349000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>86125012.740000</valUSD>
        <pctVal>0.5286146</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-07-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.579</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL</name>
        <lei>N/A</lei>
        <title>CHARTER COMM OPT LLC/CAP SR SECURED 07/22 4.464</title>
        <cusip>161175BB9</cusip>
        <identifiers>
          <isin value="US161175BB96"/>
        </identifiers>
        <balance>25700000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27064855.810000</valUSD>
        <pctVal>0.1661176</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.464</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHASE FUNDING MTGE LN ASSET BK 2002-3</name>
        <lei>N/A</lei>
        <title>CHASE FUNDING MORTGAGE LOAN AS CFAB 2002 3 2A1</title>
        <cusip>161546DB9</cusip>
        <identifiers>
          <isin value="US161546DB96"/>
        </identifiers>
        <balance>24846.540000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24511.860000</valUSD>
        <pctVal>0.0001504</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.65838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHASE MORTGAGE FINANCE CORP 2007-A1</name>
        <lei>N/A</lei>
        <title>CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 11M1</title>
        <cusip>161630BD9</cusip>
        <identifiers>
          <isin value="US161630BD93"/>
        </identifiers>
        <balance>250139.750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>251908.990000</valUSD>
        <pctVal>0.0015462</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.21835</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHESAPEAKE FUNDING II LLC 2017-3A</name>
        <lei>N/A</lei>
        <title>CHESAPEAKE FUNDING II LLC CFII 2017 3A A1 144A</title>
        <cusip>165183AR5</cusip>
        <identifiers>
          <isin value="US165183AR58"/>
        </identifiers>
        <balance>13285619.090000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13261885.660000</valUSD>
        <pctVal>0.0813983</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.91</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHESAPEAKE FUNDING II LLC 2018-2A</name>
        <lei>N/A</lei>
        <title>CHESAPEAKE FUNDING II LLC CFII 2018 2A A1 144A</title>
        <cusip>165183BN3</cusip>
        <identifiers>
          <isin value="US165183BN36"/>
        </identifiers>
        <balance>26652518.750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27016282.990000</valUSD>
        <pctVal>0.1658194</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.23</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHEVY CHASE MTGE FUNDING CORP 2004-3A</name>
        <lei>N/A</lei>
        <title>CHEVY CHASE MORTGAGE FUNDING C CCMFC 2004 3A A1 144A</title>
        <cusip>16678RBU0</cusip>
        <identifiers>
          <isin value="US16678RBU05"/>
        </identifiers>
        <balance>125876.560000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>125205.500000</valUSD>
        <pctVal>0.0007685</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.26838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHIBA BANK LTD</name>
        <lei>FGJPAKKCTZVSKZXNBS63</lei>
        <title>CHIBA BANK LTD SR UNSECURED REGS 07/20 2.75</title>
        <cusip>ACI0FT4X9</cusip>
        <identifiers>
          <isin value="XS1262977264"/>
        </identifiers>
        <balance>16950000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16952021.290000</valUSD>
        <pctVal>0.1040474</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-07-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHINA MINMETALS (MINMETALS BOUNTEOUS FINANCE BVI LTD)</name>
        <lei>3003005FATJ63Y0MR949</lei>
        <title>MINMETALS BOUNTEOUS FINA COMPANY GUAR REGS 07/20 3.5</title>
        <cusip>ACI0FS8Z2</cusip>
        <identifiers>
          <isin value="XS1265180213"/>
        </identifiers>
        <balance>4800000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4833619.820000</valUSD>
        <pctVal>0.0296676</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>VG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-07-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHINA SHENHUA OVERSEAS CAPITAL COMPANY LIMITED</name>
        <lei>N/A</lei>
        <title>SHENHUA OVERSEAS CAPITAL COMPANY GUAR REGS 01/20 3.125</title>
        <cusip>ACI0BHHK3</cusip>
        <identifiers>
          <isin value="XS1165128239"/>
        </identifiers>
        <balance>5700000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5701787.630000</valUSD>
        <pctVal>0.0349962</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>VG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.125</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHUGOKU ELECTRIC POWER CO INC</name>
        <lei>353800MV866ELME96Q46</lei>
        <title>CHUGOKU ELECTRIC POWER SR SECURED REGS 03/20 2.701</title>
        <cusip>ACI0T05S7</cusip>
        <identifiers>
          <isin value="XS1569934414"/>
        </identifiers>
        <balance>15510000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15522358.990000</valUSD>
        <pctVal>0.0952725</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.701</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CIGNA CORPORATION</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>CIGNA CORP COMPANY GUAR 03/20 VAR</title>
        <cusip>125523AA8</cusip>
        <identifiers>
          <isin value="US125523AA84"/>
        </identifiers>
        <balance>22650000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22654980.060000</valUSD>
        <pctVal>0.1390508</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.48938</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CIGNA CORPORATION</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>CIGNA CORP COMPANY GUAR 07/23 VAR</title>
        <cusip>125523AC4</cusip>
        <identifiers>
          <isin value="US125523AC41"/>
        </identifiers>
        <balance>52433000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>52578883.810000</valUSD>
        <pctVal>0.3227165</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.19338</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CIGNA CORPORATION</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>CIGNA CORP COMPANY GUAR 09/21 VAR</title>
        <cusip>125523AB6</cusip>
        <identifiers>
          <isin value="US125523AB67"/>
        </identifiers>
        <balance>54200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>54202192.390000</valUSD>
        <pctVal>0.3326800</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.78938</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CIMIC GROUP LTD (AKA: LEIGHTON HOLDINGS LTD)</name>
        <lei>529900Q5XXSXHRQERC81</lei>
        <title>CIMIC GROUP LTD RECVBL PP30J3P69</title>
        <cusip>938BWP003</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="PP30J3P69"/>
        </identifiers>
        <balance>61940721.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>60966240.470000</valUSD>
        <pctVal>0.3741961</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-02-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CIMIC GROUP LTD (AKA: LEIGHTON HOLDINGS LTD)</name>
        <lei>529900Q5XXSXHRQERC81</lei>
        <title>CIMIC GROUP LTD RECVBL PP9N3N8L2</title>
        <cusip>936HSV004</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="PP9N3N8L2"/>
        </identifiers>
        <balance>883766.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>874618.690000</valUSD>
        <pctVal>0.0053682</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CIMIC GROUP LTD (AKA: LEIGHTON HOLDINGS LTD)</name>
        <lei>529900Q5XXSXHRQERC81</lei>
        <title>CIMIC GROUP LTD RECVBL PPA331U29</title>
        <cusip>936HSU006</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="PPA331U29"/>
        </identifiers>
        <balance>22658538.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22424013.520000</valUSD>
        <pctVal>0.1376332</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CIMIC GROUP LTD (AKA: LEIGHTON HOLDINGS LTD)</name>
        <lei>529900Q5XXSXHRQERC81</lei>
        <title>CIMIC GROUP LTD RECVBL PPA331U37</title>
        <cusip>934CTN004</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="PPA331U37"/>
        </identifiers>
        <balance>42474538.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>42034910.390000</valUSD>
        <pctVal>0.2580002</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CIMIC GROUP LTD (AKA: LEIGHTON HOLDINGS LTD)</name>
        <lei>529900Q5XXSXHRQERC81</lei>
        <title>CIMIC GROUP LTD RECVBL PPE09KZ93</title>
        <cusip>934CTM006</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="PPE09KZ93"/>
        </identifiers>
        <balance>33697165.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33348386.540000</valUSD>
        <pctVal>0.2046844</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CIT GROUP HOME EQUITY LOAN TRUS 2002-2</name>
        <lei>N/A</lei>
        <title>CIT GROUP HOME EQUITY LOAN TRU CITHE 2002 2 AV</title>
        <cusip>12558MBB7</cusip>
        <identifiers>
          <isin value="US12558MBB72"/>
        </identifiers>
        <balance>17593.540000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17598.270000</valUSD>
        <pctVal>0.0001080</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.55838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CIT GROUP INC</name>
        <lei>N8O96ZZJQRFYQUJY7K79</lei>
        <title>CIT GROUP INC SR UNSECURED 08/22 5</title>
        <cusip>125581GQ5</cusip>
        <identifiers>
          <isin value="US125581GQ55"/>
        </identifiers>
        <balance>600000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>637140.000000</valUSD>
        <pctVal>0.0039106</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>5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIBANK NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>CITIBANK NA SR UNSECURED 05/22 VAR</title>
        <cusip>17325FAX6</cusip>
        <identifiers>
          <isin value="US17325FAX69"/>
        </identifiers>
        <balance>83100000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>83263282.360000</valUSD>
        <pctVal>0.5110500</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.73588</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITICORP LEASE PASS-THROUGH TRUST 1999-1</name>
        <lei>N/A</lei>
        <title>CITICORP LEASE PASS THRU PASS THRU CE 144A 12/19 8.04</title>
        <cusip>17305BAB7</cusip>
        <identifiers>
          <isin value="US17305BAB71"/>
        </identifiers>
        <balance>12272194.360000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12413953.790000</valUSD>
        <pctVal>0.0761939</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2019-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.04</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-SHP2</name>
        <lei>N/A</lei>
        <title>CITIGROUP COMMERCIAL MORTGAGE CGCMT 2015 SHP2 A 144A</title>
        <cusip>17290TAA7</cusip>
        <identifiers>
          <isin value="US17290TAA79"/>
        </identifiers>
        <balance>9345000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9343639.370000</valUSD>
        <pctVal>0.0573490</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.3075</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP INC</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC SR UNSECURED 06/24 VAR</title>
        <cusip>172967MA6</cusip>
        <identifiers>
          <isin value="US172967MA69"/>
        </identifiers>
        <balance>20800000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20951514.060000</valUSD>
        <pctVal>0.1285954</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.16063</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP INC</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC SR UNSECURED 07/23 VAR</title>
        <cusip>172967LN9</cusip>
        <identifiers>
          <isin value="US172967LN99"/>
        </identifiers>
        <balance>4000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4017243.000000</valUSD>
        <pctVal>0.0246569</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-24</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.23275</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP MORTGAGE LOAN TR 2004-HYB2</name>
        <lei>N/A</lei>
        <title>CITIGROUP MORTGAGE LOAN TRUST CMLTI 2004 HYB2 2A</title>
        <cusip>17307GEC8</cusip>
        <identifiers>
          <isin value="US17307GEC87"/>
        </identifiers>
        <balance>32797.880000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33917.800000</valUSD>
        <pctVal>0.0002082</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.13136</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP MORTGAGE LOAN TRUST 2014-11</name>
        <lei>N/A</lei>
        <title>CITIGROUP MORTGAGE LOAN TRUST CMLTI 2014 11 2A1 144A</title>
        <cusip>17323JAD4</cusip>
        <identifiers>
          <isin value="US17323JAD46"/>
        </identifiers>
        <balance>4831789.900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4819650.030000</valUSD>
        <pctVal>0.0295819</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.63167</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP MORTGAGE LOAN TRUST 2019-B</name>
        <lei>N/A</lei>
        <title>CITIGROUP MORTGAGE LOAN TRUST CMLTI 2019 B A1 144A</title>
        <cusip>17327VAA9</cusip>
        <identifiers>
          <isin value="US17327VAA98"/>
        </identifiers>
        <balance>5634127.540000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5647764.380000</valUSD>
        <pctVal>0.0346646</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.258</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP MORTGAGE LOAN TRUST 2019-C</name>
        <lei>N/A</lei>
        <title>CITIGROUP MORTGAGE LOAN TRUST CMLTI 2019 C A1 144A</title>
        <cusip>17328GAA1</cusip>
        <identifiers>
          <isin value="US17328GAA13"/>
        </identifiers>
        <balance>11133427.630000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11162470.290000</valUSD>
        <pctVal>0.0685126</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2082-03-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.228</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP MTGE LOAN TR INC 2006-AR1</name>
        <lei>N/A</lei>
        <title>CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR1 1A1</title>
        <cusip>17307G2Z0</cusip>
        <identifiers>
          <isin value="US17307G2Z05"/>
        </identifiers>
        <balance>67737.360000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>68068.840000</valUSD>
        <pctVal>0.0004178</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.97</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP MTGE LOAN TR INC 2006-AR7</name>
        <lei>N/A</lei>
        <title>CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR7 1A3A</title>
        <cusip>172987AD1</cusip>
        <identifiers>
          <isin value="US172987AD17"/>
        </identifiers>
        <balance>179043.350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>166023.350000</valUSD>
        <pctVal>0.0010190</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.1994</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP MTGE LOAN TR INC 2007-10</name>
        <lei>N/A</lei>
        <title>CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 22AA</title>
        <cusip>17313QAL2</cusip>
        <identifiers>
          <isin value="US17313QAL23"/>
        </identifiers>
        <balance>1454404.690000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1422921.050000</valUSD>
        <pctVal>0.0087335</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.21771</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP MTGE LOAN TR INC 2007-AHL3</name>
        <lei>N/A</lei>
        <title>CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AHL3 A3A</title>
        <cusip>17312GAA9</cusip>
        <identifiers>
          <isin value="US17312GAA94"/>
        </identifiers>
        <balance>300195.340000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>238856.910000</valUSD>
        <pctVal>0.0014660</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.07838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP MTGE LOAN TR INC 2008-RR1</name>
        <lei>N/A</lei>
        <title>CITIGROUP MORTGAGE LOAN TRUST CMLTI 2008 RR1 A1A1 144A</title>
        <cusip>173145AA1</cusip>
        <identifiers>
          <isin value="US173145AA17"/>
        </identifiers>
        <balance>230182.140000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>213655.780000</valUSD>
        <pctVal>0.0013114</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.08838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP MTGE LOAN TRUST INC 2005-11</name>
        <lei>N/A</lei>
        <title>CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A1A</title>
        <cusip>17307GW53</cusip>
        <identifiers>
          <isin value="US17307GW530"/>
        </identifiers>
        <balance>161429.700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>164428.970000</valUSD>
        <pctVal>0.0010092</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.81</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP MTGE LOAN TRUST INC 2005-3</name>
        <lei>N/A</lei>
        <title>CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 3 2A2A</title>
        <cusip>17307GTJ7</cusip>
        <identifiers>
          <isin value="US17307GTJ75"/>
        </identifiers>
        <balance>471616.600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>481330.390000</valUSD>
        <pctVal>0.0029543</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.56571</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP MTGE LOAN TRUST INC 2005-6</name>
        <lei>N/A</lei>
        <title>CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 6 A3</title>
        <cusip>17307GXR4</cusip>
        <identifiers>
          <isin value="US17307GXR46"/>
        </identifiers>
        <balance>18868.580000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18757.200000</valUSD>
        <pctVal>0.0001151</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.2</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CIVIC MORTGAGE LLC 2018-2</name>
        <lei>N/A</lei>
        <title>CIVIC MORTGAGE LLC CIVIC 2018 2 A1 144A</title>
        <cusip>178838AA6</cusip>
        <identifiers>
          <isin value="US178838AA67"/>
        </identifiers>
        <balance>3538882.840000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3545477.190000</valUSD>
        <pctVal>0.0217613</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.3493</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CK HUTCHISON INTERNATIONAL (17) LIMITED</name>
        <lei>254900TNOJOSKVTDPK87</lei>
        <title>CK HUTCH INTL 17 II LTD COMPANY GUAR 144A 09/20 2.25</title>
        <cusip>12563XAA9</cusip>
        <identifiers>
          <isin value="US12563XAA90"/>
        </identifiers>
        <balance>1606000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1604431.630000</valUSD>
        <pctVal>0.0098476</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CLNS TRUST 2017-IKPR</name>
        <lei>N/A</lei>
        <title>CLNS TRUST CLNS 2017 IKPR A 144A</title>
        <cusip>125639AA2</cusip>
        <identifiers>
          <isin value="US125639AA28"/>
        </identifiers>
        <balance>6400000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6389600.000000</valUSD>
        <pctVal>0.0392178</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-06-11</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.8495</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CNH INDUSTRIAL CAPITAL LLC</name>
        <lei>549300PNSJ5B81UMVO28</lei>
        <title>CNH INDUSTRIAL CAP LLC COMPANY GUAR 10/21 3.875</title>
        <cusip>12592BAG9</cusip>
        <identifiers>
          <isin value="US12592BAG95"/>
        </identifiers>
        <balance>600000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>617052.000000</valUSD>
        <pctVal>0.0037873</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CNH INDUSTRIAL CAPITAL LLC</name>
        <lei>549300PNSJ5B81UMVO28</lei>
        <title>CNH INDUSTRIAL CAP LLC COMPANY GUAR 11/20 4.375</title>
        <cusip>12592BAE4</cusip>
        <identifiers>
          <isin value="US12592BAE48"/>
        </identifiers>
        <balance>2300000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2346460.000000</valUSD>
        <pctVal>0.0144020</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CNOOC FINANCE (2015) AUSTRALIA PTY LTD</name>
        <lei>N/A</lei>
        <title>CNOOC FINANCE 2015 AU COMPANY GUAR 05/20 2.625</title>
        <cusip>12634GAA1</cusip>
        <identifiers>
          <isin value="US12634GAA13"/>
        </identifiers>
        <balance>71971000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>72063482.740000</valUSD>
        <pctVal>0.4423083</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-05-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.625</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CNPC (HK) OVERSEAS CAPITAL LTD</name>
        <lei>N/A</lei>
        <title>CNPC HK OVERSEAS CAPITAL COMPANY GUAR REGS 04/21 4.5</title>
        <cusip>G21895AB6</cusip>
        <identifiers>
          <isin value="USG21895AB60"/>
        </identifiers>
        <balance>1400000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1443261.540000</valUSD>
        <pctVal>0.0088584</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>VG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CNPC GENERAL CAPITAL LIMITED</name>
        <lei>N/A</lei>
        <title>CNPC GENERAL CAPITAL LTD COMPANY GUAR REGS 11/19 2.7</title>
        <cusip>BSPCBVII6</cusip>
        <identifiers>
          <isin value="XS1143081963"/>
        </identifiers>
        <balance>8025000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8030136.000000</valUSD>
        <pctVal>0.0492870</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>VG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2019-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.7</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COLONY AMERICAN FINANCE LTD 2016-1</name>
        <lei>N/A</lei>
        <title>COLONY AMERICAN FINANCE LTD CAFL 2016 1 A 144A</title>
        <cusip>19625GAA7</cusip>
        <identifiers>
          <isin value="US19625GAA76"/>
        </identifiers>
        <balance>3716498.350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3703807.250000</valUSD>
        <pctVal>0.0227331</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.544</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 2013-CR6</name>
        <lei>N/A</lei>
        <title>COMM MORTGAGE TRUST COMM 2013 CR6 A3FL 144A</title>
        <cusip>12624XAF5</cusip>
        <identifiers>
          <isin value="US12624XAF50"/>
        </identifiers>
        <balance>10716906.150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10701689.210000</valUSD>
        <pctVal>0.0656844</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-03-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.66863</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COMMONBOND STUDENT LOAN TRUST 2017-AGS</name>
        <lei>N/A</lei>
        <title>COMMONBOND STUDENT LOAN TRUST CBSLT 2017 AGS A1 144A</title>
        <cusip>20267VAA5</cusip>
        <identifiers>
          <isin value="US20267VAA52"/>
        </identifiers>
        <balance>5335302.410000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5364620.430000</valUSD>
        <pctVal>0.0329267</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.55</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CONAGRA BRANDS INC</name>
        <lei>54930035UDEIH090K650</lei>
        <title>CONAGRA BRANDS INC SR UNSECURED 10/20 VAR</title>
        <cusip>205887BW1</cusip>
        <identifiers>
          <isin value="US205887BW12"/>
        </identifiers>
        <balance>46874700.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>46877917.950000</valUSD>
        <pctVal>0.2877254</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-09</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.81138</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CONAGRA BRANDS INC</name>
        <lei>54930035UDEIH090K650</lei>
        <title>CONAGRA BRANDS INC SR UNSECURED 10/20 VAR</title>
        <cusip>205887BX9</cusip>
        <identifiers>
          <isin value="US205887BX94"/>
        </identifiers>
        <balance>12000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12002607.360000</valUSD>
        <pctVal>0.0736691</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.02763</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CONAGRA BRANDS INC</name>
        <lei>54930035UDEIH090K650</lei>
        <title>CONAGRA BRANDS INC SR UNSECURED 11/25 4.6</title>
        <cusip>205887CB6</cusip>
        <identifiers>
          <isin value="US205887CB65"/>
        </identifiers>
        <balance>2700000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2971859.250000</valUSD>
        <pctVal>0.0182406</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.6</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CONSTELLATION BRANDS INC</name>
        <lei>5493005GKEG8QCVY7037</lei>
        <title>CONSTELLATION BRANDS INC COMPANY GUAR 11/19 2</title>
        <cusip>21036PAU2</cusip>
        <identifiers>
          <isin value="US21036PAU21"/>
        </identifiers>
        <balance>20000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19992008.600000</valUSD>
        <pctVal>0.1227061</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2019-11-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CONSTELLATION BRANDS INC</name>
        <lei>5493005GKEG8QCVY7037</lei>
        <title>CONSTELLATION BRANDS INC COMPANY GUAR 11/21 VAR</title>
        <cusip>21036PBA5</cusip>
        <identifiers>
          <isin value="US21036PBA57"/>
        </identifiers>
        <balance>22444000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22444315.340000</valUSD>
        <pctVal>0.1377578</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.85813</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CONTIMORTGAGE HOME EQUITY LN 1996-1</name>
        <lei>N/A</lei>
        <title>CONTIMORTGAGE HOME EQUITY LOAN CONHE 1996 1 A8</title>
        <cusip>21075WCK9</cusip>
        <identifiers>
          <isin value="US21075WCK99"/>
        </identifiers>
        <balance>876.310000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>878.400000</valUSD>
        <pctVal>0.0000054</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.3675</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CONTINENTAL AIRLINES 2009-2 CLASS A PASS THROUGH TRUST</name>
        <lei>N/A</lei>
        <title>CONTL AIRLINES 2009 2 PASS THRU CE 05/21 7.25</title>
        <cusip>21079UAA3</cusip>
        <identifiers>
          <isin value="US21079UAA34"/>
        </identifiers>
        <balance>3115896.380000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3130385.300000</valUSD>
        <pctVal>0.0192136</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.25</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CONTINENTAL AIRLINES 2010 CLASS A PASS THRU TRUST</name>
        <lei>N/A</lei>
        <title>CONTL AIRLINES 2010 A PASS THRU CE 07/22 4.75</title>
        <cusip>21079VAA1</cusip>
        <identifiers>
          <isin value="US21079VAA17"/>
        </identifiers>
        <balance>381351.210000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>391685.600000</valUSD>
        <pctVal>0.0024041</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CONTINENTAL AIRLINES 2012-2 CLASS B PASS THRU CERTIFICATES</name>
        <lei>N/A</lei>
        <title>CONTL AIRLINES 2012 2 B PASS THRU CE 04/22 5.5</title>
        <cusip>210795QC7</cusip>
        <identifiers>
          <isin value="US210795QC77"/>
        </identifiers>
        <balance>2650526.900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2707380.700000</valUSD>
        <pctVal>0.0166173</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CONTINENTAL RESOURCES INC</name>
        <lei>XXRTID9RYWOZ0UPIVR53</lei>
        <title>CONTINENTAL RESOURCES COMPANY GUAR 09/22 5</title>
        <cusip>212015AH4</cusip>
        <identifiers>
          <isin value="US212015AH47"/>
        </identifiers>
        <balance>6468000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6529421.160000</valUSD>
        <pctVal>0.0400760</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CORE INDUSTRIAL TRUST 2015-CALW</name>
        <lei>N/A</lei>
        <title>CORE INDUSTRIAL TRUST CORE 2015 CALW A 144A</title>
        <cusip>21870LAA4</cusip>
        <identifiers>
          <isin value="US21870LAA44"/>
        </identifiers>
        <balance>2371678.310000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2423424.540000</valUSD>
        <pctVal>0.0148744</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-02-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.04</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CORE INDUSTRIAL TRUST 2015-TEXW</name>
        <lei>N/A</lei>
        <title>CORE INDUSTRIAL TRUST CORE 2015 TEXW A 144A</title>
        <cusip>21870PAA5</cusip>
        <identifiers>
          <isin value="US21870PAA57"/>
        </identifiers>
        <balance>8957282.740000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9160265.520000</valUSD>
        <pctVal>0.0562235</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-02-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.077</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE ALT LOAN TRUST 2006-OA17</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA17 1A1A</title>
        <cusip>12668PAA0</cusip>
        <identifiers>
          <isin value="US12668PAA03"/>
        </identifiers>
        <balance>2010486.990000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1831903.870000</valUSD>
        <pctVal>0.0112438</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-12-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.23925</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE ALT LOAN TRUST 2006-OA22</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA22 A1</title>
        <cusip>23245PAA9</cusip>
        <identifiers>
          <isin value="US23245PAA93"/>
        </identifiers>
        <balance>111842.120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>109224.960000</valUSD>
        <pctVal>0.0006704</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.17838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE ALTERNATIVE LN TR 2005-62</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 62 2A1</title>
        <cusip>12668ATT2</cusip>
        <identifiers>
          <isin value="US12668ATT24"/>
        </identifiers>
        <balance>391500.120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>363163.030000</valUSD>
        <pctVal>0.0022290</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.44605</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE ALTERNATIVE LN TR 2005-76</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 76 2A1</title>
        <cusip>12668BDE0</cusip>
        <identifiers>
          <isin value="US12668BDE02"/>
        </identifiers>
        <balance>242917.510000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>231383.860000</valUSD>
        <pctVal>0.0014202</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.44605</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE ALTERNATIVE LN TR 2006-OA19</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA19 A1</title>
        <cusip>12668RAA6</cusip>
        <identifiers>
          <isin value="US12668RAA68"/>
        </identifiers>
        <balance>3066368.220000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2444435.770000</valUSD>
        <pctVal>0.0150034</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-02-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.22425</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE ALTERNATIVE LN TR 2007-7T2</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 7T2 A9</title>
        <cusip>02147BAJ4</cusip>
        <identifiers>
          <isin value="US02147BAJ44"/>
        </identifiers>
        <balance>129224.930000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>88110.960000</valUSD>
        <pctVal>0.0005408</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE ALTERNATIVE LOAN 2006-HY13</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY13 4A1</title>
        <cusip>02149DAN9</cusip>
        <identifiers>
          <isin value="US02149DAN93"/>
        </identifiers>
        <balance>670525.910000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>661555.820000</valUSD>
        <pctVal>0.0040605</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.39323</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE ALTERNATIVE LOAN 2006-OA11</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA11 A1B</title>
        <cusip>02147DAB7</cusip>
        <identifiers>
          <isin value="US02147DAB73"/>
        </identifiers>
        <balance>720074.150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>685544.790000</valUSD>
        <pctVal>0.0042077</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.20838</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE ALTERNATIVE LOAN 2006-OA9</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA9 2A1A</title>
        <cusip>02146YAC0</cusip>
        <identifiers>
          <isin value="US02146YAC03"/>
        </identifiers>
        <balance>1010663.580000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>843576.630000</valUSD>
        <pctVal>0.0051777</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.25425</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE ALTERNATIVE LOAN TR 2003-J3</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2003 J3 2A1</title>
        <cusip>12669FFD0</cusip>
        <identifiers>
          <isin value="US12669FFD06"/>
        </identifiers>
        <balance>127616.140000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>131770.760000</valUSD>
        <pctVal>0.0008088</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-12-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.25</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA6</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA6 1A2</title>
        <cusip>12668BE33</cusip>
        <identifiers>
          <isin value="US12668BE331"/>
        </identifiers>
        <balance>192481.870000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>189068.220000</valUSD>
        <pctVal>0.0011605</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.22838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE ALTERNATIVE LOAN TR 2007-OA7</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA7 A1A</title>
        <cusip>126680AA5</cusip>
        <identifiers>
          <isin value="US126680AA57"/>
        </identifiers>
        <balance>2027246.250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1945557.150000</valUSD>
        <pctVal>0.0119414</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.19838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE ASSET BACKED CERT 2007-SEA1</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE ASSET BACKED CERTI CWL 2007 SEA1 2A1 144A</title>
        <cusip>23248AAJ0</cusip>
        <identifiers>
          <isin value="US23248AAJ07"/>
        </identifiers>
        <balance>236156.410000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>229696.090000</valUSD>
        <pctVal>0.0014098</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.30838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE ASSET-BACKED CERT 2002-3</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE ASSET BACKED CERTI CWL 2002 3 1A1</title>
        <cusip>126671RM0</cusip>
        <identifiers>
          <isin value="US126671RM06"/>
        </identifiers>
        <balance>170518.630000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>166541.980000</valUSD>
        <pctVal>0.0010222</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.75838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE ASSET-BACKED CERT 2004-1</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE ASSET BACKED CERTI CWL 2004 1 M2</title>
        <cusip>126671Z33</cusip>
        <identifiers>
          <isin value="US126671Z332"/>
        </identifiers>
        <balance>1636671.260000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1636516.590000</valUSD>
        <pctVal>0.0100445</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.84338</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE ASSET-BACKED CERT 2004-6</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE ASSET BACKED CERTI CWL 2004 6 1A1</title>
        <cusip>126673AW2</cusip>
        <identifiers>
          <isin value="US126673AW27"/>
        </identifiers>
        <balance>6359616.760000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6367900.800000</valUSD>
        <pctVal>0.0390846</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.55838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE ASSET-BACKED CERT 2004-AB2</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE ASSET BACKED CERTI CWL 2004 AB2 M3</title>
        <cusip>126673QH8</cusip>
        <identifiers>
          <isin value="US126673QH85"/>
        </identifiers>
        <balance>555000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>553175.490000</valUSD>
        <pctVal>0.0033953</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.91838</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE ASSET-BACKED CERT 2007-13</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE ASSET BACKED CERTI CWL 2007 13 2A2</title>
        <cusip>126698AD1</cusip>
        <identifiers>
          <isin value="US126698AD13"/>
        </identifiers>
        <balance>2134890.300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2084541.470000</valUSD>
        <pctVal>0.0127944</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.81838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE HOME EQUITY LN TRUST 2006-I</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE HOME EQUITY LOAN T CWHEL 2006 I 2A</title>
        <cusip>12668FAB0</cusip>
        <identifiers>
          <isin value="US12668FAB04"/>
        </identifiers>
        <balance>14412.280000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13898.270000</valUSD>
        <pctVal>0.0000853</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.1675</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE HOME LOANS 2001-HYB1</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE HOME LOANS CWHL 2001 HYB1 3A2</title>
        <cusip>12669B2Z4</cusip>
        <identifiers>
          <isin value="US12669B2Z46"/>
        </identifiers>
        <balance>3055.400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3106.240000</valUSD>
        <pctVal>0.0000191</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE HOME LOANS 2003-R4</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE HOME LOANS CWHL 2003 R4 2A 144A</title>
        <cusip>12669FFS7</cusip>
        <identifiers>
          <isin value="US12669FFS74"/>
        </identifiers>
        <balance>9280.980000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9045.760000</valUSD>
        <pctVal>0.0000555</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.95257</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE HOME LOANS 2005-2</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE HOME LOANS CWHL 2005 2 1A1</title>
        <cusip>12669GPN5</cusip>
        <identifiers>
          <isin value="US12669GPN50"/>
        </identifiers>
        <balance>222919.180000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>208660.270000</valUSD>
        <pctVal>0.0012807</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.65838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE HOME LOANS 2005-3</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE HOME LOANS CWHL 2005 3 2A1</title>
        <cusip>12669GTV3</cusip>
        <identifiers>
          <isin value="US12669GTV31"/>
        </identifiers>
        <balance>17579.870000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16715.550000</valUSD>
        <pctVal>0.0001026</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.59838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE HOME LOANS 2005-9</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE HOME LOANS CWHL 2005 9 1A3</title>
        <cusip>12669GZQ7</cusip>
        <identifiers>
          <isin value="US12669GZQ71"/>
        </identifiers>
        <balance>165986.230000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>154891.230000</valUSD>
        <pctVal>0.0009507</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.47838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE HOME LOANS 2005-R2</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE HOME LOANS CWHL 2005 R2 1AF1 144A</title>
        <cusip>12669GN64</cusip>
        <identifiers>
          <isin value="US12669GN644"/>
        </identifiers>
        <balance>1881476.710000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1815331.510000</valUSD>
        <pctVal>0.0111421</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.35838</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE HOME LOANS 2007-HY4</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE HOME LOANS CWHL 2007 HY4 1A1</title>
        <cusip>17025RAA3</cusip>
        <identifiers>
          <isin value="US17025RAA32"/>
        </identifiers>
        <balance>120843.770000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>115735.110000</valUSD>
        <pctVal>0.0007104</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.86437</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CREDIT BASED ASSET SRVC &amp; SEC 2006-CB9</name>
        <lei>N/A</lei>
        <title>CREDIT BASED ASSET SERVICING A CBASS 2006 CB9 A1</title>
        <cusip>12465MAA2</cusip>
        <identifiers>
          <isin value="US12465MAA27"/>
        </identifiers>
        <balance>46019.320000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28421.510000</valUSD>
        <pctVal>0.0001744</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.07838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CREDIT BASED ASSET SRVC &amp; SEC 2007-CB6</name>
        <lei>N/A</lei>
        <title>CREDIT BASED ASSET SERVICING A CBASS 2007 CB6 A1 144A</title>
        <cusip>1248RHAA5</cusip>
        <identifiers>
          <isin value="US1248RHAA57"/>
        </identifiers>
        <balance>306785.810000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>205159.020000</valUSD>
        <pctVal>0.0012592</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.13838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP 2002-P1A</name>
        <lei>N/A</lei>
        <title>CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 P1A A 144A</title>
        <cusip>22540VK43</cusip>
        <identifiers>
          <isin value="US22540VK434"/>
        </identifiers>
        <balance>32224.150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31601.940000</valUSD>
        <pctVal>0.0001940</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.05139</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CREDIT SUISSE GROUP AG</name>
        <lei>549300506SI9CRFV9Z86</lei>
        <title>CREDIT SUISSE GROUP AG SR UNSECURED 144A 06/24 VAR</title>
        <cusip>225401AH1</cusip>
        <identifiers>
          <isin value="US225401AH17"/>
        </identifiers>
        <balance>20900000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21045664.220000</valUSD>
        <pctVal>0.1291732</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.37163</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CREDIT SUISSE GROUP FUNDING (GUERNSEY) LIMITED</name>
        <lei>549300PXR5FKNXF0OH19</lei>
        <title>CRED SUIS GP FUN LTD COMPANY GUAR 04/21 VAR</title>
        <cusip>225433AP6</cusip>
        <identifiers>
          <isin value="US225433AP68"/>
        </identifiers>
        <balance>59653000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>61252848.720000</valUSD>
        <pctVal>0.3759553</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.58963</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CREDIT SUISSE GROUP FUNDING (GUERNSEY) LIMITED</name>
        <lei>549300PXR5FKNXF0OH19</lei>
        <title>CRED SUIS GP FUN LTD COMPANY GUAR 09/22 3.8</title>
        <cusip>225433AH4</cusip>
        <identifiers>
          <isin value="US225433AH43"/>
        </identifiers>
        <balance>5450000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5664358.750000</valUSD>
        <pctVal>0.0347665</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.8</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2017-CHOP</name>
        <lei>N/A</lei>
        <title>CREDIT SUISSE MORTGAGE TRUST CSMC 2017 CHOP A 144A</title>
        <cusip>12651QAA7</cusip>
        <identifiers>
          <isin value="US12651QAA76"/>
        </identifiers>
        <balance>15600000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15584473.320000</valUSD>
        <pctVal>0.0956537</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.7775</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-RPL4</name>
        <lei>N/A</lei>
        <title>CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RPL4 A1 144A</title>
        <cusip>22946AAC2</cusip>
        <identifiers>
          <isin value="US22946AAC27"/>
        </identifiers>
        <balance>10581605.600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10709097.020000</valUSD>
        <pctVal>0.0657299</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-08-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.83</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-RPL8</name>
        <lei>N/A</lei>
        <title>CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RPL8 A1 144A</title>
        <cusip>12596YAC4</cusip>
        <identifiers>
          <isin value="US12596YAC49"/>
        </identifiers>
        <balance>10124498.130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10192684.600000</valUSD>
        <pctVal>0.0625602</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.322</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CREDIT-BASED ASSET SERVC SEC 2005-CB5</name>
        <lei>N/A</lei>
        <title>CREDIT BASED ASSET SERVICING A CBASS 2005 CB5 M1</title>
        <cusip>12489WMZ4</cusip>
        <identifiers>
          <isin value="US12489WMZ40"/>
        </identifiers>
        <balance>4490000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4460915.130000</valUSD>
        <pctVal>0.0273800</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.61838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CRH AMERICA INC</name>
        <lei>549300RN11MJ182CNF63</lei>
        <title>CRH AMERICA INC COMPANY GUAR 01/21 5.75</title>
        <cusip>12626PAL7</cusip>
        <identifiers>
          <isin value="US12626PAL76"/>
        </identifiers>
        <balance>400000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>416491.440000</valUSD>
        <pctVal>0.0025563</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CROWN POINT CLO LTD 2018-6A</name>
        <lei>N/A</lei>
        <title>CROWN POINT CLO LTD CRNPT 2018 6A A1 144A</title>
        <cusip>22847DAL6</cusip>
        <identifiers>
          <isin value="US22847DAL64"/>
        </identifiers>
        <balance>2950000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2954444.740000</valUSD>
        <pctVal>0.0181337</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.44763</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CS FIRST BOSTON MTGE SEC CORP 2001-HE17</name>
        <lei>N/A</lei>
        <title>CREDIT SUISSE FIRST BOSTON MOR CSFB 2001 HE17 A1</title>
        <cusip>22540A7A0</cusip>
        <identifiers>
          <isin value="US22540A7A01"/>
        </identifiers>
        <balance>1815.980000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1797.500000</valUSD>
        <pctVal>0.0000110</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.63838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CS FIRST BOSTON MTGE SEC CORP 2003-AR26</name>
        <lei>N/A</lei>
        <title>CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 AR26 6A1</title>
        <cusip>22541QZU9</cusip>
        <identifiers>
          <isin value="US22541QZU92"/>
        </identifiers>
        <balance>908441.260000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>934673.590000</valUSD>
        <pctVal>0.0057368</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.48346</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CS FIRST BOSTON MTGE SEC CORP 2004-AR7</name>
        <lei>N/A</lei>
        <title>CREDIT SUISSE FIRST BOSTON MOR CSFB 2004 AR7 2A1</title>
        <cusip>22541SRP5</cusip>
        <identifiers>
          <isin value="US22541SRP55"/>
        </identifiers>
        <balance>249396.570000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>259927.990000</valUSD>
        <pctVal>0.0015954</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.42516</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CSMC TRUST 2017-HD</name>
        <lei>N/A</lei>
        <title>CREDIT SUISSE MORTGAGE TRUST CSMC 2017 HD A 144A</title>
        <cusip>12651VAA6</cusip>
        <identifiers>
          <isin value="US12651VAA61"/>
        </identifiers>
        <balance>7500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7493421.750000</valUSD>
        <pctVal>0.0459928</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.9775</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CVS HEALTH CORPORATION</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS HEALTH CORP SR UNSECURED 03/21 VAR</title>
        <cusip>126650DD9</cusip>
        <identifiers>
          <isin value="US126650DD99"/>
        </identifiers>
        <balance>16194000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16276677.500000</valUSD>
        <pctVal>0.0999023</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-09</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.82213</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>D.R. HORTON INC</name>
        <lei>529900ZIUEYVSB8QDD25</lei>
        <title>D.R. HORTON INC COMPANY GUAR 02/20 4</title>
        <cusip>23331ABK4</cusip>
        <identifiers>
          <isin value="US23331ABK43"/>
        </identifiers>
        <balance>5907000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5942523.460000</valUSD>
        <pctVal>0.0364738</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>D.R. HORTON INC</name>
        <lei>529900ZIUEYVSB8QDD25</lei>
        <title>D.R. HORTON INC COMPANY GUAR 09/22 4.375</title>
        <cusip>23331ABE8</cusip>
        <identifiers>
          <isin value="US23331ABE82"/>
        </identifiers>
        <balance>4500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4726360.850000</valUSD>
        <pctVal>0.0290093</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DAE FUNDING LLC</name>
        <lei>635400SZTPQL3Y1P2C76</lei>
        <title>DAE FUNDING LLC COMPANY GUAR 144A 08/20 4</title>
        <cusip>23371DAC8</cusip>
        <identifiers>
          <isin value="US23371DAC83"/>
        </identifiers>
        <balance>4100000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4135875.000000</valUSD>
        <pctVal>0.0253850</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DAIMLER FINANCE NORTH AMERICA LLC</name>
        <lei>549300423Z16BB673J12</lei>
        <title>DAIMLER FINANCE NA LLC COMPANY GUAR 144A 02/21 VAR</title>
        <cusip>233851DA9</cusip>
        <identifiers>
          <isin value="US233851DA93"/>
        </identifiers>
        <balance>7500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7491780.150000</valUSD>
        <pctVal>0.0459827</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.611</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DAIMLER FINANCE NORTH AMERICA LLC</name>
        <lei>549300423Z16BB673J12</lei>
        <title>DAIMLER FINANCE NA LLC COMPANY GUAR 144A 02/21 VAR</title>
        <cusip>233851DC5</cusip>
        <identifiers>
          <isin value="US233851DC59"/>
        </identifiers>
        <balance>16417000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16419237.310000</valUSD>
        <pctVal>0.1007773</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.5995</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DAIMLER FINANCE NORTH AMERICA LLC</name>
        <lei>549300423Z16BB673J12</lei>
        <title>DAIMLER FINANCE NA LLC COMPANY GUAR 144A 02/22 VAR</title>
        <cusip>233851DQ4</cusip>
        <identifiers>
          <isin value="US233851DQ46"/>
        </identifiers>
        <balance>56150000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>56452745.640000</valUSD>
        <pctVal>0.3464934</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.0295</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DAIMLER FINANCE NORTH AMERICA LLC</name>
        <lei>549300423Z16BB673J12</lei>
        <title>DAIMLER FINANCE NA LLC COMPANY GUAR 144A 02/22 VAR</title>
        <cusip>233851DV3</cusip>
        <identifiers>
          <isin value="US233851DV31"/>
        </identifiers>
        <balance>28700000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28858291.120000</valUSD>
        <pctVal>0.1771252</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.05813</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DAIMLER FINANCE NORTH AMERICA LLC</name>
        <lei>549300423Z16BB673J12</lei>
        <title>DAIMLER FINANCE NA LLC COMPANY GUAR 144A 03/21 2.875</title>
        <cusip>233851BE3</cusip>
        <identifiers>
          <isin value="US233851BE34"/>
        </identifiers>
        <balance>3195000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3221991.300000</valUSD>
        <pctVal>0.0197758</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.875</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DAIMLER FINANCE NORTH AMERICA LLC</name>
        <lei>549300423Z16BB673J12</lei>
        <title>DAIMLER FINANCE NA LLC COMPANY GUAR 144A 05/20 2.45</title>
        <cusip>233851BV5</cusip>
        <identifiers>
          <isin value="US233851BV58"/>
        </identifiers>
        <balance>20995000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21044399.770000</valUSD>
        <pctVal>0.1291655</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-05-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.45</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DAIMLER FINANCE NORTH AMERICA LLC</name>
        <lei>549300423Z16BB673J12</lei>
        <title>DAIMLER FINANCE NA LLC COMPANY GUAR 144A 05/21 VAR</title>
        <cusip>233851DK7</cusip>
        <identifiers>
          <isin value="US233851DK75"/>
        </identifiers>
        <balance>43855000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43843506.480000</valUSD>
        <pctVal>0.2691009</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-04</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.83675</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DAIMLER FINANCE NORTH AMERICA LLC</name>
        <lei>549300423Z16BB673J12</lei>
        <title>DAIMLER FINANCE NA LLC COMPANY GUAR 144A 05/23 VAR</title>
        <cusip>233851DM3</cusip>
        <identifiers>
          <isin value="US233851DM32"/>
        </identifiers>
        <balance>19800000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19823134.520000</valUSD>
        <pctVal>0.1216696</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-04</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.12675</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DAIMLER FINANCE NORTH AMERICA LLC</name>
        <lei>549300423Z16BB673J12</lei>
        <title>DAIMLER FINANCE NA LLC COMPANY GUAR 144A 08/20 2.7</title>
        <cusip>233851CA0</cusip>
        <identifiers>
          <isin value="US233851CA03"/>
        </identifiers>
        <balance>8896000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8944258.750000</valUSD>
        <pctVal>0.0548977</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-08-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.7</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DAIMLER FINANCE NORTH AMERICA LLC</name>
        <lei>549300423Z16BB673J12</lei>
        <title>DAIMLER FINANCE NA LLC COMPANY GUAR 144A 10/21 2.2</title>
        <cusip>233851CK8</cusip>
        <identifiers>
          <isin value="US233851CK84"/>
        </identifiers>
        <balance>1700000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1696346.500000</valUSD>
        <pctVal>0.0104118</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.2</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DAIMLER FINANCE NORTH AMERICA LLC</name>
        <lei>549300423Z16BB673J12</lei>
        <title>DAIMLER FINANCE NA LLC COMPANY GUAR 144A 11/21 VAR</title>
        <cusip>233851DP6</cusip>
        <identifiers>
          <isin value="US233851DP62"/>
        </identifiers>
        <balance>8150000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8174492.540000</valUSD>
        <pctVal>0.0501731</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-05</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.95675</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DAIMLER FINANCE NORTH AMERICA LLC</name>
        <lei>549300423Z16BB673J12</lei>
        <title>DAIMLER FINANCE NA LLC COMPANY GUAR REGS 05/21 VAR</title>
        <cusip>U2339CDF2</cusip>
        <identifiers>
          <isin value="USU2339CDF24"/>
        </identifiers>
        <balance>900000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>899764.130000</valUSD>
        <pctVal>0.0055225</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-04</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.83675</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DAIMLER FINANCE NORTH AMERICA LLC</name>
        <lei>549300423Z16BB673J12</lei>
        <title>DAIMLER FINANCE NA LLC COMPANY GUAR REGS 11/21 VAR</title>
        <cusip>U2339CDL9</cusip>
        <identifiers>
          <isin value="USU2339CDL91"/>
        </identifiers>
        <balance>21190000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21253680.610000</valUSD>
        <pctVal>0.1304500</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-05</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.95675</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DANSKE BANK A/S</name>
        <lei>MAES062Z21O4RZ2U7M96</lei>
        <title>DANSKE BANK A/S 09/22 1</title>
        <cusip>23636AAU5</cusip>
        <identifiers>
          <isin value="US23636AAU51"/>
        </identifiers>
        <balance>26820000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26924928.690000</valUSD>
        <pctVal>0.1652587</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.001</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DANSKE BANK A/S</name>
        <lei>MAES062Z21O4RZ2U7M96</lei>
        <title>DANSKE BANK A/S SR UNSECURED 144A 03/20 VAR</title>
        <cusip>23636AAL5</cusip>
        <identifiers>
          <isin value="US23636AAL52"/>
        </identifiers>
        <balance>1000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1000410.090000</valUSD>
        <pctVal>0.0061403</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.64763</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DANSKE BANK A/S</name>
        <lei>MAES062Z21O4RZ2U7M96</lei>
        <title>DANSKE BANK A/S SR UNSECURED 144A 09/23 VAR</title>
        <cusip>23636AAQ4</cusip>
        <identifiers>
          <isin value="US23636AAQ40"/>
        </identifiers>
        <balance>22500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22067426.030000</valUSD>
        <pctVal>0.1354446</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.19163</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DANSKE BANK A/S</name>
        <lei>MAES062Z21O4RZ2U7M96</lei>
        <title>DANSKE BANK A/S SR UNSECURED REGS 03/20 VAR</title>
        <cusip>23636BAL3</cusip>
        <identifiers>
          <isin value="US23636BAL36"/>
        </identifiers>
        <balance>545000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>545223.500000</valUSD>
        <pctVal>0.0033465</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.64763</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DANSKE BANK A/S</name>
        <lei>MAES062Z21O4RZ2U7M96</lei>
        <title>DANSKE BANK A/S SR UNSECURED REGS 09/20 2.75</title>
        <cusip>23636BAD1</cusip>
        <identifiers>
          <isin value="US23636BAD10"/>
        </identifiers>
        <balance>8402000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8435764.780000</valUSD>
        <pctVal>0.0517767</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DBS GROUP HOLDINGS LTD</name>
        <lei>5493007FKT78NKPM5V55</lei>
        <title>DBS GROUP HOLDINGS LTD SR UNSECURED 144A 07/22 VAR</title>
        <cusip>24023KAC2</cusip>
        <identifiers>
          <isin value="US24023KAC27"/>
        </identifiers>
        <balance>8300000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8338640.480000</valUSD>
        <pctVal>0.0511806</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.8955</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DBS GROUP HOLDINGS LTD</name>
        <lei>5493007FKT78NKPM5V55</lei>
        <title>DBS GROUP HOLDINGS LTD SR UNSECURED REGS 07/22 VAR</title>
        <cusip>24023LAC0</cusip>
        <identifiers>
          <isin value="US24023LAC00"/>
        </identifiers>
        <balance>16200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16275418.780000</valUSD>
        <pctVal>0.0998946</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.8955</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DELL EQUIPMENT FINANCE TRUST 2018-1</name>
        <lei>N/A</lei>
        <title>DELL EQUIPMENT FINANCE TRUST DEFT 2018 1 A2A 144A</title>
        <cusip>24704AAB2</cusip>
        <identifiers>
          <isin value="US24704AAB26"/>
        </identifiers>
        <balance>1617528.010000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1620758.860000</valUSD>
        <pctVal>0.0099478</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.16</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DELL INTERNATIONAL LLC / EMC CORP</name>
        <lei>N/A</lei>
        <title>DELL INT LLC / EMC CORP SR SECURED 144A 06/21 4.42</title>
        <cusip>25272KAD5</cusip>
        <identifiers>
          <isin value="US25272KAD54"/>
        </identifiers>
        <balance>20854000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21507931.810000</valUSD>
        <pctVal>0.1320105</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.42</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DELL INTERNATIONAL LLC / EMC CORP</name>
        <lei>N/A</lei>
        <title>DELL INT LLC / EMC CORP SR SECURED 144A 06/23 5.45</title>
        <cusip>25272KAG8</cusip>
        <identifiers>
          <isin value="US25272KAG85"/>
        </identifiers>
        <balance>5200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5665787.140000</valUSD>
        <pctVal>0.0347752</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.45</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DELL INTERNATIONAL LLC / EMC CORP</name>
        <lei>N/A</lei>
        <title>DELL INT LLC / EMC CORP SR SECURED 144A 07/24 4</title>
        <cusip>24703DAY7</cusip>
        <identifiers>
          <isin value="US24703DAY76"/>
        </identifiers>
        <balance>9000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9419995.710000</valUSD>
        <pctVal>0.0578177</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DELOS FINANCE SARL</name>
        <lei>549300HX549YWOJQT076</lei>
        <title>DELOS FIN S A R L TERM LOAN</title>
        <cusip>L2324EAE1</cusip>
        <identifiers>
          <isin value="XAL2324EAE13"/>
        </identifiers>
        <balance>500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>502344.000000</valUSD>
        <pctVal>0.0030833</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-06</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.8544</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DELTA AIR LINES INC</name>
        <lei>Q2CCMS6R0AS67HJMBN42</lei>
        <title>DELTA AIR LINES INC SR UNSECURED 03/20 2.875</title>
        <cusip>247361ZK7</cusip>
        <identifiers>
          <isin value="US247361ZK72"/>
        </identifiers>
        <balance>35095000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35173953.570000</valUSD>
        <pctVal>0.2158893</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.875</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DELTA FUNDING HOME EQ LN TR 1999-3</name>
        <lei>N/A</lei>
        <title>DELTA FUNDING HOME EQUITY LOAN DELHE 1999 3 A1A</title>
        <cusip>24763LFX3</cusip>
        <identifiers>
          <isin value="US24763LFX38"/>
        </identifiers>
        <balance>24368.360000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24249.470000</valUSD>
        <pctVal>0.0001488</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.8475</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DEVELOPMENT BANK OF JAPAN INC (DBJ)</name>
        <lei>5493001HGBABMWFZUI25</lei>
        <title>DEVELOPMENT BK OF JAPAN SR UNSECURED REGS 04/21 VAR</title>
        <cusip>BLTVH0II7</cusip>
        <identifiers>
          <isin value="XS1057732692"/>
        </identifiers>
        <balance>4000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4020341.960000</valUSD>
        <pctVal>0.0246759</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-23</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.82938</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DISCOVER BANK/GREENWOOD BRANCH</name>
        <lei>X05BVSK68TQ7YTOSNR22</lei>
        <title>DISCOVER BANK SUBORDINATED 11/19 8.7</title>
        <cusip>25466AAA9</cusip>
        <identifiers>
          <isin value="US25466AAA97"/>
        </identifiers>
        <balance>13075000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13176551.960000</valUSD>
        <pctVal>0.0808745</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2019-11-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.7</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DISCOVERY COMMUNICATIONS LLC</name>
        <lei>L2Z2MO2EQURH3BREWI15</lei>
        <title>DISCOVERY COMMUNICATIONS COMPANY GUAR 06/20 2.8</title>
        <cusip>25470DAY5</cusip>
        <identifiers>
          <isin value="US25470DAY58"/>
        </identifiers>
        <balance>7311000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7336813.310000</valUSD>
        <pctVal>0.0450316</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.8</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DISH DBS CORPORATION</name>
        <lei>N/A</lei>
        <title>DISH DBS CORP COMPANY GUAR 05/20 5.125</title>
        <cusip>25470XAQ8</cusip>
        <identifiers>
          <isin value="US25470XAQ88"/>
        </identifiers>
        <balance>1100000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1115125.000000</valUSD>
        <pctVal>0.0068444</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.125</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DOMINION ENERGY GAS HOLDINGS LLC</name>
        <lei>549300BFOD6TDMVV4O24</lei>
        <title>DOMINION ENERGY GAS HLDG SR UNSECURED 06/21 VAR</title>
        <cusip>257375AM7</cusip>
        <identifiers>
          <isin value="US257375AM72"/>
        </identifiers>
        <balance>22000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22099726.220000</valUSD>
        <pctVal>0.1356428</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.7185</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DOMINION ENERGY GAS HOLDINGS LLC</name>
        <lei>549300BFOD6TDMVV4O24</lei>
        <title>DOMINION ENERGY GAS HLDG SR UNSECURED 12/19 2.5</title>
        <cusip>257375AG0</cusip>
        <identifiers>
          <isin value="US257375AG05"/>
        </identifiers>
        <balance>2050000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2049950.680000</valUSD>
        <pctVal>0.0125821</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2019-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DORCHESTER PARK CLO LTD 2015-1A</name>
        <lei>N/A</lei>
        <title>DORCHESTER PARK CLO LTD DORPK 2015 1A AR 144A</title>
        <cusip>25820NAA2</cusip>
        <identifiers>
          <isin value="US25820NAA28"/>
        </identifiers>
        <balance>8300000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8271298.850000</valUSD>
        <pctVal>0.0507672</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.17763</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DORIC NIMROD AIR FINANCE ALPHA LTD 2012-1 CLASS A PASS THROUGH TRUST</name>
        <lei>N/A</lei>
        <title>DORIC NIMROD AIR 2012 1A PASS THRU CE 144A 11/24 5.125</title>
        <cusip>258258AA0</cusip>
        <identifiers>
          <isin value="US258258AA01"/>
        </identifiers>
        <balance>1610754.040000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1638177.300000</valUSD>
        <pctVal>0.0100547</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.125</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DRUG ROYALTY II LP 1 SERIES 2014-1</name>
        <lei>N/A</lei>
        <title>DRUG ROYALTY II LP 1 DRUGB 2014 1 A1 144A</title>
        <cusip>26223UAC3</cusip>
        <identifiers>
          <isin value="US26223UAC36"/>
        </identifiers>
        <balance>799102.810000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>800733.780000</valUSD>
        <pctVal>0.0049147</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.15338</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DRYDEN EURO CLO 16-46A</name>
        <lei>N/A</lei>
        <title>DRYDEN LEVERAGED LOAN CDO DRYD 2016 46A A1R 144A</title>
        <cusip>ACI1C3DT6</cusip>
        <identifiers>
          <isin value="XS1999706150"/>
        </identifiers>
        <balance>10400000.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.917500"/>
        <valUSD>11339622.820000</valUSD>
        <pctVal>0.0695999</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.88</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DUKE ENERGY CORPORATION</name>
        <lei>I1BZKREC126H0VB1BL91</lei>
        <title>DUKE ENERGY CORP SR UNSECURED 144A 05/21 VAR</title>
        <cusip>26441CBA2</cusip>
        <identifiers>
          <isin value="US26441CBA27"/>
        </identifiers>
        <balance>72400000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>72711603.810000</valUSD>
        <pctVal>0.4462863</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-14</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.67525</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DUKINFIELD PLC 1</name>
        <lei>N/A</lei>
        <title>DUKINFIELD DKFLD 1 A REGS</title>
        <cusip>ACI0GW577</cusip>
        <identifiers>
          <isin value="XS1277627086"/>
        </identifiers>
        <balance>1906433.190000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.813300"/>
        <valUSD>2346813.430000</valUSD>
        <pctVal>0.0144042</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.76813</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DUQUESNE LIGHT HOLDINGS INC</name>
        <lei>4CUJ1D8WDXK9X7QI6B93</lei>
        <title>DUQUESNE LIGHT HOLDINGS SR UNSECURED 144A 09/20 6.4</title>
        <cusip>266233AC9</cusip>
        <identifiers>
          <isin value="US266233AC93"/>
        </identifiers>
        <balance>5240000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5426320.460000</valUSD>
        <pctVal>0.0333054</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DXC TECHNOLOGY COMPANY</name>
        <lei>549300DOVZ3EDJB7O259</lei>
        <title>DXC TECHNOLOGY CO SR UNSECURED 03/21 VAR</title>
        <cusip>23355LAE6</cusip>
        <identifiers>
          <isin value="US23355LAE65"/>
        </identifiers>
        <balance>19529000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19523254.570000</valUSD>
        <pctVal>0.1198290</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.08175</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>E-470 PUBLIC HIGHWAY AUTHORITY</name>
        <lei>549300164ZV2301BC703</lei>
        <title>E 470 CO PUBLIC HIGHWAY AUTH EHYTRN 09/39 FLOATING VAR</title>
        <cusip>26822LMG6</cusip>
        <identifiers>
          <isin value="US26822LMG67"/>
        </identifiers>
        <balance>1540000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1553890.800000</valUSD>
        <pctVal>0.0095374</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-09-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.397</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ECMC GROUP STUDENT LOAN TRUST 2017-2</name>
        <lei>N/A</lei>
        <title>ECMC GROUP STUDENT LOAN TRUST ECMC 2017 2A A 144A</title>
        <cusip>26828VAA4</cusip>
        <identifiers>
          <isin value="US26828VAA44"/>
        </identifiers>
        <balance>1395092.590000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1406436.790000</valUSD>
        <pctVal>0.0086324</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2067-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.06838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ECMC GROUP STUDENT LOAN TRUST 2018-1A</name>
        <lei>N/A</lei>
        <title>ECMC GROUP STUDENT LOAN TRUST ECMC 2018 1A A 144A</title>
        <cusip>26828HAA5</cusip>
        <identifiers>
          <isin value="US26828HAA59"/>
        </identifiers>
        <balance>22531809.400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22397030.880000</valUSD>
        <pctVal>0.1374676</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2068-02-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.76838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ECMC GROUP STUDENT LOAN TRUST 2019-1A</name>
        <lei>N/A</lei>
        <title>ECMC GROUP STUDENT LOAN TRUST ECMC 2019 1A A1B 144A</title>
        <cusip>26829XAB7</cusip>
        <identifiers>
          <isin value="US26829XAB73"/>
        </identifiers>
        <balance>12097925.080000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12087009.120000</valUSD>
        <pctVal>0.0741872</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2069-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.01838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EDISON INTERNATIONAL</name>
        <lei>549300I7ROF15MAEVP56</lei>
        <title>EDISON INTERNATIONAL SR UNSECURED 04/20 2.125</title>
        <cusip>281020AK3</cusip>
        <identifiers>
          <isin value="US281020AK32"/>
        </identifiers>
        <balance>17561000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17528504.950000</valUSD>
        <pctVal>0.1075857</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.125</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EDUCATIONAL SERVICES OF AMERICA INC 2012-2</name>
        <lei>N/A</lei>
        <title>EDUCATIONAL SERVICES OF AMERIC EDUSA 2012 2 A 144A</title>
        <cusip>28137QAA7</cusip>
        <identifiers>
          <isin value="US28137QAA76"/>
        </identifiers>
        <balance>2719177.440000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2708855.990000</valUSD>
        <pctVal>0.0166263</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.74838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EFS VOLUNTEER LLC 2010-1</name>
        <lei>N/A</lei>
        <title>EFS VOLUNTEER LLC EFSV 2010 1 A2 144A</title>
        <cusip>26844VAB2</cusip>
        <identifiers>
          <isin value="US26844VAB27"/>
        </identifiers>
        <balance>5243138.630000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5207883.240000</valUSD>
        <pctVal>0.0319647</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.1255</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EGCLO 2018-1A</name>
        <lei>N/A</lei>
        <title>EVANS GROVE CLO LTD EGCLO 2018 1A A1 144A</title>
        <cusip>29915RAA1</cusip>
        <identifiers>
          <isin value="US29915RAA14"/>
        </identifiers>
        <balance>30200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29942164.780000</valUSD>
        <pctVal>0.1837778</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-28</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.06438</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EKSPORTFINANS ASA</name>
        <lei>HKDM6R5I7TEN7ODGZB21</lei>
        <title>EKSPORTFINANS ASA SR UNSECURED 11/20 VAR</title>
        <cusip>ACI0SX1T8</cusip>
        <identifiers>
          <isin value="XS1320573899"/>
        </identifiers>
        <balance>49200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49252644.000000</valUSD>
        <pctVal>0.3023009</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.981</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EMC CORPORATION</name>
        <lei>KDMDXRWU7UTJ30FC8R59</lei>
        <title>EMC CORP SR UNSECURED 06/20 2.65</title>
        <cusip>268648AQ5</cusip>
        <identifiers>
          <isin value="US268648AQ50"/>
        </identifiers>
        <balance>24003000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24014221.400000</valUSD>
        <pctVal>0.1473935</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.65</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EMCM MORTGAGE LOAN TRUST 2001-A</name>
        <lei>N/A</lei>
        <title>EMC MORTGAGE LOAN TRUST EMCM 2001 A A 144A</title>
        <cusip>268668AA8</cusip>
        <identifiers>
          <isin value="US268668AA87"/>
        </identifiers>
        <balance>34175.370000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34233.770000</valUSD>
        <pctVal>0.0002101</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.75838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EMIRATES NBD BANK PJSC</name>
        <lei>54930029BCN8HF3B1286</lei>
        <title>EMIRATES NBD BANK PJSC SR UNSECURED REGS 01/20 VAR</title>
        <cusip>BD2N9TII8</cusip>
        <identifiers>
          <isin value="XS1457570023"/>
        </identifiers>
        <balance>13750000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13801696.980000</valUSD>
        <pctVal>0.0847115</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.80575</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ENBRIDGE INC</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
        <title>ENBRIDGE INC COMPANY GUAR 01/20 VAR</title>
        <cusip>29250NAU9</cusip>
        <identifiers>
          <isin value="US29250NAU90"/>
        </identifiers>
        <balance>68893000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>68907505.420000</valUSD>
        <pctVal>0.4229377</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.73775</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ENERGY TRANSFER LP (AKA: ENERGY TRANSFER EQUITY LP)</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
        <title>ENERGY TRANSFER LP SR SECURED 10/20 7.5</title>
        <cusip>29273VAC4</cusip>
        <identifiers>
          <isin value="US29273VAC46"/>
        </identifiers>
        <balance>3514000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3652160.470000</valUSD>
        <pctVal>0.0224161</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ENERGY TRANSFER OPERATING LP (AKA: ENERGY TRANSFER PARTNERS LP)</name>
        <lei>5493008K8W3OKZE54J59</lei>
        <title>ENERGY TRANSFER OPERATNG COMPANY GUAR 10/20 4.15</title>
        <cusip>29273RAX7</cusip>
        <identifiers>
          <isin value="US29273RAX70"/>
        </identifiers>
        <balance>1000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1015037.500000</valUSD>
        <pctVal>0.0062301</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.15</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ENERGY TRANSFER OPERATING LP (AKA: ENERGY TRANSFER PARTNERS LP)</name>
        <lei>5493008K8W3OKZE54J59</lei>
        <title>ENERGY TRANSFER OPERATNG COMPANY GUAR 10/20 7.5</title>
        <cusip>29278NAK9</cusip>
        <identifiers>
          <isin value="US29278NAK90"/>
        </identifiers>
        <balance>17508000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18403500.930000</valUSD>
        <pctVal>0.1129563</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ENERGY TRANSFER PARTNERS LP / REGENCY ENERGY FINANCE CORP</name>
        <lei>N/A</lei>
        <title>ENRGY TRANS PT/REG FIN COMPANY GUAR 09/20 5.75</title>
        <cusip>75886AAK4</cusip>
        <identifiers>
          <isin value="US75886AAK43"/>
        </identifiers>
        <balance>1100000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1124558.640000</valUSD>
        <pctVal>0.0069023</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ENTERGY CORPORATION</name>
        <lei>4XM3TW50JULSLG8BNC79</lei>
        <title>ENTERGY CORP SR UNSECURED 09/20 5.125</title>
        <cusip>29364GAF0</cusip>
        <identifiers>
          <isin value="US29364GAF00"/>
        </identifiers>
        <balance>1901000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1939740.080000</valUSD>
        <pctVal>0.0119057</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.125</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ENTERPRISE FLEET FINANCING LLC 2018-2</name>
        <lei>N/A</lei>
        <title>ENTERPRISE FLEET FINANCING LLC EFF 2018 2 A2 144A</title>
        <cusip>29373FAB0</cusip>
        <identifiers>
          <isin value="US29373FAB04"/>
        </identifiers>
        <balance>14485430.110000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14595840.960000</valUSD>
        <pctVal>0.0895858</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.14</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EQT CORPORATION</name>
        <lei>4NT01YGM4X7ZX86ISY52</lei>
        <title>EQT CORP SR UNSECURED 10/20 2.5</title>
        <cusip>26884LAC3</cusip>
        <identifiers>
          <isin value="US26884LAC37"/>
        </identifiers>
        <balance>13398000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13378868.460000</valUSD>
        <pctVal>0.0821163</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EQT CORPORATION</name>
        <lei>4NT01YGM4X7ZX86ISY52</lei>
        <title>EQT CORP SR UNSECURED 10/20 VAR</title>
        <cusip>26884LAD1</cusip>
        <identifiers>
          <isin value="US26884LAD10"/>
        </identifiers>
        <balance>60198000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>60071372.910000</valUSD>
        <pctVal>0.3687036</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.86863</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EQUIFAX INC</name>
        <lei>5493004MCF8JDC86VS77</lei>
        <title>EQUIFAX INC SR UNSECURED 08/21 VAR</title>
        <cusip>294429AP0</cusip>
        <identifiers>
          <isin value="US294429AP03"/>
        </identifiers>
        <balance>36044000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36037993.630000</valUSD>
        <pctVal>0.2211925</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.02813</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ERAC USA FINANCE LLC</name>
        <lei>LTKX5ODQW6Z7BQ2K1V47</lei>
        <title>ERAC USA FINANCE LLC COMPANY GUAR 144A 12/21 2.6</title>
        <cusip>26884TAQ5</cusip>
        <identifiers>
          <isin value="US26884TAQ58"/>
        </identifiers>
        <balance>100000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100538.700000</valUSD>
        <pctVal>0.0006171</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>2.6</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EVERGREEN CREDIT CARD TRUST SERIES 2019-1</name>
        <lei>N/A</lei>
        <title>EVERGREEN CREDIT CARD TRUST EVGRN 2019 1 A 144A</title>
        <cusip>30023JAY4</cusip>
        <identifiers>
          <isin value="US30023JAY47"/>
        </identifiers>
        <balance>49100000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49262864.700000</valUSD>
        <pctVal>0.3023636</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.5075</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EXELON CORPORATION</name>
        <lei>3SOUA6IRML7435B56G12</lei>
        <title>EXELON CORP SR UNSECURED 06/20 2.85</title>
        <cusip>30161NAH4</cusip>
        <identifiers>
          <isin value="US30161NAH44"/>
        </identifiers>
        <balance>300000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>301288.280000</valUSD>
        <pctVal>0.0018492</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.85</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EXELON GENERATION COMPANY LLC</name>
        <lei>S2PEWKCZFFECR4533P43</lei>
        <title>EXELON GENERATION CO LLC SR UNSECURED 01/20 2.95</title>
        <cusip>30161MAP8</cusip>
        <identifiers>
          <isin value="US30161MAP86"/>
        </identifiers>
        <balance>3180000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3184503.260000</valUSD>
        <pctVal>0.0195457</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.95</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EXELON GENERATION COMPANY LLC</name>
        <lei>S2PEWKCZFFECR4533P43</lei>
        <title>EXELON GENERATION CO LLC SR UNSECURED 10/20 4</title>
        <cusip>30161MAH6</cusip>
        <identifiers>
          <isin value="US30161MAH60"/>
        </identifiers>
        <balance>3600000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3645113.290000</valUSD>
        <pctVal>0.0223728</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EXPORT-IMPORT BANK OF INDIA</name>
        <lei>335800OFZ8YEIVN1QI11</lei>
        <title>EXPORT IMPORT BK INDIA SR UNSECURED REGS 04/20 2.75</title>
        <cusip>ACI0C54D8</cusip>
        <identifiers>
          <isin value="XS1209864229"/>
        </identifiers>
        <balance>18030000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18070678.200000</valUSD>
        <pctVal>0.1109135</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EXPORT-IMPORT BANK OF INDIA</name>
        <lei>335800OFZ8YEIVN1QI11</lei>
        <title>EXPORT IMPORT BK INDIA SR UNSECURED REGS 04/20 2.75</title>
        <cusip>Y23874QP1</cusip>
        <identifiers>
          <isin value="XS1209864229"/>
        </identifiers>
        <balance>1200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1202705.620000</valUSD>
        <pctVal>0.0073819</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EXPORT-IMPORT BANK OF INDIA</name>
        <lei>335800OFZ8YEIVN1QI11</lei>
        <title>EXPORT IMPORT BK INDIA SR UNSECURED REGS 08/20 2.75</title>
        <cusip>ACI0BQ2K9</cusip>
        <identifiers>
          <isin value="XS1165130219"/>
        </identifiers>
        <balance>19779000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19833983.050000</valUSD>
        <pctVal>0.1217362</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-08-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EXPORT-IMPORT BANK OF INDIA</name>
        <lei>335800OFZ8YEIVN1QI11</lei>
        <title>EXPORT IMPORT BK INDIA SR UNSECURED REGS 08/22 VAR</title>
        <cusip>ACI0WQLC3</cusip>
        <identifiers>
          <isin value="XS1656195796"/>
        </identifiers>
        <balance>35253000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35252647.470000</valUSD>
        <pctVal>0.2163723</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.1515</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EXPORT-IMPORT BANK OF INDIA</name>
        <lei>335800OFZ8YEIVN1QI11</lei>
        <title>EXPORT IMPORT BK INDIA SR UNSECURED REGS 10/19 3.875</title>
        <cusip>ACI083S83</cusip>
        <identifiers>
          <isin value="XS1050464996"/>
        </identifiers>
        <balance>3700000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3700004.810000</valUSD>
        <pctVal>0.0227097</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2019-10-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 1993-165</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 1993 165 FE</title>
        <cusip>31359D5L3</cusip>
        <identifiers>
          <isin value="US31359D5L32"/>
        </identifiers>
        <balance>9833.050000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10004.870000</valUSD>
        <pctVal>0.0000614</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.16838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 1996-27</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 1996 27 FB</title>
        <cusip>31359KMY0</cusip>
        <identifiers>
          <isin value="US31359KMY00"/>
        </identifiers>
        <balance>33.940000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33.960000</valUSD>
        <pctVal>0.0000002</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.51838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 1997-43</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 1997 43 FM</title>
        <cusip>31359P3F1</cusip>
        <identifiers>
          <isin value="US31359P3F10"/>
        </identifiers>
        <balance>1148.490000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1154.840000</valUSD>
        <pctVal>0.0000071</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.54088</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 1998-66</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 1998 66 FK</title>
        <cusip>31359U3W3</cusip>
        <identifiers>
          <isin value="US31359U3W35"/>
        </identifiers>
        <balance>231670.590000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>232144.910000</valUSD>
        <pctVal>0.0014248</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.31838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2000-34</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2000 34 F</title>
        <cusip>31358SSV4</cusip>
        <identifiers>
          <isin value="US31358SSV42"/>
        </identifiers>
        <balance>2444.290000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2427.170000</valUSD>
        <pctVal>0.0000149</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.46838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2001-24</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2001 24 FB</title>
        <cusip>31359S5P1</cusip>
        <identifiers>
          <isin value="US31359S5P10"/>
        </identifiers>
        <balance>67700.400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>67171.840000</valUSD>
        <pctVal>0.0004123</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.64838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2002-19</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2002 19 FG</title>
        <cusip>31392CFU3</cusip>
        <identifiers>
          <isin value="US31392CFU36"/>
        </identifiers>
        <balance>400659.950000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>403954.380000</valUSD>
        <pctVal>0.0024794</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.42475</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2002-21</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2002 21 FD</title>
        <cusip>31392CRD8</cusip>
        <identifiers>
          <isin value="US31392CRD82"/>
        </identifiers>
        <balance>9352.420000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9501.350000</valUSD>
        <pctVal>0.0000583</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.91838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2002-34</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2002 34 FA</title>
        <cusip>31392CM92</cusip>
        <identifiers>
          <isin value="US31392CM922"/>
        </identifiers>
        <balance>71448.600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>71489.130000</valUSD>
        <pctVal>0.0004388</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-05-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.54088</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2002-34</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2002 34 FE</title>
        <cusip>31392CQ31</cusip>
        <identifiers>
          <isin value="US31392CQ311"/>
        </identifiers>
        <balance>72251.160000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>72458.310000</valUSD>
        <pctVal>0.0004447</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-05-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.44088</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2002-54</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2002 54 FD</title>
        <cusip>31392D5Q1</cusip>
        <identifiers>
          <isin value="US31392D5Q12"/>
        </identifiers>
        <balance>33357.510000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33029.730000</valUSD>
        <pctVal>0.0002027</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.41838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2002-60</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2002 60 F1</title>
        <cusip>31392EVN7</cusip>
        <identifiers>
          <isin value="US31392EVN74"/>
        </identifiers>
        <balance>1562.700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1528.360000</valUSD>
        <pctVal>0.0000094</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.41838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2003-11</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2003 11 DF</title>
        <cusip>31392HPL1</cusip>
        <identifiers>
          <isin value="US31392HPL14"/>
        </identifiers>
        <balance>66929.400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>67270.830000</valUSD>
        <pctVal>0.0004129</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.46838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2004-11</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2004 11 A</title>
        <cusip>31393T7H3</cusip>
        <identifiers>
          <isin value="US31393T7H31"/>
        </identifiers>
        <balance>14820.860000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14765.470000</valUSD>
        <pctVal>0.0000906</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.13838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2004-63</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2004 63 FA</title>
        <cusip>31394ANT9</cusip>
        <identifiers>
          <isin value="US31394ANT96"/>
        </identifiers>
        <balance>76632.620000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>75893.840000</valUSD>
        <pctVal>0.0004658</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.16838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2006-104</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2006 104 FV</title>
        <cusip>31396LNC0</cusip>
        <identifiers>
          <isin value="US31396LNC09"/>
        </identifiers>
        <balance>83908.640000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>83840.330000</valUSD>
        <pctVal>0.0005146</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.35838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2006-118</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2006 118 A2</title>
        <cusip>31396L4T4</cusip>
        <identifiers>
          <isin value="US31396L4T48"/>
        </identifiers>
        <balance>67560.870000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>66881.460000</valUSD>
        <pctVal>0.0004105</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.20525</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2006-15</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2006 15 FC</title>
        <cusip>31395BVE0</cusip>
        <identifiers>
          <isin value="US31395BVE00"/>
        </identifiers>
        <balance>42041.510000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>41818.050000</valUSD>
        <pctVal>0.0002567</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.35109</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2006-20</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2006 20 GF</title>
        <cusip>31395BU43</cusip>
        <identifiers>
          <isin value="US31395BU433"/>
        </identifiers>
        <balance>32655.900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32642.590000</valUSD>
        <pctVal>0.0002004</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.36838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2006-46</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2006 46 FC</title>
        <cusip>31395D5F2</cusip>
        <identifiers>
          <isin value="US31395D5F26"/>
        </identifiers>
        <balance>104640.620000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>104558.020000</valUSD>
        <pctVal>0.0006418</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.33838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2006-8</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2006 8 NF</title>
        <cusip>31394VZ37</cusip>
        <identifiers>
          <isin value="US31394VZ375"/>
        </identifiers>
        <balance>52405.430000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>52420.730000</valUSD>
        <pctVal>0.0003217</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.38838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2006-81</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2006 81 FA</title>
        <cusip>31396KM33</cusip>
        <identifiers>
          <isin value="US31396KM330"/>
        </identifiers>
        <balance>55472.200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>55498.370000</valUSD>
        <pctVal>0.0003406</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.36838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2007-73</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2007 73 A1</title>
        <cusip>31396V4Q8</cusip>
        <identifiers>
          <isin value="US31396V4Q81"/>
        </identifiers>
        <balance>277587.900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>272979.770000</valUSD>
        <pctVal>0.0016755</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.27876</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2007-86</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2007 86 FA</title>
        <cusip>31396XNX8</cusip>
        <identifiers>
          <isin value="US31396XNX83"/>
        </identifiers>
        <balance>49132.860000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49331.330000</valUSD>
        <pctVal>0.0003028</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.46838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2008-53</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2008 53 LF</title>
        <cusip>31397LC31</cusip>
        <identifiers>
          <isin value="US31397LC311"/>
        </identifiers>
        <balance>5567.300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5687.510000</valUSD>
        <pctVal>0.0000349</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.86838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2008-88</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2008 88 FA</title>
        <cusip>31397MXL6</cusip>
        <identifiers>
          <isin value="US31397MXL61"/>
        </identifiers>
        <balance>33653.160000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34426.070000</valUSD>
        <pctVal>0.0002113</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.23838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2009-87</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2009 87 FA</title>
        <cusip>31398FJ28</cusip>
        <identifiers>
          <isin value="US31398FJ282"/>
        </identifiers>
        <balance>10523.850000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10811.060000</valUSD>
        <pctVal>0.0000664</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.01838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2009-96</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2009 96 FA</title>
        <cusip>31398FXF3</cusip>
        <identifiers>
          <isin value="US31398FXF34"/>
        </identifiers>
        <balance>12347.950000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12599.860000</valUSD>
        <pctVal>0.0000773</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.91838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2010-39</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2010 39 FE</title>
        <cusip>31398PU98</cusip>
        <identifiers>
          <isin value="US31398PU981"/>
        </identifiers>
        <balance>138304.250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>140965.390000</valUSD>
        <pctVal>0.0008652</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.78838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2010-74</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2010 74 AF</title>
        <cusip>31398RV36</cusip>
        <identifiers>
          <isin value="US31398RV365"/>
        </identifiers>
        <balance>181845.560000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>183329.780000</valUSD>
        <pctVal>0.0011252</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.55838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE G-26</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR G 26 FA</title>
        <cusip>31358JBU4</cusip>
        <identifiers>
          <isin value="US31358JBU43"/>
        </identifiers>
        <balance>610.590000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>612.260000</valUSD>
        <pctVal>0.0000038</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.46838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE G92-50</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR G92 50 F</title>
        <cusip>31358PRF6</cusip>
        <identifiers>
          <isin value="US31358PRF61"/>
        </identifiers>
        <balance>567.640000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>570.410000</valUSD>
        <pctVal>0.0000035</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.61838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE G93-7</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR G93 7 F</title>
        <cusip>31358TJG5</cusip>
        <identifiers>
          <isin value="US31358TJG58"/>
        </identifiers>
        <balance>159.030000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>159.950000</valUSD>
        <pctVal>0.0000010</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.86838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMIC 1999-W2</name>
        <lei>N/A</lei>
        <title>FANNIEMAE WHOLE LOAN FNW 1999 W2 A</title>
        <cusip>31359R6T4</cusip>
        <identifiers>
          <isin value="US31359R6T41"/>
        </identifiers>
        <balance>5901.980000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6220.060000</valUSD>
        <pctVal>0.0000382</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-06-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>8.18483</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMIC-1997-76</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 1997 76 FM</title>
        <cusip>31359QS88</cusip>
        <identifiers>
          <isin value="US31359QS886"/>
        </identifiers>
        <balance>2087.910000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2100.800000</valUSD>
        <pctVal>0.0000129</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.47475</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2007-7</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2007 7 FJ</title>
        <cusip>31396PSN2</cusip>
        <identifiers>
          <isin value="US31396PSN23"/>
        </identifiers>
        <balance>580113.510000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>576670.540000</valUSD>
        <pctVal>0.0035395</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.21838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2012-29</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2012 29 FG</title>
        <cusip>3136A5FK7</cusip>
        <identifiers>
          <isin value="US3136A5FK75"/>
        </identifiers>
        <balance>189908.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>191159.510000</valUSD>
        <pctVal>0.0011733</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.51838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2013-51</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2013 51 JI</title>
        <cusip>3136AECE5</cusip>
        <identifiers>
          <isin value="US3136AECE54"/>
        </identifiers>
        <balance>14824468.760000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1029517.850000</valUSD>
        <pctVal>0.0063189</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2013-62</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2013 62 DI</title>
        <cusip>3136AEMA2</cusip>
        <identifiers>
          <isin value="US3136AEMA23"/>
        </identifiers>
        <balance>14087517.780000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>967305.320000</valUSD>
        <pctVal>0.0059371</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2013-62</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2013 62 LI</title>
        <cusip>3136AEMK0</cusip>
        <identifiers>
          <isin value="US3136AEMK05"/>
        </identifiers>
        <balance>11045096.680000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>776291.370000</valUSD>
        <pctVal>0.0047647</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2014-42</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2014 42 FA</title>
        <cusip>3136AKPQ0</cusip>
        <identifiers>
          <isin value="US3136AKPQ08"/>
        </identifiers>
        <balance>5775124.910000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5765895.680000</valUSD>
        <pctVal>0.0353897</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.62975</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2014-84</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2014 84 BF</title>
        <cusip>3136AL2T7</cusip>
        <identifiers>
          <isin value="US3136AL2T72"/>
        </identifiers>
        <balance>11776018.800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11778259.780000</valUSD>
        <pctVal>0.0722921</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.57975</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2016-11</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2016 11 AF</title>
        <cusip>3136ARPW2</cusip>
        <identifiers>
          <isin value="US3136ARPW29"/>
        </identifiers>
        <balance>4805171.780000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4800828.870000</valUSD>
        <pctVal>0.0294663</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.72975</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2016-40</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2016 40 EF</title>
        <cusip>3136ASL87</cusip>
        <identifiers>
          <isin value="US3136ASL870"/>
        </identifiers>
        <balance>20058391.070000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20055496.640000</valUSD>
        <pctVal>0.1230958</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.67975</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE WHOLE LOAN 2003-W4</name>
        <lei>N/A</lei>
        <title>FANNIEMAE WHOLE LOAN FNW 2003 W4 2A</title>
        <cusip>31393AP68</cusip>
        <identifiers>
          <isin value="US31393AP687"/>
        </identifiers>
        <balance>175742.710000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>198295.510000</valUSD>
        <pctVal>0.0012171</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.79265</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE-2006-56</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2006 56 FE</title>
        <cusip>31395NXU6</cusip>
        <identifiers>
          <isin value="US31395NXU61"/>
        </identifiers>
        <balance>33837.790000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33943.550000</valUSD>
        <pctVal>0.0002083</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.44838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE-G92-11</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR G92 11 FC</title>
        <cusip>31358LYZ3</cusip>
        <identifiers>
          <isin value="US31358LYZ39"/>
        </identifiers>
        <balance>681.530000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>680.400000</valUSD>
        <pctVal>0.0000042</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.51838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE-G92-52</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR G92 52 F</title>
        <cusip>31358QSU0</cusip>
        <identifiers>
          <isin value="US31358QSU03"/>
        </identifiers>
        <balance>507.730000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>508.690000</valUSD>
        <pctVal>0.0000031</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.84525</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE-G92-67</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR G92 67 F</title>
        <cusip>31358RV59</cusip>
        <identifiers>
          <isin value="US31358RV591"/>
        </identifiers>
        <balance>557.050000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>543.150000</valUSD>
        <pctVal>0.0000033</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.66838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIEMAE WHOLE LOAN 2002-W8</name>
        <lei>N/A</lei>
        <title>FANNIEMAE WHOLE LOAN FNW 2002 W8 F</title>
        <cusip>31392DQ70</cusip>
        <identifiers>
          <isin value="US31392DQ707"/>
        </identifiers>
        <balance>2248.680000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2248.530000</valUSD>
        <pctVal>0.0000138</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.41838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIEMAE WHOLE LOAN 2003-W-8</name>
        <lei>N/A</lei>
        <title>FANNIEMAE WHOLE LOAN FNW 2003 W8 3F2</title>
        <cusip>31393CX40</cusip>
        <identifiers>
          <isin value="US31393CX406"/>
        </identifiers>
        <balance>22731.760000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22857.150000</valUSD>
        <pctVal>0.0001403</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.36838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIEMAE WHOLE LOAN 2003-W6</name>
        <lei>N/A</lei>
        <title>FANNIEMAE WHOLE LOAN FNW 2003 W6 F</title>
        <cusip>31393BX75</cusip>
        <identifiers>
          <isin value="US31393BX754"/>
        </identifiers>
        <balance>204866.230000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>202975.740000</valUSD>
        <pctVal>0.0012458</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.49525</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIEMAE WHOLE LOAN 2004-W2</name>
        <lei>N/A</lei>
        <title>FANNIEMAE WHOLE LOAN FNW 2004 W2 5AF</title>
        <cusip>31393XGV3</cusip>
        <identifiers>
          <isin value="US31393XGV38"/>
        </identifiers>
        <balance>187640.380000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>187594.500000</valUSD>
        <pctVal>0.0011514</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.36838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FDIC STRUCTURED SALE GUARANTEED NOTES 2010-S2</name>
        <lei>N/A</lei>
        <title>FDIC STRUCTURED SALE GUARANTEE SSGN 2010 S2 1A 144A</title>
        <cusip>30250WAA1</cusip>
        <identifiers>
          <isin value="US30250WAA18"/>
        </identifiers>
        <balance>161730.090000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>161623.120000</valUSD>
        <pctVal>0.0009920</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-11-29</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.612</annualizedRt>
          <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 EXPRESS CORP 1998 PASS THROUGH TRUST</name>
        <lei>N/A</lei>
        <title>FEDEX CORP 1998 PASS TST PASS THRU CE 07/23 6.72</title>
        <cusip>31331FAX9</cusip>
        <identifiers>
          <isin value="US31331FAX96"/>
        </identifiers>
        <balance>1775237.650000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1839815.470000</valUSD>
        <pctVal>0.0112923</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.72</annualizedRt>
          <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 HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC NOTES 06/24 2.8</title>
        <cusip>3134GTRG0</cusip>
        <identifiers>
          <isin value="US3134GTRG05"/>
        </identifiers>
        <balance>129000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>129094168.710000</valUSD>
        <pctVal>0.7923490</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.8</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHA REILLY 1997</name>
        <lei>N/A</lei>
        <title>FHA 236 NP REILLY 1997 A</title>
        <cusip>3229929W0</cusip>
        <identifiers>
          <ticker value="FHA"/>
        </identifiers>
        <balance>7346.130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7375.630000</valUSD>
        <pctVal>0.0000453</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.896</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FED HM LN PC POOL 1B1215 FH 10/33 FLOATING VAR</title>
        <cusip>3128JLGZ6</cusip>
        <identifiers>
          <isin value="US3128JLGZ65"/>
        </identifiers>
        <balance>4901.430000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5117.020000</valUSD>
        <pctVal>0.0000314</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-10-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.699</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FED HM LN PC POOL 1G0393 FH 11/35 FLOATING VAR</title>
        <cusip>3128NCNJ9</cusip>
        <identifiers>
          <isin value="US3128NCNJ95"/>
        </identifiers>
        <balance>19906.300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20356.020000</valUSD>
        <pctVal>0.0001249</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.685</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FED HM LN PC POOL 1G0621 FH 12/35 FLOATING VAR</title>
        <cusip>3128NCVN1</cusip>
        <identifiers>
          <isin value="US3128NCVN16"/>
        </identifiers>
        <balance>9338.800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9719.150000</valUSD>
        <pctVal>0.0000597</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-12-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.501</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FED HM LN PC POOL 1G0867 FH 08/35 FLOATING VAR</title>
        <cusip>3128NC6C3</cusip>
        <identifiers>
          <isin value="US3128NC6C35"/>
        </identifiers>
        <balance>44540.100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>46827.300000</valUSD>
        <pctVal>0.0002874</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.224</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FED HM LN PC POOL 1G1114 FH 09/35 FLOATING VAR</title>
        <cusip>3128QJGX8</cusip>
        <identifiers>
          <isin value="US3128QJGX88"/>
        </identifiers>
        <balance>59704.920000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>62663.620000</valUSD>
        <pctVal>0.0003846</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.048</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FED HM LN PC POOL 1L0183 FH 08/35 FLOATING VAR</title>
        <cusip>3128Q2FY4</cusip>
        <identifiers>
          <isin value="US3128Q2FY42"/>
        </identifiers>
        <balance>8799.710000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9284.860000</valUSD>
        <pctVal>0.0000570</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.353</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FED HM LN PC POOL 781955 FH 05/34 FLOATING VAR</title>
        <cusip>31349TE49</cusip>
        <identifiers>
          <isin value="US31349TE493"/>
        </identifiers>
        <balance>18227.820000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19240.680000</valUSD>
        <pctVal>0.0001181</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-05-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.724</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FED HM LN PC POOL 846510 FH 04/25 FLOATING VAR</title>
        <cusip>3128HDGT0</cusip>
        <identifiers>
          <isin value="US3128HDGT08"/>
        </identifiers>
        <balance>1347.770000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1376.180000</valUSD>
        <pctVal>0.0000084</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.673</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FED HM LN PC POOL 846511 FH 02/23 FLOATING VAR</title>
        <cusip>3128HDGU7</cusip>
        <identifiers>
          <isin value="US3128HDGU70"/>
        </identifiers>
        <balance>120.820000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>121.830000</valUSD>
        <pctVal>0.0000007</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.64</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FED HM LN PC POOL 847262 FH 07/33 FLOATING VAR</title>
        <cusip>3128JRB70</cusip>
        <identifiers>
          <isin value="US3128JRB707"/>
        </identifiers>
        <balance>14976.740000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16012.820000</valUSD>
        <pctVal>0.0000983</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.749</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FED HM LN PC POOL 847321 FH 08/34 FLOATING VAR</title>
        <cusip>3128JRD29</cusip>
        <identifiers>
          <isin value="US3128JRD299"/>
        </identifiers>
        <balance>20025.200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21182.490000</valUSD>
        <pctVal>0.0001300</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.723</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHLMC STRUCTURED PASS THROUGH SEC T-63</name>
        <lei>N/A</lei>
        <title>FHLMC STRUCTURED PASS THROUGH FSPC T 63 1A1</title>
        <cusip>31395M2F5</cusip>
        <identifiers>
          <isin value="US31395M2F53"/>
        </identifiers>
        <balance>756706.510000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>763558.870000</valUSD>
        <pctVal>0.0046865</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.49173</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHLMC STRUCTURED PASS THRU SEC T-57</name>
        <lei>N/A</lei>
        <title>FHLMC STRUCTURED PASS THROUGH FSPC T 57 1A1</title>
        <cusip>31394JD87</cusip>
        <identifiers>
          <isin value="US31394JD872"/>
        </identifiers>
        <balance>154946.060000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>184521.140000</valUSD>
        <pctVal>0.0011325</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHLMC STRUCTURED PASS THRU SEC T-62</name>
        <lei>N/A</lei>
        <title>FHLMC STRUCTURED PASS THROUGH FSPC T 62 1A1</title>
        <cusip>31395HHV5</cusip>
        <identifiers>
          <isin value="US31395HHV50"/>
        </identifiers>
        <balance>2078876.850000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2102755.870000</valUSD>
        <pctVal>0.0129062</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.64605</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHLMC STRUCTURED PASS THRU SEC T-75</name>
        <lei>N/A</lei>
        <title>FHLMC STRUCTURED PASS THROUGH FSPC T 75 A1</title>
        <cusip>31397JME1</cusip>
        <identifiers>
          <isin value="US31397JME19"/>
        </identifiers>
        <balance>179263.300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>180022.530000</valUSD>
        <pctVal>0.0011049</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.18525</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHR-3582</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3582 FA</title>
        <cusip>31398KBD1</cusip>
        <identifiers>
          <isin value="US31398KBD19"/>
        </identifiers>
        <balance>14893.460000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15131.510000</valUSD>
        <pctVal>0.0000929</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.0275</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FIGUEROA CLO LTD 2013-2A</name>
        <lei>N/A</lei>
        <title>FIGUEROA CLO LTD FIG 2013 2A A1RR 144A</title>
        <cusip>31683VAY6</cusip>
        <identifiers>
          <isin value="US31683VAY65"/>
        </identifiers>
        <balance>19252228.640000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19251158.220000</valUSD>
        <pctVal>0.1181590</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.00588</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FIGUEROA CLO LTD 2014-1A</name>
        <lei>N/A</lei>
        <title>FIGUEROA CLO LTD FIG 2014 1A AR 144A</title>
        <cusip>31683YAJ3</cusip>
        <identifiers>
          <isin value="US31683YAJ38"/>
        </identifiers>
        <balance>18214948.550000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18203787.520000</valUSD>
        <pctVal>0.1117305</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.20338</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FINANCE AMERICA MTGE LOAN TRUST 2004-2</name>
        <lei>N/A</lei>
        <title>FINANCE AMERICA MORTGAGE LOAN FINA 2004 2 M1</title>
        <cusip>317350BD7</cusip>
        <identifiers>
          <isin value="US317350BD73"/>
        </identifiers>
        <balance>8580018.940000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8614646.180000</valUSD>
        <pctVal>0.0528746</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.84338</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FIRST ABU DHABI BANK PJSC</name>
        <lei>2138002Y3WMK6RZS8H90</lei>
        <title>FIRST ABU DHABI BANK PJS SR UNSECURED REGS 04/22 VAR</title>
        <cusip>ACI1B1WQ6</cusip>
        <identifiers>
          <isin value="XS1970468051"/>
        </identifiers>
        <balance>36461000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36689097.460000</valUSD>
        <pctVal>0.2251889</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.27225</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FIRST FRANKLIN MTG LOAN ABS 2006-FF15</name>
        <lei>N/A</lei>
        <title>FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF15 A5</title>
        <cusip>32028GAE5</cusip>
        <identifiers>
          <isin value="US32028GAE52"/>
        </identifiers>
        <balance>3339279.270000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3279852.450000</valUSD>
        <pctVal>0.0201309</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.17838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FIRST GULF BANK PJSC</name>
        <lei>549300UQJTO6DLDBFU41</lei>
        <title>FIRST GULF BANK SR UNSECURED REGS 02/20 2.625</title>
        <cusip>ACI0BT694</cusip>
        <identifiers>
          <isin value="XS1193304596"/>
        </identifiers>
        <balance>2000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2002200.000000</valUSD>
        <pctVal>0.0122890</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-02-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.625</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FIRST HORIZON MTGE PASS-THRU TR 2005-AR3</name>
        <lei>N/A</lei>
        <title>FIRST HORIZON MORTGAGE PASS TH FHASI 2005 AR3 2A1</title>
        <cusip>32051GQL2</cusip>
        <identifiers>
          <isin value="US32051GQL22"/>
        </identifiers>
        <balance>208074.940000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>174834.490000</valUSD>
        <pctVal>0.0010731</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.60341</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FIRST NLC TRUST 2007-1</name>
        <lei>N/A</lei>
        <title>FIRST NLC TRUST FNLC 2007 1 A1 144A</title>
        <cusip>32115BAA8</cusip>
        <identifiers>
          <isin value="US32115BAA89"/>
        </identifiers>
        <balance>441142.430000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>280335.030000</valUSD>
        <pctVal>0.0017206</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.08838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FIRSTKEY MASTER FUNDING 2016-R1</name>
        <lei>N/A</lei>
        <title>FIRSTKEY MASTER FUNDING RESECU FKMF 2016 R1 AD 144A</title>
        <cusip>33767FAA8</cusip>
        <identifiers>
          <isin value="US33767FAA84"/>
        </identifiers>
        <balance>3985401.100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3947473.230000</valUSD>
        <pctVal>0.0242286</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-27</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FLAGSHIP CLO LTD 2014-8A</name>
        <lei>N/A</lei>
        <title>FLAGSHIP CLO FLAGS 2014 8A ARR 144A</title>
        <cusip>338422AQ1</cusip>
        <identifiers>
          <isin value="US338422AQ12"/>
        </identifiers>
        <balance>3280833.830000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3281784.850000</valUSD>
        <pctVal>0.0201428</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.17225</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FLAGSHIP VII LTD 2013-7A</name>
        <lei>N/A</lei>
        <title>FLAGSHIP CLO FLAGS 2013 7A A1R 144A</title>
        <cusip>33842GAA5</cusip>
        <identifiers>
          <isin value="US33842GAA58"/>
        </identifiers>
        <balance>1183591.510000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1184403.930000</valUSD>
        <pctVal>0.0072696</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.39763</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 065579 FN 07/28 FLOATING VAR</title>
        <cusip>31362M2L1</cusip>
        <identifiers>
          <isin value="US31362M2L14"/>
        </identifiers>
        <balance>3454.630000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3478.570000</valUSD>
        <pctVal>0.0000214</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.445</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 135770 FN 05/21 FLOATING VAR</title>
        <cusip>31365RW75</cusip>
        <identifiers>
          <isin value="US31365RW750"/>
        </identifiers>
        <balance>2539.960000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2530.870000</valUSD>
        <pctVal>0.0000155</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.405</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 300986 FN 11/24 FLOATING VAR</title>
        <cusip>31373RJ70</cusip>
        <identifiers>
          <isin value="US31373RJ702"/>
        </identifiers>
        <balance>4025.530000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4062.360000</valUSD>
        <pctVal>0.0000249</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.42</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 313898 FN 11/27 FLOATING VAR</title>
        <cusip>31374GUX3</cusip>
        <identifiers>
          <isin value="US31374GUX32"/>
        </identifiers>
        <balance>1127.730000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1152.560000</valUSD>
        <pctVal>0.0000071</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.778</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 323642 FN 04/29 FLOATING VAR</title>
        <cusip>31374TP37</cusip>
        <identifiers>
          <isin value="US31374TP372"/>
        </identifiers>
        <balance>2558.630000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2613.720000</valUSD>
        <pctVal>0.0000160</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.958</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 370687 FN 01/27 FLOATING VAR</title>
        <cusip>31376ZXQ1</cusip>
        <identifiers>
          <isin value="US31376ZXQ17"/>
        </identifiers>
        <balance>7564.160000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7515.170000</valUSD>
        <pctVal>0.0000461</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.405</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 401106 FN 08/27 FLOATING VAR</title>
        <cusip>31378KR30</cusip>
        <identifiers>
          <isin value="US31378KR303"/>
        </identifiers>
        <balance>97.350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>97.680000</valUSD>
        <pctVal>0.0000006</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.78</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 530683 FN 07/29 FLOATING VAR</title>
        <cusip>31384QRC9</cusip>
        <identifiers>
          <isin value="US31384QRC95"/>
        </identifiers>
        <balance>46113.540000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>47031.040000</valUSD>
        <pctVal>0.0002887</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.674</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 535550 FN 08/29 FLOATING VAR</title>
        <cusip>31384V5K4</cusip>
        <identifiers>
          <isin value="US31384V5K41"/>
        </identifiers>
        <balance>262784.620000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>270847.260000</valUSD>
        <pctVal>0.0016624</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.637</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 545010 FN 05/36 FLOATING VAR</title>
        <cusip>31385HN32</cusip>
        <identifiers>
          <isin value="US31385HN329"/>
        </identifiers>
        <balance>15035.870000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15757.550000</valUSD>
        <pctVal>0.0000967</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.113</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 545204 FN 05/36 FLOATING VAR</title>
        <cusip>31385HU59</cusip>
        <identifiers>
          <isin value="US31385HU597"/>
        </identifiers>
        <balance>719659.220000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>726276.930000</valUSD>
        <pctVal>0.0044577</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.495</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 545255 FN 12/40 FLOATING VAR</title>
        <cusip>31385HWQ1</cusip>
        <identifiers>
          <isin value="US31385HWQ19"/>
        </identifiers>
        <balance>29709.120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31401.450000</valUSD>
        <pctVal>0.0001927</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-12-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.521</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 587764 FN 01/32 FLOATING VAR</title>
        <cusip>31387L5Z0</cusip>
        <identifiers>
          <isin value="US31387L5Z06"/>
        </identifiers>
        <balance>155616.390000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>156217.740000</valUSD>
        <pctVal>0.0009588</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.063</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 668220 FN 02/33 FLOATING VAR</title>
        <cusip>31391JK90</cusip>
        <identifiers>
          <isin value="US31391JK907"/>
        </identifiers>
        <balance>2278.650000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2278.920000</valUSD>
        <pctVal>0.0000140</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-02-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.965</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 725695 FN 07/34 FLOATING VAR</title>
        <cusip>31402DGC8</cusip>
        <identifiers>
          <isin value="US31402DGC83"/>
        </identifiers>
        <balance>2897.590000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3026.640000</valUSD>
        <pctVal>0.0000186</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.213</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 725886 FN 05/34 FLOATING VAR</title>
        <cusip>31402DNB2</cusip>
        <identifiers>
          <isin value="US31402DNB28"/>
        </identifiers>
        <balance>18007.230000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18999.980000</valUSD>
        <pctVal>0.0001166</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-05-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.492</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 732218 FN 06/43 FLOATING VAR</title>
        <cusip>31402LPB2</cusip>
        <identifiers>
          <isin value="US31402LPB26"/>
        </identifiers>
        <balance>354837.840000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>362430.460000</valUSD>
        <pctVal>0.0022245</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-06-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.647</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 735084 FN 02/34 FLOATING VAR</title>
        <cusip>31402QUH2</cusip>
        <identifiers>
          <isin value="US31402QUH28"/>
        </identifiers>
        <balance>26029.440000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27276.300000</valUSD>
        <pctVal>0.0001674</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-02-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.549</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 740849 FN 06/33 FLOATING VAR</title>
        <cusip>31402XBS4</cusip>
        <identifiers>
          <isin value="US31402XBS45"/>
        </identifiers>
        <balance>9704.870000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9762.740000</valUSD>
        <pctVal>0.0000599</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-06-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.465</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 745173 FN 09/34 FLOATING VAR</title>
        <cusip>31403C2E0</cusip>
        <identifiers>
          <isin value="US31403C2E08"/>
        </identifiers>
        <balance>6665.990000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6983.210000</valUSD>
        <pctVal>0.0000429</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.341</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 773314 FN 05/35 FLOATING VAR</title>
        <cusip>31404NDT0</cusip>
        <identifiers>
          <isin value="US31404NDT00"/>
        </identifiers>
        <balance>74252.790000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>77882.540000</valUSD>
        <pctVal>0.0004780</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.517</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 775852 FN 03/44 FLOATING VAR</title>
        <cusip>31404Q5M7</cusip>
        <identifiers>
          <isin value="US31404Q5M78"/>
        </identifiers>
        <balance>1196706.370000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1223409.540000</valUSD>
        <pctVal>0.0075090</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-03-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.647</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 779346 FN 06/34 FLOATING VAR</title>
        <cusip>31404UZK9</cusip>
        <identifiers>
          <isin value="US31404UZK95"/>
        </identifiers>
        <balance>1646.150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1722.800000</valUSD>
        <pctVal>0.0000106</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-06-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.372</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 784137 FN 01/36 FLOATING VAR</title>
        <cusip>31405BEJ6</cusip>
        <identifiers>
          <isin value="US31405BEJ61"/>
        </identifiers>
        <balance>20638.630000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21817.710000</valUSD>
        <pctVal>0.0001339</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.27</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 790802 FN 09/34 FLOATING VAR</title>
        <cusip>31405JRX4</cusip>
        <identifiers>
          <isin value="US31405JRX45"/>
        </identifiers>
        <balance>9925.910000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10400.250000</valUSD>
        <pctVal>0.0000638</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.917</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 795297 FN 07/44 FLOATING VAR</title>
        <cusip>31405PRS1</cusip>
        <identifiers>
          <isin value="US31405PRS10"/>
        </identifiers>
        <balance>116149.260000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>118745.960000</valUSD>
        <pctVal>0.0007288</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-07-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.647</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 795718 FN 09/34 FLOATING VAR</title>
        <cusip>31405QAT5</cusip>
        <identifiers>
          <isin value="US31405QAT58"/>
        </identifiers>
        <balance>28069.060000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29360.120000</valUSD>
        <pctVal>0.0001802</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.212</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 802714 FN 09/34 FLOATING VAR</title>
        <cusip>31405XYK3</cusip>
        <identifiers>
          <isin value="US31405XYK35"/>
        </identifiers>
        <balance>151409.750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>157088.000000</valUSD>
        <pctVal>0.0009642</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.675</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 806506 FN 10/44 FLOATING VAR</title>
        <cusip>31406DAF3</cusip>
        <identifiers>
          <isin value="US31406DAF33"/>
        </identifiers>
        <balance>371115.590000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>379347.070000</valUSD>
        <pctVal>0.0023283</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-10-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.647</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 813599 FN 01/36 FLOATING VAR</title>
        <cusip>31406L3G1</cusip>
        <identifiers>
          <isin value="US31406L3G17"/>
        </identifiers>
        <balance>76003.090000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>80456.640000</valUSD>
        <pctVal>0.0004938</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.795</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 817452 FN 08/35 FLOATING VAR</title>
        <cusip>31406REZ4</cusip>
        <identifiers>
          <isin value="US31406REZ47"/>
        </identifiers>
        <balance>14781.930000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15546.810000</valUSD>
        <pctVal>0.0000954</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.87</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 817547 FN 10/35 FLOATING VAR</title>
        <cusip>31406RHY4</cusip>
        <identifiers>
          <isin value="US31406RHY45"/>
        </identifiers>
        <balance>13834.250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14290.590000</valUSD>
        <pctVal>0.0000877</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-10-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.988</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 821365 FN 05/35 FLOATING VAR</title>
        <cusip>31406VQS8</cusip>
        <identifiers>
          <isin value="US31406VQS87"/>
        </identifiers>
        <balance>26031.910000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27109.570000</valUSD>
        <pctVal>0.0001664</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.428</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 821915 FN 06/35 FLOATING VAR</title>
        <cusip>31406WDU5</cusip>
        <identifiers>
          <isin value="US31406WDU53"/>
        </identifiers>
        <balance>9647.340000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10098.220000</valUSD>
        <pctVal>0.0000620</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.418</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 826128 FN 07/35 FLOATING VAR</title>
        <cusip>31407BYZ6</cusip>
        <identifiers>
          <isin value="US31407BYZ65"/>
        </identifiers>
        <balance>17489.020000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18027.420000</valUSD>
        <pctVal>0.0001106</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.343</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 832721 FN 09/35 FLOATING VAR</title>
        <cusip>31407KD22</cusip>
        <identifiers>
          <isin value="US31407KD227"/>
        </identifiers>
        <balance>2894.280000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3030.120000</valUSD>
        <pctVal>0.0000186</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.76</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 835058 FN 06/35 FLOATING VAR</title>
        <cusip>31407MWT8</cusip>
        <identifiers>
          <isin value="US31407MWT88"/>
        </identifiers>
        <balance>84686.300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>90080.080000</valUSD>
        <pctVal>0.0005529</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.976</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 835349 FN 09/35 FLOATING VAR</title>
        <cusip>31407NBS1</cusip>
        <identifiers>
          <isin value="US31407NBS18"/>
        </identifiers>
        <balance>6555.390000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6844.990000</valUSD>
        <pctVal>0.0000420</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.192</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 838769 FN 09/35 FLOATING VAR</title>
        <cusip>31407R2A1</cusip>
        <identifiers>
          <isin value="US31407R2A19"/>
        </identifiers>
        <balance>5653.820000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5836.590000</valUSD>
        <pctVal>0.0000358</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.987</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 840669 FN 10/35 FLOATING VAR</title>
        <cusip>31407T6E5</cusip>
        <identifiers>
          <isin value="US31407T6E58"/>
        </identifiers>
        <balance>3779.620000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3946.260000</valUSD>
        <pctVal>0.0000242</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-10-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.268</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 841025 FN 10/35 FLOATING VAR</title>
        <cusip>31407ULE5</cusip>
        <identifiers>
          <isin value="US31407ULE54"/>
        </identifiers>
        <balance>6155.250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6373.210000</valUSD>
        <pctVal>0.0000391</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-10-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.085</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 841068 FN 11/34 FLOATING VAR</title>
        <cusip>31407UMR5</cusip>
        <identifiers>
          <isin value="US31407UMR58"/>
        </identifiers>
        <balance>66233.560000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>70294.690000</valUSD>
        <pctVal>0.0004315</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-11-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.708</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 844000 FN 11/35 FLOATING VAR</title>
        <cusip>31407XUZ2</cusip>
        <identifiers>
          <isin value="US31407XUZ22"/>
        </identifiers>
        <balance>39274.530000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40363.570000</valUSD>
        <pctVal>0.0002477</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.855</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 845071 FN 12/35 FLOATING VAR</title>
        <cusip>31407Y2C2</cusip>
        <identifiers>
          <isin value="US31407Y2C21"/>
        </identifiers>
        <balance>22055.080000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22524.630000</valUSD>
        <pctVal>0.0001383</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-12-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.493</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 846937 FN 01/36 FLOATING VAR</title>
        <cusip>31408B4W5</cusip>
        <identifiers>
          <isin value="US31408B4W54"/>
        </identifiers>
        <balance>23799.610000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24792.430000</valUSD>
        <pctVal>0.0001522</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.163</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 846941 FN 01/36 FLOATING VAR</title>
        <cusip>31408B5A2</cusip>
        <identifiers>
          <isin value="US31408B5A26"/>
        </identifiers>
        <balance>20476.800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21347.590000</valUSD>
        <pctVal>0.0001310</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.163</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 847995 FN 11/35 FLOATING VAR</title>
        <cusip>31408DC85</cusip>
        <identifiers>
          <isin value="US31408DC859"/>
        </identifiers>
        <balance>3687.920000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3795.300000</valUSD>
        <pctVal>0.0000233</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.78</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 847996 FN 11/35 FLOATING VAR</title>
        <cusip>31408DC93</cusip>
        <identifiers>
          <isin value="US31408DC933"/>
        </identifiers>
        <balance>19335.690000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19737.680000</valUSD>
        <pctVal>0.0001211</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.78</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 850612 FN 03/36 FLOATING VAR</title>
        <cusip>31408GAM9</cusip>
        <identifiers>
          <isin value="US31408GAM96"/>
        </identifiers>
        <balance>22584.930000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23551.390000</valUSD>
        <pctVal>0.0001446</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.037</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 866066 FN 03/36 FLOATING VAR</title>
        <cusip>31409BFF9</cusip>
        <identifiers>
          <isin value="US31409BFF94"/>
        </identifiers>
        <balance>20063.040000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21254.980000</valUSD>
        <pctVal>0.0001305</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.863</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 872628 FN 06/36 FLOATING VAR</title>
        <cusip>31409JPM6</cusip>
        <identifiers>
          <isin value="US31409JPM61"/>
        </identifiers>
        <balance>7968.420000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8025.410000</valUSD>
        <pctVal>0.0000493</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-06-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.765</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 905694 FN 12/36 FLOATING VAR</title>
        <cusip>31411EGB7</cusip>
        <identifiers>
          <isin value="US31411EGB74"/>
        </identifiers>
        <balance>7392.830000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7793.550000</valUSD>
        <pctVal>0.0000478</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.717</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 905759 FN 12/36 FLOATING VAR</title>
        <cusip>31411EJC2</cusip>
        <identifiers>
          <isin value="US31411EJC21"/>
        </identifiers>
        <balance>5907.560000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6176.020000</valUSD>
        <pctVal>0.0000379</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.636</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AL5548 FN 05/38 FLOATING VAR</title>
        <cusip>3138ENEW5</cusip>
        <identifiers>
          <isin value="US3138ENEW53"/>
        </identifiers>
        <balance>1540071.490000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1617542.080000</valUSD>
        <pctVal>0.0099281</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-05-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.491</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FORD AUTO SECURITIZATION TRUST 2019-AA</name>
        <lei>N/A</lei>
        <title>FORD AUTO SECURITIZATION TRUST FASTR 2019 AA A1 144A</title>
        <cusip>345213GY2</cusip>
        <identifiers>
          <isin value="CA345213GY24"/>
        </identifiers>
        <balance>2885716.760000</balance>
        <units>PA</units>
        <currencyConditional curCd="CAD" exchangeRt="1.324900"/>
        <valUSD>2178472.750000</valUSD>
        <pctVal>0.0133709</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.198</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FORD CREDIT FLOORPLAN MASTER OWNER TRUST 2018-3</name>
        <lei>N/A</lei>
        <title>FORD CREDIT FLOORPLAN MASTER O FORDF 2018 3 A2</title>
        <cusip>34528QGJ7</cusip>
        <identifiers>
          <isin value="US34528QGJ76"/>
        </identifiers>
        <balance>5500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5492337.400000</valUSD>
        <pctVal>0.0337106</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.4275</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FORD CREDIT FLOORPLAN MASTER OWNER TRUST A 2019-3</name>
        <lei>N/A</lei>
        <title>FORD CREDIT FLOORPLAN MASTER O FORDF 2019 3 A2</title>
        <cusip>34528QHB3</cusip>
        <identifiers>
          <isin value="US34528QHB32"/>
        </identifiers>
        <balance>49200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49274985.720000</valUSD>
        <pctVal>0.3024380</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.6495</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FORD MOTOR CREDIT COMPANY LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>FORD MOTOR CREDIT CO</title>
        <cusip>3454G0AM0</cusip>
        <identifiers>
          <ticker value="FMCCPP"/>
        </identifiers>
        <balance>63000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>62472798.360000</valUSD>
        <pctVal>0.3834430</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FORD MOTOR CREDIT COMPANY LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>FORD MOTOR CREDIT CO LLC SR UNSECURED 01/20 2.681</title>
        <cusip>345397YE7</cusip>
        <identifiers>
          <isin value="US345397YE71"/>
        </identifiers>
        <balance>2820000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2819991.060000</valUSD>
        <pctVal>0.0173084</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.681</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FORD MOTOR CREDIT COMPANY LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>FORD MOTOR CREDIT CO LLC SR UNSECURED 01/20 8.125</title>
        <cusip>345397VM2</cusip>
        <identifiers>
          <isin value="US345397VM25"/>
        </identifiers>
        <balance>1475000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1499501.620000</valUSD>
        <pctVal>0.0092036</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.125</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FORD MOTOR CREDIT COMPANY LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>FORD MOTOR CREDIT CO LLC SR UNSECURED 01/20 VAR</title>
        <cusip>345397YF4</cusip>
        <identifiers>
          <isin value="US345397YF47"/>
        </identifiers>
        <balance>12752000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12753951.690000</valUSD>
        <pctVal>0.0782807</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-09</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.31138</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FORD MOTOR CREDIT COMPANY LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>FORD MOTOR CREDIT CO LLC SR UNSECURED 01/21 VAR</title>
        <cusip>345397ZL0</cusip>
        <identifiers>
          <isin value="US345397ZL06"/>
        </identifiers>
        <balance>48600000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49352583.150000</valUSD>
        <pctVal>0.3029143</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-07</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.85263</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FORD MOTOR CREDIT COMPANY LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>FORD MOTOR CREDIT CO LLC SR UNSECURED 01/22 VAR</title>
        <cusip>345397ZN6</cusip>
        <identifiers>
          <isin value="US345397ZN61"/>
        </identifiers>
        <balance>4400000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4523893.970000</valUSD>
        <pctVal>0.0277666</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-07</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.44263</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FORD MOTOR CREDIT COMPANY LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>FORD MOTOR CREDIT CO LLC SR UNSECURED 02/21 5.75</title>
        <cusip>345397VR1</cusip>
        <identifiers>
          <isin value="US345397VR12"/>
        </identifiers>
        <balance>900000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>930660.070000</valUSD>
        <pctVal>0.0057122</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FORD MOTOR CREDIT COMPANY LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>FORD MOTOR CREDIT CO LLC SR UNSECURED 03/21 3.336</title>
        <cusip>345397XW8</cusip>
        <identifiers>
          <isin value="US345397XW88"/>
        </identifiers>
        <balance>1300000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1306405.240000</valUSD>
        <pctVal>0.0080184</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.336</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FORD MOTOR CREDIT COMPANY LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>FORD MOTOR CREDIT CO LLC SR UNSECURED 04/21 VAR</title>
        <cusip>345397YY3</cusip>
        <identifiers>
          <isin value="US345397YY36"/>
        </identifiers>
        <balance>16955000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16761351.690000</valUSD>
        <pctVal>0.1028771</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-05</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.0985</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FORD MOTOR CREDIT COMPANY LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>FORD MOTOR CREDIT CO LLC SR UNSECURED 06/20 VAR</title>
        <cusip>345397YN7</cusip>
        <identifiers>
          <isin value="US345397YN70"/>
        </identifiers>
        <balance>28350000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28303703.030000</valUSD>
        <pctVal>0.1737213</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.92163</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FORD MOTOR CREDIT COMPANY LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>FORD MOTOR CREDIT CO LLC SR UNSECURED 09/20 VAR</title>
        <cusip>34540RAC0</cusip>
        <identifiers>
          <isin value="US34540RAC07"/>
        </identifiers>
        <balance>35975000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35980089.740000</valUSD>
        <pctVal>0.2208371</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-24</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.06463</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FORD MOTOR CREDIT COMPANY LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>FORD MOTOR CREDIT CO LLC SR UNSECURED 11/19 VAR</title>
        <cusip>345397WX7</cusip>
        <identifiers>
          <isin value="US345397WX70"/>
        </identifiers>
        <balance>4000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4000287.680000</valUSD>
        <pctVal>0.0245528</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2019-11-04</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.21675</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FORD MOTOR CREDIT COMPANY LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>FORD MOTOR CREDIT CO LLC SR UNSECURED 11/20 2.343</title>
        <cusip>345397YS6</cusip>
        <identifiers>
          <isin value="US345397YS67"/>
        </identifiers>
        <balance>7700000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7656017.830000</valUSD>
        <pctVal>0.0469908</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.343</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FORD MOTOR CREDIT COMPANY LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>FORD MOTOR CREDIT CO LLC SR UNSECURED 11/20 VAR</title>
        <cusip>345397YR8</cusip>
        <identifiers>
          <isin value="US345397YR84"/>
        </identifiers>
        <balance>13375000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13261499.880000</valUSD>
        <pctVal>0.0813959</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.69563</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 1196</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 1196 A</title>
        <cusip>312908LB0</cusip>
        <identifiers>
          <isin value="US312908LB06"/>
        </identifiers>
        <balance>1.280000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1.280000</valUSD>
        <pctVal>0.0000000</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.4275</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 2374</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2374 F</title>
        <cusip>31339G5N7</cusip>
        <identifiers>
          <isin value="US31339G5N76"/>
        </identifiers>
        <balance>48195.420000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>48356.780000</valUSD>
        <pctVal>0.0002968</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.4275</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 2395</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2395 FT</title>
        <cusip>31339LMA5</cusip>
        <identifiers>
          <isin value="US31339LMA51"/>
        </identifiers>
        <balance>1588.670000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1581.220000</valUSD>
        <pctVal>0.0000097</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.4775</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 2432</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2432 FH</title>
        <cusip>31339NNP7</cusip>
        <identifiers>
          <isin value="US31339NNP77"/>
        </identifiers>
        <balance>88329.940000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>89736.810000</valUSD>
        <pctVal>0.0005508</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.7275</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 2477</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2477 FZ</title>
        <cusip>31392PU94</cusip>
        <identifiers>
          <isin value="US31392PU943"/>
        </identifiers>
        <balance>115984.900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>117027.820000</valUSD>
        <pctVal>0.0007183</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.5775</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 2559</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2559 PB</title>
        <cusip>31393HM41</cusip>
        <identifiers>
          <isin value="US31393HM416"/>
        </identifiers>
        <balance>283.140000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>284.020000</valUSD>
        <pctVal>0.0000017</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 2820</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2820 FY</title>
        <cusip>31395CEC1</cusip>
        <identifiers>
          <isin value="US31395CEC10"/>
        </identifiers>
        <balance>42912.870000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>42845.310000</valUSD>
        <pctVal>0.0002630</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.2775</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 3013</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3013 HZ</title>
        <cusip>31395XRF4</cusip>
        <identifiers>
          <isin value="US31395XRF41"/>
        </identifiers>
        <balance>1319935.370000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1464307.390000</valUSD>
        <pctVal>0.0089876</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 3397</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3397 FC</title>
        <cusip>31397PLU2</cusip>
        <identifiers>
          <isin value="US31397PLU20"/>
        </identifiers>
        <balance>119680.870000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>120895.770000</valUSD>
        <pctVal>0.0007420</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.6275</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 3807</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3807 FM</title>
        <cusip>3137A6NJ7</cusip>
        <identifiers>
          <isin value="US3137A6NJ75"/>
        </identifiers>
        <balance>1367092.610000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1370657.170000</valUSD>
        <pctVal>0.0084128</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.5275</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 3898</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3898 TF</title>
        <cusip>3137ADYR2</cusip>
        <identifiers>
          <isin value="US3137ADYR20"/>
        </identifiers>
        <balance>228442.740000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>229827.010000</valUSD>
        <pctVal>0.0014106</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.5275</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 3927</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3927 FH</title>
        <cusip>3137AFEP3</cusip>
        <identifiers>
          <isin value="US3137AFEP32"/>
        </identifiers>
        <balance>785199.990000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>787392.430000</valUSD>
        <pctVal>0.0048328</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.4775</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 2711</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2711 FA</title>
        <cusip>31394LYU0</cusip>
        <identifiers>
          <isin value="US31394LYU06"/>
        </identifiers>
        <balance>120170.880000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>123682.490000</valUSD>
        <pctVal>0.0007591</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.0275</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 3245</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3245 NF</title>
        <cusip>31397CNM7</cusip>
        <identifiers>
          <isin value="US31397CNM72"/>
        </identifiers>
        <balance>29697.940000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29812.960000</valUSD>
        <pctVal>0.0001830</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.5075</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4579</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4579 SD</title>
        <cusip>3137BPS83</cusip>
        <identifiers>
          <isin value="US3137BPS836"/>
        </identifiers>
        <balance>15461264.640000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1073501.890000</valUSD>
        <pctVal>0.0065889</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.16939</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRIPS 240</name>
        <lei>N/A</lei>
        <title>FREDDIEMAC STRIP FHS 240 F31</title>
        <cusip>3128HVSA8</cusip>
        <identifiers>
          <isin value="US3128HVSA86"/>
        </identifiers>
        <balance>287475.480000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>288219.080000</valUSD>
        <pctVal>0.0017690</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.3775</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRIPS 328</name>
        <lei>N/A</lei>
        <title>FREDDIEMAC STRIP FHS 328 F4</title>
        <cusip>31351DC90</cusip>
        <identifiers>
          <isin value="US31351DC901"/>
        </identifiers>
        <balance>16955985.920000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16838073.320000</valUSD>
        <pctVal>0.1033480</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.57975</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC-1482</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 1482 U</title>
        <cusip>312914Y65</cusip>
        <identifiers>
          <isin value="US312914Y655"/>
        </identifiers>
        <balance>1161.710000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1170.790000</valUSD>
        <pctVal>0.0000072</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.94513</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC-2380</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2380 FI</title>
        <cusip>31339GVJ7</cusip>
        <identifiers>
          <isin value="US31339GVJ74"/>
        </identifiers>
        <balance>49128.400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49661.490000</valUSD>
        <pctVal>0.0003048</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.6275</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREMONT HOME LOAN TRUST 2005-A</name>
        <lei>N/A</lei>
        <title>FREMONT HOME LOAN TRUST FHLT 2005 A M3</title>
        <cusip>35729PHN3</cusip>
        <identifiers>
          <isin value="US35729PHN33"/>
        </identifiers>
        <balance>2170000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2154645.950000</valUSD>
        <pctVal>0.0132247</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.75338</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FRESENIUS MEDICAL CARE US FINANCE II INC</name>
        <lei>5493008GJ5TVVTY4UM62</lei>
        <title>FRESENIUS MED CARE II COMPANY GUAR 144A 10/20 4.125</title>
        <cusip>35802XAH6</cusip>
        <identifiers>
          <isin value="US35802XAH61"/>
        </identifiers>
        <balance>2279000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2307634.630000</valUSD>
        <pctVal>0.0141637</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FRESENIUS MEDICAL CARE US FINANCE INC</name>
        <lei>B8RI7LM5Z25R6H3S2R89</lei>
        <title>FRESENIUS MED CARE US COMPANY GUAR 144A 02/21 5.75</title>
        <cusip>35803QAA5</cusip>
        <identifiers>
          <isin value="US35803QAA58"/>
        </identifiers>
        <balance>3335000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3473885.440000</valUSD>
        <pctVal>0.0213219</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GALLATIN CLO IX LTD 2018-1A</name>
        <lei>N/A</lei>
        <title>GALLATIN FUNDING LTD GALL 2018 1A A 144A</title>
        <cusip>36361WAC0</cusip>
        <identifiers>
          <isin value="US36361WAC01"/>
        </identifiers>
        <balance>26100000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26081856.850000</valUSD>
        <pctVal>0.1600842</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.32763</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GALLATIN FUNDING LTD, GALLATIN CLO VII LLC 2017-1A</name>
        <lei>N/A</lei>
        <title>GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A A 144A</title>
        <cusip>36361UAA8</cusip>
        <identifiers>
          <isin value="US36361UAA88"/>
        </identifiers>
        <balance>15000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15007512.150000</valUSD>
        <pctVal>0.0921125</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.35338</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GATX CORPORATION</name>
        <lei>549300IHYHCQP2PIR591</lei>
        <title>GATX CORP SR UNSECURED 11/21 VAR</title>
        <cusip>361448BB8</cusip>
        <identifiers>
          <isin value="US361448BB85"/>
        </identifiers>
        <balance>21700000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21765203.940000</valUSD>
        <pctVal>0.1335896</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-05</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.00675</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GE CAPITAL INTERNATIONAL FUNDING COMPANY</name>
        <lei>549300G6UZOB126GBY72</lei>
        <title>GE CAPITAL INTL FUNDING COMPANY GUAR 11/20 2.342</title>
        <cusip>36164QMS4</cusip>
        <identifiers>
          <isin value="US36164QMS48"/>
        </identifiers>
        <balance>7966000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7948746.120000</valUSD>
        <pctVal>0.0487875</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.342</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GENERAL ELECTRIC COMPANY</name>
        <lei>3C7474T6CDKPR9K6YT90</lei>
        <title>GENERAL ELECTRIC CO SR SECURED 12/19 2.1</title>
        <cusip>36962G6P4</cusip>
        <identifiers>
          <isin value="US36962G6P44"/>
        </identifiers>
        <balance>1259000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1258061.030000</valUSD>
        <pctVal>0.0077217</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2019-12-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.1</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GENERAL ELECTRIC COMPANY</name>
        <lei>3C7474T6CDKPR9K6YT90</lei>
        <title>GENERAL ELECTRIC CO SR UNSECURED 01/20 2.2</title>
        <cusip>36962G7M0</cusip>
        <identifiers>
          <isin value="US36962G7M04"/>
        </identifiers>
        <balance>3721000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3716812.500000</valUSD>
        <pctVal>0.0228129</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.2</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GENERAL ELECTRIC COMPANY</name>
        <lei>3C7474T6CDKPR9K6YT90</lei>
        <title>GENERAL ELECTRIC CO SR UNSECURED 01/20 5.5</title>
        <cusip>36962G4J0</cusip>
        <identifiers>
          <isin value="US36962G4J02"/>
        </identifiers>
        <balance>2133000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2149706.680000</valUSD>
        <pctVal>0.0131944</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GENERAL ELECTRIC COMPANY</name>
        <lei>3C7474T6CDKPR9K6YT90</lei>
        <title>GENERAL ELECTRIC CO SR UNSECURED 03/20 VAR</title>
        <cusip>ACI080PK5</cusip>
        <identifiers>
          <isin value="XS1042118288"/>
        </identifiers>
        <balance>15962000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15904377.180000</valUSD>
        <pctVal>0.0976172</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-28</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.51438</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GENERAL ELECTRIC COMPANY</name>
        <lei>3C7474T6CDKPR9K6YT90</lei>
        <title>GENERAL ELECTRIC CO SR UNSECURED 04/20 VAR</title>
        <cusip>36966THX3</cusip>
        <identifiers>
          <isin value="US36966THX37"/>
        </identifiers>
        <balance>8483000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8474091.580000</valUSD>
        <pctVal>0.0520119</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.10338</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GENERAL ELECTRIC COMPANY</name>
        <lei>3C7474T6CDKPR9K6YT90</lei>
        <title>GENERAL ELECTRIC CO SR UNSECURED 09/20 4.375</title>
        <cusip>36962G4R2</cusip>
        <identifiers>
          <isin value="US36962G4R28"/>
        </identifiers>
        <balance>6517000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6630586.030000</valUSD>
        <pctVal>0.0406969</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GENERAL MILLS INC</name>
        <lei>2TGYMUGI08PO8X8L6150</lei>
        <title>GENERAL MILLS INC UNSECURED 10/22 6.61</title>
        <cusip>37033LGC4</cusip>
        <identifiers>
          <isin value="US37033LGC46"/>
        </identifiers>
        <balance>19500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20368950.810000</valUSD>
        <pctVal>0.1250197</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>6.61</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GENERAL MOTORS COMPANY</name>
        <lei>54930070NSV60J38I987</lei>
        <title>GENERAL MOTORS CO SR UNSECURED 08/20 VAR</title>
        <cusip>37045VAM2</cusip>
        <identifiers>
          <isin value="US37045VAM28"/>
        </identifiers>
        <balance>19030000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19068572.670000</valUSD>
        <pctVal>0.1170383</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-08-07</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.009</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GENERAL MOTORS COMPANY</name>
        <lei>54930070NSV60J38I987</lei>
        <title>GENERAL MOTORS CO SR UNSECURED 09/21 VAR</title>
        <cusip>37045VAR1</cusip>
        <identifiers>
          <isin value="US37045VAR15"/>
        </identifiers>
        <balance>5700000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5696414.640000</valUSD>
        <pctVal>0.0349632</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.03413</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GENERAL MOTORS FINANCIAL COMPANY INC</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GENERAL MOTORS FINL CO COMPANY GUAR 01/22 VAR</title>
        <cusip>37045XBR6</cusip>
        <identifiers>
          <isin value="US37045XBR61"/>
        </identifiers>
        <balance>29282000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29503839.550000</valUSD>
        <pctVal>0.1810875</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-14</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.85338</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GENERAL MOTORS FINANCIAL COMPANY INC</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GENERAL MOTORS FINL CO COMPANY GUAR 01/23 VAR</title>
        <cusip>37045XCE4</cusip>
        <identifiers>
          <isin value="US37045XCE40"/>
        </identifiers>
        <balance>600000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>592073.130000</valUSD>
        <pctVal>0.0036340</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-05</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.2785</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GENERAL MOTORS FINANCIAL COMPANY INC</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GENERAL MOTORS FINL CO COMPANY GUAR 04/20 2.65</title>
        <cusip>37045XBV7</cusip>
        <identifiers>
          <isin value="US37045XBV73"/>
        </identifiers>
        <balance>5655000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5663031.800000</valUSD>
        <pctVal>0.0347583</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.65</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GENERAL MOTORS FINANCIAL COMPANY INC</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GENERAL MOTORS FINL CO COMPANY GUAR 04/20 VAR</title>
        <cusip>37045XBU9</cusip>
        <identifiers>
          <isin value="US37045XBU90"/>
        </identifiers>
        <balance>46852000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>46970707.980000</valUSD>
        <pctVal>0.2882949</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-13</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.23338</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GENERAL MOTORS FINANCIAL COMPANY INC</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GENERAL MOTORS FINL CO COMPANY GUAR 04/21 VAR</title>
        <cusip>37045XCH7</cusip>
        <identifiers>
          <isin value="US37045XCH70"/>
        </identifiers>
        <balance>28621000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28611459.190000</valUSD>
        <pctVal>0.1756103</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-09</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.16138</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GENERAL MOTORS FINANCIAL COMPANY INC</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GENERAL MOTORS FINL CO COMPANY GUAR 06/22 VAR</title>
        <cusip>37045XBX3</cusip>
        <identifiers>
          <isin value="US37045XBX30"/>
        </identifiers>
        <balance>13054000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13065661.270000</valUSD>
        <pctVal>0.0801939</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.41438</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GENERAL MOTORS FINANCIAL COMPANY INC</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GENERAL MOTORS FINL CO COMPANY GUAR 07/20 3.2</title>
        <cusip>37045XAY2</cusip>
        <identifiers>
          <isin value="US37045XAY22"/>
        </identifiers>
        <balance>700000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>703946.740000</valUSD>
        <pctVal>0.0043207</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-07-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.2</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GENERAL MOTORS FINANCIAL COMPANY INC</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GENERAL MOTORS FINL CO COMPANY GUAR 11/20 2.45</title>
        <cusip>37045XCB0</cusip>
        <identifiers>
          <isin value="US37045XCB01"/>
        </identifiers>
        <balance>2630000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2629136.860000</valUSD>
        <pctVal>0.0161370</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.45</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GENERAL MOTORS FINANCIAL COMPANY INC</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GENERAL MOTORS FINL CO COMPANY GUAR 11/20 3.7</title>
        <cusip>37045XBD7</cusip>
        <identifiers>
          <isin value="US37045XBD75"/>
        </identifiers>
        <balance>7030000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7125759.220000</valUSD>
        <pctVal>0.0437362</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.7</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GENERAL MOTORS FINANCIAL COMPANY INC</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GENERAL MOTORS FINL CO COMPANY GUAR 11/20 VAR</title>
        <cusip>37045XCC8</cusip>
        <identifiers>
          <isin value="US37045XCC83"/>
        </identifiers>
        <balance>1662000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1657545.560000</valUSD>
        <pctVal>0.0101736</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-06</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.77925</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GENERAL MOTORS FINANCIAL COMPANY INC</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GENERAL MOTORS FINL CO SR UNSECURED 07/22 3.55</title>
        <cusip>37045XCU8</cusip>
        <identifiers>
          <isin value="US37045XCU81"/>
        </identifiers>
        <balance>1000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1021855.500000</valUSD>
        <pctVal>0.0062719</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.55</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GENERAL MOTORS FINANCIAL COMPANY INC</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GENERAL MOTORS FINL CO SR UNSECURED 11/21 VAR</title>
        <cusip>37045XCN4</cusip>
        <identifiers>
          <isin value="US37045XCN49"/>
        </identifiers>
        <balance>40850000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40874556.570000</valUSD>
        <pctVal>0.2508782</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-06</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.33925</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GMAC MORTGAGE CORP LOAN TRUST 2004-AR2</name>
        <lei>N/A</lei>
        <title>GMAC MORTGAGE CORPORATION LOAN GMACM 2004 AR2 5A1</title>
        <cusip>36185N3V0</cusip>
        <identifiers>
          <isin value="US36185N3V01"/>
        </identifiers>
        <balance>648984.570000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>663604.630000</valUSD>
        <pctVal>0.0040730</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.66457</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GMF FLOORPLAN OWNER REVOLVING TRUST 2018-3</name>
        <lei>N/A</lei>
        <title>GENERAL MOTORS GFORT 2018 3 A 144A</title>
        <cusip>361886BQ6</cusip>
        <identifiers>
          <isin value="US361886BQ61"/>
        </identifiers>
        <balance>19500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19513515.450000</valUSD>
        <pctVal>0.1197693</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.3475</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GMF FLOORPLAN OWNER REVOLVING TRUST 2018-4</name>
        <lei>N/A</lei>
        <title>GENERAL MOTORS GFORT 2018 4 A1 144A</title>
        <cusip>361886BU7</cusip>
        <identifiers>
          <isin value="US361886BU73"/>
        </identifiers>
        <balance>56200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>57704462.760000</valUSD>
        <pctVal>0.3541761</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 008003 G2 07/22 FLOATING VAR</title>
        <cusip>36202J3L0</cusip>
        <identifiers>
          <isin value="US36202J3L04"/>
        </identifiers>
        <balance>1348.110000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1348.370000</valUSD>
        <pctVal>0.0000083</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 008280 G2 09/23 FLOATING VAR</title>
        <cusip>36202KFV2</cusip>
        <identifiers>
          <isin value="US36202KFV26"/>
        </identifiers>
        <balance>14559.280000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14879.910000</valUSD>
        <pctVal>0.0000913</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 008371 G2 02/24 FLOATING VAR</title>
        <cusip>36202KJQ9</cusip>
        <identifiers>
          <isin value="US36202KJQ94"/>
        </identifiers>
        <balance>105551.630000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>107957.520000</valUSD>
        <pctVal>0.0006626</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 008410 G2 04/24 FLOATING VAR</title>
        <cusip>36202KKX2</cusip>
        <identifiers>
          <isin value="US36202KKX27"/>
        </identifiers>
        <balance>1272.410000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1277.430000</valUSD>
        <pctVal>0.0000078</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.875</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 008482 G2 08/24 FLOATING VAR</title>
        <cusip>36202KM77</cusip>
        <identifiers>
          <isin value="US36202KM772"/>
        </identifiers>
        <balance>996.140000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1021.750000</valUSD>
        <pctVal>0.0000063</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 008559 G2 12/24 FLOATING VAR</title>
        <cusip>36202KQL2</cusip>
        <identifiers>
          <isin value="US36202KQL25"/>
        </identifiers>
        <balance>692.950000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>702.640000</valUSD>
        <pctVal>0.0000043</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.125</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 008619 G2 04/25 FLOATING VAR</title>
        <cusip>36202KSG1</cusip>
        <identifiers>
          <isin value="US36202KSG12"/>
        </identifiers>
        <balance>1564.700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1583.440000</valUSD>
        <pctVal>0.0000097</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.875</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 008621 G2 04/25 FLOATING VAR</title>
        <cusip>36202KSJ5</cusip>
        <identifiers>
          <isin value="US36202KSJ50"/>
        </identifiers>
        <balance>6362.180000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6539.540000</valUSD>
        <pctVal>0.0000401</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.875</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 008643 G2 06/25 FLOATING VAR</title>
        <cusip>36202KS89</cusip>
        <identifiers>
          <isin value="US36202KS894"/>
        </identifiers>
        <balance>492.950000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>502.080000</valUSD>
        <pctVal>0.0000031</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.875</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 008651 G2 07/25 FLOATING VAR</title>
        <cusip>36202KTG0</cusip>
        <identifiers>
          <isin value="US36202KTG03"/>
        </identifiers>
        <balance>19133.980000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19691.440000</valUSD>
        <pctVal>0.0001209</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 008684 G2 08/25 FLOATING VAR</title>
        <cusip>36202KUH6</cusip>
        <identifiers>
          <isin value="US36202KUH66"/>
        </identifiers>
        <balance>2878.300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2963.170000</valUSD>
        <pctVal>0.0000182</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 008686 G2 08/25 FLOATING VAR</title>
        <cusip>36202KUK9</cusip>
        <identifiers>
          <isin value="US36202KUK95"/>
        </identifiers>
        <balance>1730.440000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1749.770000</valUSD>
        <pctVal>0.0000107</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 008781 G2 01/26 FLOATING VAR</title>
        <cusip>36202KXJ9</cusip>
        <identifiers>
          <isin value="US36202KXJ95"/>
        </identifiers>
        <balance>2022.630000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2042.390000</valUSD>
        <pctVal>0.0000125</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 008785 G2 05/21 FLOATING VAR</title>
        <cusip>36202KXN0</cusip>
        <identifiers>
          <isin value="US36202KXN08"/>
        </identifiers>
        <balance>327.150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>327.690000</valUSD>
        <pctVal>0.0000020</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.875</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 008865 G2 05/26 FLOATING VAR</title>
        <cusip>36202KZ65</cusip>
        <identifiers>
          <isin value="US36202KZ659"/>
        </identifiers>
        <balance>16553.810000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17074.770000</valUSD>
        <pctVal>0.0001048</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.875</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 008882 G2 12/21 FLOATING VAR</title>
        <cusip>36202K2P9</cusip>
        <identifiers>
          <isin value="US36202K2P90"/>
        </identifiers>
        <balance>564.020000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>566.510000</valUSD>
        <pctVal>0.0000035</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.125</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 008894 G2 06/26 FLOATING VAR</title>
        <cusip>36202K3B9</cusip>
        <identifiers>
          <isin value="US36202K3B95"/>
        </identifiers>
        <balance>536.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>553.000000</valUSD>
        <pctVal>0.0000034</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.875</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 008923 G2 01/22 FLOATING VAR</title>
        <cusip>36202K4G7</cusip>
        <identifiers>
          <isin value="US36202K4G73"/>
        </identifiers>
        <balance>7193.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7208.790000</valUSD>
        <pctVal>0.0000442</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 080011 G2 11/26 FLOATING VAR</title>
        <cusip>36225CAM8</cusip>
        <identifiers>
          <isin value="US36225CAM82"/>
        </identifiers>
        <balance>100228.200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>103301.680000</valUSD>
        <pctVal>0.0006340</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.125</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PIMCO FUNDS</name>
        <lei>549300F9QJIJF2GM8419</lei>
        <title>PIMCO ST FLOATING NAV PORT IV MUTUAL FUND</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US72202G3801"/>
        </identifiers>
        <balance>140904941.250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1402426880.270000</valUSD>
        <pctVal>8.6077589</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 080085 G2 06/27 FLOATING VAR</title>
        <cusip>36225CCX2</cusip>
        <identifiers>
          <isin value="US36225CCX20"/>
        </identifiers>
        <balance>116168.250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>120140.830000</valUSD>
        <pctVal>0.0007374</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.875</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 080107 G2 08/27 FLOATING VAR</title>
        <cusip>36225CDM5</cusip>
        <identifiers>
          <isin value="US36225CDM55"/>
        </identifiers>
        <balance>7159.870000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7411.900000</valUSD>
        <pctVal>0.0000455</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 080109 G2 08/27 FLOATING VAR</title>
        <cusip>36225CDP8</cusip>
        <identifiers>
          <isin value="US36225CDP86"/>
        </identifiers>
        <balance>21788.580000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22057.440000</valUSD>
        <pctVal>0.0001354</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 080114 G2 09/27 FLOATING VAR</title>
        <cusip>36225CDU7</cusip>
        <identifiers>
          <isin value="US36225CDU71"/>
        </identifiers>
        <balance>45229.510000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>46828.510000</valUSD>
        <pctVal>0.0002874</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 080116 G2 09/27 FLOATING VAR</title>
        <cusip>36225CDW3</cusip>
        <identifiers>
          <isin value="US36225CDW38"/>
        </identifiers>
        <balance>6919.470000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6997.310000</valUSD>
        <pctVal>0.0000429</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 080119 G2 10/27 FLOATING VAR</title>
        <cusip>36225CDZ6</cusip>
        <identifiers>
          <isin value="US36225CDZ68"/>
        </identifiers>
        <balance>85246.590000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>88030.610000</valUSD>
        <pctVal>0.0005403</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.125</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 080264 G2 03/29 FLOATING VAR</title>
        <cusip>36225CJJ6</cusip>
        <identifiers>
          <isin value="US36225CJJ62"/>
        </identifiers>
        <balance>31003.150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31154.650000</valUSD>
        <pctVal>0.0001912</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 080283 G2 05/29 FLOATING VAR</title>
        <cusip>36225CJ56</cusip>
        <identifiers>
          <isin value="US36225CJ560"/>
        </identifiers>
        <balance>44654.640000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>46338.860000</valUSD>
        <pctVal>0.0002844</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.875</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 080291 G2 06/29 FLOATING VAR</title>
        <cusip>36225CKD7</cusip>
        <identifiers>
          <isin value="US36225CKD73"/>
        </identifiers>
        <balance>82017.600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>83952.610000</valUSD>
        <pctVal>0.0005153</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.875</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 080310 G2 08/29 FLOATING VAR</title>
        <cusip>36225CKY1</cusip>
        <identifiers>
          <isin value="US36225CKY11"/>
        </identifiers>
        <balance>351634.030000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>365373.090000</valUSD>
        <pctVal>0.0022426</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 080317 G2 09/29 FLOATING VAR</title>
        <cusip>36225CK70</cusip>
        <identifiers>
          <isin value="US36225CK709"/>
        </identifiers>
        <balance>48579.560000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49351.940000</valUSD>
        <pctVal>0.0003029</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 080379 G2 02/30 FLOATING VAR</title>
        <cusip>36225CM52</cusip>
        <identifiers>
          <isin value="US36225CM523"/>
        </identifiers>
        <balance>63128.100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>63649.690000</valUSD>
        <pctVal>0.0003907</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 080387 G2 03/30 FLOATING VAR</title>
        <cusip>36225CND4</cusip>
        <identifiers>
          <isin value="US36225CND47"/>
        </identifiers>
        <balance>127286.730000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>132095.660000</valUSD>
        <pctVal>0.0008108</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 080393 G2 04/30 FLOATING VAR</title>
        <cusip>36225CNK8</cusip>
        <identifiers>
          <isin value="US36225CNK89"/>
        </identifiers>
        <balance>70472.740000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>73230.600000</valUSD>
        <pctVal>0.0004495</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.875</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 080395 G2 04/30 FLOATING VAR</title>
        <cusip>36225CNM4</cusip>
        <identifiers>
          <isin value="US36225CNM46"/>
        </identifiers>
        <balance>154908.690000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>160950.050000</valUSD>
        <pctVal>0.0009879</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.875</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 080407 G2 05/30 FLOATING VAR</title>
        <cusip>36225CNZ5</cusip>
        <identifiers>
          <isin value="US36225CNZ58"/>
        </identifiers>
        <balance>103088.700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>107143.390000</valUSD>
        <pctVal>0.0006576</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.875</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 080536 G2 08/31 FLOATING VAR</title>
        <cusip>36225CS23</cusip>
        <identifiers>
          <isin value="US36225CS231"/>
        </identifiers>
        <balance>8309.670000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8654.820000</valUSD>
        <pctVal>0.0000531</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-08-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 080546 G2 10/31 FLOATING VAR</title>
        <cusip>36225CTC0</cusip>
        <identifiers>
          <isin value="US36225CTC00"/>
        </identifiers>
        <balance>42515.700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44145.510000</valUSD>
        <pctVal>0.0002710</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.125</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 080579 G2 02/32 FLOATING VAR</title>
        <cusip>36225CUD6</cusip>
        <identifiers>
          <isin value="US36225CUD63"/>
        </identifiers>
        <balance>106928.440000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>111166.010000</valUSD>
        <pctVal>0.0006823</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 080599 G2 03/32 FLOATING VAR</title>
        <cusip>36225CUZ7</cusip>
        <identifiers>
          <isin value="US36225CUZ75"/>
        </identifiers>
        <balance>23029.500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23234.380000</valUSD>
        <pctVal>0.0001426</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 080604 G2 05/32 FLOATING VAR</title>
        <cusip>36225CU61</cusip>
        <identifiers>
          <isin value="US36225CU617"/>
        </identifiers>
        <balance>8315.250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8666.070000</valUSD>
        <pctVal>0.0000532</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-05-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.875</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 080779 G2 12/33 FLOATING VAR</title>
        <cusip>36225C2M7</cusip>
        <identifiers>
          <isin value="US36225C2M75"/>
        </identifiers>
        <balance>30179.890000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31382.090000</valUSD>
        <pctVal>0.0001926</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-12-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.125</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PIMCO FUNDS</name>
        <lei>LWVQWTQCFH3YG7CVH718</lei>
        <title>PIMCO PRV SHORT TERM FLT III MUTUAL FUND</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US72201W1541"/>
        </identifiers>
        <balance>14590.140000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>144340.220000</valUSD>
        <pctVal>0.0008859</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS BANK USA/NEW YORK BRANCH</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>GOLDMAN SACHS BANK USA SR UNSECURED 05/21 VAR</title>
        <cusip>3814267X7</cusip>
        <identifiers>
          <isin value="US3814267X73"/>
        </identifiers>
        <balance>31400000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31455208.420000</valUSD>
        <pctVal>0.1930645</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-24</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.96359</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS GROUP INC</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GOLDMAN SACHS GROUP INC SR UNSECURED 04/21 VAR</title>
        <cusip>38141GVW1</cusip>
        <identifiers>
          <isin value="US38141GVW13"/>
        </identifiers>
        <balance>5652000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5730328.750000</valUSD>
        <pctVal>0.0351714</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-23</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.6355</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS GROUP INC</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GOLDMAN SACHS GROUP INC SR UNSECURED 04/22 VAR</title>
        <cusip>38141GWD2</cusip>
        <identifiers>
          <isin value="US38141GWD23"/>
        </identifiers>
        <balance>9926000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10013428.410000</valUSD>
        <pctVal>0.0614600</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.37663</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS GROUP INC</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GOLDMAN SACHS GROUP INC SR UNSECURED 07/23 VAR</title>
        <cusip>38141GWN0</cusip>
        <identifiers>
          <isin value="US38141GWN05"/>
        </identifiers>
        <balance>2600000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2612576.360000</valUSD>
        <pctVal>0.0160354</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-24</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.28275</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS GROUP INC</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GOLDMAN SACHS GROUP INC SR UNSECURED 10/22 VAR</title>
        <cusip>38148YAB4</cusip>
        <identifiers>
          <isin value="US38148YAB48"/>
        </identifiers>
        <balance>63793000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>63996278.310000</valUSD>
        <pctVal>0.3927938</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-31</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.0355</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS GROUP INC</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GOLDMAN SACHS GROUP INC SR UNSECURED 11/21 VAR</title>
        <cusip>38145GAF7</cusip>
        <identifiers>
          <isin value="US38145GAF72"/>
        </identifiers>
        <balance>11613000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11704150.670000</valUSD>
        <pctVal>0.0718373</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.32813</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS GROUP INC</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GOLDMAN SACHS GROUP INC SR UNSECURED 12/20 VAR</title>
        <cusip>38141GWF7</cusip>
        <identifiers>
          <isin value="US38141GWF70"/>
        </identifiers>
        <balance>34521000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34556328.790000</valUSD>
        <pctVal>0.2120984</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-12-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.82963</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOODMAN US FINANCE TWO LLC</name>
        <lei>N/A</lei>
        <title>GOODMAN US FIN TWO LLC COMPANY GUAR 144A 03/22 6</title>
        <cusip>38239LAB2</cusip>
        <identifiers>
          <isin value="US38239LAB27"/>
        </identifiers>
        <balance>5715000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6142430.280000</valUSD>
        <pctVal>0.0377008</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOODRICH CORPORATION</name>
        <lei>N/A</lei>
        <title>GOODRICH CORP SR UNSECURED 03/20 4.875</title>
        <cusip>382388AW6</cusip>
        <identifiers>
          <isin value="US382388AW63"/>
        </identifiers>
        <balance>18462000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18663193.520000</valUSD>
        <pctVal>0.1145502</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOSFORTH FUNDING 2017-1 PLC 17-1A</name>
        <lei>N/A</lei>
        <title>GOSFORTH FUNDING PLC GFUND 2017 1A A1A 144A</title>
        <cusip>383121AA8</cusip>
        <identifiers>
          <isin value="US383121AA85"/>
        </identifiers>
        <balance>3947563.500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3945558.140000</valUSD>
        <pctVal>0.0242169</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-12-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.63413</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-H11</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2012 H11 FA</title>
        <cusip>38375BSK9</cusip>
        <identifiers>
          <isin value="US38375BSK97"/>
        </identifiers>
        <balance>25926863.140000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26054379.230000</valUSD>
        <pctVal>0.1599155</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2062-02-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.9285</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-H12</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2012 H12 FA</title>
        <cusip>38375BRW4</cusip>
        <identifiers>
          <isin value="US38375BRW45"/>
        </identifiers>
        <balance>5697500.050000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5707038.800000</valUSD>
        <pctVal>0.0350284</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2062-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.7785</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H29</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H29 FJ</title>
        <cusip>38376RLR5</cusip>
        <identifiers>
          <isin value="US38376RLR56"/>
        </identifiers>
        <balance>7313175.630000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7342614.090000</valUSD>
        <pctVal>0.0450672</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2065-11-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.9085</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H30</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H30 FD</title>
        <cusip>38376RLJ3</cusip>
        <identifiers>
          <isin value="US38376RLJ31"/>
        </identifiers>
        <balance>3904203.300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3916725.640000</valUSD>
        <pctVal>0.0240399</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2065-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.8285</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H04</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H04 FB</title>
        <cusip>38376RRA6</cusip>
        <identifiers>
          <isin value="US38376RRA67"/>
        </identifiers>
        <balance>5933796.410000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5975986.890000</valUSD>
        <pctVal>0.0366792</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.0285</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H07</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H07 FK</title>
        <cusip>38376RRL2</cusip>
        <identifiers>
          <isin value="US38376RRL23"/>
        </identifiers>
        <balance>20875257.900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21193330.030000</valUSD>
        <pctVal>0.1300796</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-03-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.2285</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H11</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H11 F</title>
        <cusip>38375UXM7</cusip>
        <identifiers>
          <isin value="US38375UXM79"/>
        </identifiers>
        <balance>26758968.090000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26953388.050000</valUSD>
        <pctVal>0.1654334</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-05-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.0285</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H11</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H11 FE</title>
        <cusip>38375UWT3</cusip>
        <identifiers>
          <isin value="US38375UWT32"/>
        </identifiers>
        <balance>3926672.180000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3964065.090000</valUSD>
        <pctVal>0.0243305</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.0785</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H14</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H14 FA</title>
        <cusip>38376RVV5</cusip>
        <identifiers>
          <isin value="US38376RVV58"/>
        </identifiers>
        <balance>9194801.460000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9262623.240000</valUSD>
        <pctVal>0.0568518</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-06-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.0285</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H22 FJ</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H22 FA</title>
        <cusip>38376RC95</cusip>
        <identifiers>
          <isin value="US38376RC950"/>
        </identifiers>
        <balance>2960830.870000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2979314.450000</valUSD>
        <pctVal>0.0182863</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.9985</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H24</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H24 F</title>
        <cusip>38376RJ72</cusip>
        <identifiers>
          <isin value="US38376RJ724"/>
        </identifiers>
        <balance>8145788.680000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8226430.360000</valUSD>
        <pctVal>0.0504919</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-11-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.0785</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H01</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H01 FC</title>
        <cusip>38376RN85</cusip>
        <identifiers>
          <isin value="US38376RN858"/>
        </identifiers>
        <balance>3282003.130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3324797.830000</valUSD>
        <pctVal>0.0204068</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-12-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.1785</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H10</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H10 FB</title>
        <cusip>38375UZZ6</cusip>
        <identifiers>
          <isin value="US38375UZZ64"/>
        </identifiers>
        <balance>4904433.330000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4991371.280000</valUSD>
        <pctVal>0.0306358</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2067-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.629</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H15</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H15 FE</title>
        <cusip>38376R6F8</cusip>
        <identifiers>
          <isin value="US38376R6F85"/>
        </identifiers>
        <balance>4780287.950000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4871949.020000</valUSD>
        <pctVal>0.0299029</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2067-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.31025</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H25</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H25 FB</title>
        <cusip>38375UZ78</cusip>
        <identifiers>
          <isin value="US38375UZ783"/>
        </identifiers>
        <balance>1990973.300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2024234.900000</valUSD>
        <pctVal>0.0124243</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2067-11-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.84613</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-H01</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H01 FP</title>
        <cusip>38380LPD9</cusip>
        <identifiers>
          <isin value="US38380LPD90"/>
        </identifiers>
        <balance>6426480.320000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6358481.090000</valUSD>
        <pctVal>0.0390268</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2068-12-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.25</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-H01</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H01 FV</title>
        <cusip>38380LPB3</cusip>
        <identifiers>
          <isin value="US38380LPB35"/>
        </identifiers>
        <balance>18523789.150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18333008.940000</valUSD>
        <pctVal>0.1125236</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2068-12-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.25</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATL MTGE ASSOC 2009-66</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2009 66 UF</title>
        <cusip>38376FRF1</cusip>
        <identifiers>
          <isin value="US38376FRF17"/>
        </identifiers>
        <balance>243872.970000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>250352.770000</valUSD>
        <pctVal>0.0015366</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-08-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.0275</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GPMT LLC 2018-FL1</name>
        <lei>N/A</lei>
        <title>GPMT LTD. GPMT 2018 FL1 A 144A</title>
        <cusip>36255CAA7</cusip>
        <identifiers>
          <isin value="US36255CAA71"/>
        </identifiers>
        <balance>20320561.820000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20342842.300000</valUSD>
        <pctVal>0.1248595</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.94425</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GREAT HALL MORTGAGES PLC 2006-1</name>
        <lei>N/A</lei>
        <title>GREAT HALL MORTGAGES PLC GHM 2006 1 A2A REGS</title>
        <cusip>991XUKII4</cusip>
        <identifiers>
          <isin value="XS0276086393"/>
        </identifiers>
        <balance>1363516.500000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.813300"/>
        <valUSD>1646725.490000</valUSD>
        <pctVal>0.0101072</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-06-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.92563</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GREAT HALL MORTGAGES PLC 2007-1</name>
        <lei>N/A</lei>
        <title>GREAT HALL MORTGAGES PLC GHM 2007 1 A2A REGS</title>
        <cusip>B1S83ZII1</cusip>
        <identifiers>
          <isin value="XS0288626525"/>
        </identifiers>
        <balance>2197918.160000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.813300"/>
        <valUSD>2651965.570000</valUSD>
        <pctVal>0.0162771</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-03-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.90563</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GREAT WOLF TRUST 2017-WOLF</name>
        <lei>N/A</lei>
        <title>GREAT WOLF TRUST GWT 2017 WOLF A 144A</title>
        <cusip>39153AAA8</cusip>
        <identifiers>
          <isin value="US39153AAA88"/>
        </identifiers>
        <balance>10000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10006257.000000</valUSD>
        <pctVal>0.0614160</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.8775</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GREENPOINT MTGE FUNDING TR 2005-AR1</name>
        <lei>N/A</lei>
        <title>GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR1 A2</title>
        <cusip>39538RAB5</cusip>
        <identifiers>
          <isin value="US39538RAB50"/>
        </identifiers>
        <balance>192444.080000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>184001.790000</valUSD>
        <pctVal>0.0011294</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.45838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GREENPOINT MTGE FUNDING TR 2005-AR2</name>
        <lei>N/A</lei>
        <title>GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR2 A1</title>
        <cusip>39538RBB4</cusip>
        <identifiers>
          <isin value="US39538RBB42"/>
        </identifiers>
        <balance>103057.610000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>97169.750000</valUSD>
        <pctVal>0.0005964</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.47838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GREENPOINT MTGE FUNDING TR 2005-AR5</name>
        <lei>N/A</lei>
        <title>GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR5 1A1</title>
        <cusip>39538WEA2</cusip>
        <identifiers>
          <isin value="US39538WEA27"/>
        </identifiers>
        <balance>277392.550000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>247109.740000</valUSD>
        <pctVal>0.0015167</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.55838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GREENWICH CAPITAL ACCEPTANCE I-1994-AR5</name>
        <lei>N/A</lei>
        <title>GREENWICH CAPITAL ACCEPTANCE I GRCAP 1994 AR5 A1</title>
        <cusip>396782CW2</cusip>
        <identifiers>
          <isin value="US396782CW22"/>
        </identifiers>
        <balance>1126.310000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1140.750000</valUSD>
        <pctVal>0.0000070</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.47449</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GREYSTONE COMMERCIAL REAL ESTATE NOTES 2019-FL2</name>
        <lei>N/A</lei>
        <title>GREYSTONE COMMERCIAL REAL ESTA GSTNE 2019 FL2 A 144A</title>
        <cusip>39809LAA2</cusip>
        <identifiers>
          <isin value="US39809LAA26"/>
        </identifiers>
        <balance>16000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16055603.200000</valUSD>
        <pctVal>0.0985454</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.442</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GRUPO BIMBO SAB DE CV</name>
        <lei>5493000RIXURZEBFEV60</lei>
        <title>GRUPO BIMBO SAB DE CV COMPANY GUAR REGS 06/20 4.875</title>
        <cusip>P4949BAG9</cusip>
        <identifiers>
          <isin value="USP4949BAG97"/>
        </identifiers>
        <balance>47839000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>48757260.520000</valUSD>
        <pctVal>0.2992603</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GS MORTGAGE SECURITIES TRUST 2014-GC18 2014-GC18</name>
        <lei>N/A</lei>
        <title>GS MORTGAGE SECURITIES TRUST GSMS 2014 GC18 AAB</title>
        <cusip>36252RAQ2</cusip>
        <identifiers>
          <isin value="US36252RAQ20"/>
        </identifiers>
        <balance>30138520.820000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31058258.060000</valUSD>
        <pctVal>0.1906281</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-01-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.648</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GS MORTGAGE SECURITIES TRUST 2016-GS4</name>
        <lei>N/A</lei>
        <title>GS MORTGAGE SECURITIES TRUST GSMS 2016 GS4 A2</title>
        <cusip>36251XAP2</cusip>
        <identifiers>
          <isin value="US36251XAP24"/>
        </identifiers>
        <balance>4200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4263465.360000</valUSD>
        <pctVal>0.0261681</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.905</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GS MORTGAGE SECURITIES TRUST 2017-500K</name>
        <lei>N/A</lei>
        <title>GS MORTGAGE SECURITIES TRUST GSMS 2017 500K A 144A</title>
        <cusip>36253XAA3</cusip>
        <identifiers>
          <isin value="US36253XAA37"/>
        </identifiers>
        <balance>8000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7987247.200000</valUSD>
        <pctVal>0.0490238</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.7275</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GSAA HOME EQUITY TRUST 2007-7</name>
        <lei>N/A</lei>
        <title>GSAA HOME EQUITY TRUST GSAA 2007 7 A4</title>
        <cusip>36249BAD2</cusip>
        <identifiers>
          <isin value="US36249BAD29"/>
        </identifiers>
        <balance>1760137.880000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1724060.330000</valUSD>
        <pctVal>0.0105819</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.28838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GSAMP TRUST 2004-FM2</name>
        <lei>N/A</lei>
        <title>GSAMP TRUST GSAMP 2004 FM2 M1</title>
        <cusip>36228FN28</cusip>
        <identifiers>
          <isin value="US36228FN288"/>
        </identifiers>
        <balance>1638158.690000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1618358.590000</valUSD>
        <pctVal>0.0099331</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.76838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GSAMP TRUST 2006-HE4</name>
        <lei>N/A</lei>
        <title>GSAMP TRUST GSAMP 2006 HE4 A2D</title>
        <cusip>362439AE1</cusip>
        <identifiers>
          <isin value="US362439AE17"/>
        </identifiers>
        <balance>5661500.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5522575.280000</valUSD>
        <pctVal>0.0338962</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.27838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GSAMP TRUST 2007-FM1</name>
        <lei>N/A</lei>
        <title>GSAMP TRUST GSAMP 2007 FM1 A2A</title>
        <cusip>3622MAAB7</cusip>
        <identifiers>
          <isin value="US3622MAAB76"/>
        </identifiers>
        <balance>338806.520000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>197792.810000</valUSD>
        <pctVal>0.0012140</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.08838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GSMPS MORTGAGE LOAN TRUST 2006-RP1</name>
        <lei>N/A</lei>
        <title>GSMPS MORTGAGE LOAN TRUST GSMPS 2006 RP1 1A4 144A</title>
        <cusip>3623413G2</cusip>
        <identifiers>
          <isin value="US3623413G23"/>
        </identifiers>
        <balance>113581.510000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>121298.810000</valUSD>
        <pctVal>0.0007445</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.5</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GSR MORTGAGE LOAN TRUST 2005-AR6</name>
        <lei>N/A</lei>
        <title>GSR MORTGAGE LOAN TRUST GSR 2005 AR6 2A1</title>
        <cusip>362341RX9</cusip>
        <identifiers>
          <isin value="US362341RX95"/>
        </identifiers>
        <balance>844700.060000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>871466.070000</valUSD>
        <pctVal>0.0053488</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.47963</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GSR MORTGAGE LOAN TRUST 2006-AR1</name>
        <lei>N/A</lei>
        <title>GSR MORTGAGE LOAN TRUST GSR 2006 AR1 2A1</title>
        <cusip>3623414A4</cusip>
        <identifiers>
          <isin value="US3623414A44"/>
        </identifiers>
        <balance>249252.300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>254518.650000</valUSD>
        <pctVal>0.0015622</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.38446</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GSR MORTGAGE LOAN TRUST 2006-AR2</name>
        <lei>N/A</lei>
        <title>GSR MORTGAGE LOAN TRUST GSR 2006 AR2 2A1</title>
        <cusip>36297TAB8</cusip>
        <identifiers>
          <isin value="US36297TAB89"/>
        </identifiers>
        <balance>192419.060000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>172673.590000</valUSD>
        <pctVal>0.0010598</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.14952</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GSR MTGE LOAN TRUST 2003-2F</name>
        <lei>N/A</lei>
        <title>GSR MORTGAGE LOAN TRUST GSR 2003 2F 3A1</title>
        <cusip>36228FNB8</cusip>
        <identifiers>
          <isin value="US36228FNB84"/>
        </identifiers>
        <balance>92.840000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>99.240000</valUSD>
        <pctVal>0.0000006</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GSRPM MORTGAGE LOAN TRUST 2006-1</name>
        <lei>N/A</lei>
        <title>GSRPM MORTGAGE LOAN TRUST GSRPM 2006 1 M1 144A</title>
        <cusip>362334NV2</cusip>
        <identifiers>
          <isin value="US362334NV25"/>
        </identifiers>
        <balance>2500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2468008.500000</valUSD>
        <pctVal>0.0151480</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.51838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HARBORVIEW MORTGAGE LOAN TR 2005-2</name>
        <lei>N/A</lei>
        <title>HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 2 2A1A</title>
        <cusip>41161PLR2</cusip>
        <identifiers>
          <isin value="US41161PLR28"/>
        </identifiers>
        <balance>787192.180000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>767092.090000</valUSD>
        <pctVal>0.0047082</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.497</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HARBORVIEW MORTGAGE LOAN TR 2006-1</name>
        <lei>N/A</lei>
        <title>HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 1 2A1A</title>
        <cusip>41161PA86</cusip>
        <identifiers>
          <isin value="US41161PA868"/>
        </identifiers>
        <balance>1935735.220000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1863184.640000</valUSD>
        <pctVal>0.0114358</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.297</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HARBORVIEW MORTGAGE LOAN TR 2006-5</name>
        <lei>N/A</lei>
        <title>HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 5 2A1A</title>
        <cusip>41161MAC4</cusip>
        <identifiers>
          <isin value="US41161MAC47"/>
        </identifiers>
        <balance>1266444.230000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>878220.560000</valUSD>
        <pctVal>0.0053903</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-07-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.237</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HARBORVIEW MORTGAGE LOAN TR 2006-6</name>
        <lei>N/A</lei>
        <title>HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 6 5A1A</title>
        <cusip>41161UAJ1</cusip>
        <identifiers>
          <isin value="US41161UAJ16"/>
        </identifiers>
        <balance>49044.230000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>47221.560000</valUSD>
        <pctVal>0.0002898</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.48989</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HARBORVIEW MORTGAGE LOAN TR 2007-1</name>
        <lei>N/A</lei>
        <title>HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 1 2A1A</title>
        <cusip>41164MAC1</cusip>
        <identifiers>
          <isin value="US41164MAC10"/>
        </identifiers>
        <balance>618055.060000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>596645.940000</valUSD>
        <pctVal>0.0036621</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.187</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HARBORVIEW MORTGAGE LOAN TRUST 2004-1</name>
        <lei>N/A</lei>
        <title>HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 1 2A</title>
        <cusip>41161PCY7</cusip>
        <identifiers>
          <isin value="US41161PCY79"/>
        </identifiers>
        <balance>12593.250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12835.130000</valUSD>
        <pctVal>0.0000788</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.2955</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HARLEY-DAVIDSON FINANCIAL SERVICES INC</name>
        <lei>RLUFFFFW4GRYU77BTS24</lei>
        <title>HARLEY DAVIDSON FINL SER COMPANY GUAR 144A 02/20 2.15</title>
        <cusip>41283LAF2</cusip>
        <identifiers>
          <isin value="US41283LAF22"/>
        </identifiers>
        <balance>4200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4192639.290000</valUSD>
        <pctVal>0.0257334</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-02-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.15</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HARLEY-DAVIDSON FINANCIAL SERVICES INC</name>
        <lei>RLUFFFFW4GRYU77BTS24</lei>
        <title>HARLEY DAVIDSON FINL SER COMPANY GUAR 144A 03/21 VAR</title>
        <cusip>41283LAT2</cusip>
        <identifiers>
          <isin value="US41283LAT26"/>
        </identifiers>
        <balance>53125000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>53197552.810000</valUSD>
        <pctVal>0.3265138</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.07763</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HARLEY-DAVIDSON FINANCIAL SERVICES INC</name>
        <lei>RLUFFFFW4GRYU77BTS24</lei>
        <title>HARLEY DAVIDSON FINL SER COMPANY GUAR 144A 05/20 VAR</title>
        <cusip>41284VAA0</cusip>
        <identifiers>
          <isin value="US41284VAA08"/>
        </identifiers>
        <balance>15000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15013319.100000</valUSD>
        <pctVal>0.0921481</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-05-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.6515</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HARLEY-DAVIDSON FINANCIAL SERVICES INC</name>
        <lei>RLUFFFFW4GRYU77BTS24</lei>
        <title>HARLEY DAVIDSON FINL SER COMPANY GUAR 144A 05/21 3.55</title>
        <cusip>41284VAB8</cusip>
        <identifiers>
          <isin value="US41284VAB80"/>
        </identifiers>
        <balance>660000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>670305.600000</valUSD>
        <pctVal>0.0041142</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.55</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HARLEY-DAVIDSON FINANCIAL SERVICES INC</name>
        <lei>RLUFFFFW4GRYU77BTS24</lei>
        <title>HARLEY DAVIDSON FINL SER COMPANY GUAR 144A 06/20 2.4</title>
        <cusip>41283LAN5</cusip>
        <identifiers>
          <isin value="US41283LAN55"/>
        </identifiers>
        <balance>10690000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10684813.000000</valUSD>
        <pctVal>0.0655808</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HAWKSMOOR MORTGAGES 19-1A</name>
        <lei>N/A</lei>
        <title>HAWKSMOOR MORTGAGES PLC HWKSM 2019 1A A 144A</title>
        <cusip>ACI1DHFV7</cusip>
        <identifiers>
          <isin value="XS2033256145"/>
        </identifiers>
        <balance>138800000.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.813300"/>
        <valUSD>171049386.580000</valUSD>
        <pctVal>1.0498600</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.76015</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HERTZ FLEET LEASE FUNDING LP 2018-1</name>
        <lei>N/A</lei>
        <title>HERTZ FLEET LEASE FUNDING LP HFLF 2018 1 A2 144A</title>
        <cusip>428041BD8</cusip>
        <identifiers>
          <isin value="US428041BD81"/>
        </identifiers>
        <balance>13616684.780000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13714624.150000</valUSD>
        <pctVal>0.0841771</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-05-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.23</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HEWLETT PACKARD ENTERPRISE COMPANY</name>
        <lei>549300BX44RGX6ANDV88</lei>
        <title>HP ENTERPRISE CO SR UNSECURED 10/21 VAR</title>
        <cusip>42824CBB4</cusip>
        <identifiers>
          <isin value="US42824CBB46"/>
        </identifiers>
        <balance>38400000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38403708.670000</valUSD>
        <pctVal>0.2357127</pctVal>
        <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>Floating</couponKind>
          <annualizedRt>3.0085</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HOLCIM US FINANCE S A RL &amp; CIE SCS</name>
        <lei>529900CXLAPDSXWXLL07</lei>
        <title>HOLCIM US FINANCE SARL + COMPANY GUAR 144A 12/19 6</title>
        <cusip>43474TAA1</cusip>
        <identifiers>
          <isin value="US43474TAA16"/>
        </identifiers>
        <balance>20028000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20187633.980000</valUSD>
        <pctVal>0.1239068</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2019-12-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HOLCIM US FINANCE S A RL &amp; CIE SCS</name>
        <lei>529900CXLAPDSXWXLL07</lei>
        <title>HOLCIM US FINANCE SARL + COMPANY GUAR REGS 12/19 6</title>
        <cusip>B4V3MGII3</cusip>
        <identifiers>
          <isin value="XS0455643394"/>
        </identifiers>
        <balance>21250000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21419329.780000</valUSD>
        <pctVal>0.1314667</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2019-12-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HOLMES MASTER ISSUER PLC 18-1A</name>
        <lei>N/A</lei>
        <title>HOLMES MASTER ISSUER PLC HMI 2018 1A A2 144A</title>
        <cusip>43641NBY9</cusip>
        <identifiers>
          <isin value="US43641NBY94"/>
        </identifiers>
        <balance>37568572.250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37543889.700000</valUSD>
        <pctVal>0.2304354</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.66338</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HOLMES MASTER ISSUER PLC 18-2A</name>
        <lei>N/A</lei>
        <title>HOLMES MASTER ISSUER PLC HMI 2018 2A A2 144A</title>
        <cusip>43641NCA0</cusip>
        <identifiers>
          <isin value="US43641NCA00"/>
        </identifiers>
        <balance>192133215.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>192090945.690000</valUSD>
        <pctVal>1.1790080</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.72338</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HOME EQUITY ASSET TRUST 2004-1</name>
        <lei>N/A</lei>
        <title>HOME EQUITY ASSET TRUST HEAT 2004 1 M1</title>
        <cusip>437084AV8</cusip>
        <identifiers>
          <isin value="US437084AV89"/>
        </identifiers>
        <balance>4865409.060000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4857528.560000</valUSD>
        <pctVal>0.0298143</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.96338</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HOME EQUITY ASSET TRUST 2006-3</name>
        <lei>N/A</lei>
        <title>HOME EQUITY ASSET TRUST HEAT 2006 3 M1</title>
        <cusip>437084US3</cusip>
        <identifiers>
          <isin value="US437084US31"/>
        </identifiers>
        <balance>7763000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7710151.050000</valUSD>
        <pctVal>0.0473231</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.40838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HOME EQUITY PASS-THRU CERTS 2002-3</name>
        <lei>N/A</lei>
        <title>HOME EQUITY ASSET TRUST HEAT 2002 3 A4</title>
        <cusip>22541NHE2</cusip>
        <identifiers>
          <isin value="US22541NHE22"/>
        </identifiers>
        <balance>798.440000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>775.630000</valUSD>
        <pctVal>0.0000048</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.93838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HOSPITALITY MORTGAGE TRUST 2019-HIT</name>
        <lei>N/A</lei>
        <title>HOSPITALITY MORTGAGE TRUST HPLY 2019 HIT A 144A</title>
        <cusip>40443RAA9</cusip>
        <identifiers>
          <isin value="US40443RAA95"/>
        </identifiers>
        <balance>26429813.520000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26432329.640000</valUSD>
        <pctVal>0.1622353</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.0275</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC HOLDINGS PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC HOLDINGS PLC SR UNSECURED 01/22 VAR</title>
        <cusip>404280BG3</cusip>
        <identifiers>
          <isin value="US404280BG30"/>
        </identifiers>
        <balance>7200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7337282.690000</valUSD>
        <pctVal>0.0450345</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-05</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.7885</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC HOLDINGS PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC HOLDINGS PLC SR UNSECURED 05/24 VAR</title>
        <cusip>404280BR9</cusip>
        <identifiers>
          <isin value="US404280BR94"/>
        </identifiers>
        <balance>143367000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>144014324.940000</valUSD>
        <pctVal>0.8839253</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.12375</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC HOLDINGS PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC HOLDINGS PLC SR UNSECURED 09/21 VAR</title>
        <cusip>404280BV0</cusip>
        <identifiers>
          <isin value="US404280BV07"/>
        </identifiers>
        <balance>86450000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>86581034.860000</valUSD>
        <pctVal>0.5314136</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-11</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.78163</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSI ASSET LOAN OBLIGATION 2007-WF1</name>
        <lei>N/A</lei>
        <title>HSI ASSET LOAN OBLIGATION HALO 2007 WF1 A1</title>
        <cusip>40431KAA8</cusip>
        <identifiers>
          <isin value="US40431KAA88"/>
        </identifiers>
        <balance>102737.500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>45696.650000</valUSD>
        <pctVal>0.0002805</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.20525</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSI ASSET SEC CORP TRUST 2006-OPT3</name>
        <lei>N/A</lei>
        <title>HSI ASSET SECURITIZATION CORPO HASC 2006 OPT3 3A3</title>
        <cusip>40430HFL7</cusip>
        <identifiers>
          <isin value="US40430HFL78"/>
        </identifiers>
        <balance>384244.700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>384510.520000</valUSD>
        <pctVal>0.0023600</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.19838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSI ASSET SEC CORP TRUST 2006-OPT3</name>
        <lei>N/A</lei>
        <title>HSI ASSET SECURITIZATION CORPO HASC 2006 OPT3 M1</title>
        <cusip>40430HFN3</cusip>
        <identifiers>
          <isin value="US40430HFN35"/>
        </identifiers>
        <balance>4495750.920000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4319002.270000</valUSD>
        <pctVal>0.0265090</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.34838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSI ASSET SECUR CORP TRUST 2007-WF1</name>
        <lei>N/A</lei>
        <title>HSI ASSET SECURITIZATION CORPO HASC 2007 WF1 1A1</title>
        <cusip>40431RAA3</cusip>
        <identifiers>
          <isin value="US40431RAA32"/>
        </identifiers>
        <balance>165159.830000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>163787.320000</valUSD>
        <pctVal>0.0010053</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.17838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HUTCHISON WHAMPOA INTERNATIONAL (11) LIMITED</name>
        <lei>254900NSPYVQR5EXP064</lei>
        <title>HUTCH WHAMPOA INT 11 LTD COMPANY GUAR REGS 01/22 4.625</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="USG4673GAB17"/>
        </identifiers>
        <balance>12701000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13294313.880000</valUSD>
        <pctVal>0.0815973</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HYUNDAI CAPITAL AMERICA</name>
        <lei>549300RIPPWJB5Z0FK07</lei>
        <title>HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/20 2.6</title>
        <cusip>44891AAB3</cusip>
        <identifiers>
          <isin value="US44891AAB35"/>
        </identifiers>
        <balance>30502000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30513360.470000</valUSD>
        <pctVal>0.1872837</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.6</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HYUNDAI CAPITAL AMERICA</name>
        <lei>549300RIPPWJB5Z0FK07</lei>
        <title>HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/21 VAR</title>
        <cusip>44891AAT4</cusip>
        <identifiers>
          <isin value="US44891AAT43"/>
        </identifiers>
        <balance>250000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>250395.580000</valUSD>
        <pctVal>0.0015369</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.95163</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HYUNDAI CAPITAL AMERICA</name>
        <lei>549300RIPPWJB5Z0FK07</lei>
        <title>HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 04/20 2.55</title>
        <cusip>44891AAL1</cusip>
        <identifiers>
          <isin value="US44891AAL17"/>
        </identifiers>
        <balance>10765000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10764709.130000</valUSD>
        <pctVal>0.0660712</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.55</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HYUNDAI CAPITAL AMERICA</name>
        <lei>549300RIPPWJB5Z0FK07</lei>
        <title>HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 04/20 VAR</title>
        <cusip>44891AAN7</cusip>
        <identifiers>
          <isin value="US44891AAN72"/>
        </identifiers>
        <balance>6847000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6861770.490000</valUSD>
        <pctVal>0.0421159</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-03</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.88863</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HYUNDAI CAPITAL AMERICA</name>
        <lei>549300RIPPWJB5Z0FK07</lei>
        <title>HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/21 2.45</title>
        <cusip>44891AAH0</cusip>
        <identifiers>
          <isin value="US44891AAH05"/>
        </identifiers>
        <balance>3815000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3812174.120000</valUSD>
        <pctVal>0.0233982</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.45</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HYUNDAI CAPITAL AMERICA</name>
        <lei>549300RIPPWJB5Z0FK07</lei>
        <title>HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 07/21 VAR</title>
        <cusip>44891AAV9</cusip>
        <identifiers>
          <isin value="US44891AAV98"/>
        </identifiers>
        <balance>16300000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16323128.230000</valUSD>
        <pctVal>0.1001874</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-08</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.24263</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HYUNDAI CAPITAL AMERICA</name>
        <lei>549300RIPPWJB5Z0FK07</lei>
        <title>HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/20 2.75</title>
        <cusip>44891AAQ0</cusip>
        <identifiers>
          <isin value="US44891AAQ04"/>
        </identifiers>
        <balance>1374000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1376901.760000</valUSD>
        <pctVal>0.0084511</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HYUNDAI CAPITAL AMERICA</name>
        <lei>549300RIPPWJB5Z0FK07</lei>
        <title>HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/20 VAR</title>
        <cusip>44891AAX5</cusip>
        <identifiers>
          <isin value="US44891AAX54"/>
        </identifiers>
        <balance>37900000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37970110.070000</valUSD>
        <pctVal>0.2330514</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.94513</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HYUNDAI CAPITAL AMERICA</name>
        <lei>549300RIPPWJB5Z0FK07</lei>
        <title>HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 10/20 3</title>
        <cusip>44891AAD9</cusip>
        <identifiers>
          <isin value="US44891AAD90"/>
        </identifiers>
        <balance>1820000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1828917.000000</valUSD>
        <pctVal>0.0112255</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HYUNDAI CAPITAL AMERICA</name>
        <lei>549300RIPPWJB5Z0FK07</lei>
        <title>HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 03/21 VAR</title>
        <cusip>44891CAT0</cusip>
        <identifiers>
          <isin value="US44891CAT09"/>
        </identifiers>
        <balance>21762000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21796434.450000</valUSD>
        <pctVal>0.1337813</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.95163</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HYUNDAI CAPITAL AMERICA</name>
        <lei>549300RIPPWJB5Z0FK07</lei>
        <title>HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 04/20 VAR</title>
        <cusip>44891CAN3</cusip>
        <identifiers>
          <isin value="US44891CAN39"/>
        </identifiers>
        <balance>1970000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1974249.720000</valUSD>
        <pctVal>0.0121175</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-03</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.88863</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HYUNDAI CAPITAL AMERICA</name>
        <lei>549300RIPPWJB5Z0FK07</lei>
        <title>HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 07/21 VAR</title>
        <cusip>44891CAV5</cusip>
        <identifiers>
          <isin value="US44891CAV54"/>
        </identifiers>
        <balance>9484000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9497456.940000</valUSD>
        <pctVal>0.0582931</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-08</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.24263</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HYUNDAI CAPITAL AMERICA</name>
        <lei>549300RIPPWJB5Z0FK07</lei>
        <title>HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 09/20 VAR</title>
        <cusip>44891CAP8</cusip>
        <identifiers>
          <isin value="US44891CAP86"/>
        </identifiers>
        <balance>2065000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2070464.400000</valUSD>
        <pctVal>0.0127080</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.14513</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HYUNDAI CAPITAL SERVICES</name>
        <lei>549300MALMDAGL2ZJJ27</lei>
        <title>HYUNDAI CAPITAL SERVICES SR UNSECURED 144A 09/20 2.625</title>
        <cusip>44920UAF5</cusip>
        <identifiers>
          <isin value="US44920UAF57"/>
        </identifiers>
        <balance>3000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3001622.160000</valUSD>
        <pctVal>0.0184232</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.625</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HYUNDAI CAPITAL SERVICES</name>
        <lei>549300MALMDAGL2ZJJ27</lei>
        <title>HYUNDAI CAPITAL SERVICES SR UNSECURED REGS 09/20 2.625</title>
        <cusip>Y3815NAU5</cusip>
        <identifiers>
          <isin value="USY3815NAU55"/>
        </identifiers>
        <balance>1363000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1363737.000000</valUSD>
        <pctVal>0.0083703</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.625</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ICICI BANK LTD/DUBAI BRANCH</name>
        <lei>R7RX8ER1V4666J8D1I38</lei>
        <title>ICICI BANK LTD/DUBAI SR UNSECURED 144A 03/20 3.5</title>
        <cusip>45112EAF6</cusip>
        <identifiers>
          <isin value="US45112EAF60"/>
        </identifiers>
        <balance>3400000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3412784.000000</valUSD>
        <pctVal>0.0209468</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ICICI BANK LTD/DUBAI BRANCH</name>
        <lei>R7RX8ER1V4666J8D1I38</lei>
        <title>ICICI BANK LTD/DUBAI SR UNSECURED REGS 03/20 3.5</title>
        <cusip>45112FAG1</cusip>
        <identifiers>
          <isin value="US45112FAG19"/>
        </identifiers>
        <balance>4650000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4667484.000000</valUSD>
        <pctVal>0.0286479</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ICICI BANK LTD/DUBAI BRANCH</name>
        <lei>R7RX8ER1V4666J8D1I38</lei>
        <title>ICICI BANK LTD/DUBAI SR UNSECURED REGS 08/20 3.125</title>
        <cusip>ACI0G6RL9</cusip>
        <identifiers>
          <isin value="XS1274011102"/>
        </identifiers>
        <balance>14200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14253840.290000</valUSD>
        <pctVal>0.0874866</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-08-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.125</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ICICI BANK LTD/DUBAI BRANCH</name>
        <lei>R7RX8ER1V4666J8D1I38</lei>
        <title>ICICI BANK LTD/DUBAI SR UNSECURED REGS 08/20 3.125</title>
        <cusip>M529AEAG7</cusip>
        <identifiers>
          <isin value="XS1274011102"/>
        </identifiers>
        <balance>2000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2007583.140000</valUSD>
        <pctVal>0.0123221</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-08-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.125</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ICICI BANK LTD/HONG KONG BRANCH</name>
        <lei>R7RX8ER1V4666J8D1I38</lei>
        <title>ICICI BANK LTD/HONG KONG SR UNSECURED REGS 11/20 5.75</title>
        <cusip>Y3860XAC7</cusip>
        <identifiers>
          <isin value="USY3860XAC75"/>
        </identifiers>
        <balance>6996000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7225853.580000</valUSD>
        <pctVal>0.0443506</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IMPAC CMB TR 2004-10</name>
        <lei>N/A</lei>
        <title>IMPAC CMB TRUST IMM 2004 10 1A1</title>
        <cusip>45254NLJ4</cusip>
        <identifiers>
          <isin value="US45254NLJ45"/>
        </identifiers>
        <balance>2661165.060000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2663491.450000</valUSD>
        <pctVal>0.0163479</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.65838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IMPAC CMB TRUST 2003-8</name>
        <lei>N/A</lei>
        <title>IMPAC CMB TRUST IMM 2003 8 2A1</title>
        <cusip>45254NFG7</cusip>
        <identifiers>
          <isin value="US45254NFG79"/>
        </identifiers>
        <balance>1763.820000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1781.740000</valUSD>
        <pctVal>0.0000109</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.91838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)</name>
        <lei>2138008L3B3MCG1DFS50</lei>
        <title>IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/20 2.95</title>
        <cusip>453140AD7</cusip>
        <identifiers>
          <isin value="US453140AD72"/>
        </identifiers>
        <balance>75035000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>75318939.940000</valUSD>
        <pctVal>0.4622895</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-07-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.95</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)</name>
        <lei>2138008L3B3MCG1DFS50</lei>
        <title>IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/22 3.75</title>
        <cusip>453140AE5</cusip>
        <identifiers>
          <isin value="US453140AE55"/>
        </identifiers>
        <balance>3900000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4016376.700000</valUSD>
        <pctVal>0.0246516</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>3.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)</name>
        <lei>2138008L3B3MCG1DFS50</lei>
        <title>IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/24 3.125</title>
        <cusip>45262BAA1</cusip>
        <identifiers>
          <isin value="US45262BAA17"/>
        </identifiers>
        <balance>17150000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17205246.150000</valUSD>
        <pctVal>0.1056017</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.125</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IMT TRUST 2017-APTS</name>
        <lei>N/A</lei>
        <title>IMT TRUST IMTT 2017 APTS AFL 144A</title>
        <cusip>44974AAA5</cusip>
        <identifiers>
          <isin value="US44974AAA51"/>
        </identifiers>
        <balance>9900000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9887144.850000</valUSD>
        <pctVal>0.0606849</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.7275</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INCITEC PIVOT FINANCE LLC</name>
        <lei>254900VDS9XIRCPN4X37</lei>
        <title>INCITEC PIVOT FIN LLC COMPANY GUAR 144A 12/19 6</title>
        <cusip>45326TAA6</cusip>
        <identifiers>
          <isin value="US45326TAA60"/>
        </identifiers>
        <balance>30466000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30660416.650000</valUSD>
        <pctVal>0.1881863</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2019-12-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INCITEC PIVOT FINANCE LLC</name>
        <lei>254900VDS9XIRCPN4X37</lei>
        <title>INCITEC PIVOT FIN LLC COMPANY GUAR REGS 12/19 6</title>
        <cusip>U45087AA8</cusip>
        <identifiers>
          <isin value="USU45087AA85"/>
        </identifiers>
        <balance>13598000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13684774.690000</valUSD>
        <pctVal>0.0839939</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2019-12-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INDYMAC ARM TRUST 2001-H2</name>
        <lei>N/A</lei>
        <title>INDYMAC ARM TRUST INARM 2001 H2 A1</title>
        <cusip>45660UAQ2</cusip>
        <identifiers>
          <isin value="US45660UAQ22"/>
        </identifiers>
        <balance>884.660000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>857.570000</valUSD>
        <pctVal>0.0000053</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.90161</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INDYMAC ARM TRUST 2001-H2</name>
        <lei>N/A</lei>
        <title>INDYMAC ARM TRUST INARM 2001 H2 A2</title>
        <cusip>45660UAT6</cusip>
        <identifiers>
          <isin value="US45660UAT60"/>
        </identifiers>
        <balance>1349.980000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1354.780000</valUSD>
        <pctVal>0.0000083</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.6713</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INDYMAC IMSC MTGE LN TRUST 2007-HOA1</name>
        <lei>N/A</lei>
        <title>INDYMAC IMSC MORTGAGE LOAN TRU IMSC 2007 HOA1 A11</title>
        <cusip>45670LAA5</cusip>
        <identifiers>
          <isin value="US45670LAA52"/>
        </identifiers>
        <balance>503736.560000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>432565.740000</valUSD>
        <pctVal>0.0026550</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.19838</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INDYMAC INDX MORTGAGE LOAN TR 2006-AR12</name>
        <lei>N/A</lei>
        <title>INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR12 A1</title>
        <cusip>45661VAA4</cusip>
        <identifiers>
          <isin value="US45661VAA44"/>
        </identifiers>
        <balance>931990.460000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>895478.800000</valUSD>
        <pctVal>0.0054962</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.20838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INDYMAC INDX MORTGAGE LOAN TR 2006-AR4</name>
        <lei>N/A</lei>
        <title>INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR4 A1A</title>
        <cusip>45661EAV6</cusip>
        <identifiers>
          <isin value="US45661EAV65"/>
        </identifiers>
        <balance>153585.030000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>151581.310000</valUSD>
        <pctVal>0.0009304</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.22838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INDYMAC INDX MORTGAGE LOAN TR 2006-AR6</name>
        <lei>N/A</lei>
        <title>INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR6 2A1A</title>
        <cusip>456612AC4</cusip>
        <identifiers>
          <isin value="US456612AC42"/>
        </identifiers>
        <balance>450528.330000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>401943.080000</valUSD>
        <pctVal>0.0024670</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.21838</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INDYMAC INDX MTGE LOAN TRUST 2004-AR11</name>
        <lei>N/A</lei>
        <title>INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR11 2A</title>
        <cusip>45660N6S9</cusip>
        <identifiers>
          <isin value="US45660N6S95"/>
        </identifiers>
        <balance>15450.290000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15611.180000</valUSD>
        <pctVal>0.0000958</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.24482</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INDYMAC INDX MTGE LOAN TRUST 2005-AR12</name>
        <lei>N/A</lei>
        <title>INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR12 2A1A</title>
        <cusip>45660LMG1</cusip>
        <identifiers>
          <isin value="US45660LMG13"/>
        </identifiers>
        <balance>118811.100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>118679.310000</valUSD>
        <pctVal>0.0007284</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.49838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ING GROEP NV</name>
        <lei>549300NYKK9MWM7GGW15</lei>
        <title>ING GROEP NV SR UNSECURED 03/22 VAR</title>
        <cusip>456837AJ2</cusip>
        <identifiers>
          <isin value="US456837AJ28"/>
        </identifiers>
        <balance>29609000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29996320.360000</valUSD>
        <pctVal>0.1841102</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-29</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.25438</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ING GROEP NV</name>
        <lei>549300NYKK9MWM7GGW15</lei>
        <title>ING GROEP NV SR UNSECURED 10/23 VAR</title>
        <cusip>456837AL7</cusip>
        <identifiers>
          <isin value="US456837AL73"/>
        </identifiers>
        <balance>4290000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4310412.160000</valUSD>
        <pctVal>0.0264563</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.08513</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INTERNATIONAL LEASE FINANCE CORPORATION</name>
        <lei>N/A</lei>
        <title>INTL LEASE FINANCE CORP SR UNSECURED 01/22 8.625</title>
        <cusip>459745GK5</cusip>
        <identifiers>
          <isin value="US459745GK57"/>
        </identifiers>
        <balance>25179000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28587330.410000</valUSD>
        <pctVal>0.1754622</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>8.625</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INTERNATIONAL LEASE FINANCE CORPORATION</name>
        <lei>N/A</lei>
        <title>INTL LEASE FINANCE CORP SR UNSECURED 04/21 4.625</title>
        <cusip>459745GQ2</cusip>
        <identifiers>
          <isin value="US459745GQ28"/>
        </identifiers>
        <balance>7075000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7287433.600000</valUSD>
        <pctVal>0.0447285</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INTERNATIONAL LEASE FINANCE CORPORATION</name>
        <lei>N/A</lei>
        <title>INTL LEASE FINANCE CORP SR UNSECURED 08/22 5.875</title>
        <cusip>459745GN9</cusip>
        <identifiers>
          <isin value="US459745GN96"/>
        </identifiers>
        <balance>1200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1315215.910000</valUSD>
        <pctVal>0.0080725</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>5.875</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INTERNATIONAL LEASE FINANCE CORPORATION</name>
        <lei>N/A</lei>
        <title>INTL LEASE FINANCE CORP SR UNSECURED 12/20 8.25</title>
        <cusip>459745GF6</cusip>
        <identifiers>
          <isin value="US459745GF62"/>
        </identifiers>
        <balance>21146000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22629979.340000</valUSD>
        <pctVal>0.1388974</pctVal>
        <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>8.25</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INTERPUBLIC GROUP OF COMPANIES INC</name>
        <lei>5493008IUOJ5VWTRC333</lei>
        <title>INTERPUBLIC GROUP COS SR UNSECURED 10/20 3.5</title>
        <cusip>460690BM1</cusip>
        <identifiers>
          <isin value="US460690BM12"/>
        </identifiers>
        <balance>7300000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7386897.010000</valUSD>
        <pctVal>0.0453390</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INTERPUBLIC GROUP OF COMPANIES INC</name>
        <lei>5493008IUOJ5VWTRC333</lei>
        <title>INTERPUBLIC GROUP COS SR UNSECURED 10/21 3.75</title>
        <cusip>460690BN9</cusip>
        <identifiers>
          <isin value="US460690BN94"/>
        </identifiers>
        <balance>6800000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6972910.130000</valUSD>
        <pctVal>0.0427980</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ISRAEL ELECTRIC CORPORATION LTD</name>
        <lei>254900JW7GE35YNJGJ55</lei>
        <title>ISRAEL ELECTRIC CORP LTD SR SECURED 144A 01/20 9.375</title>
        <cusip>46507MAB8</cusip>
        <identifiers>
          <isin value="US46507MAB81"/>
        </identifiers>
        <balance>8400000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8589714.000000</valUSD>
        <pctVal>0.0527216</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.375</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ISRAEL ELECTRIC CORPORATION LTD</name>
        <lei>254900JW7GE35YNJGJ55</lei>
        <title>ISRAEL ELECTRIC CORP LTD SR SECURED REGS 01/20 9.375</title>
        <cusip>46507NAB6</cusip>
        <identifiers>
          <isin value="US46507NAB64"/>
        </identifiers>
        <balance>43052000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44024329.420000</valUSD>
        <pctVal>0.2702107</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.375</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-LAQ</name>
        <lei>N/A</lei>
        <title>JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 LAQ A 144A</title>
        <cusip>46649VAA9</cusip>
        <identifiers>
          <isin value="US46649VAA98"/>
        </identifiers>
        <balance>23038072.100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23053180.470000</valUSD>
        <pctVal>0.1414949</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.0275</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-PHH</name>
        <lei>N/A</lei>
        <title>JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 PHH A 144A</title>
        <cusip>46650FAA0</cusip>
        <identifiers>
          <isin value="US46650FAA03"/>
        </identifiers>
        <balance>23839507.540000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23819537.180000</valUSD>
        <pctVal>0.1461986</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.9375</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2019-FL12</name>
        <lei>N/A</lei>
        <title>JP MORGAN CHASE COMMERCIAL MOR JPMCC 2019 FL12 A 144A</title>
        <cusip>46651QAA5</cusip>
        <identifiers>
          <isin value="US46651QAA58"/>
        </identifiers>
        <balance>15100000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15137660.910000</valUSD>
        <pctVal>0.0929113</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.6</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JAMESTOWN CLO VIII LTD 2015-8A</name>
        <lei>N/A</lei>
        <title>JAMESTOWN CLO LTD JTWN 2015 8A A1AR 144A</title>
        <cusip>47048CAK4</cusip>
        <identifiers>
          <isin value="US47048CAK45"/>
        </identifiers>
        <balance>20800000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20811407.140000</valUSD>
        <pctVal>0.1277354</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.17338</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN CHASE &amp; CO</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE + CO SR UNSECURED 03/25 VAR</title>
        <cusip>46647PAH9</cusip>
        <identifiers>
          <isin value="US46647PAH91"/>
        </identifiers>
        <balance>2500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2591022.600000</valUSD>
        <pctVal>0.0159031</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>Floating</couponKind>
          <annualizedRt>3.22</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN CHASE &amp; CO</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE + CO SR UNSECURED 06/22 VAR</title>
        <cusip>46647PAT3</cusip>
        <identifiers>
          <isin value="US46647PAT30"/>
        </identifiers>
        <balance>119500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>119904815.810000</valUSD>
        <pctVal>0.7359469</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.75513</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2012-HSBC</name>
        <lei>N/A</lei>
        <title>JP MORGAN CHASE COMMERCIAL MOR JPMCC 2012 HSBC A 144A</title>
        <cusip>46637YAA7</cusip>
        <identifiers>
          <isin value="US46637YAA73"/>
        </identifiers>
        <balance>11326368.170000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11614149.670000</valUSD>
        <pctVal>0.0712849</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0934</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN MORTGAGE TRUST-2005-A2</name>
        <lei>N/A</lei>
        <title>JP MORGAN MORTGAGE TRUST JPMMT 2005 A2 2A1</title>
        <cusip>466247NM1</cusip>
        <identifiers>
          <isin value="US466247NM13"/>
        </identifiers>
        <balance>1108126.660000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1072001.400000</valUSD>
        <pctVal>0.0065797</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.46478</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN MTGE ACQUIS CORP 2006-CH2</name>
        <lei>N/A</lei>
        <title>JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 CH2 AV5</title>
        <cusip>46629QAW6</cusip>
        <identifiers>
          <isin value="US46629QAW69"/>
        </identifiers>
        <balance>8634361.570000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8482464.150000</valUSD>
        <pctVal>0.0520633</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.22838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN MTGE ACQUIS CORP 2006-NC2</name>
        <lei>N/A</lei>
        <title>JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 NC2 M1</title>
        <cusip>46629FAE0</cusip>
        <identifiers>
          <isin value="US46629FAE07"/>
        </identifiers>
        <balance>2500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2433972.250000</valUSD>
        <pctVal>0.0149391</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.28838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN MTGE ACQUIS CORP 2007-CH4</name>
        <lei>N/A</lei>
        <title>JP MORGAN MORTGAGE ACQUISITION JPMAC 2007 CH4 A5</title>
        <cusip>46630CAE4</cusip>
        <identifiers>
          <isin value="US46630CAE49"/>
        </identifiers>
        <balance>1500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1465841.100000</valUSD>
        <pctVal>0.0089970</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.25838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C19</name>
        <lei>N/A</lei>
        <title>JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2014 C19 A2</title>
        <cusip>46641WAT4</cusip>
        <identifiers>
          <isin value="US46641WAT45"/>
        </identifiers>
        <balance>67192.080000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>67972.720000</valUSD>
        <pctVal>0.0004172</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0456</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2017-JP7</name>
        <lei>N/A</lei>
        <title>JP MORGAN CHASE COMMERCIAL MOR JPMCC 2017 JP7 A3</title>
        <cusip>465968AC9</cusip>
        <identifiers>
          <isin value="US465968AC92"/>
        </identifiers>
        <balance>4300000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4523735.880000</valUSD>
        <pctVal>0.0277656</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.3785</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KASIKORNBANK PCL/CAYMAN ISLANDS BRANCH</name>
        <lei>5493004COSQ54937AW41</lei>
        <title>KASIKORNBANK PCL/CAYMAN SR UNSECURED REGS 10/19 3.5</title>
        <cusip>ACI089WZ5</cusip>
        <identifiers>
          <isin value="XS1061998099"/>
        </identifiers>
        <balance>22835000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22854468.660000</valUSD>
        <pctVal>0.1402752</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>TH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2019-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KEB HANA BANK (AKA: KOREA EXCHANGE BANK)</name>
        <lei>6RPK2YDJN6L35AS0M510</lei>
        <title>KEB HANA BANK SR UNSECURED 144A 10/22 VAR</title>
        <cusip>482466AF6</cusip>
        <identifiers>
          <isin value="US482466AF67"/>
        </identifiers>
        <balance>19900000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19958888.480000</valUSD>
        <pctVal>0.1225029</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.78513</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KEB HANA BANK (AKA: KOREA EXCHANGE BANK)</name>
        <lei>6RPK2YDJN6L35AS0M510</lei>
        <title>KEB HANA BANK SR UNSECURED REGS 09/22 VAR</title>
        <cusip>ACI0Y2276</cusip>
        <identifiers>
          <isin value="XS1678969798"/>
        </identifiers>
        <balance>5000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5037625.000000</valUSD>
        <pctVal>0.0309197</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-14</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.9935</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KEURIG DR PEPPER INC</name>
        <lei>DYTQ8KRTKO7Y2BVU5K74</lei>
        <title>KEURIG DR PEPPER INC COMPANY GUAR 01/20 2</title>
        <cusip>26138EAQ2</cusip>
        <identifiers>
          <isin value="US26138EAQ26"/>
        </identifiers>
        <balance>4470000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4467600.590000</valUSD>
        <pctVal>0.0274211</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KINDER MORGAN ENERGY PARTNERS LP</name>
        <lei>549300PDHUGWPWGOT525</lei>
        <title>KINDER MORGAN ENER PART COMPANY GUAR 02/20 6.85</title>
        <cusip>494550BB1</cusip>
        <identifiers>
          <isin value="US494550BB13"/>
        </identifiers>
        <balance>37144000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37770241.150000</valUSD>
        <pctVal>0.2318247</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.85</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KINDER MORGAN ENERGY PARTNERS LP</name>
        <lei>549300PDHUGWPWGOT525</lei>
        <title>KINDER MORGAN ENER PART COMPANY GUAR 04/20 6.5</title>
        <cusip>28370TAA7</cusip>
        <identifiers>
          <isin value="US28370TAA79"/>
        </identifiers>
        <balance>4500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4592743.110000</valUSD>
        <pctVal>0.0281892</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KINDER MORGAN INC</name>
        <lei>549300WR7IX8XE0TBO16</lei>
        <title>KINDER MORGAN INC COMPANY GUAR 12/19 3.05</title>
        <cusip>49456BAE1</cusip>
        <identifiers>
          <isin value="US49456BAE11"/>
        </identifiers>
        <balance>7979000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7983609.550000</valUSD>
        <pctVal>0.0490015</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2019-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.05</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KLA CORPORATION</name>
        <lei>549300H0BF5JCG96TJ81</lei>
        <title>KLA CORP SR UNSECURED 11/19 3.375</title>
        <cusip>482480AC4</cusip>
        <identifiers>
          <isin value="US482480AC47"/>
        </identifiers>
        <balance>6500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6502295.350000</valUSD>
        <pctVal>0.0399095</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2019-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.375</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO)</name>
        <lei>5493003STKEZ2S0RNU91</lei>
        <title>KRAFT HEINZ FOODS CO COMPANY GUAR 02/21 VAR</title>
        <cusip>50077LAP1</cusip>
        <identifiers>
          <isin value="US50077LAP13"/>
        </identifiers>
        <balance>32134000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32073528.950000</valUSD>
        <pctVal>0.1968596</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.751</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO)</name>
        <lei>5493003STKEZ2S0RNU91</lei>
        <title>KRAFT HEINZ FOODS CO COMPANY GUAR 08/22 VAR</title>
        <cusip>50077LAQ9</cusip>
        <identifiers>
          <isin value="US50077LAQ95"/>
        </identifiers>
        <balance>500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>500803.300000</valUSD>
        <pctVal>0.0030738</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.001</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)</name>
        <lei>549300UTE50ZMDBG8A20</lei>
        <title>L3HARRIS TECH INC SR UNSECURED 04/20 VAR</title>
        <cusip>413875AU9</cusip>
        <identifiers>
          <isin value="US413875AU92"/>
        </identifiers>
        <balance>10300000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10301130.010000</valUSD>
        <pctVal>0.0632259</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.74575</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LANARK MASTER ISSUER PLC 19-1A</name>
        <lei>N/A</lei>
        <title>LANARK MASTER ISSUER PLC LAN 2019 1A 1A1 144A</title>
        <cusip>513770BB2</cusip>
        <identifiers>
          <isin value="US513770BB22"/>
        </identifiers>
        <balance>27533333.830000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27603874.230000</valUSD>
        <pctVal>0.1694259</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2069-12-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.90225</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LAS VEGAS SANDS CORP</name>
        <lei>549300DUOO1KXOHPM605</lei>
        <title>LAS VEGAS SANDS CORP SR UNSECURED 08/24 3.2</title>
        <cusip>517834AG2</cusip>
        <identifiers>
          <isin value="US517834AG23"/>
        </identifiers>
        <balance>14500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14788117.760000</valUSD>
        <pctVal>0.0907659</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.2</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LAS VEGAS SANDS CORP</name>
        <lei>549300DUOO1KXOHPM605</lei>
        <title>LAS VEGAS SANDS CORP SR UNSECURED 08/26 3.5</title>
        <cusip>517834AE7</cusip>
        <identifiers>
          <isin value="US517834AE74"/>
        </identifiers>
        <balance>5600000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5697121.360000</valUSD>
        <pctVal>0.0349676</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LATITUDE MANAGEMENT REAL ESTATE CAPITAL INC 2016-CRE2</name>
        <lei>N/A</lei>
        <title>LATITUDE MANAGEMENT REAL ESTAT LMREC 2016 CRE2 A 144A</title>
        <cusip>50209MAA3</cusip>
        <identifiers>
          <isin value="US50209MAA36"/>
        </identifiers>
        <balance>6078113.120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6090687.520000</valUSD>
        <pctVal>0.0373832</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-11-24</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.7365</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LEGACY MORTGAGE ASSET TRUST 2019-GS3</name>
        <lei>N/A</lei>
        <title>LEGACY MORTGAGE ASSET TRUST LMAT 2019 GS3 A1 144A</title>
        <cusip>52474WAA5</cusip>
        <identifiers>
          <isin value="US52474WAA53"/>
        </identifiers>
        <balance>9326382.360000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9535145.970000</valUSD>
        <pctVal>0.0585244</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LEGACY MORTGAGE ASSET TRUST 2019-GS4</name>
        <lei>N/A</lei>
        <title>LEGACY MORTGAGE ASSET TRUST LMAT 2019 GS4 A1 144A</title>
        <cusip>52473CAA0</cusip>
        <identifiers>
          <isin value="US52473CAA09"/>
        </identifiers>
        <balance>4120354.390000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4160025.160000</valUSD>
        <pctVal>0.0255332</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.438</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LEGACY MORTGAGE ASSET TRUST 2019-GS6</name>
        <lei>N/A</lei>
        <title>LEGACY MORTGAGE ASSET TRUST LMAT 2019 GS6 A1 144A</title>
        <cusip>52474VAA7</cusip>
        <identifiers>
          <isin value="US52474VAA70"/>
        </identifiers>
        <balance>4470366.450000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4485145.480000</valUSD>
        <pctVal>0.0275287</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LEHMAN ABS MTGE LN TR 2007-1</name>
        <lei>N/A</lei>
        <title>LEHMAN ABS MORTGAGE LOAN TRUST LABSM 2007 1 2A1 144A</title>
        <cusip>52521MAB8</cusip>
        <identifiers>
          <isin value="US52521MAB81"/>
        </identifiers>
        <balance>338851.190000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>246893.140000</valUSD>
        <pctVal>0.0015154</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.10838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LEHMAN XS TRUST 2007-9</name>
        <lei>N/A</lei>
        <title>LEHMAN XS TRUST LXS 2007 9 WF1</title>
        <cusip>52524MAT6</cusip>
        <identifiers>
          <isin value="US52524MAT62"/>
        </identifiers>
        <balance>198173.120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>191888.970000</valUSD>
        <pctVal>0.0011778</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.16838</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LIBERTY FUNDING PTY LIMITED 2018-1</name>
        <lei>N/A</lei>
        <title>LIBERTY FUNDING PTY LIMITED LBRTY 2018 1 A1B</title>
        <cusip>ACI12DYP0</cusip>
        <identifiers>
          <isin value="AU3FN0041828"/>
        </identifiers>
        <balance>2936935.210000</balance>
        <units>PA</units>
        <currencyConditional curCd="AUD" exchangeRt="1.481600"/>
        <valUSD>1981442.250000</valUSD>
        <pctVal>0.0121616</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.307</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LLOYDS BANK CORPORATE MARKETS PLC/NEW YORK BRANCH</name>
        <lei>213800MBWEIJDM5CU638</lei>
        <title>LLOYDS BANK CORP MKTS/NY CERT OF DEPO 09/20 VAR</title>
        <cusip>53947BAC4</cusip>
        <identifiers>
          <isin value="US53947BAC46"/>
        </identifiers>
        <balance>33500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33586573.720000</valUSD>
        <pctVal>0.2061463</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-24</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.63463</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LLOYDS BANK CORPORATE MARKETS PLC/NEW YORK BRANCH</name>
        <lei>213800MBWEIJDM5CU638</lei>
        <title>LLOYDS BANK CORPORATE</title>
        <cusip>53947BAE0</cusip>
        <identifiers>
          <isin value="US53947BAE02"/>
        </identifiers>
        <balance>35900000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35989230.890000</valUSD>
        <pctVal>0.2208932</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.81138</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LLOYDS BANK PLC</name>
        <lei>H7FNTJ4851HG0EXQ1Z70</lei>
        <title>LLOYDS BANK PLC COMPANY GUAR 05/21 VAR</title>
        <cusip>53944VAQ2</cusip>
        <identifiers>
          <isin value="US53944VAQ23"/>
        </identifiers>
        <balance>1308000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1308244.880000</valUSD>
        <pctVal>0.0080297</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-07</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.699</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LLOYDS BANKING GROUP PLC</name>
        <lei>549300PPXHEU2JF0AM85</lei>
        <title>LLOYDS BANKING GROUP PLC SR UNSECURED 03/23 VAR</title>
        <cusip>53944YAK9</cusip>
        <identifiers>
          <isin value="US53944YAK91"/>
        </identifiers>
        <balance>36100000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36229295.040000</valUSD>
        <pctVal>0.2223667</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>Floating</couponKind>
          <annualizedRt>2.858</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LLOYDS BANKING GROUP PLC</name>
        <lei>549300PPXHEU2JF0AM85</lei>
        <title>LLOYDS BANKING GROUP PLC SR UNSECURED 06/21 VAR</title>
        <cusip>53944YAG8</cusip>
        <identifiers>
          <isin value="US53944YAG89"/>
        </identifiers>
        <balance>47100000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>47220619.330000</valUSD>
        <pctVal>0.2898288</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.95888</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LLOYDS BANKING GROUP PLC</name>
        <lei>549300PPXHEU2JF0AM85</lei>
        <title>LLOYDS BANKING GROUP PLC SR UNSECURED 11/23 VAR</title>
        <cusip>539439AP4</cusip>
        <identifiers>
          <isin value="US539439AP41"/>
        </identifiers>
        <balance>10000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10024988.700000</valUSD>
        <pctVal>0.0615310</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-07</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.907</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LOANCORE ISSUER LTD 2019-CRE2</name>
        <lei>N/A</lei>
        <title>LOANCORE 2019 CRE2 ISSUER, LTD LNCR 2019 CRE2 A 144A</title>
        <cusip>53946JAA2</cusip>
        <identifiers>
          <isin value="US53946JAA25"/>
        </identifiers>
        <balance>41400000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>41455890.000000</valUSD>
        <pctVal>0.2544463</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.1575</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LONG BEACH MORTGAGE LOAN TR 2005-2</name>
        <lei>N/A</lei>
        <title>LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 2 M5</title>
        <cusip>542514KV5</cusip>
        <identifiers>
          <isin value="US542514KV50"/>
        </identifiers>
        <balance>23800000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23880265.500000</valUSD>
        <pctVal>0.1465713</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.99338</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LONG BEACH MTGE LOAN TRUST 2001-4</name>
        <lei>N/A</lei>
        <title>LONG BEACH MORTGAGE LOAN TRUST LBMLT 2001 4 2A1</title>
        <cusip>542514BQ6</cusip>
        <identifiers>
          <isin value="US542514BQ66"/>
        </identifiers>
        <balance>21011.480000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21155.410000</valUSD>
        <pctVal>0.0001298</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.71838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LONG BEACH MTGE LOAN TRUST 2003-4</name>
        <lei>N/A</lei>
        <title>LONG BEACH MORTGAGE LOAN TRUST LBMLT 2003 4 M1</title>
        <cusip>542514EH3</cusip>
        <identifiers>
          <isin value="US542514EH31"/>
        </identifiers>
        <balance>860721.110000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>859864.780000</valUSD>
        <pctVal>0.0052776</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.03838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LONG BEACH MTGE LOAN TRUST 2004-4</name>
        <lei>N/A</lei>
        <title>LONG BEACH MORTGAGE LOAN TRUST LBMLT 2004 4 1A1</title>
        <cusip>542514HN7</cusip>
        <identifiers>
          <isin value="US542514HN71"/>
        </identifiers>
        <balance>358703.080000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>352469.720000</valUSD>
        <pctVal>0.0021634</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.57838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LP CREDIT CARD ABS MASTER TRUST 2018-1</name>
        <lei>N/A</lei>
        <title>LP CREDIT CARD ABS LPCC 2018 1 A 144A</title>
        <cusip>50214FAA1</cusip>
        <identifiers>
          <isin value="US50214FAA12"/>
        </identifiers>
        <balance>43357879.480000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43096904.070000</valUSD>
        <pctVal>0.2645184</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.8215</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LUMINENT MORTGAGE TRUST 2006-6</name>
        <lei>N/A</lei>
        <title>LUMINENT MORTGAGE TRUST LUM 2006 6 A1</title>
        <cusip>55027YAD0</cusip>
        <identifiers>
          <isin value="US55027YAD04"/>
        </identifiers>
        <balance>184277.490000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>182985.960000</valUSD>
        <pctVal>0.0011231</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.21838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LUMINENT MORTGAGE TRUST 2006-7</name>
        <lei>N/A</lei>
        <title>LUMINENT MORTGAGE TRUST LUM 2006 7 1A1</title>
        <cusip>55028BAA5</cusip>
        <identifiers>
          <isin value="US55028BAA52"/>
        </identifiers>
        <balance>139248.550000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>131659.200000</valUSD>
        <pctVal>0.0008081</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.37838</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LUMINENT MORTGAGE TRUST 2006-7</name>
        <lei>N/A</lei>
        <title>LUMINENT MORTGAGE TRUST LUM 2006 7 2A1</title>
        <cusip>55028BAG2</cusip>
        <identifiers>
          <isin value="US55028BAG23"/>
        </identifiers>
        <balance>624976.630000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>613143.450000</valUSD>
        <pctVal>0.0037633</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.18838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MACQUARIE GROUP LIMITED</name>
        <lei>ACMHD8HWFMFUIQQ8Y590</lei>
        <title>MACQUARIE GROUP LTD SR UNSECURED 144A 03/24 VAR</title>
        <cusip>55608JAM0</cusip>
        <identifiers>
          <isin value="US55608JAM09"/>
        </identifiers>
        <balance>8055000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8150639.430000</valUSD>
        <pctVal>0.0500267</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.44963</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MADISON PARK FUNDING XVI LTD 2015-16A</name>
        <lei>N/A</lei>
        <title>MADISON PARK FUNDING LTD MDPK 2015 16A A1R 144A</title>
        <cusip>55818XAW3</cusip>
        <identifiers>
          <isin value="US55818XAW39"/>
        </identifiers>
        <balance>8090117.430000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8094189.510000</valUSD>
        <pctVal>0.0496802</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.60763</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MAJAPAHIT HOLDING BV</name>
        <lei>213800SWP1ZR2AQ4KL66</lei>
        <title>MAJAPAHIT HOLDING BV COMPANY GUAR 144A 01/20 7.75</title>
        <cusip>56068TAF4</cusip>
        <identifiers>
          <isin value="US56068TAF49"/>
        </identifiers>
        <balance>8230000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8373448.900000</valUSD>
        <pctVal>0.0513942</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MANUFACTURERS AND TRADERS TRUST COMPANY</name>
        <lei>WWB2V0FCW3A0EE3ZJN75</lei>
        <title>MANUF + TRADERS TRUST CO SUBORDINATED 12/20 VAR</title>
        <cusip>564759PS1</cusip>
        <identifiers>
          <isin value="US564759PS17"/>
        </identifiers>
        <balance>11419000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11424742.160000</valUSD>
        <pctVal>0.0701223</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-12-28</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.2585</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MARLETTE FUNDING TRUST 2018-2A</name>
        <lei>N/A</lei>
        <title>MARLETTE FUNDING TRUST MFT 2018 2A A 144A</title>
        <cusip>57109EAA7</cusip>
        <identifiers>
          <isin value="US57109EAA73"/>
        </identifiers>
        <balance>2113526.700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2115583.580000</valUSD>
        <pctVal>0.0129849</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.06</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MARLETTE FUNDING TRUST 2018-4A</name>
        <lei>N/A</lei>
        <title>MARLETTE FUNDING TRUST MFT 2018 4A A 144A</title>
        <cusip>57109GAA2</cusip>
        <identifiers>
          <isin value="US57109GAA22"/>
        </identifiers>
        <balance>8772841.660000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8860003.350000</valUSD>
        <pctVal>0.0543806</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.71</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MARLETTE FUNDING TRUST 2019-1A</name>
        <lei>N/A</lei>
        <title>MARLETTE FUNDING TRUST MFT 2019 1A A 144A</title>
        <cusip>57109XAA5</cusip>
        <identifiers>
          <isin value="US57109XAA54"/>
        </identifiers>
        <balance>2765337.470000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2785853.230000</valUSD>
        <pctVal>0.0170989</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.44</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MARLETTE FUNDING TRUST 2019-2</name>
        <lei>N/A</lei>
        <title>MARLETTE FUNDING TRUST MFT 2019 2A A 144A</title>
        <cusip>57109HAA0</cusip>
        <identifiers>
          <isin value="US57109HAA05"/>
        </identifiers>
        <balance>25271481.730000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25471667.250000</valUSD>
        <pctVal>0.1563390</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.13</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MARLETTE FUNDING TRUST 2019-3</name>
        <lei>N/A</lei>
        <title>MARLETTE FUNDING TRUST MFT 2019 3A A 144A</title>
        <cusip>57109MAA9</cusip>
        <identifiers>
          <isin value="US57109MAA99"/>
        </identifiers>
        <balance>3555593.200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3568714.050000</valUSD>
        <pctVal>0.0219039</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.69</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MARRIOTT INTERNATIONAL INC</name>
        <lei>225YDZ14ZO8E1TXUSU86</lei>
        <title>MARRIOTT INTERNATIONAL SR UNSECURED 03/21 VAR</title>
        <cusip>571900BA6</cusip>
        <identifiers>
          <isin value="US571900BA65"/>
        </identifiers>
        <balance>11600000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11645648.200000</valUSD>
        <pctVal>0.0714782</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-08</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.75213</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MARRIOTT INTERNATIONAL INC</name>
        <lei>225YDZ14ZO8E1TXUSU86</lei>
        <title>MARRIOTT INTERNATIONAL SR UNSECURED 12/20 VAR</title>
        <cusip>571903AZ6</cusip>
        <identifiers>
          <isin value="US571903AZ64"/>
        </identifiers>
        <balance>26200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26291735.890000</valUSD>
        <pctVal>0.1613724</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-12-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.73763</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MARSH &amp; MCLENNAN COMPANIES INC</name>
        <lei>549300XMP3KDCKJXIU47</lei>
        <title>MARSH + MCLENNAN COS INC SR UNSECURED 12/21 VAR</title>
        <cusip>571748BK7</cusip>
        <identifiers>
          <isin value="US571748BK77"/>
        </identifiers>
        <balance>10000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10020231.200000</valUSD>
        <pctVal>0.0615018</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-29</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.30438</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MARTIN MARIETTA MATERIALS INC</name>
        <lei>5299005MZ4WZECVATV08</lei>
        <title>MARTIN MARIETTA MATERIAL SR UNSECURED 05/20 VAR</title>
        <cusip>573284AR7</cusip>
        <identifiers>
          <isin value="US573284AR77"/>
        </identifiers>
        <balance>2300000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2303435.830000</valUSD>
        <pctVal>0.0141379</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-05-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.7995</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MASCO CORPORATION</name>
        <lei>5GCSNMQXHEYA1JO8QN11</lei>
        <title>MASCO CORP SR UNSECURED 03/20 7.125</title>
        <cusip>574599BG0</cusip>
        <identifiers>
          <isin value="US574599BG02"/>
        </identifiers>
        <balance>437000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>445715.270000</valUSD>
        <pctVal>0.0027357</pctVal>
        <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>7.125</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MASCO CORPORATION</name>
        <lei>5GCSNMQXHEYA1JO8QN11</lei>
        <title>MASCO CORP SR UNSECURED 04/21 3.5</title>
        <cusip>574599BK1</cusip>
        <identifiers>
          <isin value="US574599BK14"/>
        </identifiers>
        <balance>1850000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1875870.100000</valUSD>
        <pctVal>0.0115136</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MASSACHUSETTS EDUC FINANCING AUTH 2008-1</name>
        <lei>N/A</lei>
        <title>MASSACHUSETTS EDUCATIONAL FINA MEFA 2008 1 A1</title>
        <cusip>57563NAA6</cusip>
        <identifiers>
          <isin value="US57563NAA63"/>
        </identifiers>
        <balance>771360.670000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>775603.150000</valUSD>
        <pctVal>0.0047605</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.2255</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MASTER CREDIT CARD TRUST II SERIES 2018-1A</name>
        <lei>N/A</lei>
        <title>MASTER CREDIT CARD TRUST MCCT 2018 1A A 144A</title>
        <cusip>576339BM6</cusip>
        <identifiers>
          <isin value="US576339BM61"/>
        </identifiers>
        <balance>20800000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20792697.120000</valUSD>
        <pctVal>0.1276206</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.53588</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MASTR ADJUSTABLE RATE MORTGAGES TRUST 2006-OA1</name>
        <lei>N/A</lei>
        <title>MASTR ADJUSTABLE RATE MORTGAGE MARM 2006 OA1 1A1</title>
        <cusip>576433G42</cusip>
        <identifiers>
          <isin value="US576433G423"/>
        </identifiers>
        <balance>428369.830000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>398253.800000</valUSD>
        <pctVal>0.0024444</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.22838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MASTR ADJUSTABLE RATE MTGES TRU 2004-13</name>
        <lei>N/A</lei>
        <title>MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 13 3A1</title>
        <cusip>576433UF1</cusip>
        <identifiers>
          <isin value="US576433UF13"/>
        </identifiers>
        <balance>474995.610000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>489970.040000</valUSD>
        <pctVal>0.0030073</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-11-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.73419</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MASTR ALTERNATIVE LOANS TR 2003-5</name>
        <lei>N/A</lei>
        <title>MASTR ALTERNATIVE LOANS TRUST MALT 2003 5 6A1</title>
        <cusip>576434FH2</cusip>
        <identifiers>
          <isin value="US576434FH27"/>
        </identifiers>
        <balance>582625.440000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>606057.120000</valUSD>
        <pctVal>0.0037198</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MASTR ASSET BACKED SEC TR 2004-OPT2</name>
        <lei>N/A</lei>
        <title>MASTR ASSET BACKED SECURITIES MABS 2004 OPT2 A1</title>
        <cusip>57643LFG6</cusip>
        <identifiers>
          <isin value="US57643LFG68"/>
        </identifiers>
        <balance>10205396.040000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10173294.970000</valUSD>
        <pctVal>0.0624412</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.71838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MASTR ASSET BACKED SEC TR 2006-HE4</name>
        <lei>N/A</lei>
        <title>MASTR ASSET BACKED SECURITIES MABS 2006 HE4 A1</title>
        <cusip>576449AA0</cusip>
        <identifiers>
          <isin value="US576449AA06"/>
        </identifiers>
        <balance>58855.250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27357.980000</valUSD>
        <pctVal>0.0001679</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.06838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MASTR ASSET BACKED SEC TR 2007-WMC1</name>
        <lei>N/A</lei>
        <title>MASTR ASSET BACKED SECURITIES MABS 2007 WMC1 A2</title>
        <cusip>55275TAB4</cusip>
        <identifiers>
          <isin value="US55275TAB44"/>
        </identifiers>
        <balance>291917.400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>117642.950000</valUSD>
        <pctVal>0.0007221</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.06838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MASTR ASSET BACKED SECURITIES 2004-OPT1</name>
        <lei>N/A</lei>
        <title>MASTR ASSET BACKED SECURITIES MABS 2004 OPT1 M1</title>
        <cusip>57643LCH7</cusip>
        <identifiers>
          <isin value="US57643LCH78"/>
        </identifiers>
        <balance>1337003.260000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1326406.440000</valUSD>
        <pctVal>0.0081412</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.79838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MCDONALDS CORPORATION</name>
        <lei>UE2136O97NLB5BYP9H04</lei>
        <title>MCDONALD S CORP SR UNSECURED 10/21 VAR</title>
        <cusip>58013MFG4</cusip>
        <identifiers>
          <isin value="US58013MFG42"/>
        </identifiers>
        <balance>31050000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31065530.900000</valUSD>
        <pctVal>0.1906728</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-28</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.68575</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MELLON RES FUND CORP 1999-TBC3</name>
        <lei>N/A</lei>
        <title>MELLON RESIDENTIAL FUNDING COR MRFC 1999 TBC3 A2</title>
        <cusip>585525DF2</cusip>
        <identifiers>
          <isin value="US585525DF22"/>
        </identifiers>
        <balance>416306.770000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>417265.860000</valUSD>
        <pctVal>0.0025611</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.891</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MELLON RESIDENTIAL FUND CORP 2000-TBC3</name>
        <lei>N/A</lei>
        <title>MELLON RESIDENTIAL FUNDING COR MRFC 2000 TBC3 A1</title>
        <cusip>585525EN4</cusip>
        <identifiers>
          <isin value="US585525EN47"/>
        </identifiers>
        <balance>638772.880000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>626672.800000</valUSD>
        <pctVal>0.0038464</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.4675</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MELLON RESIDENTIAL FUND CORP 2002-TBC2</name>
        <lei>N/A</lei>
        <title>MELLON RESIDENTIAL FUNDING COR MRFC 2002 TBC2 A</title>
        <cusip>585525FX1</cusip>
        <identifiers>
          <isin value="US585525FX10"/>
        </identifiers>
        <balance>34938.770000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34506.760000</valUSD>
        <pctVal>0.0002118</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.8875</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MELLON RESIDENTIAL FUNDING CO 2001-TBC1</name>
        <lei>N/A</lei>
        <title>MELLON RESIDENTIAL FUNDING COR MRFC 2001 TBC1 A1</title>
        <cusip>585525FC7</cusip>
        <identifiers>
          <isin value="US585525FC72"/>
        </identifiers>
        <balance>574000.460000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>581142.580000</valUSD>
        <pctVal>0.0035669</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.7275</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MERRILL LYNCH MORTGAGE BACKED SEC 2007-1</name>
        <lei>N/A</lei>
        <title>MERRILL LYNCH MORTGAGE BACKED MLMBS 2007 1 2A1</title>
        <cusip>59024NAC1</cusip>
        <identifiers>
          <isin value="US59024NAC11"/>
        </identifiers>
        <balance>284600.950000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>287957.480000</valUSD>
        <pctVal>0.0017674</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.26056</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MERRILL LYNCH MORTGAGE INV 2007-HE2</name>
        <lei>N/A</lei>
        <title>MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 HE2 A2A</title>
        <cusip>59024LAB7</cusip>
        <identifiers>
          <isin value="US59024LAB71"/>
        </identifiers>
        <balance>304137.690000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>130267.500000</valUSD>
        <pctVal>0.0007996</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.13838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MERRILL LYNCH MORTGAGE INVESTO-2006-RM4</name>
        <lei>N/A</lei>
        <title>MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 RM4 A2A</title>
        <cusip>59023QAB7</cusip>
        <identifiers>
          <isin value="US59023QAB77"/>
        </identifiers>
        <balance>5503.610000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3153.550000</valUSD>
        <pctVal>0.0000194</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.09838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MERRILL LYNCH MORTGAGE INVESTORS 2003-A1</name>
        <lei>N/A</lei>
        <title>MERRILL LYNCH MORTGAGE INVESTO MLMI 2003 A1 3A</title>
        <cusip>589929F37</cusip>
        <identifiers>
          <isin value="US589929F377"/>
        </identifiers>
        <balance>3358.920000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3423.170000</valUSD>
        <pctVal>0.0000210</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.53138</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MERRILL LYNCH MORTGAGE INVS 2005-A10</name>
        <lei>N/A</lei>
        <title>MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A10 A</title>
        <cusip>59020UZ65</cusip>
        <identifiers>
          <isin value="US59020UZ656"/>
        </identifiers>
        <balance>2553642.640000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2502674.740000</valUSD>
        <pctVal>0.0153608</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.22838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MERRILL LYNCH MORTGAGE INVS 2006-HE1</name>
        <lei>N/A</lei>
        <title>MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE1 M1</title>
        <cusip>59020U3E3</cusip>
        <identifiers>
          <isin value="US59020U3E32"/>
        </identifiers>
        <balance>5718333.850000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5724715.510000</valUSD>
        <pctVal>0.0351369</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.40838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MGM RESORTS INTERNATIONAL</name>
        <lei>54930066VBP7DZEGGJ87</lei>
        <title>MGM RESORTS INTL COMPANY GUAR 10/20 6.75</title>
        <cusip>552953BY6</cusip>
        <identifiers>
          <isin value="US552953BY63"/>
        </identifiers>
        <balance>1900000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1976000.000000</valUSD>
        <pctVal>0.0121282</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MISSISSIPPI POWER COMPANY</name>
        <lei>LNZ0J6YZ5SC6ILIRU850</lei>
        <title>MISSISSIPPI POWER CO SR UNSECURED 03/20 VAR</title>
        <cusip>605417CA0</cusip>
        <identifiers>
          <isin value="US605417CA09"/>
        </identifiers>
        <balance>15500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15506281.380000</valUSD>
        <pctVal>0.0951738</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.74963</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)</name>
        <lei>353800V2V8PUY9TK3E06</lei>
        <title>MITSUBISHI UFJ FIN GRP SR UNSECURED 02/22 VAR</title>
        <cusip>606822AK0</cusip>
        <identifiers>
          <isin value="US606822AK06"/>
        </identifiers>
        <balance>39890000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40166940.310000</valUSD>
        <pctVal>0.2465350</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.0695</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)</name>
        <lei>353800V2V8PUY9TK3E06</lei>
        <title>MITSUBISHI UFJ FIN GRP SR UNSECURED 03/22 VAR</title>
        <cusip>606822BF0</cusip>
        <identifiers>
          <isin value="US606822BF02"/>
        </identifiers>
        <balance>21550000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21571670.460000</valUSD>
        <pctVal>0.1324017</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-07</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.80213</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)</name>
        <lei>353800V2V8PUY9TK3E06</lei>
        <title>MITSUBISHI UFJ FIN GRP SR UNSECURED 03/23 VAR</title>
        <cusip>606822AS3</cusip>
        <identifiers>
          <isin value="US606822AS32"/>
        </identifiers>
        <balance>32100000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32110495.420000</valUSD>
        <pctVal>0.1970865</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.87763</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)</name>
        <lei>353800V2V8PUY9TK3E06</lei>
        <title>MITSUBISHI UFJ FIN GRP SR UNSECURED 07/22 VAR</title>
        <cusip>606822AQ7</cusip>
        <identifiers>
          <isin value="US606822AQ75"/>
        </identifiers>
        <balance>82447000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>82808683.450000</valUSD>
        <pctVal>0.5082598</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.0655</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)</name>
        <lei>353800V2V8PUY9TK3E06</lei>
        <title>MITSUBISHI UFJ FIN GRP SR UNSECURED 07/23 VAR</title>
        <cusip>606822AZ7</cusip>
        <identifiers>
          <isin value="US606822AZ74"/>
        </identifiers>
        <balance>20000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20063427.800000</valUSD>
        <pctVal>0.1231445</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.12663</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)</name>
        <lei>353800V2V8PUY9TK3E06</lei>
        <title>MITSUBISHI UFJ FIN GRP SR UNSECURED 09/21 VAR</title>
        <cusip>606822AF1</cusip>
        <identifiers>
          <isin value="US606822AF11"/>
        </identifiers>
        <balance>27464000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27770919.260000</valUSD>
        <pctVal>0.1704512</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-13</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.18725</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MITSUBISHI UFJ LEASE &amp; FINANCE COMPANY LIMITED</name>
        <lei>353800MZ3QX9RLMH7B09</lei>
        <title>MITSUBISHI UFJ LEASE+FIN SR UNSECURED 144A 02/22 3.406</title>
        <cusip>60682LAD4</cusip>
        <identifiers>
          <isin value="US60682LAD47"/>
        </identifiers>
        <balance>1900000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1938990.720000</valUSD>
        <pctVal>0.0119011</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.406</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MITSUBISHI UFJ LEASE &amp; FINANCE COMPANY LIMITED</name>
        <lei>353800MZ3QX9RLMH7B09</lei>
        <title>MITSUBISHI UFJ LEASE+FIN SR UNSECURED 144A 02/24 3.559</title>
        <cusip>60682LAE2</cusip>
        <identifiers>
          <isin value="US60682LAE20"/>
        </identifiers>
        <balance>5000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5204118.900000</valUSD>
        <pctVal>0.0319416</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.559</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MITSUBISHI UFJ LEASE &amp; FINANCE COMPANY LIMITED</name>
        <lei>353800MZ3QX9RLMH7B09</lei>
        <title>MITSUBISHI UFJ LEASE+FIN SR UNSECURED 144A 09/22 2.652</title>
        <cusip>60682LAA0</cusip>
        <identifiers>
          <isin value="US60682LAA08"/>
        </identifiers>
        <balance>22460000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22561386.240000</valUSD>
        <pctVal>0.1384764</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.652</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MITSUBISHI UFJ LEASE &amp; FINANCE COMPANY LIMITED</name>
        <lei>353800MZ3QX9RLMH7B09</lei>
        <title>MITSUBISHI UFJ LEASE+FIN SR UNSECURED REGS 09/21 2.25</title>
        <cusip>ACI0PLHS2</cusip>
        <identifiers>
          <isin value="XS1485531492"/>
        </identifiers>
        <balance>16265000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16204221.760000</valUSD>
        <pctVal>0.0994576</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MITSUBISHI UFJ LEASE &amp; FINANCE COMPANY LIMITED</name>
        <lei>353800MZ3QX9RLMH7B09</lei>
        <title>MITSUBISHI UFJ LEASE+FIN SR UNSECURED REGS 10/20 2.75</title>
        <cusip>ACI0HH3R7</cusip>
        <identifiers>
          <isin value="XS1309490966"/>
        </identifiers>
        <balance>23766000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23872041.040000</valUSD>
        <pctVal>0.1465208</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MIZUHO FINANCIAL GROUP INC</name>
        <lei>353800CI5L6DDAN5XZ33</lei>
        <title>MIZUHO FINANCIAL GROUP SR UNSECURED 02/22 VAR</title>
        <cusip>60687YAJ8</cusip>
        <identifiers>
          <isin value="US60687YAJ82"/>
        </identifiers>
        <balance>46046000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>46374131.160000</valUSD>
        <pctVal>0.2846333</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-28</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.08438</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MIZUHO FINANCIAL GROUP INC</name>
        <lei>353800CI5L6DDAN5XZ33</lei>
        <title>MIZUHO FINANCIAL GROUP SR UNSECURED 07/23 VAR</title>
        <cusip>60687YAY5</cusip>
        <identifiers>
          <isin value="US60687YAY59"/>
        </identifiers>
        <balance>23752000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23790700.320000</valUSD>
        <pctVal>0.1460216</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.16225</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MIZUHO FINANCIAL GROUP INC</name>
        <lei>353800CI5L6DDAN5XZ33</lei>
        <title>MIZUHO FINANCIAL GROUP SR UNSECURED 09/22 VAR</title>
        <cusip>60687YAN9</cusip>
        <identifiers>
          <isin value="US60687YAN94"/>
        </identifiers>
        <balance>100025000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100620286.780000</valUSD>
        <pctVal>0.6175831</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-11</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.01838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MIZUHO FINANCIAL GROUP INC</name>
        <lei>353800CI5L6DDAN5XZ33</lei>
        <title>MIZUHO FINANCIAL GROUP SR UNSECURED 09/23 VAR</title>
        <cusip>60687YBB4</cusip>
        <identifiers>
          <isin value="US60687YBB48"/>
        </identifiers>
        <balance>9045000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9067825.240000</valUSD>
        <pctVal>0.0556561</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-13</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.97725</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MLCC MORTGAGE INVESTORS INC 2005-3</name>
        <lei>N/A</lei>
        <title>MLCC MORTGAGE INVESTORS INC MLCC 2005 3 4A</title>
        <cusip>59020UL60</cusip>
        <identifiers>
          <isin value="US59020UL607"/>
        </identifiers>
        <balance>24203.040000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24374.530000</valUSD>
        <pctVal>0.0001496</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.26838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MLCC MORTGAGE INVESTORS INC 2005-3</name>
        <lei>N/A</lei>
        <title>MLCC MORTGAGE INVESTORS INC MLCC 2005 3 5A</title>
        <cusip>59020UL78</cusip>
        <identifiers>
          <isin value="US59020UL789"/>
        </identifiers>
        <balance>299095.040000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>287190.670000</valUSD>
        <pctVal>0.0017627</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.26838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MMAF EQUIPMENT FINANCE LLC 2018-A</name>
        <lei>N/A</lei>
        <title>MMAF EQUIPMENT FINANCE LLC MMAF 2018 A A2 144A</title>
        <cusip>60700DAB4</cusip>
        <identifiers>
          <isin value="US60700DAB47"/>
        </identifiers>
        <balance>2820430.370000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2826481.890000</valUSD>
        <pctVal>0.0173483</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.92</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY SR UNSECURED 01/22 VAR</title>
        <cusip>61746BEE2</cusip>
        <identifiers>
          <isin value="US61746BEE20"/>
        </identifiers>
        <balance>36501000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36861910.210000</valUSD>
        <pctVal>0.2262495</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.45763</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY SR UNSECURED 02/21 VAR</title>
        <cusip>61744YAM0</cusip>
        <identifiers>
          <isin value="US61744YAM03"/>
        </identifiers>
        <balance>63712000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>63772782.520000</valUSD>
        <pctVal>0.3914220</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.731</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY SR UNSECURED 07/22 VAR</title>
        <cusip>61744YAJ7</cusip>
        <identifiers>
          <isin value="US61744YAJ73"/>
        </identifiers>
        <balance>69816000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>70363263.890000</valUSD>
        <pctVal>0.4318728</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.20763</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY ABS CAPITAL I 2004-HE4</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL INC MSAC 2004 HE4 M1</title>
        <cusip>61746RGK1</cusip>
        <identifiers>
          <isin value="US61746RGK14"/>
        </identifiers>
        <balance>19203450.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19374498.970000</valUSD>
        <pctVal>0.1189160</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.91838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY ABS CAPITAL I 2007-HE6</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL INC MSAC 2007 HE6 A1</title>
        <cusip>61755CAA0</cusip>
        <identifiers>
          <isin value="US61755CAA09"/>
        </identifiers>
        <balance>138349.600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>126348.240000</valUSD>
        <pctVal>0.0007755</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.07838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY ABS CAPITAL-2006-HE6</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL INC MSAC 2006 HE6 A2B</title>
        <cusip>61750FAD2</cusip>
        <identifiers>
          <isin value="US61750FAD24"/>
        </identifiers>
        <balance>20681.450000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9962.560000</valUSD>
        <pctVal>0.0000611</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.11838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C7</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY BAML TRUST MSBAM 2013 C7 AAB</title>
        <cusip>61690KAC6</cusip>
        <identifiers>
          <isin value="US61690KAC62"/>
        </identifiers>
        <balance>879673.210000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>885301.710000</valUSD>
        <pctVal>0.0054338</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.469</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C22</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY BAML TRUST MSBAM 2015 C22 ASB</title>
        <cusip>61690FAK9</cusip>
        <identifiers>
          <isin value="US61690FAK93"/>
        </identifiers>
        <balance>3500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3590927.200000</valUSD>
        <pctVal>0.0220402</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.04</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY CAPITAL I 2007-T27</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL I TRUST MSC 2007 T27 B 144A</title>
        <cusip>61754JAK4</cusip>
        <identifiers>
          <isin value="US61754JAK43"/>
        </identifiers>
        <balance>8100000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8625085.740000</valUSD>
        <pctVal>0.0529387</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-06-11</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.1439</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY CAPITAL I TRUST 2019-PLND</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL I TRUST MSC 2019 PLND A 144A</title>
        <cusip>61691XAA1</cusip>
        <identifiers>
          <isin value="US61691XAA19"/>
        </identifiers>
        <balance>11400000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11405971.320000</valUSD>
        <pctVal>0.0700071</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.0275</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY HOME EQUITY LN 2005-2</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY HOME EQUITY LOA MSHEL 2005 2 M5</title>
        <cusip>61744CQP4</cusip>
        <identifiers>
          <isin value="US61744CQP40"/>
        </identifiers>
        <balance>950000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>951077.020000</valUSD>
        <pctVal>0.0058375</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.00838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY IXIS RE CAP TR 2006-2</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY IXIS REAL ESTAT MSIX 2006 2 A1</title>
        <cusip>617463AA2</cusip>
        <identifiers>
          <isin value="US617463AA25"/>
        </identifiers>
        <balance>9097.320000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4529.180000</valUSD>
        <pctVal>0.0000278</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.06838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY MORTGAGE LN TR-2006-8AR</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY MORTGAGE LOAN T MSM 2006 8AR 5A4</title>
        <cusip>61749LAP6</cusip>
        <identifiers>
          <isin value="US61749LAP67"/>
        </identifiers>
        <balance>53871.440000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>56204.990000</valUSD>
        <pctVal>0.0003450</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.36453</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY MTGE LN TR 2007-6XS</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY MORTGAGE LOAN T MSM 2007 6XS 2A1M</title>
        <cusip>61751JAG6</cusip>
        <identifiers>
          <isin value="US61751JAG67"/>
        </identifiers>
        <balance>870726.580000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>406298.870000</valUSD>
        <pctVal>0.0024938</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.23838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORTGAGEIT TRUST 2004-2</name>
        <lei>N/A</lei>
        <title>MORTGAGEIT TRUST MHL 2004 2 A1</title>
        <cusip>61913PAG7</cusip>
        <identifiers>
          <isin value="US61913PAG72"/>
        </identifiers>
        <balance>434583.530000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>439657.160000</valUSD>
        <pctVal>0.0026985</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.75838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MOTEL 6 TRUST 2017-MTL6</name>
        <lei>N/A</lei>
        <title>MOTEL 6 TRUST MOTEL 2017 MTL6 A 144A</title>
        <cusip>61975FAA7</cusip>
        <identifiers>
          <isin value="US61975FAA75"/>
        </identifiers>
        <balance>37736911.470000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37787712.900000</valUSD>
        <pctVal>0.2319319</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.9475</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MOUNTAIN HAWK CLO LTD 2013-2A</name>
        <lei>N/A</lei>
        <title>MOUNTAIN HAWK CLO LTD MHAWK 2013 2A A1R 144A</title>
        <cusip>62405TAS6</cusip>
        <identifiers>
          <isin value="US62405TAS69"/>
        </identifiers>
        <balance>2892589.240000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2895620.880000</valUSD>
        <pctVal>0.0177726</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.09763</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MOUNTAIN VIEW CLO LTD 2014-1A</name>
        <lei>N/A</lei>
        <title>MOUNTAIN VIEW CLO LTD MVW 2014 1A ARR 144A</title>
        <cusip>62431XAU0</cusip>
        <identifiers>
          <isin value="US62431XAU00"/>
        </identifiers>
        <balance>13228972.970000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13190595.450000</valUSD>
        <pctVal>0.0809607</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.10338</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MPLX LP</name>
        <lei>5493000CZJ19CK4P3G36</lei>
        <title>MPLX LP SR UNSECURED 144A 05/24 6.375</title>
        <cusip>55336VBA7</cusip>
        <identifiers>
          <isin value="US55336VBA70"/>
        </identifiers>
        <balance>2315000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2430861.400000</valUSD>
        <pctVal>0.0149200</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.375</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MYLAN NV</name>
        <lei>549300A0CD4KNFGIIS89</lei>
        <title>MYLAN NV COMPANY GUAR 06/21 3.15</title>
        <cusip>62854AAM6</cusip>
        <identifiers>
          <isin value="US62854AAM62"/>
        </identifiers>
        <balance>13986000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14168360.520000</valUSD>
        <pctVal>0.0869620</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.15</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MYLAN NV</name>
        <lei>549300A0CD4KNFGIIS89</lei>
        <title>MYLAN NV COMPANY GUAR 12/20 3.75</title>
        <cusip>62854AAL8</cusip>
        <identifiers>
          <isin value="US62854AAL89"/>
        </identifiers>
        <balance>34274000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34787305.590000</valUSD>
        <pctVal>0.2135161</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NATIONWIDE BUILDING SOCIETY</name>
        <lei>549300XFX12G42QIKN82</lei>
        <title>NATIONWIDE BLDG SOCIETY SR UNSECURED 144A 04/23 VAR</title>
        <cusip>63861VAD9</cusip>
        <identifiers>
          <isin value="US63861VAD91"/>
        </identifiers>
        <balance>11800000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12035568.120000</valUSD>
        <pctVal>0.0738714</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.622</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2018-RIVA</name>
        <lei>N/A</lei>
        <title>NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 RIVA A 144A</title>
        <cusip>63874JAA7</cusip>
        <identifiers>
          <isin value="US63874JAA79"/>
        </identifiers>
        <balance>5900000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5882652.230000</valUSD>
        <pctVal>0.0361063</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.7775</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NATWEST MARKETS PLC (AKA: ROYAL BANK OF SCOTLAND PLC)</name>
        <lei>RR3QWICWWIPCS8A4S074</lei>
        <title>NATWEST MARKETS PLC COMPANY GUAR 08/20 5.625</title>
        <cusip>78010XAE1</cusip>
        <identifiers>
          <isin value="US78010XAE13"/>
        </identifiers>
        <balance>12740000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13085938.650000</valUSD>
        <pctVal>0.0803183</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-08-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.625</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NATWEST MARKETS PLC (AKA: ROYAL BANK OF SCOTLAND PLC)</name>
        <lei>RR3QWICWWIPCS8A4S074</lei>
        <title>NATWEST MARKETS PLC SR UNSECURED 144A 09/22 VAR</title>
        <cusip>63906AAB6</cusip>
        <identifiers>
          <isin value="US63906AAB61"/>
        </identifiers>
        <balance>53900000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>54320677.640000</valUSD>
        <pctVal>0.3334073</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-29</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.50438</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NAVIENT CORPORATION</name>
        <lei>54930067J0ZNOEBRW338</lei>
        <title>NAVIENT CORP SR UNSECURED 03/20 8</title>
        <cusip>78442FEJ3</cusip>
        <identifiers>
          <isin value="US78442FEJ30"/>
        </identifiers>
        <balance>14708000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15038930.000000</valUSD>
        <pctVal>0.0923053</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NAVIENT CORPORATION</name>
        <lei>54930067J0ZNOEBRW338</lei>
        <title>NAVIENT CORP SR UNSECURED 03/21 5.875</title>
        <cusip>63938CAC2</cusip>
        <identifiers>
          <isin value="US63938CAC29"/>
        </identifiers>
        <balance>27460000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28627050.000000</valUSD>
        <pctVal>0.1757059</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.875</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NAVIENT CORPORATION</name>
        <lei>54930067J0ZNOEBRW338</lei>
        <title>NAVIENT CORP SR UNSECURED 07/21 6.625</title>
        <cusip>63938CAD0</cusip>
        <identifiers>
          <isin value="US63938CAD02"/>
        </identifiers>
        <balance>7700000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8104250.000000</valUSD>
        <pctVal>0.0497419</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.625</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NAVIENT CORPORATION</name>
        <lei>54930067J0ZNOEBRW338</lei>
        <title>NAVIENT CORP SR UNSECURED 10/20 5</title>
        <cusip>63938CAA6</cusip>
        <identifiers>
          <isin value="US63938CAA62"/>
        </identifiers>
        <balance>2400000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2436000.000000</valUSD>
        <pctVal>0.0149516</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-A</name>
        <lei>N/A</lei>
        <title>NAVIENT STUDENT LOAN TRUST NAVSL 2019 A A1 144A</title>
        <cusip>63941BAA3</cusip>
        <identifiers>
          <isin value="US63941BAA35"/>
        </identifiers>
        <balance>23942419.380000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24163451.010000</valUSD>
        <pctVal>0.1483095</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.03</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NAVIENT STUDENT LOAN TRUST 2014-AA</name>
        <lei>N/A</lei>
        <title>NAVIENT STUDENT LOAN TRUST NAVSL 2014 AA A2A 144A</title>
        <cusip>63939CAB3</cusip>
        <identifiers>
          <isin value="US63939CAB37"/>
        </identifiers>
        <balance>4614603.070000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4651101.810000</valUSD>
        <pctVal>0.0285473</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.74</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NAVIENT STUDENT LOAN TRUST 2015-AA</name>
        <lei>N/A</lei>
        <title>NAVIENT STUDENT LOAN TRUST NAVSL 2015 AA A2A 144A</title>
        <cusip>63939EAB9</cusip>
        <identifiers>
          <isin value="US63939EAB92"/>
        </identifiers>
        <balance>7791717.320000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7846699.570000</valUSD>
        <pctVal>0.0481612</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.65</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NAVIENT STUDENT LOAN TRUST 2017-2</name>
        <lei>N/A</lei>
        <title>NAVIENT STUDENT LOAN TRUST NAVSL 2017 2A A 144A</title>
        <cusip>63939RAA2</cusip>
        <identifiers>
          <isin value="US63939RAA23"/>
        </identifiers>
        <balance>22531667.150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22636268.160000</valUSD>
        <pctVal>0.1389360</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-12-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.06838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NAVIENT STUDENT LOAN TRUST 2017-5A</name>
        <lei>N/A</lei>
        <title>NAVIENT STUDENT LOAN TRUST NAVSL 2017 5A A 144A</title>
        <cusip>63940CAA2</cusip>
        <identifiers>
          <isin value="US63940CAA27"/>
        </identifiers>
        <balance>17048096.770000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17003036.950000</valUSD>
        <pctVal>0.1043606</pctVal>
        <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>2.81838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NAVIENT STUDENT LOAN TRUST 2018-1A</name>
        <lei>N/A</lei>
        <title>NAVIENT STUDENT LOAN TRUST NAVSL 2018 1A A2 144A</title>
        <cusip>63940DAB8</cusip>
        <identifiers>
          <isin value="US63940DAB82"/>
        </identifiers>
        <balance>14270553.040000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14256891.840000</valUSD>
        <pctVal>0.0875054</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2067-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.36838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NAVIENT STUDENT LOAN TRUST 2018-BA</name>
        <lei>N/A</lei>
        <title>NAVIENT STUDENT LOAN TRUST NAVSL 2018 BA A1 144A</title>
        <cusip>63940QAA1</cusip>
        <identifiers>
          <isin value="US63940QAA13"/>
        </identifiers>
        <balance>3200875.680000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3200087.300000</valUSD>
        <pctVal>0.0196414</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.3775</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NAVIENT STUDENT LOAN TRUST 2018-EA</name>
        <lei>N/A</lei>
        <title>NAVIENT STUDENT LOAN TRUST NAVSL 2018 EA A1 144A</title>
        <cusip>63890BAA4</cusip>
        <identifiers>
          <isin value="US63890BAA44"/>
        </identifiers>
        <balance>17095946.160000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17294248.880000</valUSD>
        <pctVal>0.1061479</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.43</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NCUA GUARANTEED NOTES 2010-A1</name>
        <lei>N/A</lei>
        <title>NCUA GUARANTEED NOTES NGN 2010 A1 A</title>
        <cusip>62889AAA1</cusip>
        <identifiers>
          <isin value="US62889AAA16"/>
        </identifiers>
        <balance>2475010.250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2476734.090000</valUSD>
        <pctVal>0.0152016</pctVal>
        <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>2.399</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NCUA GUARANTEED NOTES 2010-R3</name>
        <lei>N/A</lei>
        <title>NCUA GUARANTEED NOTES NGN 2010 R3 2A</title>
        <cusip>62888WAB2</cusip>
        <identifiers>
          <isin value="US62888WAB28"/>
        </identifiers>
        <balance>2100075.640000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2103459.280000</valUSD>
        <pctVal>0.0129105</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-12-08</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.61725</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NELNET STUDENT LOAN TRUST 2008-3</name>
        <lei>N/A</lei>
        <title>NELNET STUDENT LOAN TRUST NSLT 2008 3 A4</title>
        <cusip>64032LAD3</cusip>
        <identifiers>
          <isin value="US64032LAD38"/>
        </identifiers>
        <balance>7720646.400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7717709.470000</valUSD>
        <pctVal>0.0473694</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.78225</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NELNET STUDENT LOAN TRUST 2012-4A</name>
        <lei>N/A</lei>
        <title>NELNET STUDENT LOAN TRUST NSLT 2012 4A A 144A</title>
        <cusip>64033AAA2</cusip>
        <identifiers>
          <isin value="US64033AAA25"/>
        </identifiers>
        <balance>5589442.900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5590902.860000</valUSD>
        <pctVal>0.0343156</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-09-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.71838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NELNET STUDENT LOAN TRUST 2015-3A</name>
        <lei>N/A</lei>
        <title>NELNET STUDENT LOAN TRUST NSLT 2015 3A A2 144A</title>
        <cusip>64033TAC7</cusip>
        <identifiers>
          <isin value="US64033TAC71"/>
        </identifiers>
        <balance>6681042.330000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6675712.860000</valUSD>
        <pctVal>0.0409739</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-02-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.61838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NELNET STUDENT LOAN TRUST 2016-1A</name>
        <lei>N/A</lei>
        <title>NELNET STUDENT LOAN TRUST NSLT 2016 1A A 144A</title>
        <cusip>64033UAA8</cusip>
        <identifiers>
          <isin value="US64033UAA88"/>
        </identifiers>
        <balance>4087223.630000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4105495.970000</valUSD>
        <pctVal>0.0251985</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2065-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.81838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NELNET STUDENT LOAN TRUST 2017-3A</name>
        <lei>N/A</lei>
        <title>NELNET STUDENT LOAN TRUST NSLT 2017 3A A 144A</title>
        <cusip>64032KAA1</cusip>
        <identifiers>
          <isin value="US64032KAA16"/>
        </identifiers>
        <balance>3811014.670000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3798292.740000</valUSD>
        <pctVal>0.0233130</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.86838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NELNET STUDENT LOAN TRUST 2019-2</name>
        <lei>N/A</lei>
        <title>NELNET STUDENT LOAN TRUST NSLT 2019 2A A 144A</title>
        <cusip>64034NAA3</cusip>
        <identifiers>
          <isin value="US64034NAA37"/>
        </identifiers>
        <balance>84261996.380000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>84181130.140000</valUSD>
        <pctVal>0.5166835</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2067-06-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.04525</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NELNET STUDENT LOAN TRUST 2019-3A</name>
        <lei>N/A</lei>
        <title>NELNET STUDENT LOAN TRUST NSLT 2019 3A A 144A</title>
        <cusip>64031DAA8</cusip>
        <identifiers>
          <isin value="US64031DAA81"/>
        </identifiers>
        <balance>45886256.650000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>45866204.360000</valUSD>
        <pctVal>0.2815157</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2067-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.81838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEUBERGER BERMAN CLO XIX LTD 2015-19A</name>
        <lei>N/A</lei>
        <title>NEUBERGER BERMAN CLO LTD NEUB 2015 19A A1R2 144A</title>
        <cusip>64130CAN2</cusip>
        <identifiers>
          <isin value="US64130CAN20"/>
        </identifiers>
        <balance>4000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3997275.520000</valUSD>
        <pctVal>0.0245343</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.10338</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW CENTURY HOME EQUITY LOAN TR 2004-3</name>
        <lei>N/A</lei>
        <title>NEW CENTURY HOME EQUITY LOAN T NCHET 2004 3 M1</title>
        <cusip>64352VHV6</cusip>
        <identifiers>
          <isin value="US64352VHV62"/>
        </identifiers>
        <balance>2742543.230000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2756758.650000</valUSD>
        <pctVal>0.0169203</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.94838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW CENTURY HOME EQUITY LOAN TR 2006-1</name>
        <lei>N/A</lei>
        <title>NEW CENTURY HOME EQUITY LOAN T NCHET 2006 1 A2B</title>
        <cusip>64352VQR5</cusip>
        <identifiers>
          <isin value="US64352VQR59"/>
        </identifiers>
        <balance>325900.420000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>309661.710000</valUSD>
        <pctVal>0.0019006</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.19838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW JERSEY ECONOMIC DEVELOPMENT AUTHORITY</name>
        <lei>5493006JS6QWDVU4R678</lei>
        <title>NEW JERSEY ST ECON DEV AUTH MT NJSDEV 07/20 FIXED 3.52</title>
        <cusip>64578JAU0</cusip>
        <identifiers>
          <isin value="US64578JAU07"/>
        </identifiers>
        <balance>500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>503960.000000</valUSD>
        <pctVal>0.0030932</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.52</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-3A</name>
        <lei>N/A</lei>
        <title>NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 3A A1 144A</title>
        <cusip>64830KAA5</cusip>
        <identifiers>
          <isin value="US64830KAA51"/>
        </identifiers>
        <balance>16701476.090000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17671290.720000</valUSD>
        <pctVal>0.1084621</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEXTERA ENERGY CAPITAL HOLDINGS INC</name>
        <lei>UMI46YPGBLUE4VGNNT48</lei>
        <title>NEXTERA ENERGY CAPITAL COMPANY GUAR 08/20 VAR</title>
        <cusip>65339KAZ3</cusip>
        <identifiers>
          <isin value="US65339KAZ30"/>
        </identifiers>
        <balance>69400000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>69404592.200000</valUSD>
        <pctVal>0.4259887</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-08-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.54438</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEXTERA ENERGY CAPITAL HOLDINGS INC</name>
        <lei>UMI46YPGBLUE4VGNNT48</lei>
        <title>NEXTERA ENERGY CAPITAL COMPANY GUAR 08/21 VAR</title>
        <cusip>65339KBA7</cusip>
        <identifiers>
          <isin value="US65339KBA79"/>
        </identifiers>
        <balance>8760000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8762704.910000</valUSD>
        <pctVal>0.0537834</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-28</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.69438</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NISSAN MOTOR ACCEPTANCE CORPORATION</name>
        <lei>7D6DIU2QXTUJRFNNJA49</lei>
        <title>NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 01/22 VAR</title>
        <cusip>654740AW9</cusip>
        <identifiers>
          <isin value="US654740AW92"/>
        </identifiers>
        <balance>76800000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>77161710.340000</valUSD>
        <pctVal>0.4736000</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-13</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.19338</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NISSAN MOTOR ACCEPTANCE CORPORATION</name>
        <lei>7D6DIU2QXTUJRFNNJA49</lei>
        <title>NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 03/21 2.55</title>
        <cusip>654740AN9</cusip>
        <identifiers>
          <isin value="US654740AN93"/>
        </identifiers>
        <balance>2400000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2402466.860000</valUSD>
        <pctVal>0.0147458</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.55</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NISSAN MOTOR ACCEPTANCE CORPORATION</name>
        <lei>7D6DIU2QXTUJRFNNJA49</lei>
        <title>NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 03/21 3.15</title>
        <cusip>654740BF5</cusip>
        <identifiers>
          <isin value="US654740BF50"/>
        </identifiers>
        <balance>2300000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2322728.740000</valUSD>
        <pctVal>0.0142564</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.15</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NISSAN MOTOR ACCEPTANCE CORPORATION</name>
        <lei>7D6DIU2QXTUJRFNNJA49</lei>
        <title>NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 03/21 VAR</title>
        <cusip>654740BG3</cusip>
        <identifiers>
          <isin value="US654740BG34"/>
        </identifiers>
        <balance>16455000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16451461.020000</valUSD>
        <pctVal>0.1009751</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.6385</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NISSAN MOTOR ACCEPTANCE CORPORATION</name>
        <lei>7D6DIU2QXTUJRFNNJA49</lei>
        <title>NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 03/23 3.45</title>
        <cusip>654740BH1</cusip>
        <identifiers>
          <isin value="US654740BH17"/>
        </identifiers>
        <balance>800000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>821937.900000</valUSD>
        <pctVal>0.0050449</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.45</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NISSAN MOTOR ACCEPTANCE CORPORATION</name>
        <lei>7D6DIU2QXTUJRFNNJA49</lei>
        <title>NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 07/20 2.15</title>
        <cusip>654740AX7</cusip>
        <identifiers>
          <isin value="US654740AX75"/>
        </identifiers>
        <balance>20585000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20565753.030000</valUSD>
        <pctVal>0.1262276</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-07-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.15</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NISSAN MOTOR ACCEPTANCE CORPORATION</name>
        <lei>7D6DIU2QXTUJRFNNJA49</lei>
        <title>NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 07/20 VAR</title>
        <cusip>654740AY5</cusip>
        <identifiers>
          <isin value="US654740AY58"/>
        </identifiers>
        <balance>36904000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36912810.830000</valUSD>
        <pctVal>0.2265620</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-07-13</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.69338</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NISSAN MOTOR ACCEPTANCE CORPORATION</name>
        <lei>7D6DIU2QXTUJRFNNJA49</lei>
        <title>NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 07/22 VAR</title>
        <cusip>654740BA6</cusip>
        <identifiers>
          <isin value="US654740BA63"/>
        </identifiers>
        <balance>5525000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5512443.890000</valUSD>
        <pctVal>0.0338341</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-13</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.95338</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NISSAN MOTOR ACCEPTANCE CORPORATION</name>
        <lei>7D6DIU2QXTUJRFNNJA49</lei>
        <title>NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/20 2.15</title>
        <cusip>654740BB4</cusip>
        <identifiers>
          <isin value="US654740BB47"/>
        </identifiers>
        <balance>15850000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15828811.560000</valUSD>
        <pctVal>0.0971534</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.15</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NISSAN MOTOR ACCEPTANCE CORPORATION</name>
        <lei>7D6DIU2QXTUJRFNNJA49</lei>
        <title>NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/20 VAR</title>
        <cusip>654740BC2</cusip>
        <identifiers>
          <isin value="US654740BC20"/>
        </identifiers>
        <balance>9958000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9956152.590000</valUSD>
        <pctVal>0.0611085</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-28</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.49438</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NISSAN MOTOR ACCEPTANCE CORPORATION</name>
        <lei>7D6DIU2QXTUJRFNNJA49</lei>
        <title>NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/21 VAR</title>
        <cusip>654740BN8</cusip>
        <identifiers>
          <isin value="US654740BN84"/>
        </identifiers>
        <balance>13703000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13706035.630000</valUSD>
        <pctVal>0.0841243</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.78888</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NISSAN MOTOR ACCEPTANCE CORPORATION</name>
        <lei>7D6DIU2QXTUJRFNNJA49</lei>
        <title>NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/22 VAR</title>
        <cusip>654740BE8</cusip>
        <identifiers>
          <isin value="US654740BE85"/>
        </identifiers>
        <balance>28593000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28553981.130000</valUSD>
        <pctVal>0.1752575</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-28</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.79438</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NISSAN MOTOR ACCEPTANCE CORPORATION</name>
        <lei>7D6DIU2QXTUJRFNNJA49</lei>
        <title>NISSAN MOTOR ACCEPTANCE SR UNSECURED REGS 03/21 VAR</title>
        <cusip>U65478BM7</cusip>
        <identifiers>
          <isin value="USU65478BM77"/>
        </identifiers>
        <balance>11944000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11941431.200000</valUSD>
        <pctVal>0.0732936</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.6385</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NISSAN MOTOR ACCEPTANCE CORPORATION</name>
        <lei>7D6DIU2QXTUJRFNNJA49</lei>
        <title>NISSAN MOTOR ACCEPTANCE SR UNSECURED REGS 07/22 VAR</title>
        <cusip>U65478BF2</cusip>
        <identifiers>
          <isin value="USU65478BF27"/>
        </identifiers>
        <balance>14311000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14278476.820000</valUSD>
        <pctVal>0.0876379</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-13</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.95338</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NISSAN MOTOR ACCEPTANCE CORPORATION</name>
        <lei>7D6DIU2QXTUJRFNNJA49</lei>
        <title>NISSAN MOTOR ACCEPTANCE SR UNSECURED REGS 09/20 VAR</title>
        <cusip>U65478BH8</cusip>
        <identifiers>
          <isin value="USU65478BH82"/>
        </identifiers>
        <balance>3000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2999443.440000</valUSD>
        <pctVal>0.0184099</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-28</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.49438</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NISSAN MOTOR ACCEPTANCE CORPORATION</name>
        <lei>7D6DIU2QXTUJRFNNJA49</lei>
        <title>NISSAN MOTOR ACCEPTANCE SR UNSECURED REGS 09/21 VAR</title>
        <cusip>U65478BR6</cusip>
        <identifiers>
          <isin value="USU65478BR64"/>
        </identifiers>
        <balance>500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>500110.770000</valUSD>
        <pctVal>0.0030696</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.78888</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NISSAN MOTOR ACCEPTANCE CORPORATION</name>
        <lei>7D6DIU2QXTUJRFNNJA49</lei>
        <title>NISSAN MOTOR ACCEPTANCE SR UNSECURED REGS 09/22 VAR</title>
        <cusip>U65478BK1</cusip>
        <identifiers>
          <isin value="USU65478BK12"/>
        </identifiers>
        <balance>5299000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5291768.830000</valUSD>
        <pctVal>0.0324796</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-28</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.79438</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NOMURA HOLDINGS INC</name>
        <lei>549300B3CEAHYG7K8164</lei>
        <title>NOMURA HOLDINGS INC SR UNSECURED 03/20 6.7</title>
        <cusip>65535HAB5</cusip>
        <identifiers>
          <isin value="US65535HAB50"/>
        </identifiers>
        <balance>2800000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2856301.480000</valUSD>
        <pctVal>0.0175313</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.7</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NOMURA HOME EQUITY LOAN INC 2006-HE3</name>
        <lei>N/A</lei>
        <title>NOMURA HOME EQUITY LOAN INC NHELI 2006 HE3 1A1</title>
        <cusip>65536QAA6</cusip>
        <identifiers>
          <isin value="US65536QAA67"/>
        </identifiers>
        <balance>4720368.820000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4568508.890000</valUSD>
        <pctVal>0.0280404</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.16838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NOMURA RESECURITIZATION TRUST 2012-2R</name>
        <lei>N/A</lei>
        <title>NOMURA RESECURITIZATION TRUST NMRR 2012 2R 2A1 144A</title>
        <cusip>65539XAC4</cusip>
        <identifiers>
          <isin value="US65539XAC48"/>
        </identifiers>
        <balance>3153267.300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3195525.500000</valUSD>
        <pctVal>0.0196134</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-04-26</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.0639</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NOMURA RESECURITIZATION TRUST 2015-4R</name>
        <lei>N/A</lei>
        <title>NOMURA RESECURITIZATION TRUST NMRR 2015 4R 6A1 144A</title>
        <cusip>65540WCH0</cusip>
        <identifiers>
          <isin value="US65540WCH07"/>
        </identifiers>
        <balance>3092669.580000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3081229.490000</valUSD>
        <pctVal>0.0189118</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.63807</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NORDEA BANK ABP</name>
        <lei>529900ODI3047E2LIV03</lei>
        <title>NORDEA BANK ABP SR UNSECURED 144A 08/23 VAR</title>
        <cusip>65557CAZ6</cusip>
        <identifiers>
          <isin value="US65557CAZ68"/>
        </identifiers>
        <balance>10300000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10236623.590000</valUSD>
        <pctVal>0.0628299</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FI</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.06413</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NORTHSTAR EDUCATION FINANCE INC 2012-1</name>
        <lei>N/A</lei>
        <title>NORTHSTAR EDUCATION FINANCE I NEF 2012 1 A 144A</title>
        <cusip>66705EAA6</cusip>
        <identifiers>
          <isin value="US66705EAA64"/>
        </identifiers>
        <balance>4772288.780000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4744168.550000</valUSD>
        <pctVal>0.0291186</pctVal>
        <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>2.71838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NORTHWEST AIRLINES 2000-1 CLASS G PASS THROUGH TRUST</name>
        <lei>N/A</lei>
        <title>NORTHWEST AIR 2000 1 G NORTHWEST AIR 2000 1 G</title>
        <cusip>667294AT9</cusip>
        <identifiers>
          <isin value="US667294AT99"/>
        </identifiers>
        <balance>49108.290000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49113.520000</valUSD>
        <pctVal>0.0003014</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.15</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NOVASTAR HOME EQUITY LOAN 2005-4</name>
        <lei>N/A</lei>
        <title>NOVASTAR HOME EQUITY LOAN NHEL 2005 4 M1</title>
        <cusip>66987WDE4</cusip>
        <identifiers>
          <isin value="US66987WDE49"/>
        </identifiers>
        <balance>9170000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9175817.450000</valUSD>
        <pctVal>0.0563190</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.67838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NTT FINANCE CORPORATION</name>
        <lei>3538007PR116187GD960</lei>
        <title>NTT FINANCE CORP SR UNSECURED REGS 06/20 VAR</title>
        <cusip>ACI0VYM77</cusip>
        <identifiers>
          <isin value="XS1635905570"/>
        </identifiers>
        <balance>17100000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17128557.000000</valUSD>
        <pctVal>0.1051310</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-29</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.63438</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NXP BV/NXP FUNDING LLC</name>
        <lei>N/A</lei>
        <title>NXP BV/NXP FUNDING LLC COMPANY GUAR 144A 06/21 4.125</title>
        <cusip>62947QAU2</cusip>
        <identifiers>
          <isin value="US62947QAU22"/>
        </identifiers>
        <balance>26390000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27086896.300000</valUSD>
        <pctVal>0.1662529</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NXP BV/NXP FUNDING LLC</name>
        <lei>N/A</lei>
        <title>NXP BV/NXP FUNDING LLC COMPANY GUAR 144A 06/22 4.625</title>
        <cusip>62947QAT5</cusip>
        <identifiers>
          <isin value="US62947QAT58"/>
        </identifiers>
        <balance>8600000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9013476.300000</valUSD>
        <pctVal>0.0553225</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NXP BV/NXP FUNDING LLC</name>
        <lei>N/A</lei>
        <title>NXP BV/NXP FUNDING LLC COMPANY GUAR 144A 09/22 3.875</title>
        <cusip>62947QAW8</cusip>
        <identifiers>
          <isin value="US62947QAW87"/>
        </identifiers>
        <balance>900000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>930249.730000</valUSD>
        <pctVal>0.0057096</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OBX TRUST 2018-1</name>
        <lei>N/A</lei>
        <title>ONSLOW BAY FINANCIAL LLC OBX 2018 1 A2 144A</title>
        <cusip>67112FAD2</cusip>
        <identifiers>
          <isin value="US67112FAD24"/>
        </identifiers>
        <balance>2789617.680000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2784922.470000</valUSD>
        <pctVal>0.0170932</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.66838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OCCIDENTAL PETROLEUM CORPORATION</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>OCCIDENTAL PETROLEUM COR SR UNSECURED 02/21 VAR</title>
        <cusip>674599CT0</cusip>
        <identifiers>
          <isin value="US674599CT04"/>
        </identifiers>
        <balance>900000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>905972.990000</valUSD>
        <pctVal>0.0055606</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-08</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.137</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OCCIDENTAL PETROLEUM CORPORATION</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>OCCIDENTAL PETROLEUM COR SR UNSECURED 08/22 VAR</title>
        <cusip>674599CQ6</cusip>
        <identifiers>
          <isin value="US674599CQ64"/>
        </identifiers>
        <balance>113964000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>114730915.040000</valUSD>
        <pctVal>0.7041908</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>Floating</couponKind>
          <annualizedRt>3.637</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OCEAN TRAILS CLO VI 2016-6A</name>
        <lei>N/A</lei>
        <title>OCEAN TRAILS CLO OCTR 2016 6A AR 144A</title>
        <cusip>67515UAQ3</cusip>
        <identifiers>
          <isin value="US67515UAQ31"/>
        </identifiers>
        <balance>3300000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3301633.400000</valUSD>
        <pctVal>0.0202646</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.45338</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OCP CLO 2015-9</name>
        <lei>N/A</lei>
        <title>OCP CLO LTD OCP 2015 9A A1R 144A</title>
        <cusip>67091YAJ3</cusip>
        <identifiers>
          <isin value="US67091YAJ38"/>
        </identifiers>
        <balance>2800000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2796595.400000</valUSD>
        <pctVal>0.0171648</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.10338</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OCTAGON INVESTMENT PARTNERS XIX LTD 2014-1A</name>
        <lei>N/A</lei>
        <title>OCTAGON INVESTMENT PARTNERS XI OCT19 2014 1A AR 144A</title>
        <cusip>67590LAN8</cusip>
        <identifiers>
          <isin value="US67590LAN82"/>
        </identifiers>
        <balance>7262382.250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7265332.300000</valUSD>
        <pctVal>0.0445929</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.40338</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OHA CREDIT PARTNERS IX LTD 2013-9A</name>
        <lei>N/A</lei>
        <title>OHA CREDIT PARTNERS LTD OAKC 2013 9A A1R 144A</title>
        <cusip>67105VAS3</cusip>
        <identifiers>
          <isin value="US67105VAS34"/>
        </identifiers>
        <balance>9265526.980000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9271757.310000</valUSD>
        <pctVal>0.0569078</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.28763</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OMX TIMBER FINANCE INVESTMENTS I LLC</name>
        <lei>N/A</lei>
        <title>OMX TIMBER FIN INV LLC 1 SECURED 144A 01/20 5.42</title>
        <cusip>670877AA7</cusip>
        <identifiers>
          <isin value="US670877AA73"/>
        </identifiers>
        <balance>3600000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3607014.600000</valUSD>
        <pctVal>0.0221390</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-29</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.42</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ONEMAIN FINANCIAL ISSUANCE TRUST 2017-1</name>
        <lei>N/A</lei>
        <title>ONEMAIN FINANCIAL ISSUANCE TRU OMFIT 2017 1A A1 144A</title>
        <cusip>68267LAA6</cusip>
        <identifiers>
          <isin value="US68267LAA61"/>
        </identifiers>
        <balance>21000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20987666.700000</valUSD>
        <pctVal>0.1288172</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-09-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.37</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPTION ONE MORTGAGE LOAN TR 2002-3</name>
        <lei>N/A</lei>
        <title>OPTION ONE MORTGAGE LOAN TRUST OOMLT 2002 3 A2</title>
        <cusip>68389FCG7</cusip>
        <identifiers>
          <isin value="US68389FCG72"/>
        </identifiers>
        <balance>80324.210000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>79748.140000</valUSD>
        <pctVal>0.0004895</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.55838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPTION ONE MORTGAGE LOAN TRUST 2005-2</name>
        <lei>N/A</lei>
        <title>OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 2 M1</title>
        <cusip>68389FHB3</cusip>
        <identifiers>
          <isin value="US68389FHB31"/>
        </identifiers>
        <balance>1060598.300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1064991.720000</valUSD>
        <pctVal>0.0065367</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.67838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ORIX CORPORATION</name>
        <lei>35380016EMHNBOVYE123</lei>
        <title>ORIX CORP SR UNSECURED 07/22 2.9</title>
        <cusip>686330AH4</cusip>
        <identifiers>
          <isin value="US686330AH40"/>
        </identifiers>
        <balance>17437000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17737227.480000</valUSD>
        <pctVal>0.1088668</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.9</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ORIX CORPORATION</name>
        <lei>35380016EMHNBOVYE123</lei>
        <title>ORIX CORP SR UNSECURED REGS 01/22 3.2</title>
        <cusip>ACI0RXMB5</cusip>
        <identifiers>
          <isin value="XS1548779831"/>
        </identifiers>
        <balance>26500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27045217.360000</valUSD>
        <pctVal>0.1659970</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.2</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ORIX CORPORATION</name>
        <lei>35380016EMHNBOVYE123</lei>
        <title>ORIX CORP SR UNSECURED REGS 04/21 2.65</title>
        <cusip>ACI0LVT02</cusip>
        <identifiers>
          <isin value="XS1389922250"/>
        </identifiers>
        <balance>39695000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39862069.110000</valUSD>
        <pctVal>0.2446638</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.65</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ORIX CORPORATION</name>
        <lei>35380016EMHNBOVYE123</lei>
        <title>ORIX CORP SR UNSECURED REGS 07/20 2.95</title>
        <cusip>ACI0FJRM0</cusip>
        <identifiers>
          <isin value="XS1118197778"/>
        </identifiers>
        <balance>10205000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10255719.560000</valUSD>
        <pctVal>0.0629471</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-07-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.95</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OSCAR US FUNDING TRUST VIII LLC 2018-2A</name>
        <lei>N/A</lei>
        <title>OSCAR US FUNDING TRUST OSCAR 2018 2A A2A 144A</title>
        <cusip>68784XAB2</cusip>
        <identifiers>
          <isin value="US68784XAB29"/>
        </identifiers>
        <balance>4612250.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4626347.900000</valUSD>
        <pctVal>0.0283954</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.15</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OSCAR US FUNDING TRUST X LLC 2019-1A</name>
        <lei>N/A</lei>
        <title>OSCAR US FUNDING TRUST OSCAR 2019 1A A2 144A</title>
        <cusip>68784YAB0</cusip>
        <identifiers>
          <isin value="US68784YAB02"/>
        </identifiers>
        <balance>14227950.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14296666.590000</valUSD>
        <pctVal>0.0877495</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.1</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PACIFIC NATIONAL FINANCE PTY LTD</name>
        <lei>213800SSTRDXLWWVF948</lei>
        <title>PACIFIC NATIONAL FINANCE COMPANY GUAR 144A 09/20 4.625</title>
        <cusip>04363UAB2</cusip>
        <identifiers>
          <isin value="US04363UAB26"/>
        </identifiers>
        <balance>16940000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17269526.540000</valUSD>
        <pctVal>0.1059962</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PALMER SQUARE LOAN FUNDING LTD 2018-1A</name>
        <lei>N/A</lei>
        <title>PALMER SQUARE LOAN FUNDING LTD PSTAT 2018 1A A1 144A</title>
        <cusip>69700EAA5</cusip>
        <identifiers>
          <isin value="US69700EAA55"/>
        </identifiers>
        <balance>2857973.610000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2849541.840000</valUSD>
        <pctVal>0.0174898</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.90338</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PALMER SQUARE LOAN FUNDING LTD 2018-2A</name>
        <lei>N/A</lei>
        <title>PALMER SQUARE LOAN FUNDING LTD PSTAT 2018 2A A1 144A</title>
        <cusip>69700HAA8</cusip>
        <identifiers>
          <isin value="US69700HAA86"/>
        </identifiers>
        <balance>12671366.410000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12667373.790000</valUSD>
        <pctVal>0.0777493</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.95338</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PALMER SQUARE LOAN FUNDING LTD 2018-3A</name>
        <lei>N/A</lei>
        <title>PALMER SQUARE LOAN FUNDING LTD PSTAT 2018 3A A1 144A</title>
        <cusip>69700LAA9</cusip>
        <identifiers>
          <isin value="US69700LAA98"/>
        </identifiers>
        <balance>19048515.210000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19072272.330000</valUSD>
        <pctVal>0.1170610</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.00813</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PANHANDLE-PLAINS HIGHER EDU AUTH 2010-2</name>
        <lei>N/A</lei>
        <title>PANHANDLE PLAINS HIGHER EDUCAT PPHEA 2010 2 A1</title>
        <cusip>698475AM2</cusip>
        <identifiers>
          <isin value="US698475AM27"/>
        </identifiers>
        <balance>553259.350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>555642.130000</valUSD>
        <pctVal>0.0034104</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-10-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.22863</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PENARTH MASTER ISSUER PLC 18-2A</name>
        <lei>N/A</lei>
        <title>PENARTH MASTER ISSUER PENAR 2018 2A A1 144A</title>
        <cusip>70659PAK7</cusip>
        <identifiers>
          <isin value="US70659PAK75"/>
        </identifiers>
        <balance>24600000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24602533.800000</valUSD>
        <pctVal>0.1510044</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.49088</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PENARTH MASTER ISSUER PLC 19-1A</name>
        <lei>N/A</lei>
        <title>PENARTH MASTER ISSUER PENAR 2019 1A A1 144A</title>
        <cusip>70659PAL5</cusip>
        <identifiers>
          <isin value="US70659PAL58"/>
        </identifiers>
        <balance>34950000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34992499.200000</valUSD>
        <pctVal>0.2147755</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.58088</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PENARTH MASTER ISSUER PLC 2018-1A</name>
        <lei>N/A</lei>
        <title>PENARTH MASTER ISSUER PENAR 2018 1A A1 144A</title>
        <cusip>70659PAJ0</cusip>
        <identifiers>
          <isin value="US70659PAJ03"/>
        </identifiers>
        <balance>8500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8502915.500000</valUSD>
        <pctVal>0.0521889</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.42088</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PENNSYLVANIA ELECTRIC COMPANY</name>
        <lei>O1PLQWO3TX952VMBJ146</lei>
        <title>PENNSYLVANIA ELECTRIC CO SR UNSECURED 04/20 5.2</title>
        <cusip>708696BW8</cusip>
        <identifiers>
          <isin value="US708696BW81"/>
        </identifiers>
        <balance>6030000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6118770.830000</valUSD>
        <pctVal>0.0375555</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.2</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PENNSYLVANIA HIGHER EDUCATION-2006-2</name>
        <lei>N/A</lei>
        <title>PENNSYLVANIA ST HGR EDU ASSIST PASSTD 10/36 FLOATING VAR</title>
        <cusip>709163GH6</cusip>
        <identifiers>
          <isin value="US709163GH61"/>
        </identifiers>
        <balance>2760190.880000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2743381.320000</valUSD>
        <pctVal>0.0168382</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.4055</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP</name>
        <lei>N/A</lei>
        <title>PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 01/20 3.05</title>
        <cusip>709599AR5</cusip>
        <identifiers>
          <isin value="US709599AR51"/>
        </identifiers>
        <balance>8546000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8556698.310000</valUSD>
        <pctVal>0.0525190</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.05</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP</name>
        <lei>N/A</lei>
        <title>PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 04/21 3.3</title>
        <cusip>709599AV6</cusip>
        <identifiers>
          <isin value="US709599AV63"/>
        </identifiers>
        <balance>2700000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2737021.480000</valUSD>
        <pctVal>0.0167992</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP</name>
        <lei>N/A</lei>
        <title>PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 07/20 3.2</title>
        <cusip>709599AU8</cusip>
        <identifiers>
          <isin value="US709599AU80"/>
        </identifiers>
        <balance>9825000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9884548.540000</valUSD>
        <pctVal>0.0606690</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.2</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP</name>
        <lei>N/A</lei>
        <title>PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 07/21 3.65</title>
        <cusip>709599BD5</cusip>
        <identifiers>
          <isin value="US709599BD56"/>
        </identifiers>
        <balance>3000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3070296.420000</valUSD>
        <pctVal>0.0188447</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.65</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PENTAIR FINANCE SARL (AKA: TYCO FLOW CONTROL INTERNATIONAL FINANCE SA)</name>
        <lei>549300H2U8U8TZPV3T89</lei>
        <title>PENTAIR FINANCE SARL COMPANY GUAR 09/20 3.625</title>
        <cusip>709629AN9</cusip>
        <identifiers>
          <isin value="US709629AN91"/>
        </identifiers>
        <balance>21600000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21707464.100000</valUSD>
        <pctVal>0.1332352</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.625</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PEPPER RESIDENTIAL SECURITIES TRUST 2016X</name>
        <lei>N/A</lei>
        <title>PEPPER RESIDENTIAL SECURITIES PEPAU 16X AR U</title>
        <cusip>ACI11C0H8</cusip>
        <identifiers>
          <isin value="AU3FN0040986"/>
        </identifiers>
        <balance>4537514.290000</balance>
        <units>PA</units>
        <currencyConditional curCd="AUD" exchangeRt="1.481600"/>
        <valUSD>3061830.090000</valUSD>
        <pctVal>0.0187928</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-08-13</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.1131</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PERMANENT MASTER ISSUER PLC 18-1A</name>
        <lei>N/A</lei>
        <title>PERMANENT MASTER ISSUER PLC PERMM 2018 1A 1A1 144A</title>
        <cusip>71419GAX8</cusip>
        <identifiers>
          <isin value="US71419GAX88"/>
        </identifiers>
        <balance>2500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2501350.000000</valUSD>
        <pctVal>0.0153527</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.68338</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PERMANENT MASTER ISSUER PLC 18-1X</name>
        <lei>N/A</lei>
        <title>PERMANENT MASTER ISSUER PLC PERMM 2018 1X 1A1 REGS</title>
        <cusip>ACI13LQS4</cusip>
        <identifiers>
          <isin value="XS1835961878"/>
        </identifiers>
        <balance>6500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6503510.000000</valUSD>
        <pctVal>0.0399170</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.68338</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PETRONAS GLOBAL SUKUK LTD</name>
        <lei>N/A</lei>
        <title>PETRONAS GLOBAL SUKUK LT SR UNSECURED 144A 03/20 2.707</title>
        <cusip>71675AAA0</cusip>
        <identifiers>
          <isin value="US71675AAA07"/>
        </identifiers>
        <balance>4830000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4826015.250000</valUSD>
        <pctVal>0.0296209</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.707</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PETRONAS GLOBAL SUKUK LTD</name>
        <lei>N/A</lei>
        <title>PETRONAS GLOBAL SUKUK LT SR UNSECURED REGS 03/20 2.707</title>
        <cusip>Y68868AA9</cusip>
        <identifiers>
          <isin value="USY68868AA92"/>
        </identifiers>
        <balance>9000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8992575.000000</valUSD>
        <pctVal>0.0551943</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.707</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PFP LTD 2017-4</name>
        <lei>N/A</lei>
        <title>PFP III PFP 2017 4 A 144A</title>
        <cusip>71719PAA5</cusip>
        <identifiers>
          <isin value="US71719PAA57"/>
        </identifiers>
        <balance>2071863.830000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2076010.040000</valUSD>
        <pctVal>0.0127421</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-14</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.9075</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PFP LTD 2019-5</name>
        <lei>N/A</lei>
        <title>PFP III PFP 2019 5 A 144A</title>
        <cusip>69346TAA2</cusip>
        <identifiers>
          <isin value="US69346TAA25"/>
        </identifiers>
        <balance>48895478.790000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49036219.540000</valUSD>
        <pctVal>0.3009725</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-04-14</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.9975</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PFS FINANCING CORP 2019-A</name>
        <lei>N/A</lei>
        <title>PFS FINANCING CORP. PFSFC 2019 A A1 144A</title>
        <cusip>69335PDD4</cusip>
        <identifiers>
          <isin value="US69335PDD42"/>
        </identifiers>
        <balance>18700000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18740051.660000</valUSD>
        <pctVal>0.1150219</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.5775</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PHILLIPS 66</name>
        <lei>5493005JBO5YSIGK1814</lei>
        <title>PHILLIPS 66 COMPANY GUAR 02/21 VAR</title>
        <cusip>718546AS3</cusip>
        <identifiers>
          <isin value="US718546AS30"/>
        </identifiers>
        <balance>26905000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26906402.830000</valUSD>
        <pctVal>0.1651450</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.73225</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PIONEER NATURAL RESOURCES COMPANY</name>
        <lei>FY8JBF7CCL2VE4F1B628</lei>
        <title>PIONEER NATURAL RESOURCE SR UNSECURED 01/20 7.5</title>
        <cusip>723787AJ6</cusip>
        <identifiers>
          <isin value="US723787AJ62"/>
        </identifiers>
        <balance>22174000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22483479.190000</valUSD>
        <pctVal>0.1379982</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PIPER JAFFRAY COMPANIES INC</name>
        <lei>QUQDBTUSOAKFEVMRMF78</lei>
        <title>PIPER JAFFRAY CO PRIVATE</title>
        <cusip>935MJPII9</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="PP043H6I5"/>
        </identifiers>
        <balance>24600000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24695699.900000</valUSD>
        <pctVal>0.1515763</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.2</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PIPER JAFFRAY COMPANIES INC</name>
        <lei>QUQDBTUSOAKFEVMRMF78</lei>
        <title>PIPER JAFFRAY CO PRVT PLMT</title>
        <cusip>935REMII0</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="PP043H6H7"/>
        </identifiers>
        <balance>6900000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6919388.100000</valUSD>
        <pctVal>0.0424695</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.74</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP</name>
        <lei>N/A</lei>
        <title>PLAINS ALL AMER PIPELINE SR UNSECURED 01/20 5.75</title>
        <cusip>72650RAW2</cusip>
        <identifiers>
          <isin value="US72650RAW25"/>
        </identifiers>
        <balance>22552000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22761125.370000</valUSD>
        <pctVal>0.1397023</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP</name>
        <lei>N/A</lei>
        <title>PLAINS ALL AMER PIPELINE SR UNSECURED 12/19 2.6</title>
        <cusip>72650RBG6</cusip>
        <identifiers>
          <isin value="US72650RBG65"/>
        </identifiers>
        <balance>25613000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25616346.850000</valUSD>
        <pctVal>0.1572270</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2019-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.6</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PROSPER MARKETPLACE ISSUANCE TRUST SERIES 2018-2A</name>
        <lei>N/A</lei>
        <title>PROSPER MARKETPLACE ISSUANCE T PMIT 2018 2A A 144A</title>
        <cusip>74360PAA1</cusip>
        <identifiers>
          <isin value="US74360PAA12"/>
        </identifiers>
        <balance>5891627.370000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5908606.450000</valUSD>
        <pctVal>0.0362656</pctVal>
        <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>3.35</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>QATAR NATIONAL BANK (QPSC)</name>
        <lei>549300FFSRVBS0SQXY75</lei>
        <title>QATAR NATIONAL BANK S.A.Q. 2017 TERM LOAN</title>
        <cusip>963ZXGII9</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BL2547455"/>
        </identifiers>
        <balance>44200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44166850.000000</valUSD>
        <pctVal>0.2710855</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>QA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2020-12-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.0359</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>QATARI DIAR FINANCE QSC</name>
        <lei>549300TS2HAOU3GDWY53</lei>
        <title>QATARI DIAR FINANCE QSC GOVT GUARANT REGS 07/20 5</title>
        <cusip>985BSZII0</cusip>
        <identifiers>
          <isin value="XS0527351653"/>
        </identifiers>
        <balance>14000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14293706.000000</valUSD>
        <pctVal>0.0877313</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>QA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-07-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>QNB FINANCE LTD</name>
        <lei>549300MY0DXTHQEX5O57</lei>
        <title>QNB FINANCE LTD COMPANY GUAR REGS 02/20 VAR</title>
        <cusip>ACI10HNG5</cusip>
        <identifiers>
          <isin value="XS1767050609"/>
        </identifiers>
        <balance>3200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3213967.040000</valUSD>
        <pctVal>0.0197266</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-02-07</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.559</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>QNB FINANCE LTD</name>
        <lei>549300MY0DXTHQEX5O57</lei>
        <title>QNB FINANCE LTD COMPANY GUAR REGS 02/20 VAR</title>
        <cusip>ACI10JVP2</cusip>
        <identifiers>
          <isin value="XS1768135128"/>
        </identifiers>
        <balance>10200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10240071.520000</valUSD>
        <pctVal>0.0628511</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-02-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.531</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>QNB FINANCE LTD</name>
        <lei>549300MY0DXTHQEX5O57</lei>
        <title>QNB FINANCE LTD COMPANY GUAR REGS 04/20 2.875</title>
        <cusip>G7301SAE2</cusip>
        <identifiers>
          <isin value="XS0923450414"/>
        </identifiers>
        <balance>8160000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8177943.840000</valUSD>
        <pctVal>0.0501943</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.875</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>QNB FINANCE LTD</name>
        <lei>549300MY0DXTHQEX5O57</lei>
        <title>QNB FINANCE LTD COMPANY GUAR REGS 05/21 VAR</title>
        <cusip>BD93CFII1</cusip>
        <identifiers>
          <isin value="XS1824431313"/>
        </identifiers>
        <balance>47309000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>47966954.180000</valUSD>
        <pctVal>0.2944096</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-31</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.47413</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>QNB FINANCE LTD</name>
        <lei>549300MY0DXTHQEX5O57</lei>
        <title>QNB FINANCE LTD COMPANY GUAR REGS 05/22 VAR</title>
        <cusip>ACI1BFTD8</cusip>
        <identifiers>
          <isin value="XS1985100509"/>
        </identifiers>
        <balance>27590000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27686909.880000</valUSD>
        <pctVal>0.1699356</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.26563</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>QNB FINANCE LTD</name>
        <lei>549300MY0DXTHQEX5O57</lei>
        <title>QNB FINANCE LTD COMPANY GUAR REGS 07/21 VAR</title>
        <cusip>ACI0W6TY1</cusip>
        <identifiers>
          <isin value="XS1442084122"/>
        </identifiers>
        <balance>40600000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>41138840.760000</valUSD>
        <pctVal>0.2525003</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.86963</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>QNB FINANCE LTD</name>
        <lei>549300MY0DXTHQEX5O57</lei>
        <title>QNB FINANCE LTD COMPANY GUAR REGS 08/21 VAR</title>
        <cusip>ACI150049</cusip>
        <identifiers>
          <isin value="XS1472543773"/>
        </identifiers>
        <balance>14400000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14439068.350000</valUSD>
        <pctVal>0.0886235</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-11</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.631</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>QNB FINANCE LTD</name>
        <lei>549300MY0DXTHQEX5O57</lei>
        <title>QNB FINANCE LTD SR UNSECURED 12/21 VAR</title>
        <cusip>ACI16QBD9</cusip>
        <identifiers>
          <isin value="XS1918016798"/>
        </identifiers>
        <balance>10000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10017250.000000</valUSD>
        <pctVal>0.0614835</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-06</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.43238</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RAAC SERIES 2006-RP4</name>
        <lei>N/A</lei>
        <title>RAAC SERIES RAAC 2006 RP4 M1 144A</title>
        <cusip>74919TAB7</cusip>
        <identifiers>
          <isin value="US74919TAB70"/>
        </identifiers>
        <balance>6200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6189831.380000</valUSD>
        <pctVal>0.0379917</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.56838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RALI SERIES 2005-QO1 TRUST</name>
        <lei>N/A</lei>
        <title>RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO1 A1</title>
        <cusip>761118EN4</cusip>
        <identifiers>
          <isin value="US761118EN47"/>
        </identifiers>
        <balance>593085.160000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>540640.950000</valUSD>
        <pctVal>0.0033183</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.31838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RAMP SERIES 2005-RS7</name>
        <lei>N/A</lei>
        <title>RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 RS7 M2</title>
        <cusip>76112BWX4</cusip>
        <identifiers>
          <isin value="US76112BWX45"/>
        </identifiers>
        <balance>1000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>995416.900000</valUSD>
        <pctVal>0.0061096</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.53838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RAS LAFFAN LIQUEFIED NATURAL GAS COMPANY LIMITED (II)</name>
        <lei>N/A</lei>
        <title>RAS LAFFAN LNG II SR SECURED REGS 09/20 5.298</title>
        <cusip>M8221WAA9</cusip>
        <identifiers>
          <isin value="USM8221WAA91"/>
        </identifiers>
        <balance>1982217.670000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2006995.390000</valUSD>
        <pctVal>0.0123185</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>QA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.298</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RBSSP RESECURITIZATION TRUST 2009-12</name>
        <lei>N/A</lei>
        <title>RBSSP RESECURITIZATION TRUST RBSSP 2009 12 16A1 144A</title>
        <cusip>74928UBU0</cusip>
        <identifiers>
          <isin value="US74928UBU07"/>
        </identifiers>
        <balance>725061.450000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>729183.280000</valUSD>
        <pctVal>0.0044756</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.25282</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RBSSP RESECURITIZATION TRUST 2010-2</name>
        <lei>N/A</lei>
        <title>RBSSP RESECURITIZATION TRUST RBSSP 2010 2 14A1 144A</title>
        <cusip>74929CDA1</cusip>
        <identifiers>
          <isin value="US74929CDA18"/>
        </identifiers>
        <balance>3255075.150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3238295.560000</valUSD>
        <pctVal>0.0198759</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-08-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.87809</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RECKITT BENCKISER TREASURY SERVICES PLC</name>
        <lei>213800LAXWIUOOBZ3908</lei>
        <title>RECKITT BENCKISER TSY COMPANY GUAR 144A 06/22 VAR</title>
        <cusip>75625QAF6</cusip>
        <identifiers>
          <isin value="US75625QAF63"/>
        </identifiers>
        <balance>22100000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22031256.400000</valUSD>
        <pctVal>0.1352226</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-24</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.69463</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RELIANCE HOLDING USA INC</name>
        <lei>LW0V2CUWFIITRBI06W51</lei>
        <title>RELIANCE HOLDINGS USA COMPANY GUAR REGS 10/20 4.5</title>
        <cusip>U75888AA2</cusip>
        <identifiers>
          <isin value="USU75888AA26"/>
        </identifiers>
        <balance>3875000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3950678.010000</valUSD>
        <pctVal>0.0242483</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RELIANCE STANDARD LIFE GLOBAL FUNDING II</name>
        <lei>N/A</lei>
        <title>RELIANCE STAND LIFE II SR SECURED 144A 01/20 2.5</title>
        <cusip>75951AAB4</cusip>
        <identifiers>
          <isin value="US75951AAB44"/>
        </identifiers>
        <balance>3075000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3077410.860000</valUSD>
        <pctVal>0.0188884</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RENAISSANCE HOME EQUITY LN TR 2003-2</name>
        <lei>N/A</lei>
        <title>RENAISSANCE HOME EQUITY LOAN T RAMC 2003 2 A</title>
        <cusip>759950AW8</cusip>
        <identifiers>
          <isin value="US759950AW86"/>
        </identifiers>
        <balance>368603.230000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>369840.960000</valUSD>
        <pctVal>0.0022700</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.89838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RENAISSANCE HOME EQUITY LN TR 2003-3</name>
        <lei>N/A</lei>
        <title>RENAISSANCE HOME EQUITY LOAN T RAMC 2003 3 A</title>
        <cusip>759950BD9</cusip>
        <identifiers>
          <isin value="US759950BD96"/>
        </identifiers>
        <balance>188345.400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>188821.650000</valUSD>
        <pctVal>0.0011589</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.01838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RENAISSANCE HOME EQUITY LOAN TR 2004-3</name>
        <lei>N/A</lei>
        <title>RENAISSANCE HOME EQUITY LOAN T RAMC 2004 3 AV2A</title>
        <cusip>759950DY1</cusip>
        <identifiers>
          <isin value="US759950DY16"/>
        </identifiers>
        <balance>149832.540000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>142824.320000</valUSD>
        <pctVal>0.0008766</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.37838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RESIDENTIAL ACCREDIT LOANS 2006-QO3</name>
        <lei>N/A</lei>
        <title>RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO3 A1</title>
        <cusip>761118WP9</cusip>
        <identifiers>
          <isin value="US761118WP92"/>
        </identifiers>
        <balance>166475.760000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>75087.760000</valUSD>
        <pctVal>0.0004609</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.22838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RESIDENTIAL ACCREDIT LOANS 2007-QH7</name>
        <lei>N/A</lei>
        <title>RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH7 1A1</title>
        <cusip>75115LAA5</cusip>
        <identifiers>
          <isin value="US75115LAA52"/>
        </identifiers>
        <balance>278221.910000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>268191.340000</valUSD>
        <pctVal>0.0016461</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.26838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RESIDENTIAL ACCREDIT LOANS INC 2005-QO2</name>
        <lei>N/A</lei>
        <title>RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO2 A1</title>
        <cusip>761118HU5</cusip>
        <identifiers>
          <isin value="US761118HU52"/>
        </identifiers>
        <balance>354674.220000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>336148.100000</valUSD>
        <pctVal>0.0020632</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.80605</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RESIDENTIAL ASSET MTGE PROD INC 2002-RS3</name>
        <lei>N/A</lei>
        <title>RESIDENTIAL ASSET MORTGAGE PRO RAMP 2002 RS3 AII1</title>
        <cusip>760985LY5</cusip>
        <identifiers>
          <isin value="US760985LY54"/>
        </identifiers>
        <balance>3542.080000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3442.500000</valUSD>
        <pctVal>0.0000211</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.57838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RESIDENTIAL ASSET SEC TR 2004-IP2</name>
        <lei>N/A</lei>
        <title>RESIDENTIAL ASSET SECURITIZATI RAST 2004 IP2 4A</title>
        <cusip>45660LAS8</cusip>
        <identifiers>
          <isin value="US45660LAS88"/>
        </identifiers>
        <balance>1324046.170000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1332737.210000</valUSD>
        <pctVal>0.0081800</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.57106</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RESIDENTIAL ASSET SECUR TRUST 2005-A15</name>
        <lei>N/A</lei>
        <title>RESIDENTIAL ASSET SECURITIZATI RAST 2005 A15 5A1</title>
        <cusip>45660L4G1</cusip>
        <identifiers>
          <isin value="US45660L4G12"/>
        </identifiers>
        <balance>106501.700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>73683.450000</valUSD>
        <pctVal>0.0004523</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RESIDENTIAL ASSET SECURITIES 2005-EMX1</name>
        <lei>N/A</lei>
        <title>RESIDENTIAL ASSET SECURITIES C RASC 2005 EMX1 M1</title>
        <cusip>76110WQ58</cusip>
        <identifiers>
          <isin value="US76110WQ584"/>
        </identifiers>
        <balance>2750866.260000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2759573.850000</valUSD>
        <pctVal>0.0169376</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.66338</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RESIDENTIAL FUNDING MTG SEC I 2003-S9</name>
        <lei>N/A</lei>
        <title>RESIDENTIAL FUNDING MTG SEC I RFMSI 2003 S9 A1</title>
        <cusip>76111JZ72</cusip>
        <identifiers>
          <isin value="US76111JZ721"/>
        </identifiers>
        <balance>11170.580000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11625.810000</valUSD>
        <pctVal>0.0000714</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RESIDENTIAL MORTGAGE SECURITIES 31 PLC 31</name>
        <lei>N/A</lei>
        <title>RESIDENTIAL MORTGAGE SECURITIE RMS 31 A REGS</title>
        <cusip>ACI16FGD8</cusip>
        <identifiers>
          <isin value="XS1910119707"/>
        </identifiers>
        <balance>3270811.900000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.813300"/>
        <valUSD>4040030.960000</valUSD>
        <pctVal>0.0247967</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2065-09-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.97888</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>REYNOLDS AMERICAN INC</name>
        <lei>02S2RPPVO9RP4NEU2740</lei>
        <title>REYNOLDS AMERICAN INC COMPANY GUAR 05/20 6.875</title>
        <cusip>761713BT2</cusip>
        <identifiers>
          <isin value="US761713BT27"/>
        </identifiers>
        <balance>4420000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4536145.710000</valUSD>
        <pctVal>0.0278418</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.875</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>REYNOLDS AMERICAN INC</name>
        <lei>02S2RPPVO9RP4NEU2740</lei>
        <title>REYNOLDS AMERICAN INC COMPANY GUAR 06/20 3.25</title>
        <cusip>761713BE5</cusip>
        <identifiers>
          <isin value="US761713BE57"/>
        </identifiers>
        <balance>8173000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8225719.940000</valUSD>
        <pctVal>0.0504875</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>REYNOLDS AMERICAN INC</name>
        <lei>02S2RPPVO9RP4NEU2740</lei>
        <title>REYNOLDS AMERICAN INC COMPANY GUAR 06/22 4</title>
        <cusip>761713BF2</cusip>
        <identifiers>
          <isin value="US761713BF23"/>
        </identifiers>
        <balance>10500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10942737.860000</valUSD>
        <pctVal>0.0671639</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RIPON MORTGAGES PLC 1A</name>
        <lei>N/A</lei>
        <title>RIPON MORTGAGES RIPON 1A A1 144A</title>
        <cusip>ACI0TMV43</cusip>
        <identifiers>
          <isin value="XS1593589689"/>
        </identifiers>
        <balance>36038847.210000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.813300"/>
        <valUSD>44199540.910000</valUSD>
        <pctVal>0.2712862</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-08-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.5605</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ROCKIES EXPRESS PIPELINE LLC</name>
        <lei>W2ZGZGZKY5GGNY6F3V51</lei>
        <title>ROCKIES EXPRESS PIPELINE SR UNSECURED 144A 04/20 5.625</title>
        <cusip>77340RAK3</cusip>
        <identifiers>
          <isin value="US77340RAK32"/>
        </identifiers>
        <balance>51240000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>52072650.000000</valUSD>
        <pctVal>0.3196094</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.625</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ROCKIES EXPRESS PIPELINE LLC</name>
        <lei>W2ZGZGZKY5GGNY6F3V51</lei>
        <title>ROCKIES EXPRESS PIPELINE SR UNSECURED REGS 04/20 5.625</title>
        <cusip>U75111AF8</cusip>
        <identifiers>
          <isin value="USU75111AF87"/>
        </identifiers>
        <balance>404000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>410565.000000</valUSD>
        <pctVal>0.0025199</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.625</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ROYAL BANK OF SCOTLAND GROUP PLC</name>
        <lei>2138005O9XJIJN4JPN90</lei>
        <title>ROYAL BK SCOTLND GRP PLC SR UNSECURED 05/23 VAR</title>
        <cusip>780097BF7</cusip>
        <identifiers>
          <isin value="US780097BF78"/>
        </identifiers>
        <balance>133641000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>133827097.770000</valUSD>
        <pctVal>0.8213985</pctVal>
        <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>Floating</couponKind>
          <annualizedRt>3.62813</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ROYAL BANK OF SCOTLAND GROUP PLC</name>
        <lei>2138005O9XJIJN4JPN90</lei>
        <title>ROYAL BK SCOTLND GRP PLC SR UNSECURED 06/24 VAR</title>
        <cusip>780097BH3</cusip>
        <identifiers>
          <isin value="US780097BH35"/>
        </identifiers>
        <balance>11000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11028975.980000</valUSD>
        <pctVal>0.0676932</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.65625</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SABINE PASS LIQUEFACTION LLC</name>
        <lei>549300KJYBG7C6WJYZ11</lei>
        <title>SABINE PASS LIQUEFACTION SR SECURED 02/21 5.625</title>
        <cusip>785592AE6</cusip>
        <identifiers>
          <isin value="US785592AE61"/>
        </identifiers>
        <balance>6500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6716176.420000</valUSD>
        <pctVal>0.0412223</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.625</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SABINE PASS LIQUEFACTION LLC</name>
        <lei>549300KJYBG7C6WJYZ11</lei>
        <title>SABINE PASS LIQUEFACTION SR SECURED 03/22 6.25</title>
        <cusip>785592AH9</cusip>
        <identifiers>
          <isin value="US785592AH92"/>
        </identifiers>
        <balance>3500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3772337.630000</valUSD>
        <pctVal>0.0231537</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.25</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SABINE PASS LIQUEFACTION LLC</name>
        <lei>549300KJYBG7C6WJYZ11</lei>
        <title>SABINE PASS LIQUEFACTION SR SECURED 04/23 5.625</title>
        <cusip>785592AD8</cusip>
        <identifiers>
          <isin value="US785592AD88"/>
        </identifiers>
        <balance>3200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3479278.690000</valUSD>
        <pctVal>0.0213550</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.625</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SANTANDER HOLDINGS USA INC</name>
        <lei>549300SMVCQN2P0O6I58</lei>
        <title>SANTANDER HOLDINGS USA SR UNSECURED 04/20 2.65</title>
        <cusip>80282KAD8</cusip>
        <identifiers>
          <isin value="US80282KAD81"/>
        </identifiers>
        <balance>16050000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16081760.700000</valUSD>
        <pctVal>0.0987060</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.65</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SANTANDER UK GROUP HOLDINGS PLC</name>
        <lei>549300F5XIFGNNW4CF72</lei>
        <title>SANTANDER UK GROUP HLDGS SR UNSECURED 01/24 VAR</title>
        <cusip>80281LAH8</cusip>
        <identifiers>
          <isin value="US80281LAH87"/>
        </identifiers>
        <balance>14400000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14635433.090000</valUSD>
        <pctVal>0.0898288</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-05</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.373</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>280 PARK AVENUE 2017-280P MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>280 PARK AVENUE MORTGAGE TRUST PRK 2017 280P A 144A</title>
        <cusip>90205FAA8</cusip>
        <identifiers>
          <isin value="US90205FAA84"/>
        </identifiers>
        <balance>12400000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12426977.440000</valUSD>
        <pctVal>0.0762738</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.9075</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SANTANDER UK GROUP HOLDINGS PLC</name>
        <lei>549300F5XIFGNNW4CF72</lei>
        <title>SANTANDER UK GROUP HLDGS SR UNSECURED 10/20 2.875</title>
        <cusip>80281LAC9</cusip>
        <identifiers>
          <isin value="US80281LAC90"/>
        </identifiers>
        <balance>27705000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27817925.580000</valUSD>
        <pctVal>0.1707397</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.875</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SANTANDER UK PLC</name>
        <lei>PTCQB104N23FMNK2RZ28</lei>
        <title>SANTANDER UK PLC SR UNSECURED 03/20 2.375</title>
        <cusip>80283LAN3</cusip>
        <identifiers>
          <isin value="US80283LAN38"/>
        </identifiers>
        <balance>34735000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34766187.170000</valUSD>
        <pctVal>0.2133865</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.375</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SANTANDER UK PLC</name>
        <lei>PTCQB104N23FMNK2RZ28</lei>
        <title>SANTANDER UK PLC SR UNSECURED 06/21 VAR</title>
        <cusip>80283LAU7</cusip>
        <identifiers>
          <isin value="US80283LAU70"/>
        </identifiers>
        <balance>32610000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32649341.030000</valUSD>
        <pctVal>0.2003938</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.75763</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SANTANDER UK PLC</name>
        <lei>PTCQB104N23FMNK2RZ28</lei>
        <title>SANTANDER UK PLC SR UNSECURED 11/21 VAR</title>
        <cusip>80283LAW3</cusip>
        <identifiers>
          <isin value="US80283LAW37"/>
        </identifiers>
        <balance>1000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1001492.290000</valUSD>
        <pctVal>0.0061469</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.81813</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SBA TOWER TRUST</name>
        <lei>N/A</lei>
        <title>SBA TOWER TRUST ASSET BACKED 144A 10/45 3.156</title>
        <cusip>78403DAJ9</cusip>
        <identifiers>
          <isin value="US78403DAJ90"/>
        </identifiers>
        <balance>1800000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1803443.760000</valUSD>
        <pctVal>0.0110691</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-10-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.156</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SECURITIZED ASSET BACKED RECEIVABLES LLC 2004-OP2</name>
        <lei>N/A</lei>
        <title>SECURITIZED ASSET BACKED RECEI SABR 2004 OP2 A1</title>
        <cusip>81375WBL9</cusip>
        <identifiers>
          <isin value="US81375WBL90"/>
        </identifiers>
        <balance>3243067.370000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3189952.740000</valUSD>
        <pctVal>0.0195792</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.68838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SECURITIZED ASSET BACKED RECEIVABLES LLC 2005-OP1</name>
        <lei>N/A</lei>
        <title>SECURITIZED ASSET BACKED RECEI SABR 2005 OP1 M2</title>
        <cusip>81375WCT1</cusip>
        <identifiers>
          <isin value="US81375WCT18"/>
        </identifiers>
        <balance>1268016.700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1258460.550000</valUSD>
        <pctVal>0.0077241</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.69338</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SECURITIZED TERM AUTO RECEIVABLES TRUST 2018-2A</name>
        <lei>N/A</lei>
        <title>SECURITIZED TERM AUTO RECEIVAB SSTRT 2018 2A A2A 144A</title>
        <cusip>81378TAB6</cusip>
        <identifiers>
          <isin value="US81378TAB61"/>
        </identifiers>
        <balance>5661583.180000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5676214.980000</valUSD>
        <pctVal>0.0348392</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.06</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SEMPRA ENERGY</name>
        <lei>PBBKGKLRK5S5C0Y4T545</lei>
        <title>SEMPRA ENERGY SR UNSECURED 01/21 VAR</title>
        <cusip>816851BD0</cusip>
        <identifiers>
          <isin value="US816851BD03"/>
        </identifiers>
        <balance>22744000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22725679.940000</valUSD>
        <pctVal>0.1394848</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.80338</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SEMPRA ENERGY</name>
        <lei>PBBKGKLRK5S5C0Y4T545</lei>
        <title>SEMPRA ENERGY SR UNSECURED 03/21 VAR</title>
        <cusip>816851BB4</cusip>
        <identifiers>
          <isin value="US816851BB47"/>
        </identifiers>
        <balance>31867000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31772037.930000</valUSD>
        <pctVal>0.1950091</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.5685</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SEQUOIA MORTGAGE TRUST 10</name>
        <lei>N/A</lei>
        <title>SEQUOIA MORTGAGE TRUST SEMT 10 2A1</title>
        <cusip>81743VAB9</cusip>
        <identifiers>
          <isin value="US81743VAB99"/>
        </identifiers>
        <balance>153476.690000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>149931.130000</valUSD>
        <pctVal>0.0009202</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.80425</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SEQUOIA MORTGAGE TRUST 2004-3</name>
        <lei>N/A</lei>
        <title>SEQUOIA MORTGAGE TRUST SEMT 2004 3 A</title>
        <cusip>81744FAZ0</cusip>
        <identifiers>
          <isin value="US81744FAZ09"/>
        </identifiers>
        <balance>843082.150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>834190.750000</valUSD>
        <pctVal>0.0051201</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-05-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.13363</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SEQUOIA MORTGAGE TRUST 2005-3</name>
        <lei>N/A</lei>
        <title>SEQUOIA MORTGAGE TRUST SEMT 2005 3 A1</title>
        <cusip>81744FHK6</cusip>
        <identifiers>
          <isin value="US81744FHK66"/>
        </identifiers>
        <balance>2380790.380000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2377099.920000</valUSD>
        <pctVal>0.0145901</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.24425</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SEQUOIA MORTGAGE TRUST 2005-4</name>
        <lei>N/A</lei>
        <title>SEQUOIA MORTGAGE TRUST SEMT 2005 4 2A1</title>
        <cusip>81744FJG3</cusip>
        <identifiers>
          <isin value="US81744FJG37"/>
        </identifiers>
        <balance>94006.750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>99433.010000</valUSD>
        <pctVal>0.0006103</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.77605</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SEQUOIA MORTGAGE TRUST 2007-1</name>
        <lei>N/A</lei>
        <title>SEQUOIA MORTGAGE TRUST SEMT 2007 1 1A1</title>
        <cusip>81744HAA1</cusip>
        <identifiers>
          <isin value="US81744HAA14"/>
        </identifiers>
        <balance>134265.400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>109166.860000</valUSD>
        <pctVal>0.0006700</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.65874</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SHACKLETON CLO LTD 2016-9A</name>
        <lei>N/A</lei>
        <title>SHACKLETON CLO LTD SHACK 2016 9A AR 144A</title>
        <cusip>81882LAN6</cusip>
        <identifiers>
          <isin value="US81882LAN64"/>
        </identifiers>
        <balance>16600000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16599444.560000</valUSD>
        <pctVal>0.1018834</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.40763</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SILVERSTONE MASTER ISSUER PLC 19-1A</name>
        <lei>N/A</lei>
        <title>SILVERSTONE MASTER ISSUER SMI 2019 1A 1A 144A</title>
        <cusip>82846GAV2</cusip>
        <identifiers>
          <isin value="US82846GAV23"/>
        </identifiers>
        <balance>5500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5508101.500000</valUSD>
        <pctVal>0.0338074</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2070-01-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.84763</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SILVERSTONE MASTER ISSUER PLC 19-1A</name>
        <lei>N/A</lei>
        <title>SILVERSTONE MASTER ISSUER SMI 2019 1A 2A 144A</title>
        <cusip>ACI1BCW41</cusip>
        <identifiers>
          <isin value="XS1966679893"/>
        </identifiers>
        <balance>30400000.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.813300"/>
        <valUSD>37531556.390000</valUSD>
        <pctVal>0.2303597</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2070-01-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.45692</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SINGTEL OPTUS FINANCE PTY LTD</name>
        <lei>254900UAM2PKZZ3FLH23</lei>
        <title>OPTUS FINANCE PTY LTD COMPANY GUAR REGS 10/19 4.625</title>
        <cusip>B50098II3</cusip>
        <identifiers>
          <isin value="XS0457559838"/>
        </identifiers>
        <balance>2800000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2801408.290000</valUSD>
        <pctVal>0.0171944</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2019-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SINOCHEM OVERSEAS CAPITAL COMPANY LIMITED</name>
        <lei>N/A</lei>
        <title>SINOCHEM OVERSEAS CAPITA COMPANY GUAR REGS 11/20 4.5</title>
        <cusip>G8185TAA7</cusip>
        <identifiers>
          <isin value="USG8185TAA72"/>
        </identifiers>
        <balance>26218000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26788425.550000</valUSD>
        <pctVal>0.1644209</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>VG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ABN AMRO BANK NV</name>
        <lei>BFXS5XCH7N0Y05NIXW11</lei>
        <title>ABN AMRO BANK NV SR UNSECURED REGS 03/21 VAR</title>
        <cusip>ACI179WB7</cusip>
        <identifiers>
          <isin value="XS1377968307"/>
        </identifiers>
        <balance>1000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1011382.700000</valUSD>
        <pctVal>0.0062076</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.48938</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SINOPEC GROUP OVERSEAS DEVELOPMENT (2015) LIMITED</name>
        <lei>5299002Z28NLP3WPFH36</lei>
        <title>SINOPEC GRP OVERSEA 2015 COMPANY GUAR 144A 04/20 2.5</title>
        <cusip>82938BAB6</cusip>
        <identifiers>
          <isin value="US82938BAB62"/>
        </identifiers>
        <balance>15000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15010957.950000</valUSD>
        <pctVal>0.0921336</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>VG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SINOPEC GROUP OVERSEAS DEVELOPMENT (2015) LIMITED</name>
        <lei>5299002Z28NLP3WPFH36</lei>
        <title>SINOPEC GRP OVERSEA 2015 COMPANY GUAR REGS 04/20 2.5</title>
        <cusip>G8201JAB7</cusip>
        <identifiers>
          <isin value="USG8201JAB73"/>
        </identifiers>
        <balance>61298000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>61342780.030000</valUSD>
        <pctVal>0.3765072</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>VG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SINOPEC GROUP OVERSEAS DEVELOPMENT 2017 LTD</name>
        <lei>5493001IPW8ZGQ181Z16</lei>
        <title>SINOPEC GRP OVERSEAS DEV COMPANY GUAR 144A 04/20 2.375</title>
        <cusip>82938NAE4</cusip>
        <identifiers>
          <isin value="US82938NAE40"/>
        </identifiers>
        <balance>1530000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1530122.400000</valUSD>
        <pctVal>0.0093915</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>VG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.375</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SINOPEC GROUP OVERSEAS DEVELOPMENT 2017 LTD</name>
        <lei>5493001IPW8ZGQ181Z16</lei>
        <title>SINOPEC GRP OVERSEAS DEV COMPANY GUAR REGS 04/20 2.375</title>
        <cusip>G8201NAE2</cusip>
        <identifiers>
          <isin value="USG8201NAE25"/>
        </identifiers>
        <balance>8365000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8365669.200000</valUSD>
        <pctVal>0.0513465</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>VG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.375</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SINOPEC GROUP OVERSEAS DEVELOPMENT 2017 LTD</name>
        <lei>5493001IPW8ZGQ181Z16</lei>
        <title>SINOPEC GRP OVERSEAS DEV COMPANY GUAR REGS 09/20 2.25</title>
        <cusip>G8201NAF9</cusip>
        <identifiers>
          <isin value="USG8201NAF99"/>
        </identifiers>
        <balance>9345000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9338970.140000</valUSD>
        <pctVal>0.0573204</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>VG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SL GREEN OPERATING PARTNERSHIP LP</name>
        <lei>2K1OXW4LY7IS2U150Y32</lei>
        <title>SL GREEN OPERATING PARTN COMPANY GUAR 08/21 VAR</title>
        <cusip>78444FAG1</cusip>
        <identifiers>
          <isin value="US78444FAG19"/>
        </identifiers>
        <balance>27100000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27104706.190000</valUSD>
        <pctVal>0.1663622</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.14838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SLC STUDENT LOAN TRUST 2006-1</name>
        <lei>N/A</lei>
        <title>SLC STUDENT LOAN TRUST SLCLT 2006 1 A5</title>
        <cusip>784427AE6</cusip>
        <identifiers>
          <isin value="US784427AE65"/>
        </identifiers>
        <balance>20490328.830000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20401669.230000</valUSD>
        <pctVal>0.1252205</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.2285</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SLC STUDENT LOAN TRUST 2007-1</name>
        <lei>N/A</lei>
        <title>SLC STUDENT LOAN TRUST SLCLT 2007 1 A4</title>
        <cusip>784424AD5</cusip>
        <identifiers>
          <isin value="US784424AD51"/>
        </identifiers>
        <balance>7052655.530000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6923980.540000</valUSD>
        <pctVal>0.0424977</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.21813</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SLC STUDENT LOAN TRUST-2005-3</name>
        <lei>N/A</lei>
        <title>SLC STUDENT LOAN TRUST SLCLT 2005 3 A3</title>
        <cusip>784420AP6</cusip>
        <identifiers>
          <isin value="US784420AP69"/>
        </identifiers>
        <balance>5518833.430000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5489433.500000</valUSD>
        <pctVal>0.0336928</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.2385</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SLM CONSOLIDATION STUD LN TRUST 2004-10</name>
        <lei>N/A</lei>
        <title>SLM STUDENT LOAN TRUST SLMA 2004 10 A7A 144A</title>
        <cusip>78442GNJ1</cusip>
        <identifiers>
          <isin value="US78442GNJ12"/>
        </identifiers>
        <balance>15800000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15832785.000000</valUSD>
        <pctVal>0.0971778</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.8755</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SLM STUDENT LOAN TRUST 2003-10A</name>
        <lei>N/A</lei>
        <title>SLM STUDENT LOAN TRUST SLMA 2003 10A A3 144A</title>
        <cusip>78442GJG2</cusip>
        <identifiers>
          <isin value="US78442GJG29"/>
        </identifiers>
        <balance>17518996.050000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17527191.440000</valUSD>
        <pctVal>0.1075777</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.5885</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SLM STUDENT LOAN TRUST 2003-11</name>
        <lei>N/A</lei>
        <title>SLM STUDENT LOAN TRUST SLMA 2003 11 A6 144A</title>
        <cusip>78442GJS6</cusip>
        <identifiers>
          <isin value="US78442GJS66"/>
        </identifiers>
        <balance>17348086.900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17360435.270000</valUSD>
        <pctVal>0.1065542</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.6685</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SLM STUDENT LOAN TRUST 2005-5</name>
        <lei>N/A</lei>
        <title>SLM STUDENT LOAN TRUST SLMA 2005 5 A4</title>
        <cusip>78442GPQ3</cusip>
        <identifiers>
          <isin value="US78442GPQ37"/>
        </identifiers>
        <balance>2593243.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2575427.160000</valUSD>
        <pctVal>0.0158074</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.4155</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SLM STUDENT LOAN TRUST 2005-6</name>
        <lei>N/A</lei>
        <title>SLM STUDENT LOAN TRUST SLMA 2005 6 A6</title>
        <cusip>78442GPY6</cusip>
        <identifiers>
          <isin value="US78442GPY60"/>
        </identifiers>
        <balance>48112418.810000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>47537331.070000</valUSD>
        <pctVal>0.2917727</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.4155</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SLM STUDENT LOAN TRUST 2005-7</name>
        <lei>N/A</lei>
        <title>SLM STUDENT LOAN TRUST SLMA 2005 7 A4</title>
        <cusip>78442GQJ8</cusip>
        <identifiers>
          <isin value="US78442GQJ84"/>
        </identifiers>
        <balance>9815560.480000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9749262.260000</valUSD>
        <pctVal>0.0598386</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.4255</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SLM STUDENT LOAN TRUST 2005-8</name>
        <lei>N/A</lei>
        <title>SLM STUDENT LOAN TRUST SLMA 2005 8 A4</title>
        <cusip>78442GQR0</cusip>
        <identifiers>
          <isin value="US78442GQR01"/>
        </identifiers>
        <balance>3450172.630000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3450719.480000</valUSD>
        <pctVal>0.0211797</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.8255</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SLM STUDENT LOAN TRUST 2006-5</name>
        <lei>N/A</lei>
        <title>SLM STUDENT LOAN TRUST SLMA 2006 5 A5</title>
        <cusip>83149EAE7</cusip>
        <identifiers>
          <isin value="US83149EAE77"/>
        </identifiers>
        <balance>4276291.820000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4268828.410000</valUSD>
        <pctVal>0.0262010</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.3855</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SLM STUDENT LOAN TRUST 2008-2</name>
        <lei>N/A</lei>
        <title>SLM STUDENT LOAN TRUST SLMA 2008 2 A3</title>
        <cusip>784442AC9</cusip>
        <identifiers>
          <isin value="US784442AC92"/>
        </identifiers>
        <balance>1378141.250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1365508.790000</valUSD>
        <pctVal>0.0083812</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.0255</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SLM STUDENT LOAN TRUST 2008-5</name>
        <lei>N/A</lei>
        <title>SLM STUDENT LOAN TRUST SLMA 2008 5 A4</title>
        <cusip>78444YAD7</cusip>
        <identifiers>
          <isin value="US78444YAD76"/>
        </identifiers>
        <balance>5807322.730000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5866519.670000</valUSD>
        <pctVal>0.0360073</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.9755</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SLM STUDENT LOAN TRUST 2008-7</name>
        <lei>N/A</lei>
        <title>SLM STUDENT LOAN TRUST SLMA 2008 7 A4</title>
        <cusip>78445FAD7</cusip>
        <identifiers>
          <isin value="US78445FAD78"/>
        </identifiers>
        <balance>2898261.260000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2888361.090000</valUSD>
        <pctVal>0.0177281</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.1755</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SLM STUDENT LOAN TRUST 2008-8</name>
        <lei>N/A</lei>
        <title>SLM STUDENT LOAN TRUST SLMA 2008 8 A4</title>
        <cusip>78445GAD5</cusip>
        <identifiers>
          <isin value="US78445GAD51"/>
        </identifiers>
        <balance>11697538.410000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11821335.800000</valUSD>
        <pctVal>0.0725565</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.7755</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SLM STUDENT LOAN TRUST 2008-9</name>
        <lei>N/A</lei>
        <title>SLM STUDENT LOAN TRUST SLMA 2008 9 A</title>
        <cusip>78445JAA5</cusip>
        <identifiers>
          <isin value="US78445JAA51"/>
        </identifiers>
        <balance>6345941.460000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6386969.240000</valUSD>
        <pctVal>0.0392017</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.7755</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SLM STUDENT LOAN TRUST 2012-2</name>
        <lei>N/A</lei>
        <title>SLM STUDENT LOAN TRUST SLMA 2012 2 A</title>
        <cusip>78446YAA1</cusip>
        <identifiers>
          <isin value="US78446YAA10"/>
        </identifiers>
        <balance>5118695.580000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5008125.100000</valUSD>
        <pctVal>0.0307387</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.71838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SLM STUDENT LOAN TRUST 2012-3</name>
        <lei>N/A</lei>
        <title>SLM STUDENT LOAN TRUST SLMA 2012 3 A</title>
        <cusip>78447AAA2</cusip>
        <identifiers>
          <isin value="US78447AAA25"/>
        </identifiers>
        <balance>2369675.230000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2364676.400000</valUSD>
        <pctVal>0.0145138</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-12-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.66838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SLM STUDENT LOAN TRUST 2013-2</name>
        <lei>N/A</lei>
        <title>SLM STUDENT LOAN TRUST SLMA 2013 2 A</title>
        <cusip>78446CAA9</cusip>
        <identifiers>
          <isin value="US78446CAA99"/>
        </identifiers>
        <balance>12656730.070000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12583502.030000</valUSD>
        <pctVal>0.0772345</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.46838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SMALL BUSINESS ADMIN PART CERT 2004-20C</name>
        <lei>N/A</lei>
        <title>SMALL BUSINESS ADMINISTRATION SBAP 2004 20C 1</title>
        <cusip>83162CNQ2</cusip>
        <identifiers>
          <isin value="US83162CNQ23"/>
        </identifiers>
        <balance>31400.900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32443.540000</valUSD>
        <pctVal>0.0001991</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.34</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SMALL BUSINESS ADMIN PART CERTS 2008-20C</name>
        <lei>N/A</lei>
        <title>SMALL BUSINESS ADMINISTRATION SBAP 2008 20C 1</title>
        <cusip>83162CRR6</cusip>
        <identifiers>
          <isin value="US83162CRR69"/>
        </identifiers>
        <balance>38428.050000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>41722.800000</valUSD>
        <pctVal>0.0002561</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.49</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SMALL BUSINESS ADMIN PART CERTS 2008-20D</name>
        <lei>N/A</lei>
        <title>SMALL BUSINESS ADMINISTRATION SBAP 2008 20D 1</title>
        <cusip>83162CRS4</cusip>
        <identifiers>
          <isin value="US83162CRS43"/>
        </identifiers>
        <balance>69588.130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>75022.590000</valUSD>
        <pctVal>0.0004605</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.37</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SMB PRIVATE EDUCATION LOAN TRUST 2016-B</name>
        <lei>N/A</lei>
        <title>SMB PRIVATE EDUCATION LOAN TRU SMB 2016 B A2B 144A</title>
        <cusip>78449GAC3</cusip>
        <identifiers>
          <isin value="US78449GAC33"/>
        </identifiers>
        <balance>4434375.040000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4520489.720000</valUSD>
        <pctVal>0.0277457</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.4775</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SMB PRIVATE EDUCATION LOAN TRUST 2016-C</name>
        <lei>N/A</lei>
        <title>SMB PRIVATE EDUCATION LOAN TRU SMB 2016 C A2A 144A</title>
        <cusip>78449KAB6</cusip>
        <identifiers>
          <isin value="US78449KAB61"/>
        </identifiers>
        <balance>1122032.230000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1124023.280000</valUSD>
        <pctVal>0.0068990</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.34</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SMB PRIVATE EDUCATION LOAN TRUST 2018-B</name>
        <lei>N/A</lei>
        <title>SMB PRIVATE EDUCATION LOAN TRU SMB 2018 B A1 144A</title>
        <cusip>78449LAA6</cusip>
        <identifiers>
          <isin value="US78449LAA61"/>
        </identifiers>
        <balance>4564570.140000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4563171.100000</valUSD>
        <pctVal>0.0280076</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.3475</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY</name>
        <lei>549300OD7VKRVNWB2J98</lei>
        <title>SMBC AVIATION CAPITAL FI COMPANY GUAR 144A 04/24 3.55</title>
        <cusip>78448TAE2</cusip>
        <identifiers>
          <isin value="US78448TAE29"/>
        </identifiers>
        <balance>18550000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19292786.710000</valUSD>
        <pctVal>0.1184145</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.55</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY</name>
        <lei>549300OD7VKRVNWB2J98</lei>
        <title>SMBC AVIATION CAPITAL FI COMPANY GUAR 144A 07/21 2.65</title>
        <cusip>78448TAA0</cusip>
        <identifiers>
          <isin value="US78448TAA07"/>
        </identifiers>
        <balance>17100000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17111426.050000</valUSD>
        <pctVal>0.1050258</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.65</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY</name>
        <lei>549300OD7VKRVNWB2J98</lei>
        <title>SMBC AVIATION CAPITAL FI COMPANY GUAR 144A 07/22 3</title>
        <cusip>78448TAB8</cusip>
        <identifiers>
          <isin value="US78448TAB89"/>
        </identifiers>
        <balance>8800000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8898474.900000</valUSD>
        <pctVal>0.0546167</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SMITHFIELD FOODS INC</name>
        <lei>CVTIPZRZJC0JQEZLL598</lei>
        <title>SMITHFIELD FOODS INC</title>
        <cusip>83225MXF8</cusip>
        <identifiers>
          <ticker value="SFDCPP"/>
        </identifiers>
        <balance>19600000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19579379.230000</valUSD>
        <pctVal>0.1201735</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2019-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SMITHFIELD FOODS INC</name>
        <lei>CVTIPZRZJC0JQEZLL598</lei>
        <title>SMITHFIELD FOODS INC COMPANY GUAR 144A 01/20 2.7</title>
        <cusip>832248AX6</cusip>
        <identifiers>
          <isin value="US832248AX66"/>
        </identifiers>
        <balance>2425000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2423769.480000</valUSD>
        <pctVal>0.0148765</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.7</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOCIETY OF LLOYDS</name>
        <lei>213800O2FTUPFGPH3J11</lei>
        <title>LLOYDS INS CRGL RCVBL 2020 2A PPE03PZR8</title>
        <cusip>963WKFII2</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="PPE03PZR8"/>
        </identifiers>
        <balance>4321000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4331142.730000</valUSD>
        <pctVal>0.0265835</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.21615</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOCIETY OF LLOYDS</name>
        <lei>213800O2FTUPFGPH3J11</lei>
        <title>LLOYDS INS CRGL RCVBL 2020 2A PPE03PZS6</title>
        <cusip>963WJFII4</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="PPE03PZS6"/>
        </identifiers>
        <balance>6622000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6637543.890000</valUSD>
        <pctVal>0.0407396</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.21615</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOCIETY OF LLOYDS</name>
        <lei>213800O2FTUPFGPH3J11</lei>
        <title>LLOYDS INS CRGL RCVBL 2020 2A PPE03PZT4</title>
        <cusip>963WKGII0</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="PPE03PZT4"/>
        </identifiers>
        <balance>2161000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2166072.540000</valUSD>
        <pctVal>0.0132948</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.21615</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOCIETY OF LLOYDS</name>
        <lei>213800O2FTUPFGPH3J11</lei>
        <title>LLOYDS INS CRGL RCVBL 2020 2A PPE03PZV9</title>
        <cusip>963WKHII8</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="PPE03PZV9"/>
        </identifiers>
        <balance>1637000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1640842.550000</valUSD>
        <pctVal>0.0100711</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.21615</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOCIETY OF LLOYDS</name>
        <lei>213800O2FTUPFGPH3J11</lei>
        <title>LLOYDS INS CRGL RCVBL 2020 2A PPE03PZW7</title>
        <cusip>963WKJII4</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="PPE03PZW7"/>
        </identifiers>
        <balance>3440000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3448074.750000</valUSD>
        <pctVal>0.0211635</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.21615</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOCIETY OF LLOYDS</name>
        <lei>213800O2FTUPFGPH3J11</lei>
        <title>LLOYDS INS CRGL RCVBL 2020 2A PPE03PZX5</title>
        <cusip>963WKKII1</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="PPE03PZX5"/>
        </identifiers>
        <balance>4286000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4296060.570000</valUSD>
        <pctVal>0.0263682</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.21615</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOCIETY OF LLOYDS</name>
        <lei>213800O2FTUPFGPH3J11</lei>
        <title>LLOYDS INS CRGL RCVBL 2021 2A PPE03Q0W3</title>
        <cusip>963WKLII9</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="PPE03Q0W3"/>
        </identifiers>
        <balance>4321000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4340750.040000</valUSD>
        <pctVal>0.0266425</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.21615</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOCIETY OF LLOYDS</name>
        <lei>213800O2FTUPFGPH3J11</lei>
        <title>LLOYDS INS CRGL RCVBL 2021 2A PPE03Q0X1</title>
        <cusip>963WJGII2</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="PPE03Q0X1"/>
        </identifiers>
        <balance>6622000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6652267.240000</valUSD>
        <pctVal>0.0408300</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.21615</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOCIETY OF LLOYDS</name>
        <lei>213800O2FTUPFGPH3J11</lei>
        <title>LLOYDS INS CRGL RCVBL 2021 2A PPE03Q0Y9</title>
        <cusip>963WKMII7</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="PPE03Q0Y9"/>
        </identifiers>
        <balance>2161000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2170877.300000</valUSD>
        <pctVal>0.0133243</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.21615</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOCIETY OF LLOYDS</name>
        <lei>213800O2FTUPFGPH3J11</lei>
        <title>LLOYDS INS CRGL RCVBL 2021 2A PPE03Q102</title>
        <cusip>963WKNII5</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="PPE03Q102"/>
        </identifiers>
        <balance>1637000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1644482.250000</valUSD>
        <pctVal>0.0100934</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.21615</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOCIETY OF LLOYDS</name>
        <lei>213800O2FTUPFGPH3J11</lei>
        <title>LLOYDS INS CRGL RCVBL 2021 2A PPE03Q110</title>
        <cusip>963WKPII0</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="PPE03Q110"/>
        </identifiers>
        <balance>3440000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3455723.240000</valUSD>
        <pctVal>0.0212104</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.21615</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOCIETY OF LLOYDS</name>
        <lei>213800O2FTUPFGPH3J11</lei>
        <title>LLOYDS INS CRGL RCVBL 2021 2A PPE03Q128</title>
        <cusip>963WKQII8</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="PPE03Q128"/>
        </identifiers>
        <balance>4286000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4305590.060000</valUSD>
        <pctVal>0.0264267</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.21615</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ACCREDITED MORTGAGE LOAN TRUST 2006-2</name>
        <lei>N/A</lei>
        <title>ACCREDITED MORTGAGE LOAN TRUST ACCR 2006 2 A4</title>
        <cusip>00437NAD4</cusip>
        <identifiers>
          <isin value="US00437NAD49"/>
        </identifiers>
        <balance>8416114.300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8303856.800000</valUSD>
        <pctVal>0.0509671</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.27838</annualizedRt>
          <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 CONSUMER LOAN PROGRAM LLC 2017-3</name>
        <lei>N/A</lei>
        <title>SOFI CONSUMER LOAN PROGRAM TRU SCLP 2017 3 A 144A</title>
        <cusip>83404JAA4</cusip>
        <identifiers>
          <isin value="US83404JAA43"/>
        </identifiers>
        <balance>6986116.620000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7009137.270000</valUSD>
        <pctVal>0.0430204</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.77</annualizedRt>
          <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 CONSUMER LOAN PROGRAM LLC 2017-4</name>
        <lei>N/A</lei>
        <title>SOFI CONSUMER LOAN PROGRAM TRU SCLP 2017 4 A 144A</title>
        <cusip>83405JAA3</cusip>
        <identifiers>
          <isin value="US83405JAA34"/>
        </identifiers>
        <balance>4467046.190000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4473756.590000</valUSD>
        <pctVal>0.0274588</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5</annualizedRt>
          <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 CONSUMER LOAN PROGRAM LLC 2018-1</name>
        <lei>N/A</lei>
        <title>SOFI CONSUMER LOAN PROGRAM TRU SCLP 2018 1 A1 144A</title>
        <cusip>83405RAA5</cusip>
        <identifiers>
          <isin value="US83405RAA59"/>
        </identifiers>
        <balance>491117.780000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>491211.040000</valUSD>
        <pctVal>0.0030149</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.55</annualizedRt>
          <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 CONSUMER LOAN PROGRAM LLC 2019-1</name>
        <lei>N/A</lei>
        <title>SOFI CONSUMER LOAN PROGRAM TRU SCLP 2019 1 A 144A</title>
        <cusip>78472CAA6</cusip>
        <identifiers>
          <isin value="US78472CAA62"/>
        </identifiers>
        <balance>14512571.390000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14652370.990000</valUSD>
        <pctVal>0.0899327</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.24</annualizedRt>
          <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 CONSUMER LOAN PROGRAM LLC 2019-2</name>
        <lei>N/A</lei>
        <title>SOFI CONSUMER LOAN PROGRAM TRU SCLP 2019 2 A 144A</title>
        <cusip>83406CAA7</cusip>
        <identifiers>
          <isin value="US83406CAA71"/>
        </identifiers>
        <balance>12933844.660000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13045228.340000</valUSD>
        <pctVal>0.0800685</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.01</annualizedRt>
          <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 CONSUMER LOAN PROGRAM LLC 2019-3</name>
        <lei>N/A</lei>
        <title>SOFI CONSUMER LOAN PROGRAM TRU SCLP 2019 3 A 144A</title>
        <cusip>83405TAA1</cusip>
        <identifiers>
          <isin value="US83405TAA16"/>
        </identifiers>
        <balance>17690801.680000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17822148.810000</valUSD>
        <pctVal>0.1093881</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.9</annualizedRt>
          <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 CONSUMER LOAN PROGRAM TRUST 2018-2</name>
        <lei>N/A</lei>
        <title>SOFI CONSUMER LOAN PROGRAM TRU SCLP 2018 2 A1 144A</title>
        <cusip>78471WAA3</cusip>
        <identifiers>
          <isin value="US78471WAA36"/>
        </identifiers>
        <balance>1559461.310000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1560940.150000</valUSD>
        <pctVal>0.0095807</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.93</annualizedRt>
          <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 CONSUMER LOAN PROGRAM TRUST 2018-3</name>
        <lei>N/A</lei>
        <title>SOFI CONSUMER LOAN PROGRAM TRU SCLP 2018 3 A1 144A</title>
        <cusip>83405XAA2</cusip>
        <identifiers>
          <isin value="US83405XAA28"/>
        </identifiers>
        <balance>2384497.910000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2391707.200000</valUSD>
        <pctVal>0.0146797</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.2</annualizedRt>
          <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 2016-F LLC</name>
        <lei>N/A</lei>
        <title>SOCIAL PROFESSIONAL LOAN PROGR SOFI 2016 F A2 144A</title>
        <cusip>78471AAB9</cusip>
        <identifiers>
          <isin value="US78471AAB98"/>
        </identifiers>
        <balance>1178632.900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1203590.690000</valUSD>
        <pctVal>0.0073874</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.02</annualizedRt>
          <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 LLC 2015-D</name>
        <lei>N/A</lei>
        <title>SOCIAL PROFESSIONAL LOAN PROGR SOFI 2015 D A2 144A</title>
        <cusip>78470NAB2</cusip>
        <identifiers>
          <isin value="US78470NAB29"/>
        </identifiers>
        <balance>1522451.950000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1535878.450000</valUSD>
        <pctVal>0.0094269</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.72</annualizedRt>
          <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 LLC 2017-C</name>
        <lei>N/A</lei>
        <title>SOCIAL PROFESSIONAL LOAN PROGR SOFI 2017 C A2A 144A</title>
        <cusip>83405DAB4</cusip>
        <identifiers>
          <isin value="US83405DAB47"/>
        </identifiers>
        <balance>56227.130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>56164.910000</valUSD>
        <pctVal>0.0003447</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.75</annualizedRt>
          <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 LLC 2017-F</name>
        <lei>N/A</lei>
        <title>SOCIAL PROFESSIONAL LOAN PROGR SOFI 2017 F A1FX 144A</title>
        <cusip>83401BAA4</cusip>
        <identifiers>
          <isin value="US83401BAA44"/>
        </identifiers>
        <balance>286359.950000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>286013.480000</valUSD>
        <pctVal>0.0017555</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.05</annualizedRt>
          <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 LLC 2019-A</name>
        <lei>N/A</lei>
        <title>SOCIAL PROFESSIONAL LOAN PROGR SOFI 2019 A A1FX 144A</title>
        <cusip>78471HAA6</cusip>
        <identifiers>
          <isin value="US78471HAA68"/>
        </identifiers>
        <balance>26288718.020000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26572943.750000</valUSD>
        <pctVal>0.1630983</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.18</annualizedRt>
          <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 TRUST 2018-C</name>
        <lei>N/A</lei>
        <title>SOCIAL PROFESSIONAL LOAN PROGR SOFI 2018 C A1FX 144A</title>
        <cusip>78490DAA2</cusip>
        <identifiers>
          <isin value="US78490DAA28"/>
        </identifiers>
        <balance>8528492.560000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8592698.460000</valUSD>
        <pctVal>0.0527399</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.08</annualizedRt>
          <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 TRUST 2018-D</name>
        <lei>N/A</lei>
        <title>SOCIAL PROFESSIONAL LOAN PROGR SOFI 2018 D A1FX 144A</title>
        <cusip>83401AAA6</cusip>
        <identifiers>
          <isin value="US83401AAA60"/>
        </identifiers>
        <balance>7335747.840000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7395887.770000</valUSD>
        <pctVal>0.0453942</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.12</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOUND POINT CLO X LTD 2015-3A</name>
        <lei>N/A</lei>
        <title>SOUND POINT CLO LTD SNDPT 2015 3A AR 144A</title>
        <cusip>83609WAN0</cusip>
        <identifiers>
          <isin value="US83609WAN02"/>
        </identifiers>
        <balance>26000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25973022.400000</valUSD>
        <pctVal>0.1594162</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.16763</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOUND POINT CLO XIV LTD 2016-3A</name>
        <lei>N/A</lei>
        <title>SOUND POINT CLO LTD SNDPT 2016 3A AR 144A</title>
        <cusip>83609NAL4</cusip>
        <identifiers>
          <isin value="US83609NAL47"/>
        </identifiers>
        <balance>47700000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>47674684.180000</valUSD>
        <pctVal>0.2926157</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-23</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.30117</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOUNDVIEW HOME EQUITY LOAN TR 2006-OPT3</name>
        <lei>N/A</lei>
        <title>SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 OPT3 2A3</title>
        <cusip>83611MPH5</cusip>
        <identifiers>
          <isin value="US83611MPH50"/>
        </identifiers>
        <balance>2812731.770000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2802552.490000</valUSD>
        <pctVal>0.0172014</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.18838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ACE SECURITIES CORP 2004-HE2</name>
        <lei>N/A</lei>
        <title>ACE SECURITIES CORP. ACE 2004 HE2 M1</title>
        <cusip>004421GT4</cusip>
        <identifiers>
          <isin value="US004421GT46"/>
        </identifiers>
        <balance>3166987.010000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3177972.650000</valUSD>
        <pctVal>0.0195056</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.05338</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ACE SECURITIES CORP 2004-OP1</name>
        <lei>N/A</lei>
        <title>ACE SECURITIES CORP. ACE 2004 OP1 M1</title>
        <cusip>004421EW9</cusip>
        <identifiers>
          <isin value="US004421EW92"/>
        </identifiers>
        <balance>19801646.250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19660512.000000</valUSD>
        <pctVal>0.1206715</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.79838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOUTHERN CO</name>
        <lei>549300FC3G3YU2FBZD92</lei>
        <title>SOUTHERN CO SR UNSECURED 06/20 2.75</title>
        <cusip>842587CM7</cusip>
        <identifiers>
          <isin value="US842587CM73"/>
        </identifiers>
        <balance>3715000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3728986.190000</valUSD>
        <pctVal>0.0228876</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOUTHERN POWER COMPANY</name>
        <lei>5LADC78JBG2BMZD5XF57</lei>
        <title>SOUTHERN POWER CO SR UNSECURED 144A 12/20 VAR</title>
        <cusip>843646AV2</cusip>
        <identifiers>
          <isin value="US843646AV22"/>
        </identifiers>
        <balance>57075000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>57080822.790000</valUSD>
        <pctVal>0.3503484</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-12-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.70588</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SPECIALTY UNDERWRITING &amp; RESID 2005-BC2</name>
        <lei>N/A</lei>
        <title>SPECIALTY UNDERWRITING + RESID SURF 2005 BC2 M3</title>
        <cusip>84751PFW4</cusip>
        <identifiers>
          <isin value="US84751PFW41"/>
        </identifiers>
        <balance>1465174.170000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1470184.190000</valUSD>
        <pctVal>0.0090236</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.99338</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SPECTRA ENERGY PARTNERS LP</name>
        <lei>2HKVXE7U4NF5B6UGSU72</lei>
        <title>SPECTRA ENERGY PARTNERS COMPANY GUAR 06/20 VAR</title>
        <cusip>84756NAJ8</cusip>
        <identifiers>
          <isin value="US84756NAJ81"/>
        </identifiers>
        <balance>12985000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13010806.390000</valUSD>
        <pctVal>0.0798572</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-05</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.82663</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ACE SECURITIES CORP 2006-HE4</name>
        <lei>N/A</lei>
        <title>ACE SECURITIES CORP. ACE 2006 HE4 A2A</title>
        <cusip>00442BAB7</cusip>
        <identifiers>
          <isin value="US00442BAB71"/>
        </identifiers>
        <balance>11031.470000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5728.300000</valUSD>
        <pctVal>0.0000352</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.07838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SPIRIT AEROSYSTEMS INC</name>
        <lei>ZD2NBKV6GCC3UMGBM518</lei>
        <title>SPIRIT AEROSYSTEMS INC COMPANY GUAR 06/21 VAR</title>
        <cusip>85205TAH3</cusip>
        <identifiers>
          <isin value="US85205TAH32"/>
        </identifiers>
        <balance>21164000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21152642.760000</valUSD>
        <pctVal>0.1298298</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.9185</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SPRINGCASTLE FUNDING ASSET-BACKED NOTES 2019-AA</name>
        <lei>N/A</lei>
        <title>SPRINGCASTLE SPV SCFT 2019 AA A 144A</title>
        <cusip>85022WAL8</cusip>
        <identifiers>
          <isin value="US85022WAL81"/>
        </identifiers>
        <balance>48998117.910000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49558293.790000</valUSD>
        <pctVal>0.3041769</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.2</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SPRINGLEAF FINANCE CORP (AKA: AMERICAN GENERAL FINANCE CORP)</name>
        <lei>5493008I795YYBFWFU90</lei>
        <title>SPRINGLEAF FINANCE CORP COMPANY GUAR 05/22 6.125</title>
        <cusip>85172FAK5</cusip>
        <identifiers>
          <isin value="US85172FAK57"/>
        </identifiers>
        <balance>2000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2150000.000000</valUSD>
        <pctVal>0.0131962</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.125</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SPRINGLEAF FINANCE CORP (AKA: AMERICAN GENERAL FINANCE CORP)</name>
        <lei>5493008I795YYBFWFU90</lei>
        <title>SPRINGLEAF FINANCE CORP COMPANY GUAR 10/21 7.75</title>
        <cusip>85172FAD1</cusip>
        <identifiers>
          <isin value="US85172FAD15"/>
        </identifiers>
        <balance>1550000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1691437.500000</valUSD>
        <pctVal>0.0103816</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SPRINGLEAF FINANCE CORP (AKA: AMERICAN GENERAL FINANCE CORP)</name>
        <lei>5493008I795YYBFWFU90</lei>
        <title>SPRINGLEAF FINANCE CORP COMPANY GUAR 12/20 8.25</title>
        <cusip>85172FAJ8</cusip>
        <identifiers>
          <isin value="US85172FAJ84"/>
        </identifiers>
        <balance>1050000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1118250.000000</valUSD>
        <pctVal>0.0068635</pctVal>
        <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>8.25</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SPRINGLEAF FUNDING TRUST 2017-AA</name>
        <lei>N/A</lei>
        <title>SPRINGLEAF FUNDING TRUST SLFT 2017 AA A 144A</title>
        <cusip>85172PAA5</cusip>
        <identifiers>
          <isin value="US85172PAA57"/>
        </identifiers>
        <balance>25284000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25351831.920000</valUSD>
        <pctVal>0.1556034</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.68</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SPRINT CORP (SPRINT COMMUNICATIONS INC)</name>
        <lei>549300JKU50UT08ZWD77</lei>
        <title>SPRINT COMMUNICATIONS COMPANY GUAR 144A 03/20 7</title>
        <cusip>852061AQ3</cusip>
        <identifiers>
          <isin value="US852061AQ34"/>
        </identifiers>
        <balance>300000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>305625.000000</valUSD>
        <pctVal>0.0018759</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SPRINT CORP (SPRINT COMMUNICATIONS INC)</name>
        <lei>549300JKU50UT08ZWD77</lei>
        <title>SPRINT COMMUNICATIONS SR UNSECURED 08/20 7</title>
        <cusip>852061AR1</cusip>
        <identifiers>
          <isin value="US852061AR17"/>
        </identifiers>
        <balance>900000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>931239.000000</valUSD>
        <pctVal>0.0057157</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SPRINT CORP (SPRINT COMMUNICATIONS INC)</name>
        <lei>549300JKU50UT08ZWD77</lei>
        <title>SPRINT COMMUNICATIONS SR UNSECURED 11/22 6</title>
        <cusip>852061AS9</cusip>
        <identifiers>
          <isin value="US852061AS99"/>
        </identifiers>
        <balance>6900000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7348500.000000</valUSD>
        <pctVal>0.0451033</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>6</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SPRINT CORPORATION</name>
        <lei>549300ZTTY7CXOLJ6539</lei>
        <title>SPRINT CORP COMPANY GUAR 09/21 7.25</title>
        <cusip>85207UAE5</cusip>
        <identifiers>
          <isin value="US85207UAE55"/>
        </identifiers>
        <balance>7600000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8128960.000000</valUSD>
        <pctVal>0.0498936</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>7.25</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC</name>
        <lei>N/A</lei>
        <title>SPRINT SPECTRUM / SPEC I SR SECURED 144A 03/23 3.36</title>
        <cusip>85208NAA8</cusip>
        <identifiers>
          <isin value="US85208NAA81"/>
        </identifiers>
        <balance>2850000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2867812.500000</valUSD>
        <pctVal>0.0176019</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.36</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STANDARD CHARTERED PLC</name>
        <lei>U4LOSYZ7YG4W3S5F2G91</lei>
        <title>STANDARD CHARTERED PLC SR UNSECURED 144A 04/20 2.25</title>
        <cusip>853254AW0</cusip>
        <identifiers>
          <isin value="US853254AW07"/>
        </identifiers>
        <balance>19000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18989840.700000</valUSD>
        <pctVal>0.1165551</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STANDARD CHARTERED PLC</name>
        <lei>U4LOSYZ7YG4W3S5F2G91</lei>
        <title>STANDARD CHARTERED PLC SR UNSECURED 144A 09/22 VAR</title>
        <cusip>853254BR0</cusip>
        <identifiers>
          <isin value="US853254BR03"/>
        </identifiers>
        <balance>57900000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>58225977.000000</valUSD>
        <pctVal>0.3573770</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.33413</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STANDARD CHARTERED PLC</name>
        <lei>U4LOSYZ7YG4W3S5F2G91</lei>
        <title>STANDARD CHARTERED PLC SR UNSECURED REGS 04/20 2.25</title>
        <cusip>ACI0CC062</cusip>
        <identifiers>
          <isin value="XS1219971931"/>
        </identifiers>
        <balance>9500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9494920.350000</valUSD>
        <pctVal>0.0582775</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STANIFORD STREET CLO LTD 2014-1A</name>
        <lei>N/A</lei>
        <title>STANIFORD STREET CLO LTD STANI 2014 1A AR 144A</title>
        <cusip>854432AE1</cusip>
        <identifiers>
          <isin value="US854432AE10"/>
        </identifiers>
        <balance>129724.350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>130086.930000</valUSD>
        <pctVal>0.0007984</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.2985</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STANLINGTON NO 1 PLC 17-1</name>
        <lei>N/A</lei>
        <title>STANLINGTON PLC STNLT 2017 1 A REGS</title>
        <cusip>ACI0SNHR7</cusip>
        <identifiers>
          <isin value="XS1567419061"/>
        </identifiers>
        <balance>2022247.510000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.813300"/>
        <valUSD>2486190.390000</valUSD>
        <pctVal>0.0152596</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-06-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.77988</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STANWICH MORTGAGE LOAN CO LLC 2019-NPB1</name>
        <lei>N/A</lei>
        <title>STANWICH MORTGAGE LOAN TRUST STWH 2019 NPB1 A1 144A</title>
        <cusip>85502HAA4</cusip>
        <identifiers>
          <isin value="US85502HAA41"/>
        </identifiers>
        <balance>3228812.500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3233333.160000</valUSD>
        <pctVal>0.0198454</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.375</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STARWOOD PROPERTY TRUST INC</name>
        <lei>BUGSFQZERKRBFWIG5267</lei>
        <title>STARWOOD PROPERTY TRUST SR UNSECURED 02/21 3.625</title>
        <cusip>85571BAP0</cusip>
        <identifiers>
          <isin value="US85571BAP04"/>
        </identifiers>
        <balance>3700000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3723125.000000</valUSD>
        <pctVal>0.0228516</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.625</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STARWOOD WAYPOINT HOMES 2017-1</name>
        <lei>N/A</lei>
        <title>STARWOOD WAYPOINT HOMES TRUST SWH 2017 1 A 144A</title>
        <cusip>85572MAA8</cusip>
        <identifiers>
          <isin value="US85572MAA80"/>
        </identifiers>
        <balance>10457339.410000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10458903.830000</valUSD>
        <pctVal>0.0641942</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.9775</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STATE BANK OF INDIA/LONDON BRANCH</name>
        <lei>5493001JZ37UBBZF6L49</lei>
        <title>STATE BANK INDIA/LONDON SR UNSECURED REGS 01/20 VAR</title>
        <cusip>ACI13YYR9</cusip>
        <identifiers>
          <isin value="XS1858016832"/>
        </identifiers>
        <balance>7400000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7410103.150000</valUSD>
        <pctVal>0.0454814</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.12763</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STATE BANK OF INDIA/LONDON BRANCH</name>
        <lei>5493001JZ37UBBZF6L49</lei>
        <title>STATE BANK INDIA/LONDON SR UNSECURED REGS 04/20 VAR</title>
        <cusip>ACI0TFDW6</cusip>
        <identifiers>
          <isin value="XS1589358644"/>
        </identifiers>
        <balance>104038000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>104210989.180000</valUSD>
        <pctVal>0.6396220</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-06</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.25263</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STATE GRID OVERSEAS INVESTMENT (2016) LIMITED</name>
        <lei>3003006V8BHG5158QO96</lei>
        <title>STATE GRID OVERSEAS INV COMPANY GUAR REGS 05/20 2.25</title>
        <cusip>G8450LAF1</cusip>
        <identifiers>
          <isin value="USG8450LAF16"/>
        </identifiers>
        <balance>1700000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1699400.340000</valUSD>
        <pctVal>0.0104305</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>VG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-05-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ADCB FINANCE (CAYMAN) LIMITED</name>
        <lei>213800R9XDKRM525M609</lei>
        <title>ADCB FINANCE CAYMAN LTD COMPANY GUAR REGS 03/20 2.625</title>
        <cusip>BW9PJDII8</cusip>
        <identifiers>
          <isin value="XS1199968998"/>
        </identifiers>
        <balance>16400000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16412464.000000</valUSD>
        <pctVal>0.1007358</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.625</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STONEMONT PORTFOLIO TRUST 2017-MONT</name>
        <lei>N/A</lei>
        <title>STONEMONT PORTFOLIO TRUST SMPT 2017 MONT A 144A</title>
        <cusip>86184RAA5</cusip>
        <identifiers>
          <isin value="US86184RAA59"/>
        </identifiers>
        <balance>25606817.500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25614381.750000</valUSD>
        <pctVal>0.1572149</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-08-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.89425</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STRUCTURED ADJ RATE MTG LN 2004-19</name>
        <lei>N/A</lei>
        <title>STRUCTURED ADJUSTABLE RATE MOR SARM 2004 19 2A1</title>
        <cusip>863579JG4</cusip>
        <identifiers>
          <isin value="US863579JG47"/>
        </identifiers>
        <balance>36528.560000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35811.770000</valUSD>
        <pctVal>0.0002198</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.84605</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STRUCTURED ADJUSTABLE RATE MTG LN 2004-1</name>
        <lei>N/A</lei>
        <title>STRUCTURED ADJUSTABLE RATE MOR SARM 2004 1 4A1</title>
        <cusip>86359BGF2</cusip>
        <identifiers>
          <isin value="US86359BGF22"/>
        </identifiers>
        <balance>3440.170000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3477.780000</valUSD>
        <pctVal>0.0000213</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.45757</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ADJUSTABLE RATE MORTAGE TRUST 2004-2</name>
        <lei>N/A</lei>
        <title>ADJUSTABLE RATE MORTGAGE TRUST ARMT 2004 2 6A1</title>
        <cusip>007036BU9</cusip>
        <identifiers>
          <isin value="US007036BU97"/>
        </identifiers>
        <balance>954090.580000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>974502.300000</valUSD>
        <pctVal>0.0059813</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.44288</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STRUCTURED ADJUSTABLE RATE MTG LN 2004-1</name>
        <lei>N/A</lei>
        <title>STRUCTURED ADJUSTABLE RATE MOR SARM 2004 1 4A2</title>
        <cusip>86359BGG0</cusip>
        <identifiers>
          <isin value="US86359BGG05"/>
        </identifiers>
        <balance>44722.150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>45681.010000</valUSD>
        <pctVal>0.0002804</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.45757</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STRUCTURED ADJUSTABLE RT MTGE LN 2005-17</name>
        <lei>N/A</lei>
        <title>STRUCTURED ADJUSTABLE RATE MOR SARM 2005 17 3A1</title>
        <cusip>863579VM7</cusip>
        <identifiers>
          <isin value="US863579VM76"/>
        </identifiers>
        <balance>387898.300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>395516.510000</valUSD>
        <pctVal>0.0024276</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.15942</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STRUCTURED ASSEET MTGE INV INC 2002-AR3</name>
        <lei>N/A</lei>
        <title>STRUCTURED ASSET MORTGAGE INVE SAMI 2002 AR3 A1</title>
        <cusip>86358HNX3</cusip>
        <identifiers>
          <isin value="US86358HNX34"/>
        </identifiers>
        <balance>11788.740000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11691.560000</valUSD>
        <pctVal>0.0000718</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-09-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.717</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STRUCTURED ASSET INVEST LN TR 2003-BC11</name>
        <lei>N/A</lei>
        <title>STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC11 M1</title>
        <cusip>86358EEM4</cusip>
        <identifiers>
          <isin value="US86358EEM49"/>
        </identifiers>
        <balance>18941.250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19042.380000</valUSD>
        <pctVal>0.0001169</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.99338</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STRUCTURED ASSET INVST LN TR 2005-5</name>
        <lei>N/A</lei>
        <title>STRUCTURED ASSET INVESTMENT LO SAIL 2005 5 M2</title>
        <cusip>86358ETG1</cusip>
        <identifiers>
          <isin value="US86358ETG16"/>
        </identifiers>
        <balance>260716.750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>261490.900000</valUSD>
        <pctVal>0.0016050</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.70838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STRUCTURED ASSET MTG INV INC 2004-AR1</name>
        <lei>N/A</lei>
        <title>STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR1 1A2</title>
        <cusip>86359LAQ2</cusip>
        <identifiers>
          <isin value="US86359LAQ23"/>
        </identifiers>
        <balance>156958.400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>158049.320000</valUSD>
        <pctVal>0.0009701</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-03-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.757</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STRUCTURED ASSET MTG INV INC 2004-AR3</name>
        <lei>N/A</lei>
        <title>STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR3 1A2</title>
        <cusip>86359LBY4</cusip>
        <identifiers>
          <isin value="US86359LBY48"/>
        </identifiers>
        <balance>9035.430000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9118.940000</valUSD>
        <pctVal>0.0000560</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.637</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STRUCTURED ASSET MTG INV INC 2004-AR7</name>
        <lei>N/A</lei>
        <title>STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR7 A1A</title>
        <cusip>86359LFN4</cusip>
        <identifiers>
          <isin value="US86359LFN47"/>
        </identifiers>
        <balance>718496.970000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>732153.440000</valUSD>
        <pctVal>0.0044938</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.757</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STRUCTURED ASSET MTG INV INC 2005-AR2</name>
        <lei>N/A</lei>
        <title>STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR2 2A1</title>
        <cusip>86359LJA8</cusip>
        <identifiers>
          <isin value="US86359LJA89"/>
        </identifiers>
        <balance>276055.130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>276492.980000</valUSD>
        <pctVal>0.0016970</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.47838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STRUCTURED ASSET MTG INV INC 2005-AR5</name>
        <lei>N/A</lei>
        <title>STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A1</title>
        <cusip>86359LPD5</cusip>
        <identifiers>
          <isin value="US86359LPD54"/>
        </identifiers>
        <balance>39491.240000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39344.440000</valUSD>
        <pctVal>0.0002415</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.307</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STRUCTURED ASSET MTG INV INC 2005-AR5</name>
        <lei>N/A</lei>
        <title>STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A2</title>
        <cusip>86359LPE3</cusip>
        <identifiers>
          <isin value="US86359LPE38"/>
        </identifiers>
        <balance>76565.520000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>75848.190000</valUSD>
        <pctVal>0.0004655</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.307</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STRUCTURED ASSET MTG INV INC 2005-AR5</name>
        <lei>N/A</lei>
        <title>STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A3</title>
        <cusip>86359LPF0</cusip>
        <identifiers>
          <isin value="US86359LPF03"/>
        </identifiers>
        <balance>2148044.490000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2141725.370000</valUSD>
        <pctVal>0.0131454</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.307</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STRUCTURED ASSET MTG INV INC 2005-AR8</name>
        <lei>N/A</lei>
        <title>STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A1A</title>
        <cusip>86359LRW1</cusip>
        <identifiers>
          <isin value="US86359LRW18"/>
        </identifiers>
        <balance>20249.490000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19617.790000</valUSD>
        <pctVal>0.0001204</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.29838</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STRUCTURED ASSET MTG INV INC 2006-AR3</name>
        <lei>N/A</lei>
        <title>STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR3 12A1</title>
        <cusip>86360KAE8</cusip>
        <identifiers>
          <isin value="US86360KAE82"/>
        </identifiers>
        <balance>4126861.010000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3942920.620000</valUSD>
        <pctVal>0.0242007</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.23838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STRUCTURED ASSET MTG INV INC 2007-AR2</name>
        <lei>N/A</lei>
        <title>STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR2 2A1</title>
        <cusip>86363DAH4</cusip>
        <identifiers>
          <isin value="US86363DAH44"/>
        </identifiers>
        <balance>493773.150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>334279.290000</valUSD>
        <pctVal>0.0020517</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.27838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STRUCTURED ASSET MTGE INVEST 2006-AR5</name>
        <lei>N/A</lei>
        <title>STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR5 4A1</title>
        <cusip>86360JAN1</cusip>
        <identifiers>
          <isin value="US86360JAN19"/>
        </identifiers>
        <balance>875398.640000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>489474.250000</valUSD>
        <pctVal>0.0030043</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.23838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STRUCTURED ASSET MTGE INVEST 2006-AR6</name>
        <lei>N/A</lei>
        <title>STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR6 2A1</title>
        <cusip>86360UAF3</cusip>
        <identifiers>
          <isin value="US86360UAF30"/>
        </identifiers>
        <balance>1468085.430000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1274750.470000</valUSD>
        <pctVal>0.0078241</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.20838</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STRUCTURED ASSET SEC CORP 2005-7XS</name>
        <lei>N/A</lei>
        <title>STRUCTURED ASSET SECURITIES CO SASC 2005 7XS 2A1A</title>
        <cusip>86359B7K1</cusip>
        <identifiers>
          <isin value="US86359B7K13"/>
        </identifiers>
        <balance>582170.210000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>578629.510000</valUSD>
        <pctVal>0.0035515</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.60025</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STRUCTURED ASSET SECURITIES CORP 2004-4XS</name>
        <lei>N/A</lei>
        <title>STRUCTURED ASSET SECURITIES CO SASC 2004 4XS 1A6</title>
        <cusip>86359BHM6</cusip>
        <identifiers>
          <isin value="US86359BHM63"/>
        </identifiers>
        <balance>2631.470000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2716.040000</valUSD>
        <pctVal>0.0000167</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.05</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STRUCTURED ASSET SECURITIES CP 2002-14A</name>
        <lei>N/A</lei>
        <title>STRUCTURED ASSET SECURITIES CO SASC 2002 14A 2A1</title>
        <cusip>86358RR66</cusip>
        <identifiers>
          <isin value="US86358RR668"/>
        </identifiers>
        <balance>4479.740000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4300.050000</valUSD>
        <pctVal>0.0000264</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.30947</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SUMITOMO MITSUI FINANCIAL GROUP INC</name>
        <lei>35380028MYWPB6AUO129</lei>
        <title>SUMITOMO MITSUI FINL GRP SR UNSECURED 03/21 VAR</title>
        <cusip>86562MAD2</cusip>
        <identifiers>
          <isin value="US86562MAD20"/>
        </identifiers>
        <balance>1600000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1629527.870000</valUSD>
        <pctVal>0.0100017</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-09</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.78213</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SUMITOMO MITSUI FINANCIAL GROUP INC</name>
        <lei>35380028MYWPB6AUO129</lei>
        <title>SUMITOMO MITSUI FINL GRP SR UNSECURED 03/22 VAR</title>
        <cusip>ACI0T9LW1</cusip>
        <identifiers>
          <isin value="XS1572744222"/>
        </identifiers>
        <balance>20515000.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="AUD" exchangeRt="1.481600"/>
        <valUSD>13937176.860000</valUSD>
        <pctVal>0.0855430</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-29</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.215</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SUMITOMO MITSUI FINANCIAL GROUP INC</name>
        <lei>35380028MYWPB6AUO129</lei>
        <title>SUMITOMO MITSUI FINL GRP SR UNSECURED 07/21 VAR</title>
        <cusip>86562MAG5</cusip>
        <identifiers>
          <isin value="US86562MAG50"/>
        </identifiers>
        <balance>5044000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5105201.020000</valUSD>
        <pctVal>0.0313345</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-14</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.43225</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SUMITOMO MITSUI FINANCIAL GROUP INC</name>
        <lei>35380028MYWPB6AUO129</lei>
        <title>SUMITOMO MITSUI FINL GRP SR UNSECURED 07/22 VAR</title>
        <cusip>86562MAP5</cusip>
        <identifiers>
          <isin value="US86562MAP59"/>
        </identifiers>
        <balance>50225000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>50426288.240000</valUSD>
        <pctVal>0.3095044</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.1195</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SUMITOMO MITSUI FINANCIAL GROUP INC</name>
        <lei>35380028MYWPB6AUO129</lei>
        <title>SUMITOMO MITSUI FINL GRP SR UNSECURED 10/21 VAR</title>
        <cusip>86562MAJ9</cusip>
        <identifiers>
          <isin value="US86562MAJ99"/>
        </identifiers>
        <balance>9635000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9758945.700000</valUSD>
        <pctVal>0.0598981</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.4425</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SUMITOMO MITSUI FINANCIAL GROUP INC</name>
        <lei>35380028MYWPB6AUO129</lei>
        <title>SUMITOMO MITSUI FINL GRP SR UNSECURED 10/22 VAR</title>
        <cusip>86562MAT7</cusip>
        <identifiers>
          <isin value="US86562MAT71"/>
        </identifiers>
        <balance>6198000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6216818.990000</valUSD>
        <pctVal>0.0381573</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.03963</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SVENSKA HANDELSBANKEN AB</name>
        <lei>NHBDILHZTYCNBV5UYZ31</lei>
        <title>SVENSKA HANDELSBANKEN AB SR UNSECURED 05/21 VAR</title>
        <cusip>86960BAU6</cusip>
        <identifiers>
          <isin value="US86960BAU61"/>
        </identifiers>
        <balance>12200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12245926.780000</valUSD>
        <pctVal>0.0751626</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-24</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.60225</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SWEDBANK AB</name>
        <lei>M312WZV08Y7LYUC71685</lei>
        <title>SWEDBANK AB SR UNSECURED 144A 03/22 VAR</title>
        <cusip>87020PAJ6</cusip>
        <identifiers>
          <isin value="US87020PAJ66"/>
        </identifiers>
        <balance>21400000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21378193.400000</valUSD>
        <pctVal>0.1312142</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-14</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.8185</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SYMANTEC CORPORATION</name>
        <lei>YF6ZV0M6AU4FY94MK914</lei>
        <title>SYMANTEC CORP SR UNSECURED 09/20 4.2</title>
        <cusip>871503AH1</cusip>
        <identifiers>
          <isin value="US871503AH15"/>
        </identifiers>
        <balance>2000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2025489.660000</valUSD>
        <pctVal>0.0124320</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.2</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SYNCHRONY BANK (AKA: GE CAPITAL RETAIL BANK)</name>
        <lei>549300UATVPGSLE43Z27</lei>
        <title>SYNCHRONY BANK SR UNSECURED 03/20 VAR</title>
        <cusip>87166FAB9</cusip>
        <identifiers>
          <isin value="US87166FAB94"/>
        </identifiers>
        <balance>29085000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29100017.170000</valUSD>
        <pctVal>0.1786089</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.72938</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SYNCHRONY FINANCIAL</name>
        <lei>549300RS7EWPM9MA6C78</lei>
        <title>SYNCHRONY FINANCIAL SR UNSECURED 02/20 2.7</title>
        <cusip>87165BAE3</cusip>
        <identifiers>
          <isin value="US87165BAE39"/>
        </identifiers>
        <balance>8965000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8975764.630000</valUSD>
        <pctVal>0.0550911</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-02-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.7</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SYNCHRONY FINANCIAL</name>
        <lei>549300RS7EWPM9MA6C78</lei>
        <title>SYNCHRONY FINANCIAL SR UNSECURED 02/20 VAR</title>
        <cusip>87165BAF0</cusip>
        <identifiers>
          <isin value="US87165BAF04"/>
        </identifiers>
        <balance>21005000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21051152.610000</valUSD>
        <pctVal>0.1292069</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-02-03</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.51675</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SYNCHRONY FINANCIAL</name>
        <lei>549300RS7EWPM9MA6C78</lei>
        <title>SYNCHRONY FINANCIAL SR UNSECURED 07/22 2.85</title>
        <cusip>87165BAQ6</cusip>
        <identifiers>
          <isin value="US87165BAQ68"/>
        </identifiers>
        <balance>1400000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1412893.970000</valUSD>
        <pctVal>0.0086720</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.85</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SYNGENTA FINANCE NV</name>
        <lei>54930042S3BYCEGOCN86</lei>
        <title>SYNGENTA FINANCE NV COMPANY GUAR 144A 04/20 3.698</title>
        <cusip>87164KAD6</cusip>
        <identifiers>
          <isin value="US87164KAD63"/>
        </identifiers>
        <balance>33832000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33948208.520000</valUSD>
        <pctVal>0.2083659</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.698</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SYNGENTA FINANCE NV</name>
        <lei>54930042S3BYCEGOCN86</lei>
        <title>SYNGENTA FINANCE NV COMPANY GUAR 144A 04/21 3.933</title>
        <cusip>87164KAE4</cusip>
        <identifiers>
          <isin value="US87164KAE47"/>
        </identifiers>
        <balance>8400000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8556066.790000</valUSD>
        <pctVal>0.0525151</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.933</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SYNGENTA FINANCE NV</name>
        <lei>54930042S3BYCEGOCN86</lei>
        <title>SYNGENTA FINANCE NV COMPANY GUAR REGS 04/20 3.698</title>
        <cusip>N84413CH9</cusip>
        <identifiers>
          <isin value="USN84413CH93"/>
        </identifiers>
        <balance>1250000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1254293.590000</valUSD>
        <pctVal>0.0076986</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.698</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TAKEDA PHARMACEUTICAL COMPANY LIMITED</name>
        <lei>549300ZLMVP4X0OGR454</lei>
        <title>TAKEDA PHARMACEUTICAL SR UNSECURED 144A 01/22 2.45</title>
        <cusip>874060AC0</cusip>
        <identifiers>
          <isin value="US874060AC01"/>
        </identifiers>
        <balance>10200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10230963.320000</valUSD>
        <pctVal>0.0627952</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.45</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TAKEDA PHARMACEUTICAL COMPANY LIMITED</name>
        <lei>549300ZLMVP4X0OGR454</lei>
        <title>TAKEDA PHARMACEUTICAL SR UNSECURED 144A 11/21 4</title>
        <cusip>874060AN6</cusip>
        <identifiers>
          <isin value="US874060AN65"/>
        </identifiers>
        <balance>14600000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15120941.720000</valUSD>
        <pctVal>0.0928087</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TELEFONICA EMISIONES SA</name>
        <lei>549300Y5MFC4SW5Z3K71</lei>
        <title>TELEFONICA EMISIONES SAU COMPANY GUAR 04/20 5.134</title>
        <cusip>87938WAM5</cusip>
        <identifiers>
          <isin value="US87938WAM55"/>
        </identifiers>
        <balance>17240000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17517761.570000</valUSD>
        <pctVal>0.1075198</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.134</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TENCENT HOLDINGS LIMITED</name>
        <lei>254900N4SLUMW4XUYY11</lei>
        <title>TENCENT HOLDINGS LTD SR UNSECURED 144A 04/24 VAR</title>
        <cusip>88032WAP1</cusip>
        <identifiers>
          <isin value="US88032WAP14"/>
        </identifiers>
        <balance>33400000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33445683.520000</valUSD>
        <pctVal>0.2052816</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-11</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.25075</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TENCENT HOLDINGS LIMITED</name>
        <lei>254900N4SLUMW4XUYY11</lei>
        <title>TENCENT HOLDINGS LTD SR UNSECURED REGS 02/20 2.875</title>
        <cusip>88032XAC8</cusip>
        <identifiers>
          <isin value="US88032XAC83"/>
        </identifiers>
        <balance>1000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1001684.890000</valUSD>
        <pctVal>0.0061481</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-02-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.875</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TERWIN MTGE TRUST 2006-5</name>
        <lei>N/A</lei>
        <title>TERWIN MORTGAGE TRUST TMTS 2006 5 1A2B 144A</title>
        <cusip>8815612F0</cusip>
        <identifiers>
          <isin value="US8815612F04"/>
        </identifiers>
        <balance>1864711.550000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1851504.170000</valUSD>
        <pctVal>0.0113641</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.22838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TEVA PHARMACEUTICAL FINANCE COMPANY BV</name>
        <lei>549300Q840R30TDKVK53</lei>
        <title>TEVA PHARMACEUT FIN BV COMPANY GUAR 11/21 3.65</title>
        <cusip>88165FAF9</cusip>
        <identifiers>
          <isin value="US88165FAF99"/>
        </identifiers>
        <balance>12900000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11980875.000000</valUSD>
        <pctVal>0.0735357</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.65</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV</name>
        <lei>5493004T21MOAFINJP35</lei>
        <title>TEVA PHARMACEUTICALS NE COMPANY GUAR 07/21 2.2</title>
        <cusip>88167AAC5</cusip>
        <identifiers>
          <isin value="US88167AAC53"/>
        </identifiers>
        <balance>10823000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9930102.500000</valUSD>
        <pctVal>0.0609486</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.2</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TEXTRON INC</name>
        <lei>3PPKBHUG1HD6BO7RNR87</lei>
        <title>TEXTRON INC SR UNSECURED 11/20 VAR</title>
        <cusip>883203BZ3</cusip>
        <identifiers>
          <isin value="US883203BZ36"/>
        </identifiers>
        <balance>22100000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22093913.660000</valUSD>
        <pctVal>0.1356071</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.731</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>THARALDSON HOTEL PORTFOLIO TRUST 2018</name>
        <lei>N/A</lei>
        <title>THARALDSON HOTEL PORTFOLIO TRU THPT 2018 THL A 144A</title>
        <cusip>88327HAA1</cusip>
        <identifiers>
          <isin value="US88327HAA14"/>
        </identifiers>
        <balance>10207011.300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10212947.700000</valUSD>
        <pctVal>0.0626846</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-11-11</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.79213</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>THORNBURG MORTGAGE SEC TRUST 2005-1</name>
        <lei>N/A</lei>
        <title>THORNBURG MORTGAGE SECURITIES TMST 2005 1 A3</title>
        <cusip>885220HB2</cusip>
        <identifiers>
          <isin value="US885220HB24"/>
        </identifiers>
        <balance>83687.240000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>84279.210000</valUSD>
        <pctVal>0.0005173</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.58282</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TIME WARNER CABLE LLC</name>
        <lei>549300U5NFR7S6E3GM41</lei>
        <title>TIME WARNER CABLE LLC SR SECURED 02/20 5</title>
        <cusip>88732JAW8</cusip>
        <identifiers>
          <isin value="US88732JAW80"/>
        </identifiers>
        <balance>13895000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14008522.710000</valUSD>
        <pctVal>0.0859809</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST</name>
        <lei>N/A</lei>
        <title>AERCAP IRELAND CAP/GLOBA COMPANY GUAR 05/21 4.5</title>
        <cusip>00772BAF8</cusip>
        <identifiers>
          <isin value="US00772BAF85"/>
        </identifiers>
        <balance>5800000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5989286.890000</valUSD>
        <pctVal>0.0367608</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE FUNDING 2018 - AUBURN 12 PLC 18-A12X</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE FUNDING TPMF 2018 A12X A REGS</title>
        <cusip>BF2GGBII9</cusip>
        <identifiers>
          <isin value="XS1862463574"/>
        </identifiers>
        <balance>6866184.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.813300"/>
        <valUSD>8409657.510000</valUSD>
        <pctVal>0.0516165</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-02-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.5605</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE FUNDING 2019 - GRANITE4 PLC</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE FUNDING TPMF 2019 GR4A A1 144A</title>
        <cusip>ACI19VH23</cusip>
        <identifiers>
          <isin value="XS1968576568"/>
        </identifiers>
        <balance>12929812.850000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.813300"/>
        <valUSD>15937276.570000</valUSD>
        <pctVal>0.0978192</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.79763</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST 2019-HY2</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST TPMT 2019 HY2 A1 144A</title>
        <cusip>89177HAA0</cusip>
        <identifiers>
          <isin value="US89177HAA05"/>
        </identifiers>
        <balance>8597106.810000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8671637.710000</valUSD>
        <pctVal>0.0532244</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.01838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOYOTA INDUSTRIES COMMERCIAL FINANCE INC</name>
        <lei>54930085LCL2BOXUSV19</lei>
        <title>TOYOTA IND.COML.FI 0 MTN 08/20 0</title>
        <cusip>ACI0WNS74</cusip>
        <identifiers>
          <isin value="XS1658964918"/>
        </identifiers>
        <balance>600000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>601881.970000</valUSD>
        <pctVal>0.0036942</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-08-03</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.88675</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOYOTA MOTOR CREDIT CORPORATION</name>
        <lei>Z2VZBHUMB7PWWJ63I008</lei>
        <title>TOYOTA MOTOR CREDIT CORP 2016 TERM LOAN</title>
        <cusip>935YHEII0</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BKL047572"/>
        </identifiers>
        <balance>71200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>71210402.320000</valUSD>
        <pctVal>0.4370723</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-29</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.9344</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST</name>
        <lei>N/A</lei>
        <title>AERCAP IRELAND CAP/GLOBA COMPANY GUAR 05/22 3.5</title>
        <cusip>00774MAA3</cusip>
        <identifiers>
          <isin value="US00774MAA36"/>
        </identifiers>
        <balance>1400000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1436227.140000</valUSD>
        <pctVal>0.0088152</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOYOTA MOTOR CREDIT CORPORATION</name>
        <lei>Z2VZBHUMB7PWWJ63I008</lei>
        <title>TOYOTA MTR CR CORP REVOLVER TERM OUT</title>
        <cusip>891930DF3</cusip>
        <identifiers>
          <isin value="US891930DF31"/>
        </identifiers>
        <balance>113200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>113129703.930000</valUSD>
        <pctVal>0.6943629</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2019-11-08</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.6796</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TRALEE CLO V LTD 2018-5A</name>
        <lei>N/A</lei>
        <title>TRALEE CLO LTD TRAL 2018 5A A1 144A</title>
        <cusip>89300JAA6</cusip>
        <identifiers>
          <isin value="US89300JAA60"/>
        </identifiers>
        <balance>43200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43102310.540000</valUSD>
        <pctVal>0.2645516</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.38763</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST</name>
        <lei>N/A</lei>
        <title>AERCAP IRELAND CAP/GLOBA COMPANY GUAR 07/20 4.25</title>
        <cusip>00772BAN1</cusip>
        <identifiers>
          <isin value="US00772BAN10"/>
        </identifiers>
        <balance>13641000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13830420.430000</valUSD>
        <pctVal>0.0848878</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST</name>
        <lei>N/A</lei>
        <title>AERCAP IRELAND CAP/GLOBA COMPANY GUAR 07/22 4.625</title>
        <cusip>00772BAP6</cusip>
        <identifiers>
          <isin value="US00772BAP67"/>
        </identifiers>
        <balance>4150000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4383777.970000</valUSD>
        <pctVal>0.0269066</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TRILLIUM CREDIT CARD TRUST II 2019-1A</name>
        <lei>N/A</lei>
        <title>TRILLIUM CREDIT CARD TRUST II TCCT 2019 1A A 144A</title>
        <cusip>89621AAL3</cusip>
        <identifiers>
          <isin value="US89621AAL35"/>
        </identifiers>
        <balance>31400000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31454899.760000</valUSD>
        <pctVal>0.1930626</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.52588</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TRINITY SQUARE 2015-1 PLC 15-1X</name>
        <lei>N/A</lei>
        <title>TRINITY SQUARE TRINI 2015 1X A REGS</title>
        <cusip>ACI0JG421</cusip>
        <identifiers>
          <isin value="XS1327103336"/>
        </identifiers>
        <balance>7205258.920000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.813300"/>
        <valUSD>8893785.120000</valUSD>
        <pctVal>0.0545879</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.91713</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST</name>
        <lei>N/A</lei>
        <title>AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/20 4.625</title>
        <cusip>00772BAQ4</cusip>
        <identifiers>
          <isin value="US00772BAQ41"/>
        </identifiers>
        <balance>16750000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17149166.070000</valUSD>
        <pctVal>0.1052575</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TYSON FOODS INC</name>
        <lei>WD6L6041MNRW1JE49D58</lei>
        <title>TYSON FOODS INC SR UNSECURED 06/20 VAR</title>
        <cusip>902494BB8</cusip>
        <identifiers>
          <isin value="US902494BB89"/>
        </identifiers>
        <balance>20610000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20626069.410000</valUSD>
        <pctVal>0.1265979</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.68175</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TYSON FOODS INC</name>
        <lei>WD6L6041MNRW1JE49D58</lei>
        <title>TYSON FOODS INC SR UNSECURED 08/20 VAR</title>
        <cusip>902494BE2</cusip>
        <identifiers>
          <isin value="US902494BE29"/>
        </identifiers>
        <balance>8831000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8832422.670000</valUSD>
        <pctVal>0.0542113</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-08-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.6015</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST</name>
        <lei>N/A</lei>
        <title>AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/21 5</title>
        <cusip>00772BAM3</cusip>
        <identifiers>
          <isin value="US00772BAM37"/>
        </identifiers>
        <balance>4500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4732659.140000</valUSD>
        <pctVal>0.0290479</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UBS GROUP FUNDING (SWITZERLAND) AG</name>
        <lei>506700Q800G1L95S7805</lei>
        <title>UBS GROUP FUNDING SWITZE COMPANY GUAR 144A 04/21 VAR</title>
        <cusip>90351DAE7</cusip>
        <identifiers>
          <isin value="US90351DAE76"/>
        </identifiers>
        <balance>65900000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>67295454.250000</valUSD>
        <pctVal>0.4130433</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-14</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.08338</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UBS GROUP FUNDING (SWITZERLAND) AG</name>
        <lei>506700Q800G1L95S7805</lei>
        <title>UBS GROUP FUNDING SWITZE COMPANY GUAR 144A 08/23 VAR</title>
        <cusip>90352JAD5</cusip>
        <identifiers>
          <isin value="US90352JAD54"/>
        </identifiers>
        <balance>30100000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30259194.990000</valUSD>
        <pctVal>0.1857237</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.10813</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST</name>
        <lei>N/A</lei>
        <title>AERCAP IRELAND CAP/GLOBA COMPANY GUAR 12/21 4.45</title>
        <cusip>00774MAH8</cusip>
        <identifiers>
          <isin value="US00774MAH88"/>
        </identifiers>
        <balance>28550000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29695503.090000</valUSD>
        <pctVal>0.1822639</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.45</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2013-C6</name>
        <lei>N/A</lei>
        <title>UBS BARCLAYS COMMERCIAL MORTGA UBSBB 2013 C6 A3FL 144A</title>
        <cusip>90349GAC9</cusip>
        <identifiers>
          <isin value="US90349GAC96"/>
        </identifiers>
        <balance>3295745.780000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3337784.670000</valUSD>
        <pctVal>0.0204865</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-04-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.82863</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AES - IPALCO ENTERPRISES INC</name>
        <lei>5493000YFVK2DZX0JV43</lei>
        <title>IPALCO ENTERPRISES INC SR SECURED 07/20 3.45</title>
        <cusip>462613AK6</cusip>
        <identifiers>
          <isin value="US462613AK64"/>
        </identifiers>
        <balance>3864000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3887584.350000</valUSD>
        <pctVal>0.0238611</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.45</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UMBS PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE</title>
        <cusip>01F0306B9</cusip>
        <identifiers>
          <isin value="US01F0306B93"/>
        </identifiers>
        <balance>326900000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>331701340.480000</valUSD>
        <pctVal>2.0359030</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UMBS PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE</title>
        <cusip>01F0326B5</cusip>
        <identifiers>
          <isin value="US01F0326B57"/>
        </identifiers>
        <balance>314000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>322236364.440000</valUSD>
        <pctVal>1.9778093</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UMBS PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE</title>
        <cusip>01F0326C3</cusip>
        <identifiers>
          <isin value="US01F0326C31"/>
        </identifiers>
        <balance>28000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28731759.000000</valUSD>
        <pctVal>0.1763486</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UMBS PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE</title>
        <cusip>01F0406A0</cusip>
        <identifiers>
          <isin value="US01F0406A02"/>
        </identifiers>
        <balance>932550000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>967884907.010000</valUSD>
        <pctVal>5.9406447</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UMBS PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE</title>
        <cusip>01F0406B8</cusip>
        <identifiers>
          <isin value="US01F0406B84"/>
        </identifiers>
        <balance>381350000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>395993241.280000</valUSD>
        <pctVal>2.4305113</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AIA GROUP LIMITED</name>
        <lei>ZP5ILWVSYE4LJGMMVD57</lei>
        <title>AIA GROUP LTD SR UNSECURED 144A 09/21 VAR</title>
        <cusip>00131LAG0</cusip>
        <identifiers>
          <isin value="US00131LAG05"/>
        </identifiers>
        <balance>39800000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39800000.000000</valUSD>
        <pctVal>0.2442828</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.67588</annualizedRt>
          <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 GOVT</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY BILL 10/19 0.00000</title>
        <cusip>912796WA3</cusip>
        <identifiers>
          <isin value="US912796WA30"/>
        </identifiers>
        <balance>6200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6193483.990000</valUSD>
        <pctVal>0.0380141</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2019-10-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0</annualizedRt>
          <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 GOVT</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY BILL 11/19 0.00000</title>
        <cusip>912796RM3</cusip>
        <identifiers>
          <isin value="US912796RM33"/>
        </identifiers>
        <balance>2665000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2660307.120000</valUSD>
        <pctVal>0.0163283</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2019-11-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0</annualizedRt>
          <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 GOVT</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY BILL 11/19 0.00000</title>
        <cusip>912796ST7</cusip>
        <identifiers>
          <isin value="US912796ST76"/>
        </identifiers>
        <balance>8450000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8428542.230000</valUSD>
        <pctVal>0.0517324</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2019-11-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0</annualizedRt>
          <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 GOVT</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY BILL 12/19 0.00000</title>
        <cusip>912796SY6</cusip>
        <identifiers>
          <isin value="US912796SY61"/>
        </identifiers>
        <balance>40191000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40019778.700000</valUSD>
        <pctVal>0.2456318</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2019-12-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AIR LEASE CORPORATION</name>
        <lei>5493004NW4M4P8TMMK63</lei>
        <title>AIR LEASE CORP SR UNSECURED 01/22 3.5</title>
        <cusip>00912XBE3</cusip>
        <identifiers>
          <isin value="US00912XBE31"/>
        </identifiers>
        <balance>18700000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19186418.420000</valUSD>
        <pctVal>0.1177616</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>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AIR LEASE CORPORATION</name>
        <lei>5493004NW4M4P8TMMK63</lei>
        <title>AIR LEASE CORP SR UNSECURED 01/23 2.25</title>
        <cusip>00914AAD4</cusip>
        <identifiers>
          <isin value="US00914AAD46"/>
        </identifiers>
        <balance>14250000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14150382.240000</valUSD>
        <pctVal>0.0868516</pctVal>
        <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>2.25</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AIR LEASE CORPORATION</name>
        <lei>5493004NW4M4P8TMMK63</lei>
        <title>AIR LEASE CORP SR UNSECURED 01/23 2.75</title>
        <cusip>00912XAX2</cusip>
        <identifiers>
          <isin value="US00912XAX21"/>
        </identifiers>
        <balance>12800000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12943872.380000</valUSD>
        <pctVal>0.0794464</pctVal>
        <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>2.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AIR LEASE CORPORATION</name>
        <lei>5493004NW4M4P8TMMK63</lei>
        <title>AIR LEASE CORP SR UNSECURED 03/20 4.75</title>
        <cusip>00912XAJ3</cusip>
        <identifiers>
          <isin value="US00912XAJ37"/>
        </identifiers>
        <balance>2561000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2585909.620000</valUSD>
        <pctVal>0.0158717</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75</annualizedRt>
          <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 GOVT</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TSY INFL IX N/B 04/22 0.125</title>
        <cusip>912828X39</cusip>
        <identifiers>
          <isin value="US912828X398"/>
        </identifiers>
        <balance>139568562.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>138229122.510000</valUSD>
        <pctVal>0.8484171</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.125</annualizedRt>
          <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 GOVT</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TSY INFL IX N/B 04/23 0.625</title>
        <cusip>9128284H0</cusip>
        <identifiers>
          <isin value="US9128284H06"/>
        </identifiers>
        <balance>20450826.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20632987.640000</valUSD>
        <pctVal>0.1266403</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.625</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AIR LEASE CORPORATION</name>
        <lei>5493004NW4M4P8TMMK63</lei>
        <title>AIR LEASE CORP SR UNSECURED 03/21 2.5</title>
        <cusip>00912XAZ7</cusip>
        <identifiers>
          <isin value="US00912XAZ78"/>
        </identifiers>
        <balance>6700000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6721462.110000</valUSD>
        <pctVal>0.0412547</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AIR LEASE CORPORATION</name>
        <lei>5493004NW4M4P8TMMK63</lei>
        <title>AIR LEASE CORP SR UNSECURED 06/21 3.375</title>
        <cusip>00912XAS3</cusip>
        <identifiers>
          <isin value="US00912XAS36"/>
        </identifiers>
        <balance>5300000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5385168.880000</valUSD>
        <pctVal>0.0330529</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.375</annualizedRt>
          <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 GOVT</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TSY INFL IX N/B 07/28 0.75</title>
        <cusip>912828Y38</cusip>
        <identifiers>
          <isin value="US912828Y388"/>
        </identifiers>
        <balance>420479598.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>442305028.830000</valUSD>
        <pctVal>2.7147619</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AIRCASTLE LIMITED</name>
        <lei>549300PNK8AKY3OIKP58</lei>
        <title>AIRCASTLE LTD SR UNSECURED 02/22 5.5</title>
        <cusip>00928QAN1</cusip>
        <identifiers>
          <isin value="US00928QAN16"/>
        </identifiers>
        <balance>4310000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4587755.490000</valUSD>
        <pctVal>0.0281585</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AIRCASTLE LIMITED</name>
        <lei>549300PNK8AKY3OIKP58</lei>
        <title>AIRCASTLE LTD SR UNSECURED 03/21 5.125</title>
        <cusip>00928QAM3</cusip>
        <identifiers>
          <isin value="US00928QAM33"/>
        </identifiers>
        <balance>40197000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>41673885.610000</valUSD>
        <pctVal>0.2557843</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.125</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AIRCASTLE LIMITED</name>
        <lei>549300PNK8AKY3OIKP58</lei>
        <title>AIRCASTLE LTD SR UNSECURED 04/20 7.625</title>
        <cusip>00928QAG6</cusip>
        <identifiers>
          <isin value="US00928QAG64"/>
        </identifiers>
        <balance>7434000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7642621.900000</valUSD>
        <pctVal>0.0469086</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.625</annualizedRt>
          <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 GOVT</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY N/B 08/24 1.25</title>
        <cusip>912828YE4</cusip>
        <identifiers>
          <isin value="US912828YE44"/>
        </identifiers>
        <balance>-700000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-690375000.000000</valUSD>
        <pctVal>4.2373557</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.25</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ALBA PLC 2015-1</name>
        <lei>N/A</lei>
        <title>ALBA PLC ALBA 2015 1 A REGS</title>
        <cusip>ACI0CCZX5</cusip>
        <identifiers>
          <isin value="XS1192474978"/>
        </identifiers>
        <balance>1654032.370000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.813300"/>
        <valUSD>2037682.890000</valUSD>
        <pctVal>0.0125068</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-04-24</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.96375</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UPSTART SECURITIZATION TRUST 2019-1</name>
        <lei>N/A</lei>
        <title>UPSTART SECURITIZATION TRUST UPST 2019 1 A 144A</title>
        <cusip>91679KAA2</cusip>
        <identifiers>
          <isin value="US91679KAA25"/>
        </identifiers>
        <balance>7604512.630000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7629715.510000</valUSD>
        <pctVal>0.0468294</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.45</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UPSTART SECURITIZATION TRUST 2019-2</name>
        <lei>N/A</lei>
        <title>UPSTART SECURITIZATION TRUST UPST 2019 2 A 144A</title>
        <cusip>916780AA7</cusip>
        <identifiers>
          <isin value="US916780AA76"/>
        </identifiers>
        <balance>6434247.310000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6449531.220000</valUSD>
        <pctVal>0.0395857</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.897</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UTAH STATE BOARD OF REGENTS 2017-1</name>
        <lei>N/A</lei>
        <title>STATE BOARD OF REGENTS OF THE USBR 2017 1 A</title>
        <cusip>91754RZF7</cusip>
        <identifiers>
          <isin value="US91754RZF71"/>
        </identifiers>
        <balance>15384896.820000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15387666.100000</valUSD>
        <pctVal>0.0944458</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.76838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VENTAS REALTY LP</name>
        <lei>32SXKSJ72K64GM3HOU64</lei>
        <title>VENTAS REALTY LP COMPANY GUAR 06/23 3.125</title>
        <cusip>92277GAH0</cusip>
        <identifiers>
          <isin value="US92277GAH02"/>
        </identifiers>
        <balance>3900000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4010500.730000</valUSD>
        <pctVal>0.0246155</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.125</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VENTURE CDO LTD 2018-35A</name>
        <lei>N/A</lei>
        <title>VENTURE CDO LTD VENTR 2018 35A AS 144A</title>
        <cusip>92331XAC8</cusip>
        <identifiers>
          <isin value="US92331XAC83"/>
        </identifiers>
        <balance>5700000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5700916.730000</valUSD>
        <pctVal>0.0349909</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.42763</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VENTURE CLO LTD 2014-16A</name>
        <lei>N/A</lei>
        <title>VENTURE CDO LTD VENTR 2014 16A ARR 144A</title>
        <cusip>92329XAQ1</cusip>
        <identifiers>
          <isin value="US92329XAQ16"/>
        </identifiers>
        <balance>10150000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10149185.560000</valUSD>
        <pctVal>0.0622933</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.15338</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VENTURE CLO LTD 2014-17A</name>
        <lei>N/A</lei>
        <title>VENTURE CDO LTD VENTR 2014 17A ARR 144A</title>
        <cusip>92329YAL0</cusip>
        <identifiers>
          <isin value="US92329YAL02"/>
        </identifiers>
        <balance>47450000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>47284135.680000</valUSD>
        <pctVal>0.2902187</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.18338</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VERIZON COMMUNICATIONS INC</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VERIZON COMMUNICATIONS SR UNSECURED 03/22 VAR</title>
        <cusip>92343VDX9</cusip>
        <identifiers>
          <isin value="US92343VDX91"/>
        </identifiers>
        <balance>32600000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33102103.900000</valUSD>
        <pctVal>0.2031728</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.1185</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VERIZON COMMUNICATIONS INC</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VERIZON COMMUNICATIONS SR UNSECURED 05/25 VAR</title>
        <cusip>92343VEP5</cusip>
        <identifiers>
          <isin value="US92343VEP58"/>
        </identifiers>
        <balance>62331000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>63344981.390000</valUSD>
        <pctVal>0.3887963</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.25813</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VMC FINANCE LLC 2018-FL1</name>
        <lei>N/A</lei>
        <title>VMC FINANCE LLC VMC 2018 FL1 A 144A</title>
        <cusip>91832DAA2</cusip>
        <identifiers>
          <isin value="US91832DAA28"/>
        </identifiers>
        <balance>743466.460000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>745108.220000</valUSD>
        <pctVal>0.0045733</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.84475</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VMWARE INC</name>
        <lei>549300BUDHS3LRWBE814</lei>
        <title>VMWARE INC SR UNSECURED 08/20 2.3</title>
        <cusip>928563AA3</cusip>
        <identifiers>
          <isin value="US928563AA33"/>
        </identifiers>
        <balance>23520000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23535919.510000</valUSD>
        <pctVal>0.1444578</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-08-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VMWARE INC</name>
        <lei>549300BUDHS3LRWBE814</lei>
        <title>VMWARE INC SR UNSECURED 08/22 2.95</title>
        <cusip>928563AB1</cusip>
        <identifiers>
          <isin value="US928563AB16"/>
        </identifiers>
        <balance>5400000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5478625.240000</valUSD>
        <pctVal>0.0336265</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.95</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VODAFONE GROUP PLC</name>
        <lei>213800TB53ELEUKM7Q61</lei>
        <title>VODAFONE GROUP PLC SR UNSECURED 01/24 VAR</title>
        <cusip>92857WBN9</cusip>
        <identifiers>
          <isin value="US92857WBN92"/>
        </identifiers>
        <balance>107619000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>108616228.860000</valUSD>
        <pctVal>0.6666603</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.31225</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ALLEGRO CLO I LTD 2013-1A</name>
        <lei>N/A</lei>
        <title>ALLEGRO CLO LTD ALLEG 2013 1A A1R 144A</title>
        <cusip>01749GAJ7</cusip>
        <identifiers>
          <isin value="US01749GAJ76"/>
        </identifiers>
        <balance>5450370.180000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5453639.480000</valUSD>
        <pctVal>0.0334731</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.48575</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VOLKSWAGEN GROUP OF AMERICA FINANCE LLC</name>
        <lei>5493002SQ1AVQBY41K40</lei>
        <title>VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 05/20 2.4</title>
        <cusip>928668AM4</cusip>
        <identifiers>
          <isin value="US928668AM41"/>
        </identifiers>
        <balance>2200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2201420.450000</valUSD>
        <pctVal>0.0135118</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-05-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VOLKSWAGEN GROUP OF AMERICA FINANCE LLC</name>
        <lei>5493002SQ1AVQBY41K40</lei>
        <title>VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 09/21 VAR</title>
        <cusip>928668AW2</cusip>
        <identifiers>
          <isin value="US928668AW23"/>
        </identifiers>
        <balance>27000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27051887.790000</valUSD>
        <pctVal>0.1660380</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-24</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.97231</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VOLKSWAGEN GROUP OF AMERICA FINANCE LLC</name>
        <lei>5493002SQ1AVQBY41K40</lei>
        <title>VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 11/20 VAR</title>
        <cusip>928668AV4</cusip>
        <identifiers>
          <isin value="US928668AV40"/>
        </identifiers>
        <balance>24180000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24265764.040000</valUSD>
        <pctVal>0.1489374</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-13</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.94563</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VOLKSWAGEN GROUP OF AMERICA FINANCE LLC</name>
        <lei>5493002SQ1AVQBY41K40</lei>
        <title>VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 11/21 VAR</title>
        <cusip>928668AQ5</cusip>
        <identifiers>
          <isin value="US928668AQ54"/>
        </identifiers>
        <balance>35000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35205609.600000</valUSD>
        <pctVal>0.2160836</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.121</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VOLKSWAGEN INTERNATIONAL FINANCE NV</name>
        <lei>5299004PWNHKYTR23649</lei>
        <title>VOLKSWAGEN INTL FIN NV COMPANY GUAR 144A 08/20 4</title>
        <cusip>928670AB4</cusip>
        <identifiers>
          <isin value="US928670AB40"/>
        </identifiers>
        <balance>5000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5071565.650000</valUSD>
        <pctVal>0.0311281</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-08-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <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 LXII LLC 2017-NPL9</name>
        <lei>N/A</lei>
        <title>VERICREST OPPORTUNITY LOAN TRA VOLT 2017 NPL9 A1 144A</title>
        <cusip>92872FAA6</cusip>
        <identifiers>
          <isin value="US92872FAA66"/>
        </identifiers>
        <balance>16113339.750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16162578.890000</valUSD>
        <pctVal>0.0992020</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.125</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ALLERGAN FUNDING SCS</name>
        <lei>222100FLFVOSKCBCAR54</lei>
        <title>ALLERGAN FUNDING SCS COMPANY GUAR 03/20 3</title>
        <cusip>00507UAP6</cusip>
        <identifiers>
          <isin value="US00507UAP66"/>
        </identifiers>
        <balance>32876000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32973739.690000</valUSD>
        <pctVal>0.2023849</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VULCAN MATERIALS COMPANY</name>
        <lei>549300Q8LSNHAVWBNI21</lei>
        <title>VULCAN MATERIALS CO SR UNSECURED 03/21 VAR</title>
        <cusip>929160AX7</cusip>
        <identifiers>
          <isin value="US929160AX72"/>
        </identifiers>
        <balance>8454000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8463391.630000</valUSD>
        <pctVal>0.0519463</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.78175</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VULCAN MATERIALS COMPANY</name>
        <lei>549300Q8LSNHAVWBNI21</lei>
        <title>VULCAN MATERIALS CO SR UNSECURED 06/20 VAR</title>
        <cusip>929160AU3</cusip>
        <identifiers>
          <isin value="US929160AU34"/>
        </identifiers>
        <balance>23851000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23867330.060000</valUSD>
        <pctVal>0.1464919</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.7185</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WABTEC CORP (AKA: WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP)</name>
        <lei>06BTX5UWZD0GQ5N5Y745</lei>
        <title>WABTEC CORP COMPANY GUAR 09/21 VAR</title>
        <cusip>960386AP5</cusip>
        <identifiers>
          <isin value="US960386AP59"/>
        </identifiers>
        <balance>34220000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34221205.230000</valUSD>
        <pctVal>0.2100415</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>Floating</couponKind>
          <annualizedRt>3.4185</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ALLERGAN FUNDING SCS</name>
        <lei>222100FLFVOSKCBCAR54</lei>
        <title>ALLERGAN FUNDING SCS COMPANY GUAR 03/20 VAR</title>
        <cusip>00507UAQ4</cusip>
        <identifiers>
          <isin value="US00507UAQ40"/>
        </identifiers>
        <balance>98658000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>99063441.960000</valUSD>
        <pctVal>0.6080276</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.38663</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WAMU MORTGAGE P/T CERTIFICATES 2007-OA1</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA1 A1A</title>
        <cusip>92926WAA5</cusip>
        <identifiers>
          <isin value="US92926WAA53"/>
        </identifiers>
        <balance>382140.830000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>371926.550000</valUSD>
        <pctVal>0.0022828</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.14605</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WAMU MTGE P/T CERT 2007-HY1</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 1A1</title>
        <cusip>92925VAA8</cusip>
        <identifiers>
          <isin value="US92925VAA89"/>
        </identifiers>
        <balance>451801.350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>423527.890000</valUSD>
        <pctVal>0.0025995</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.88557</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WAMU MTGE P/T CERT 2007-HY1</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 2A3</title>
        <cusip>92925VAF7</cusip>
        <identifiers>
          <isin value="US92925VAF76"/>
        </identifiers>
        <balance>492133.710000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>489112.010000</valUSD>
        <pctVal>0.0030021</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.98161</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WAMU MTGE P/T CERT 2007-HY1</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 4A1</title>
        <cusip>92925VAM2</cusip>
        <identifiers>
          <isin value="US92925VAM28"/>
        </identifiers>
        <balance>1044873.810000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1033260.560000</valUSD>
        <pctVal>0.0063419</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.05306</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WAMU MTGE P/T CERT 2007-HY5</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY5 2A1</title>
        <cusip>92990GAC7</cusip>
        <identifiers>
          <isin value="US92990GAC78"/>
        </identifiers>
        <balance>412570.720000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>345565.480000</valUSD>
        <pctVal>0.0021210</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.46278</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WAMU MTGE P/T CERTIFICATES 2007-HY4</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY4 1A1</title>
        <cusip>933636AA0</cusip>
        <identifiers>
          <isin value="US933636AA02"/>
        </identifiers>
        <balance>191850.330000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>176868.830000</valUSD>
        <pctVal>0.0010856</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.53629</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WARWICK FINANCE RESIDENTIAL MORTGAGES PLC 1</name>
        <lei>N/A</lei>
        <title>WARWICK FINANCE RESIDENTIAL MO WARW 1 A REGS</title>
        <cusip>BWT3HWII5</cusip>
        <identifiers>
          <isin value="XS1221082958"/>
        </identifiers>
        <balance>6300313.760000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.813300"/>
        <valUSD>7758782.650000</valUSD>
        <pctVal>0.0476215</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-09-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.765</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WASHINGTON MUTUAL 2002 AR2</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR2 A</title>
        <cusip>929227LE4</cusip>
        <identifiers>
          <isin value="US929227LE40"/>
        </identifiers>
        <balance>33204.870000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33193.040000</valUSD>
        <pctVal>0.0002037</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-02-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.405</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WASHINGTON MUTUAL 2002-AR17</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR17 1A</title>
        <cusip>929227XB7</cusip>
        <identifiers>
          <isin value="US929227XB72"/>
        </identifiers>
        <balance>203932.050000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>201389.240000</valUSD>
        <pctVal>0.0012361</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.64605</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WASHINGTON MUTUAL 2002-AR6</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR6 A</title>
        <cusip>929227QB5</cusip>
        <identifiers>
          <isin value="US929227QB55"/>
        </identifiers>
        <balance>195069.380000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>194732.630000</valUSD>
        <pctVal>0.0011952</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.84605</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WASHINGTON MUTUAL 2002-AR9</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR9 1A</title>
        <cusip>9393357P4</cusip>
        <identifiers>
          <isin value="US9393357P40"/>
        </identifiers>
        <balance>287599.780000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>282548.350000</valUSD>
        <pctVal>0.0017342</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.84605</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WASHINGTON MUTUAL 2003-AR1</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS THROUGH CER WAMU 2003 AR1 A5</title>
        <cusip>939336PB3</cusip>
        <identifiers>
          <isin value="US939336PB38"/>
        </identifiers>
        <balance>35337.080000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36424.680000</valUSD>
        <pctVal>0.0002236</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.51857</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WASHINGTON MUTUAL 2003-AR9</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS THROUGH CER WAMU 2003 AR9 1A6</title>
        <cusip>92922FBV9</cusip>
        <identifiers>
          <isin value="US92922FBV94"/>
        </identifiers>
        <balance>790675.470000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>825355.440000</valUSD>
        <pctVal>0.0050658</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.31927</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WASHINGTON MUTUAL 2003-AR9</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS THROUGH CER WAMU 2003 AR9 2A</title>
        <cusip>92922FBX5</cusip>
        <identifiers>
          <isin value="US92922FBX50"/>
        </identifiers>
        <balance>274460.950000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>283306.800000</valUSD>
        <pctVal>0.0017389</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.40118</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WASHINGTON MUTUAL 2004-AR3</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR3 A2</title>
        <cusip>92922FNJ3</cusip>
        <identifiers>
          <isin value="US92922FNJ39"/>
        </identifiers>
        <balance>813789.150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>839668.210000</valUSD>
        <pctVal>0.0051537</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.49903</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WASHINGTON MUTUAL 2005-AR1</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR1 A1B</title>
        <cusip>939336X57</cusip>
        <identifiers>
          <isin value="US939336X573"/>
        </identifiers>
        <balance>1936706.020000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1929008.390000</valUSD>
        <pctVal>0.0118398</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.79838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WASHINGTON MUTUAL 2005-AR13</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1A1</title>
        <cusip>92922F4M7</cusip>
        <identifiers>
          <isin value="US92922F4M79"/>
        </identifiers>
        <balance>745510.400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>741309.370000</valUSD>
        <pctVal>0.0045500</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.30838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WASHINGTON MUTUAL 2005-AR13</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1B3</title>
        <cusip>92922F4S4</cusip>
        <identifiers>
          <isin value="US92922F4S40"/>
        </identifiers>
        <balance>1239981.580000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1230066.810000</valUSD>
        <pctVal>0.0075499</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.37838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WASHINGTON MUTUAL 2005-AR15</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR15 A1A1</title>
        <cusip>92922F5T1</cusip>
        <identifiers>
          <isin value="US92922F5T14"/>
        </identifiers>
        <balance>79885.880000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>81038.890000</valUSD>
        <pctVal>0.0004974</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.27838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WASHINGTON MUTUAL 2005-AR19</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR19 A1A1</title>
        <cusip>92925CBA9</cusip>
        <identifiers>
          <isin value="US92925CBA99"/>
        </identifiers>
        <balance>110254.220000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>109908.260000</valUSD>
        <pctVal>0.0006746</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.28838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WASHINGTON MUTUAL 2005-AR2</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR2 2A1A</title>
        <cusip>92922FD21</cusip>
        <identifiers>
          <isin value="US92922FD213"/>
        </identifiers>
        <balance>95403.420000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>95027.050000</valUSD>
        <pctVal>0.0005833</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.32838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WASHINGTON MUTUAL 2006 AR7</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR7 3A</title>
        <cusip>93363CAC3</cusip>
        <identifiers>
          <isin value="US93363CAC38"/>
        </identifiers>
        <balance>177558.140000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>172712.060000</valUSD>
        <pctVal>0.0010601</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.655</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WASHINGTON MUTUAL 2006-AR10</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR10 1A1</title>
        <cusip>93363EAA3</cusip>
        <identifiers>
          <isin value="US93363EAA38"/>
        </identifiers>
        <balance>297477.800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>288360.250000</valUSD>
        <pctVal>0.0017699</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.72037</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WASHINGTON MUTUAL 2006-AR10</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR10 1A2</title>
        <cusip>93363EAB1</cusip>
        <identifiers>
          <isin value="US93363EAB11"/>
        </identifiers>
        <balance>5757.390000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5580.930000</valUSD>
        <pctVal>0.0000343</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.72037</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WASHINGTON MUTUAL 2006-AR11</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR11 2A</title>
        <cusip>93363TAB8</cusip>
        <identifiers>
          <isin value="US93363TAB89"/>
        </identifiers>
        <balance>287216.130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>295016.890000</valUSD>
        <pctVal>0.0018107</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.655</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WASHINGTON MUTUAL 2006-AR15</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR15 2A</title>
        <cusip>93363QAC2</cusip>
        <identifiers>
          <isin value="US93363QAC24"/>
        </identifiers>
        <balance>118808.700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>119598.260000</valUSD>
        <pctVal>0.0007341</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.655</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WASHINGTON MUTUAL 2006-AR16</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 1A1</title>
        <cusip>92925GAA1</cusip>
        <identifiers>
          <isin value="US92925GAA13"/>
        </identifiers>
        <balance>199454.040000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>191018.570000</valUSD>
        <pctVal>0.0011724</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.67451</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WASHINGTON MUTUAL 2006-AR17</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 1A</title>
        <cusip>92925DAA8</cusip>
        <identifiers>
          <isin value="US92925DAA81"/>
        </identifiers>
        <balance>558590.340000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>523461.770000</valUSD>
        <pctVal>0.0032129</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.3025</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WASHINGTON MUTUAL 2006-AR17</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 1A1A</title>
        <cusip>92925DAB6</cusip>
        <identifiers>
          <isin value="US92925DAB64"/>
        </identifiers>
        <balance>1178584.650000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1189488.920000</valUSD>
        <pctVal>0.0073008</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.2925</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WASHINGTON MUTUAL 2006-AR17</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 2A</title>
        <cusip>92925DAD2</cusip>
        <identifiers>
          <isin value="US92925DAD21"/>
        </identifiers>
        <balance>662704.620000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>672387.930000</valUSD>
        <pctVal>0.0041270</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.641</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WASHINGTON MUTUAL 2006-AR18</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR18 1A1</title>
        <cusip>933637AA8</cusip>
        <identifiers>
          <isin value="US933637AA84"/>
        </identifiers>
        <balance>310886.460000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>299906.600000</valUSD>
        <pctVal>0.0018408</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.44597</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WASHINGTON MUTUAL 2006-AR19</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR19 1A</title>
        <cusip>933638AA6</cusip>
        <identifiers>
          <isin value="US933638AA67"/>
        </identifiers>
        <balance>516152.360000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>503537.800000</valUSD>
        <pctVal>0.0030906</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.18605</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WASHINGTON MUTUAL 2006-AR19</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR19 1A1A</title>
        <cusip>933638AB4</cusip>
        <identifiers>
          <isin value="US933638AB41"/>
        </identifiers>
        <balance>262607.850000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>271294.920000</valUSD>
        <pctVal>0.0016651</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.17605</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WASHINGTON MUTUAL 2006-AR19</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR19 2A</title>
        <cusip>933638AD0</cusip>
        <identifiers>
          <isin value="US933638AD07"/>
        </identifiers>
        <balance>155000.730000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>155317.920000</valUSD>
        <pctVal>0.0009533</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.405</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WASHINGTON MUTUAL 2006-AR3</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR3 A1A</title>
        <cusip>92925CDA7</cusip>
        <identifiers>
          <isin value="US92925CDA71"/>
        </identifiers>
        <balance>1432735.100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1467037.640000</valUSD>
        <pctVal>0.0090043</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.44605</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ALLSTATE CORP</name>
        <lei>OBT0W1ED8G0NWVOLOJ77</lei>
        <title>ALLSTATE CORP SR UNSECURED 03/23 VAR</title>
        <cusip>020002BF7</cusip>
        <identifiers>
          <isin value="US020002BF73"/>
        </identifiers>
        <balance>4050000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4059965.510000</valUSD>
        <pctVal>0.0249191</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-29</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.73438</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WASHINGTON MUTUAL 2006-AR9</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR9 1A</title>
        <cusip>93363DAA5</cusip>
        <identifiers>
          <isin value="US93363DAA54"/>
        </identifiers>
        <balance>6846698.160000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6445307.740000</valUSD>
        <pctVal>0.0395597</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.44605</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WASHINGTON MUTUAL 2006-AR9</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR9 2A</title>
        <cusip>93363DAB3</cusip>
        <identifiers>
          <isin value="US93363DAB38"/>
        </identifiers>
        <balance>4107545.650000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4034120.810000</valUSD>
        <pctVal>0.0247605</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.655</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WASHINGTON MUTUAL 2007-OA3</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA3 2A1A</title>
        <cusip>93364AAC6</cusip>
        <identifiers>
          <isin value="US93364AAC62"/>
        </identifiers>
        <balance>924014.810000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>931866.720000</valUSD>
        <pctVal>0.0057196</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.20605</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WASHINGTON MUTUAL ASSET BACKED 2006-HE5</name>
        <lei>N/A</lei>
        <title>WASHINGTON MUTUAL ASSET BACKED WMABS 2006 HE5 2A1</title>
        <cusip>93934XAB9</cusip>
        <identifiers>
          <isin value="US93934XAB91"/>
        </identifiers>
        <balance>58098.630000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29412.810000</valUSD>
        <pctVal>0.0001805</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.07838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WASHINGTON MUTUAL MSC MTG CTFS 2003-AR1</name>
        <lei>N/A</lei>
        <title>WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2003 AR1 2A</title>
        <cusip>939336PM9</cusip>
        <identifiers>
          <isin value="US939336PM92"/>
        </identifiers>
        <balance>14886.480000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14665.620000</valUSD>
        <pctVal>0.0000900</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.82584</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ALLY FINANCIAL INC</name>
        <lei>549300JBN1OSM8YNAI90</lei>
        <title>ALLY FINANCIAL INC COMPANY GUAR 03/20 8</title>
        <cusip>02005NAE0</cusip>
        <identifiers>
          <isin value="US02005NAE04"/>
        </identifiers>
        <balance>4800000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4913712.000000</valUSD>
        <pctVal>0.0301592</pctVal>
        <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>8</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WASHINGTON MUTUAL MSC MTGE P/T 2002-AR1</name>
        <lei>N/A</lei>
        <title>WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2002 AR1 2A2</title>
        <cusip>939335N84</cusip>
        <identifiers>
          <isin value="US939335N840"/>
        </identifiers>
        <balance>49.610000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>50.520000</valUSD>
        <pctVal>0.0000003</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.395</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WASHINGTON MUTUAL MTGE P/T 2006-AR3</name>
        <lei>N/A</lei>
        <title>WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR3 A1A</title>
        <cusip>93934FQP0</cusip>
        <identifiers>
          <isin value="US93934FQP08"/>
        </identifiers>
        <balance>349703.770000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>306003.740000</valUSD>
        <pctVal>0.0018782</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.41605</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO &amp; COMPANY</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WELLS FARGO + COMPANY SR UNSECURED 02/22 VAR</title>
        <cusip>949746SP7</cusip>
        <identifiers>
          <isin value="US949746SP73"/>
        </identifiers>
        <balance>62720000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>63117141.160000</valUSD>
        <pctVal>0.3873978</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-11</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.111</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ALLY FINANCIAL INC</name>
        <lei>549300JBN1OSM8YNAI90</lei>
        <title>ALLY FINANCIAL INC COMPANY GUAR 09/20 7.5</title>
        <cusip>02005NAJ9</cusip>
        <identifiers>
          <isin value="US02005NAJ90"/>
        </identifiers>
        <balance>300000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>314310.000000</valUSD>
        <pctVal>0.0019292</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO BANK NA</name>
        <lei>KB1H1DSPRFMYMCUFXT09</lei>
        <title>WELLS FARGO BANK NA SR UNSECURED 05/22 VAR</title>
        <cusip>94988J5W3</cusip>
        <identifiers>
          <isin value="US94988J5W36"/>
        </identifiers>
        <balance>28460000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28537491.170000</valUSD>
        <pctVal>0.1751563</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.75225</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO BANK NA</name>
        <lei>KB1H1DSPRFMYMCUFXT09</lei>
        <title>WELLS FARGO BANK NA SR UNSECURED 09/22 VAR</title>
        <cusip>94988J5Z6</cusip>
        <identifiers>
          <isin value="US94988J5Z66"/>
        </identifiers>
        <balance>30200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30280094.020000</valUSD>
        <pctVal>0.1858519</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-09</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.79838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO BANK NA</name>
        <lei>KB1H1DSPRFMYMCUFXT09</lei>
        <title>WELLS FARGO BANK NA SR UNSECURED 10/21 VAR</title>
        <cusip>94988J5U7</cusip>
        <identifiers>
          <isin value="US94988J5U79"/>
        </identifiers>
        <balance>8785000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8815404.620000</valUSD>
        <pctVal>0.0541068</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.78763</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO COMMERCIAL MORTGAGE TRUST 2013-LC12</name>
        <lei>N/A</lei>
        <title>WELLS FARGO COMMERCIAL MORTGAG WFCM 2013 LC12 A3FL 144A</title>
        <cusip>94988QBG5</cusip>
        <identifiers>
          <isin value="US94988QBG55"/>
        </identifiers>
        <balance>2500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2514248.000000</valUSD>
        <pctVal>0.0154318</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.07475</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-NXS5</name>
        <lei>N/A</lei>
        <title>WELLS FARGO COMMERCIAL MORTGAG WFCM 2016 NXS5 A6FL 144A</title>
        <cusip>95000CBK8</cusip>
        <identifiers>
          <isin value="US95000CBK80"/>
        </identifiers>
        <balance>3500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3588431.700000</valUSD>
        <pctVal>0.0220249</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.57475</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-HSDB</name>
        <lei>N/A</lei>
        <title>WELLS FARGO COMMERCIAL MORTGAG WFCM 2017 HSDB A 144A</title>
        <cusip>95001EAA6</cusip>
        <identifiers>
          <isin value="US95001EAA64"/>
        </identifiers>
        <balance>10000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9980587.000000</valUSD>
        <pctVal>0.0612584</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-12-13</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.88588</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-BXI</name>
        <lei>N/A</lei>
        <title>WELLS FARGO COMMERCIAL MORTGAG WFCM 2018 BXI A 144A</title>
        <cusip>95001PAA1</cusip>
        <identifiers>
          <isin value="US95001PAA12"/>
        </identifiers>
        <balance>5026832.750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5018275.070000</valUSD>
        <pctVal>0.0308010</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.75871</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO MORT BACKED SEC TR 2004-EE</name>
        <lei>N/A</lei>
        <title>WELLS FARGO MORTGAGE BACKED SE WFMBS 2004 EE 2A1</title>
        <cusip>949779AB8</cusip>
        <identifiers>
          <isin value="US949779AB87"/>
        </identifiers>
        <balance>358054.290000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>372843.290000</valUSD>
        <pctVal>0.0022884</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.94516</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ALLY FINANCIAL INC</name>
        <lei>549300JBN1OSM8YNAI90</lei>
        <title>ALLY FINANCIAL INC SR UNSECURED 02/22 4.125</title>
        <cusip>02005NAY6</cusip>
        <identifiers>
          <isin value="US02005NAY67"/>
        </identifiers>
        <balance>10050000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10301250.000000</valUSD>
        <pctVal>0.0632266</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO MTGE BACKED SEC 2004-S</name>
        <lei>N/A</lei>
        <title>WELLS FARGO MORTGAGE BACKED SE WFMBS 2004 S A1</title>
        <cusip>94981WAA3</cusip>
        <identifiers>
          <isin value="US94981WAA36"/>
        </identifiers>
        <balance>48065.090000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>50099.470000</valUSD>
        <pctVal>0.0003075</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.92237</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ALLY FINANCIAL INC</name>
        <lei>549300JBN1OSM8YNAI90</lei>
        <title>ALLY FINANCIAL INC SR UNSECURED 03/20 4.125</title>
        <cusip>02005NAZ3</cusip>
        <identifiers>
          <isin value="US02005NAZ33"/>
        </identifiers>
        <balance>12500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12609375.000000</valUSD>
        <pctVal>0.0773933</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO MTGE BKD SEC TR 2005-AR10</name>
        <lei>N/A</lei>
        <title>WELLS FARGO MORTGAGE BACKED SE WFMBS 2005 AR10 2A6</title>
        <cusip>94983CAJ6</cusip>
        <identifiers>
          <isin value="US94983CAJ62"/>
        </identifiers>
        <balance>667015.700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>698659.060000</valUSD>
        <pctVal>0.0042882</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.96832</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO MTGE BKD SEC TR 2006-AR2</name>
        <lei>N/A</lei>
        <title>WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR2 2A1</title>
        <cusip>94983KAC3</cusip>
        <identifiers>
          <isin value="US94983KAC36"/>
        </identifiers>
        <balance>50368.490000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51989.630000</valUSD>
        <pctVal>0.0003191</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.99081</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ALLY FINANCIAL INC</name>
        <lei>549300JBN1OSM8YNAI90</lei>
        <title>ALLY FINANCIAL INC SR UNSECURED 04/21 4.25</title>
        <cusip>02005NBG4</cusip>
        <identifiers>
          <isin value="US02005NBG43"/>
        </identifiers>
        <balance>2100000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2152500.000000</valUSD>
        <pctVal>0.0132115</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ALLY FINANCIAL INC</name>
        <lei>549300JBN1OSM8YNAI90</lei>
        <title>ALLY FINANCIAL INC SR UNSECURED 05/22 4.625</title>
        <cusip>02005NBC3</cusip>
        <identifiers>
          <isin value="US02005NBC39"/>
        </identifiers>
        <balance>100000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>104000.000000</valUSD>
        <pctVal>0.0006383</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WF-RBS COMMERCIAL MORTGAGE TRUST 2011-C4</name>
        <lei>N/A</lei>
        <title>WF RBS COMMERCIAL MORTGAGE TRU WFRBS 2011 C4 AFL 144A</title>
        <cusip>92936CAG4</cusip>
        <identifiers>
          <isin value="US92936CAG42"/>
        </identifiers>
        <balance>12251291.070000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12354081.850000</valUSD>
        <pctVal>0.0758264</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.47475</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WF-RBS COMMERCIAL MORTGAGE TRUST 2012-C10</name>
        <lei>N/A</lei>
        <title>WF RBS COMMERCIAL MORTGAGE TRU WFRBS 2012 C10 AFL 144A</title>
        <cusip>92890NAZ2</cusip>
        <identifiers>
          <isin value="US92890NAZ24"/>
        </identifiers>
        <balance>25232379.680000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25380493.750000</valUSD>
        <pctVal>0.1557794</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.81475</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WF-RBS COMMERCIAL MORTGAGE TRUST 2012-C6</name>
        <lei>N/A</lei>
        <title>WF RBS COMMERCIAL MORTGAGE TRU WFRBS 2012 C6 A4</title>
        <cusip>92936QAG3</cusip>
        <identifiers>
          <isin value="US92936QAG38"/>
        </identifiers>
        <balance>2200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2244323.400000</valUSD>
        <pctVal>0.0137751</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.44</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WF-RBS COMMERCIAL MORTGAGE TRUST 2012-C7</name>
        <lei>N/A</lei>
        <title>WF RBS COMMERCIAL MORTGAGE TRU WFRBS 2012 C7 AFL 144A</title>
        <cusip>92936TAH5</cusip>
        <identifiers>
          <isin value="US92936TAH59"/>
        </identifiers>
        <balance>22535000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22752424.440000</valUSD>
        <pctVal>0.1396489</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.22475</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WF-RBS COMMERCIAL MORTGAGE TRUST 2014-C21</name>
        <lei>N/A</lei>
        <title>WF RBS COMMERCIAL MORTGAGE TRU WFRBS 2014 C21 ASBF 144A</title>
        <cusip>92939FBE8</cusip>
        <identifiers>
          <isin value="US92939FBE88"/>
        </identifiers>
        <balance>20489442.420000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20525593.990000</valUSD>
        <pctVal>0.1259812</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.58475</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WF-RBS COMMERCIAL MORTGAGE TRUST 2014-C25</name>
        <lei>N/A</lei>
        <title>WF RBS COMMERCIAL MORTGAGE TRU WFRBS 2014 C25 ASB</title>
        <cusip>92939LAF3</cusip>
        <identifiers>
          <isin value="US92939LAF31"/>
        </identifiers>
        <balance>15525000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16016906.520000</valUSD>
        <pctVal>0.0983079</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.369</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WGL HOLDINGS INC</name>
        <lei>549300FMXG4FL88R7K50</lei>
        <title>WGL HOLDINGS INC SR UNSECURED 03/20 VAR</title>
        <cusip>92924FAD8</cusip>
        <identifiers>
          <isin value="US92924FAD87"/>
        </identifiers>
        <balance>17882000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17856669.430000</valUSD>
        <pctVal>0.1095999</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.68163</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WGL HOLDINGS INC</name>
        <lei>549300FMXG4FL88R7K50</lei>
        <title>WGL HOLDINGS INC SR UNSECURED 11/19 VAR</title>
        <cusip>92924FAC0</cusip>
        <identifiers>
          <isin value="US92924FAC05"/>
        </identifiers>
        <balance>810000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>809757.960000</valUSD>
        <pctVal>0.0049701</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2019-11-29</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.51738</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WHITEHORSE X LTD 2015-10A</name>
        <lei>N/A</lei>
        <title>WHITEHORSE LTD WITEH 2015 10A A1R 144A</title>
        <cusip>96525WAN3</cusip>
        <identifiers>
          <isin value="US96525WAN39"/>
        </identifiers>
        <balance>10953268.200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10937553.660000</valUSD>
        <pctVal>0.0671321</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.23325</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WIND RIVER CLO LTD 2012-1A</name>
        <lei>N/A</lei>
        <title>WIND RIVER CLO LTD WINDR 2012 1A AR2 144A</title>
        <cusip>87244ABL3</cusip>
        <identifiers>
          <isin value="US87244ABL35"/>
        </identifiers>
        <balance>20000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20010957.400000</valUSD>
        <pctVal>0.1228224</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.18338</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ALLY FINANCIAL INC</name>
        <lei>549300JBN1OSM8YNAI90</lei>
        <title>ALLY FINANCIAL INC SR UNSECURED 11/19 3.75</title>
        <cusip>02005NAW0</cusip>
        <identifiers>
          <isin value="US02005NAW02"/>
        </identifiers>
        <balance>5750000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5759343.750000</valUSD>
        <pctVal>0.0353495</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2019-11-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WOODSIDE FINANCE LIMITED</name>
        <lei>254900AIZKU6TGRRNZ98</lei>
        <title>WOODSIDE FINANCE LTD COMPANY GUAR 144A 05/21 4.6</title>
        <cusip>980236AL7</cusip>
        <identifiers>
          <isin value="US980236AL79"/>
        </identifiers>
        <balance>39706000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40812100.370000</valUSD>
        <pctVal>0.2504949</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.6</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WOOLWORTHS GROUP LTD (AKA WOOLWORTHS LIMITED)</name>
        <lei>QNWEWQBS7HP85QHXQL92</lei>
        <title>WOOLWORTHS GROUP LTD COMPANY GUAR 144A 09/20 4</title>
        <cusip>980888AD3</cusip>
        <identifiers>
          <isin value="US980888AD39"/>
        </identifiers>
        <balance>14550000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14754297.710000</valUSD>
        <pctVal>0.0905583</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>XEROX CORPORATION</name>
        <lei>4KF48RN45X1OO8UBLY20</lei>
        <title>XEROX CORPORATION SR UNSECURED 12/19 5.625</title>
        <cusip>984121CA9</cusip>
        <identifiers>
          <isin value="US984121CA96"/>
        </identifiers>
        <balance>500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>505000.000000</valUSD>
        <pctVal>0.0030996</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2019-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.625</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ALLY MASTER OWNER TRUST 2018-3</name>
        <lei>N/A</lei>
        <title>ALLY MASTER OWNER TRUST AMOT 2018 3 A</title>
        <cusip>02005AGZ5</cusip>
        <identifiers>
          <isin value="US02005AGZ57"/>
        </identifiers>
        <balance>13800000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13808736.780000</valUSD>
        <pctVal>0.0847547</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.3475</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ZEPHYRUS CAPITAL AVIATION PARTNERS LTD 2018-1</name>
        <lei>N/A</lei>
        <title>ZEPHYRUS CAPITAL AVIATION PART TERM LOAN</title>
        <cusip>933QMTII0</cusip>
        <identifiers>
          <isin value="US98944PAB31"/>
        </identifiers>
        <balance>15660000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15780942.180000</valUSD>
        <pctVal>0.0968596</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.605</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ZF NORTH AMERICA CAPITAL INC</name>
        <lei>529900JYGMS9CW9IQX78</lei>
        <title>ZF NA CAPITAL COMPANY GUAR 144A 04/20 4</title>
        <cusip>98877DAA3</cusip>
        <identifiers>
          <isin value="US98877DAA37"/>
        </identifiers>
        <balance>31555000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31764067.650000</valUSD>
        <pctVal>0.1949602</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ZF NORTH AMERICA CAPITAL INC</name>
        <lei>529900JYGMS9CW9IQX78</lei>
        <title>ZF NA CAPITAL COMPANY GUAR 144A 04/22 4.5</title>
        <cusip>98877DAB1</cusip>
        <identifiers>
          <isin value="US98877DAB10"/>
        </identifiers>
        <balance>950000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>972491.950000</valUSD>
        <pctVal>0.0059689</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ZF NORTH AMERICA CAPITAL INC</name>
        <lei>529900JYGMS9CW9IQX78</lei>
        <title>ZF NA CAPITAL COMPANY GUAR REGS 04/20 4</title>
        <cusip>U98737AA4</cusip>
        <identifiers>
          <isin value="USU98737AA47"/>
        </identifiers>
        <balance>1028000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1034811.010000</valUSD>
        <pctVal>0.0063514</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ZIMMER BIOMET HOLDINGS INC</name>
        <lei>2P2YLDVPES3BXQ1FRB91</lei>
        <title>ZIMMER BIOMET HOLDINGS SR UNSECURED 03/21 VAR</title>
        <cusip>98956PAP7</cusip>
        <identifiers>
          <isin value="US98956PAP71"/>
        </identifiers>
        <balance>21320000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21320527.880000</valUSD>
        <pctVal>0.1308603</pctVal>
        <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>2.91413</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ZIMMER BIOMET HOLDINGS INC</name>
        <lei>2P2YLDVPES3BXQ1FRB91</lei>
        <title>ZIMMER BIOMET HOLDINGS SR UNSECURED 11/19 4.625</title>
        <cusip>98956PAA0</cusip>
        <identifiers>
          <isin value="US98956PAA03"/>
        </identifiers>
        <balance>13415000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13463399.980000</valUSD>
        <pctVal>0.0826351</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2019-11-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ZOETIS INC</name>
        <lei>549300HD9Q1LOC9KLJ48</lei>
        <title>ZOETIS INC SR UNSECURED 08/21 VAR</title>
        <cusip>98978VAR4</cusip>
        <identifiers>
          <isin value="US98978VAR42"/>
        </identifiers>
        <balance>21700000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21662658.420000</valUSD>
        <pctVal>0.1329602</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.57588</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CIBC WORLD MARKETS CORP REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="933XEU009"/>
        </identifiers>
        <balance>-235663000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-235839419.940000</valUSD>
        <pctVal>1.4475256</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="2IGI19DL77OX0HC3ZE78" name="CANADIAN IMPERIAL BANK"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.4500000</repurchaseRt>
          <maturityDt>2019-10-21</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>245000000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>247024337.550000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO/REGIONS BANK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="930ZZC004"/>
        </identifiers>
        <balance>-66646000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-66662439.350000</valUSD>
        <pctVal>0.4091580</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="EQTWLK1G7ODGC2MGLV11" name="REGIONS BANK"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.2200000</repurchaseRt>
          <maturityDt>2019-10-09</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>70000000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>70237130.600000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REPO BANK AMERICA REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="060990009"/>
        </identifiers>
        <balance>197250000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>197250000.000000</valUSD>
        <pctVal>1.2106731</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300HN4UKV1E2R3U73" name="BOFA SECURITIES, INC."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>1.6000000</repurchaseRt>
          <maturityDt>2019-10-01</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>200000000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>197222656.000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>UST</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REPO BANK AMERICA REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="060990009"/>
        </identifiers>
        <balance>98625000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>98625000.000000</valUSD>
        <pctVal>0.6053365</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300HN4UKV1E2R3U73" name="BOFA SECURITIES, INC."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>1.6000000</repurchaseRt>
          <maturityDt>2019-10-01</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>100000000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>98611328.000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>UST</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO WARBURG REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZMB001"/>
        </identifiers>
        <balance>-136519000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-136554646.640000</valUSD>
        <pctVal>0.8381396</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="T6FIZBDPKLYJKFCRVK44" name="UBS Securities LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.3500000</repurchaseRt>
          <maturityDt>2019-10-17</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>142570000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>143264637.070000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO WARBURG REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZMB001"/>
        </identifiers>
        <balance>-360472000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-360644225.510000</valUSD>
        <pctVal>2.2135475</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="T6FIZBDPKLYJKFCRVK44" name="UBS Securities LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.1500000</repurchaseRt>
          <maturityDt>2021-09-20</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>374882000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>378155515.560000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO FIRST BOSTON REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLK002"/>
        </identifiers>
        <balance>-181546000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-181625426.380000</valUSD>
        <pctVal>1.1147732</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="1V8Y6QCX6YMJ2OELII46" name="Credit Suisse Securities (USA) LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.2500000</repurchaseRt>
          <maturityDt>2021-09-23</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>190000000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>190684107.950000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ALTRIA GROUP INC</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
        <title>ALTRIA GROUP INC COMPANY GUAR 02/22 3.49</title>
        <cusip>02209SBA0</cusip>
        <identifiers>
          <isin value="US02209SBA06"/>
        </identifiers>
        <balance>15000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15391429.650000</valUSD>
        <pctVal>0.0944689</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.49</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BANK ACCEPT FUTR  DEC20 XMOD 20201214</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="BAZ0"/>
        </identifiers>
        <balance>8506.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.324900"/>
        <valUSD>-563148.050000</valUSD>
        <pctVal>0.0034565</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>THE MONTREAL EXCHANGE / BOURSE DE MONTREAL</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>BAFUT</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI14JSM7-BAFUT"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-12-14</expDate>
            <notionalAmt>1576195795.750000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>-563148.050000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMBAC LSNI LLC</name>
        <lei>N/A</lei>
        <title>AMBAC LSNI LLC SR SECURED 144A 02/23 VAR</title>
        <cusip>02315QAA6</cusip>
        <identifiers>
          <isin value="US02315QAA67"/>
        </identifiers>
        <balance>2219.140000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2246.880000</valUSD>
        <pctVal>0.0000138</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.10438</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT GBP/SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="19IRKBBSTW9"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-654446.180000</valUSD>
        <pctVal>0.0040168</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Bank of America N.A.</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
            </counterparties>
            <amtCurSold>307783989.060000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>249790300.000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2019-10-02</settlementDt>
            <unrealizedAppr>-654446.180000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD GBP/BOUGHT USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="19IRKBBST4H"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.812200"/>
        <valUSD>658318.040000</valUSD>
        <pctVal>0.0040406</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Bank of America N.A.</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
            </counterparties>
            <amtCurSold>249790300.000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>308200014.800000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-11-04</settlementDt>
            <unrealizedAppr>658318.040000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT CAD/SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="19IPKBBNG63"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>358.960000</valUSD>
        <pctVal>0.0000022</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Barclays Bank PLC</counterpartyName>
              <counterpartyLei>G5GSEF7VJP5I7OUK5573</counterpartyLei>
            </counterparties>
            <amtCurSold>1790818.110000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2373000.000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2019-10-02</settlementDt>
            <unrealizedAppr>358.960000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT GBP/SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="19IQKBBM9K0"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-14940.680000</valUSD>
        <pctVal>0.0000917</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP Paribas S.A.</counterpartyName>
              <counterpartyLei>R0MUWSFPU8MPRO8K5P85</counterpartyLei>
            </counterparties>
            <amtCurSold>1304738.120000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1049000.000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2019-10-02</settlementDt>
            <unrealizedAppr>-14940.680000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT JPY/SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="19HVKBBL7FF"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1448216.350000</valUSD>
        <pctVal>0.0088888</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP Paribas S.A.</counterpartyName>
              <counterpartyLei>R0MUWSFPU8MPRO8K5P85</counterpartyLei>
            </counterparties>
            <amtCurSold>84414227.910000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8970700000.000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2019-10-02</settlementDt>
            <unrealizedAppr>-1448216.350000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT JPY/SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="19IAKBBQCHZ"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-639961.540000</valUSD>
        <pctVal>0.0039279</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP Paribas S.A.</counterpartyName>
              <counterpartyLei>R0MUWSFPU8MPRO8K5P85</counterpartyLei>
            </counterparties>
            <amtCurSold>33942158.070000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3600800000.000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2019-10-02</settlementDt>
            <unrealizedAppr>-639961.540000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD AUD/BOUGHT USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="19IAKBBQGSP"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.481600"/>
        <valUSD>-759.070000</valUSD>
        <pctVal>0.0000047</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP Paribas S.A.</counterpartyName>
              <counterpartyLei>R0MUWSFPU8MPRO8K5P85</counterpartyLei>
            </counterparties>
            <amtCurSold>392000.000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>263821.370000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-10-02</settlementDt>
            <unrealizedAppr>-759.070000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN HOME MORTGAGE ASSETS 2006-1</name>
        <lei>N/A</lei>
        <title>AMERICAN HOME MORTGAGE ASSETS AHMA 2006 1 2A1</title>
        <cusip>02660WAC0</cusip>
        <identifiers>
          <isin value="US02660WAC01"/>
        </identifiers>
        <balance>1336603.370000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1271917.510000</valUSD>
        <pctVal>0.0078067</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.20838</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN HOME MORTGAGE ASSETS 2006-2</name>
        <lei>N/A</lei>
        <title>AMERICAN HOME MORTGAGE ASSETS AHMA 2006 2 2A1</title>
        <cusip>02660XAD6</cusip>
        <identifiers>
          <isin value="US02660XAD66"/>
        </identifiers>
        <balance>526860.330000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>501996.900000</valUSD>
        <pctVal>0.0030811</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.20838</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>4BFD7AQU0A75QLAHK410</lei>
        <title>CAN 10YR BOND FUT DEC19 XMOD 20191218</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="CNZ9"/>
        </identifiers>
        <balance>4137.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.324900"/>
        <valUSD>-3781792.010000</valUSD>
        <pctVal>0.0232117</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>THE MONTREAL EXCHANGE / BOURSE DE MONTREAL</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CANADA GOVT</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI196D46-CANADA GOVT"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2019-12-18</expDate>
            <notionalAmt>445285277.580000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>-3781792.010000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CDX HY31 5Y ICE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="EZL9YPGS4LW6"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-13295806.710000</valUSD>
        <pctVal>0.0816065</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Intercontinental Exchange</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>CDX.NA.HY.31</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>N/A</narrativeDesc>
              </indexBasketInfo>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Single Leg Swap</otherRecDesc>
            <fixedPmntDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.000000"/>
            <terminationDt>2023-12-21</terminationDt>
            <upfrontPmnt>0.000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-1486137.600000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>168768000.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-11809669.110000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CDX HY32 5Y ICE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="EZ4QZG9S2LP0"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-970563.610000</valUSD>
        <pctVal>0.0059571</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Intercontinental Exchange</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>CDX.NA.HY.32</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>N/A</narrativeDesc>
              </indexBasketInfo>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Single Leg Swap</otherRecDesc>
            <fixedPmntDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.000000"/>
            <terminationDt>2024-06-21</terminationDt>
            <upfrontPmnt>0.000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-988930.800000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>13464000.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>18367.190000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CDX HY33 5Y ICE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="EZS2817SPH67"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-15352299.890000</valUSD>
        <pctVal>0.0942287</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Intercontinental Exchange</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CDX.NA.HY.33</issueTitle>
                <identifiers>
                  <ticker value="CDX"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Single Leg Swap</otherRecDesc>
            <fixedPmntDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.000000"/>
            <terminationDt>2024-12-21</terminationDt>
            <upfrontPmnt>0.000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-15013600.000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>225000000.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-338699.890000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CDX IG31 5Y ICE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="EZ5XT33ZZX00"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-24400830.320000</valUSD>
        <pctVal>0.1497664</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Intercontinental Exchange</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>CDX.NA.IG.31</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>N/A</narrativeDesc>
              </indexBasketInfo>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Single Leg Swap</otherRecDesc>
            <fixedPmntDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.000000"/>
            <terminationDt>2023-12-21</terminationDt>
            <upfrontPmnt>0.000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-20219331.130000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>1108300000.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-4181499.190000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>317587327 CDX.O P 0.90 IG32 5Y NOV19 0.9 PUT</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="AEI564849"/>
        </identifiers>
        <balance>-152200000.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-28692.740000</valUSD>
        <pctVal>0.0001761</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
            <counterparties>
              <counterpartyName>Goldman Sachs International</counterpartyName>
              <counterpartyLei>W22LROWP2IHZNBB6K528</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <swapDeriv derivCat="SWP">
                  <counterparties>
                    <counterpartyName>Goldman Sachs International</counterpartyName>
                    <counterpartyLei>W22LROWP2IHZNBB6K528</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>N/A</name>
                    <lei>N/A</lei>
                    <title>SWOP CDX IG32 (V1 ONLY) 5Y SP</title>
                    <cusip>000000000</cusip>
                    <identifiers>
                      <isin value="EZ6Y3GJGKRV3"/>
                    </identifiers>
                    <balance>0.000000</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>0.000000</valUSD>
                    <pctVal>0.000000</pctVal>
                    <assetCat>DCR</assetCat>
                    <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
                    <invCountry>US</invCountry>
                  </derivAddlInfo>
                  <descRefInstrmnt>
                    <indexBasketInfo>
                      <indexName>SWOP CDX IG32 (V1 ONLY) 5Y SP</indexName>
                      <indexIdentifier>N/A</indexIdentifier>
                      <narrativeDesc>N/A</narrativeDesc>
                    </indexBasketInfo>
                  </descRefInstrmnt>
                  <fixedRecDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.000000"/>
                  <otherPmntDesc fixedOrFloating="Other">Single Leg Swap</otherPmntDesc>
                  <terminationDt>2024-06-20</terminationDt>
                  <upfrontPmnt>0.000000</upfrontPmnt>
                  <pmntCurCd>USD</pmntCurCd>
                  <upfrontRcpt>0.000000</upfrontRcpt>
                  <rcptCurCd>USD</rcptCurCd>
                  <notionalAmt>N/A</notionalAmt>
                  <curCd>USD</curCd>
                </swapDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>N/A</shareNo>
            <exercisePrice>0.900000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2019-11-20</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>166123.260000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>317587624 CDX.O P 0.90 IG32 5Y NOV19 0.9 PUT</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="AEI598789"/>
        </identifiers>
        <balance>-61400000.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11575.130000</valUSD>
        <pctVal>0.0000710</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
            <counterparties>
              <counterpartyName>BNP PARIBAS S.A</counterpartyName>
              <counterpartyLei>R0MUWSFPU8MPRO8K5P84</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <swapDeriv derivCat="SWP">
                  <counterparties>
                    <counterpartyName>BNP PARIBAS S.A</counterpartyName>
                    <counterpartyLei>R0MUWSFPU8MPRO8K5P84</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>N/A</name>
                    <lei>N/A</lei>
                    <title>SWOP CDX IG32 (V1 ONLY) 5Y SP</title>
                    <cusip>000000000</cusip>
                    <identifiers>
                      <isin value="EZ6Y3GJGKRV3"/>
                    </identifiers>
                    <balance>0.000000</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>0.000000</valUSD>
                    <pctVal>0.000000</pctVal>
                    <assetCat>DCR</assetCat>
                    <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
                    <invCountry>US</invCountry>
                  </derivAddlInfo>
                  <descRefInstrmnt>
                    <indexBasketInfo>
                      <indexName>SWOP CDX IG32 (V1 ONLY) 5Y SP</indexName>
                      <indexIdentifier>N/A</indexIdentifier>
                      <narrativeDesc>N/A</narrativeDesc>
                    </indexBasketInfo>
                  </descRefInstrmnt>
                  <fixedRecDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.000000"/>
                  <otherPmntDesc fixedOrFloating="Other">Single Leg Swap</otherPmntDesc>
                  <terminationDt>2024-06-20</terminationDt>
                  <upfrontPmnt>0.000000</upfrontPmnt>
                  <pmntCurCd>USD</pmntCurCd>
                  <upfrontRcpt>0.000000</upfrontRcpt>
                  <rcptCurCd>USD</rcptCurCd>
                  <notionalAmt>N/A</notionalAmt>
                  <curCd>USD</curCd>
                </swapDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>N/A</shareNo>
            <exercisePrice>0.900000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2019-11-20</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>67016.870000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>317587632 CDX.O P 0.85 IG32 5Y NOV19 0.85 PUT</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="AEI600247"/>
        </identifiers>
        <balance>-136100000.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-31935.870000</valUSD>
        <pctVal>0.0001960</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
            <counterparties>
              <counterpartyName>BOFA SECURITIES, INC.</counterpartyName>
              <counterpartyLei>549300HN4UKV1E2R3U73</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <swapDeriv derivCat="SWP">
                  <counterparties>
                    <counterpartyName>BOFA SECURITIES, INC.</counterpartyName>
                    <counterpartyLei>549300HN4UKV1E2R3U73</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>N/A</name>
                    <lei>N/A</lei>
                    <title>SWOP CDX IG32 (V1 ONLY) 5Y SP</title>
                    <cusip>000000000</cusip>
                    <identifiers>
                      <isin value="EZ6Y3GJGKRV3"/>
                    </identifiers>
                    <balance>0.000000</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>0.000000</valUSD>
                    <pctVal>0.000000</pctVal>
                    <assetCat>DCR</assetCat>
                    <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
                    <invCountry>US</invCountry>
                  </derivAddlInfo>
                  <descRefInstrmnt>
                    <indexBasketInfo>
                      <indexName>SWOP CDX IG32 (V1 ONLY) 5Y SP</indexName>
                      <indexIdentifier>N/A</indexIdentifier>
                      <narrativeDesc>N/A</narrativeDesc>
                    </indexBasketInfo>
                  </descRefInstrmnt>
                  <fixedRecDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.000000"/>
                  <otherPmntDesc fixedOrFloating="Other">Single Leg Swap</otherPmntDesc>
                  <terminationDt>2024-06-20</terminationDt>
                  <upfrontPmnt>0.000000</upfrontPmnt>
                  <pmntCurCd>USD</pmntCurCd>
                  <upfrontRcpt>0.000000</upfrontRcpt>
                  <rcptCurCd>USD</rcptCurCd>
                  <notionalAmt>N/A</notionalAmt>
                  <curCd>USD</curCd>
                </swapDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>N/A</shareNo>
            <exercisePrice>0.850000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2019-11-20</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>153758.330000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>317587673 CDX.O P 0.80 IG32 5Y OCT19 0.8 PUT</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="AEI603241"/>
        </identifiers>
        <balance>-79700000.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5695.360000</valUSD>
        <pctVal>0.0000350</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
            <counterparties>
              <counterpartyName>BOFA SECURITIES, INC.</counterpartyName>
              <counterpartyLei>549300HN4UKV1E2R3U73</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <swapDeriv derivCat="SWP">
                  <counterparties>
                    <counterpartyName>BOFA SECURITIES, INC.</counterpartyName>
                    <counterpartyLei>549300HN4UKV1E2R3U73</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>N/A</name>
                    <lei>N/A</lei>
                    <title>SWOP CDX IG32 (V1 ONLY) 5Y SP</title>
                    <cusip>000000000</cusip>
                    <identifiers>
                      <isin value="EZ6Y3GJGKRV3"/>
                    </identifiers>
                    <balance>0.000000</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>0.000000</valUSD>
                    <pctVal>0.000000</pctVal>
                    <assetCat>DCR</assetCat>
                    <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
                    <invCountry>US</invCountry>
                  </derivAddlInfo>
                  <descRefInstrmnt>
                    <indexBasketInfo>
                      <indexName>SWOP CDX IG32 (V1 ONLY) 5Y SP</indexName>
                      <indexIdentifier>N/A</indexIdentifier>
                      <narrativeDesc>N/A</narrativeDesc>
                    </indexBasketInfo>
                  </descRefInstrmnt>
                  <fixedRecDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.000000"/>
                  <otherPmntDesc fixedOrFloating="Other">Single Leg Swap</otherPmntDesc>
                  <terminationDt>2024-06-20</terminationDt>
                  <upfrontPmnt>0.000000</upfrontPmnt>
                  <pmntCurCd>USD</pmntCurCd>
                  <upfrontRcpt>0.000000</upfrontRcpt>
                  <rcptCurCd>USD</rcptCurCd>
                  <notionalAmt>N/A</notionalAmt>
                  <curCd>USD</curCd>
                </swapDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>N/A</shareNo>
            <exercisePrice>0.800000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2019-10-16</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>89944.640000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>3175FL187 CDX.O P 0.85 IG32 5Y NOV19 0.85 PUT</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="AEI597195"/>
        </identifiers>
        <balance>-227600000.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-53406.340000</valUSD>
        <pctVal>0.0003278</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
            <counterparties>
              <counterpartyName>Goldman Sachs International</counterpartyName>
              <counterpartyLei>W22LROWP2IHZNBB6K528</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <swapDeriv derivCat="SWP">
                  <counterparties>
                    <counterpartyName>Goldman Sachs International</counterpartyName>
                    <counterpartyLei>W22LROWP2IHZNBB6K528</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>N/A</name>
                    <lei>N/A</lei>
                    <title>SWOP CDX IG32 (V1 ONLY) 5Y SP</title>
                    <cusip>000000000</cusip>
                    <identifiers>
                      <isin value="EZ6Y3GJGKRV3"/>
                    </identifiers>
                    <balance>0.000000</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>0.000000</valUSD>
                    <pctVal>0.000000</pctVal>
                    <assetCat>DCR</assetCat>
                    <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
                    <invCountry>US</invCountry>
                  </derivAddlInfo>
                  <descRefInstrmnt>
                    <indexBasketInfo>
                      <indexName>SWOP CDX IG32 (V1 ONLY) 5Y SP</indexName>
                      <indexIdentifier>N/A</indexIdentifier>
                      <narrativeDesc>N/A</narrativeDesc>
                    </indexBasketInfo>
                  </descRefInstrmnt>
                  <fixedRecDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.000000"/>
                  <otherPmntDesc fixedOrFloating="Other">Single Leg Swap</otherPmntDesc>
                  <terminationDt>2024-06-20</terminationDt>
                  <upfrontPmnt>0.000000</upfrontPmnt>
                  <pmntCurCd>USD</pmntCurCd>
                  <upfrontRcpt>0.000000</upfrontRcpt>
                  <rcptCurCd>USD</rcptCurCd>
                  <notionalAmt>N/A</notionalAmt>
                  <curCd>USD</curCd>
                </swapDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>N/A</shareNo>
            <exercisePrice>0.850000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2019-11-20</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>224978.460000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>3175SE825 CDX.O P 0.9 IG32 5Y NOV19 0.9 PUT</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="AEI608505"/>
        </identifiers>
        <balance>-59900000.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11292.350000</valUSD>
        <pctVal>0.0000693</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
            <counterparties>
              <counterpartyName>BARCLAYS BANK PLC LONDON BRANCH</counterpartyName>
              <counterpartyLei>G5GSEF7VJP5I7OUK5573</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <swapDeriv derivCat="SWP">
                  <counterparties>
                    <counterpartyName>BARCLAYS BANK PLC LONDON BRANCH</counterpartyName>
                    <counterpartyLei>G5GSEF7VJP5I7OUK5573</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>N/A</name>
                    <lei>N/A</lei>
                    <title>SWOP CDX IG32 (V1 ONLY) 5Y SP</title>
                    <cusip>000000000</cusip>
                    <identifiers>
                      <isin value="EZ6Y3GJGKRV3"/>
                    </identifiers>
                    <balance>0.000000</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>0.000000</valUSD>
                    <pctVal>0.000000</pctVal>
                    <assetCat>DCR</assetCat>
                    <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
                    <invCountry>US</invCountry>
                  </derivAddlInfo>
                  <descRefInstrmnt>
                    <indexBasketInfo>
                      <indexName>SWOP CDX IG32 (V1 ONLY) 5Y SP</indexName>
                      <indexIdentifier>N/A</indexIdentifier>
                      <narrativeDesc>N/A</narrativeDesc>
                    </indexBasketInfo>
                  </descRefInstrmnt>
                  <fixedRecDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.000000"/>
                  <otherPmntDesc fixedOrFloating="Other">Single Leg Swap</otherPmntDesc>
                  <terminationDt>2024-06-20</terminationDt>
                  <upfrontPmnt>0.000000</upfrontPmnt>
                  <pmntCurCd>USD</pmntCurCd>
                  <upfrontRcpt>0.000000</upfrontRcpt>
                  <rcptCurCd>USD</rcptCurCd>
                  <notionalAmt>N/A</notionalAmt>
                  <curCd>USD</curCd>
                </swapDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>N/A</shareNo>
            <exercisePrice>0.900000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2019-11-20</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>62983.650000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CDX IG32 5Y ICE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="EZ6Y3GJGKRV3"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-24800148.480000</valUSD>
        <pctVal>0.1522173</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Intercontinental Exchange</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>CDX.NA.IG.32</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>N/A</narrativeDesc>
              </indexBasketInfo>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Single Leg Swap</otherRecDesc>
            <fixedPmntDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.000000"/>
            <terminationDt>2024-06-21</terminationDt>
            <upfrontPmnt>0.000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-23710291.650000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>1160200000.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1089856.830000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>3175JD215 CDX.O P 1.20 IG33 5Y JAN20 1.2 PUT</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="AEI666776"/>
        </identifiers>
        <balance>-273800000.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-114051.390000</valUSD>
        <pctVal>0.0007000</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
            <counterparties>
              <counterpartyName>Citibank NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <swapDeriv derivCat="SWP">
                  <counterparties>
                    <counterpartyName>Citibank NA</counterpartyName>
                    <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>N/A</name>
                    <lei>N/A</lei>
                    <title>SWOP CDX IG33 (V1 ONLY) 5Y SP</title>
                    <cusip>000000000</cusip>
                    <identifiers>
                      <isin value="EZ1BGCPP3726"/>
                    </identifiers>
                    <balance>0.000000</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>0.000000</valUSD>
                    <pctVal>0.000000</pctVal>
                    <assetCat>DCR</assetCat>
                    <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
                    <invCountry>US</invCountry>
                  </derivAddlInfo>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>N/A</issuerName>
                      <issueTitle>SWOP CDX IG33 (V1 ONLY) 5Y SP</issueTitle>
                      <identifiers>
                        <isin value="EZ1BGCPP3726"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <fixedRecDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.000000"/>
                  <otherPmntDesc fixedOrFloating="Other">Single Leg Swap</otherPmntDesc>
                  <terminationDt>2024-12-20</terminationDt>
                  <upfrontPmnt>0.000000</upfrontPmnt>
                  <pmntCurCd>USD</pmntCurCd>
                  <upfrontRcpt>0.000000</upfrontRcpt>
                  <rcptCurCd>USD</rcptCurCd>
                  <notionalAmt>N/A</notionalAmt>
                  <curCd>USD</curCd>
                </swapDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>N/A</shareNo>
            <exercisePrice>1.200000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-01-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>22848.610000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>3175JD298 CDX.O P 0.80 IG33 5Y DEC19 0.8 PUT</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="AEI664854"/>
        </identifiers>
        <balance>-298400000.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-296854.290000</valUSD>
        <pctVal>0.0018220</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
            <counterparties>
              <counterpartyName>Citibank NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <swapDeriv derivCat="SWP">
                  <counterparties>
                    <counterpartyName>Citibank NA</counterpartyName>
                    <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>N/A</name>
                    <lei>N/A</lei>
                    <title>SWOP CDX IG33 (V1 ONLY) 5Y SP</title>
                    <cusip>000000000</cusip>
                    <identifiers>
                      <isin value="EZ1BGCPP3726"/>
                    </identifiers>
                    <balance>0.000000</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>0.000000</valUSD>
                    <pctVal>0.000000</pctVal>
                    <assetCat>DCR</assetCat>
                    <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
                    <invCountry>US</invCountry>
                  </derivAddlInfo>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>N/A</issuerName>
                      <issueTitle>SWOP CDX IG33 (V1 ONLY) 5Y SP</issueTitle>
                      <identifiers>
                        <isin value="EZ1BGCPP3726"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <fixedRecDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.000000"/>
                  <otherPmntDesc fixedOrFloating="Other">Single Leg Swap</otherPmntDesc>
                  <terminationDt>2024-12-20</terminationDt>
                  <upfrontPmnt>0.000000</upfrontPmnt>
                  <pmntCurCd>USD</pmntCurCd>
                  <upfrontRcpt>0.000000</upfrontRcpt>
                  <rcptCurCd>USD</rcptCurCd>
                  <notionalAmt>N/A</notionalAmt>
                  <curCd>USD</curCd>
                </swapDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>N/A</shareNo>
            <exercisePrice>0.800000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2019-12-18</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>43091.710000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN HOME MTGE INV TRUST 2004-3</name>
        <lei>N/A</lei>
        <title>AMERICAN HOME MORTGAGE INVESTM AHM 2004 3 5A</title>
        <cusip>02660TBP7</cusip>
        <identifiers>
          <isin value="US02660TBP75"/>
        </identifiers>
        <balance>33459.070000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33545.140000</valUSD>
        <pctVal>0.0002059</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.68463</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT CAD/SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="19IQKBBM9Q2"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2499.200000</valUSD>
        <pctVal>0.0000153</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>5438965.400000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7209000.000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2019-10-02</settlementDt>
            <unrealizedAppr>2499.200000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT EUR/SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="19IJKBBRRTH"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-15093.640000</valUSD>
        <pctVal>0.0000926</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>1041826.850000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>942000.000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2019-10-02</settlementDt>
            <unrealizedAppr>-15093.640000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN HOME MTGE INV TRUST 2005-2</name>
        <lei>N/A</lei>
        <title>AMERICAN HOME MORTGAGE INVESTM AHM 2005 2 4A1</title>
        <cusip>02660TEQ2</cusip>
        <identifiers>
          <isin value="US02660TEQ22"/>
        </identifiers>
        <balance>119763.300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>121471.260000</valUSD>
        <pctVal>0.0007456</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.53138</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN HONDA FINANCE CORPORATION</name>
        <lei>B6Q2VFHD1797Q7NZ3E43</lei>
        <title>AMERICAN HONDA FINANCE CORP TERM LOAN</title>
        <cusip>934NVQII2</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BLA03RKK3"/>
        </identifiers>
        <balance>30000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29979870.000000</valUSD>
        <pctVal>0.1840092</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-29</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.9496</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD CAD/BOUGHT USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="19IAKBBQC1V"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.324800"/>
        <valUSD>-192321.590000</valUSD>
        <pctVal>0.0011804</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>45122000.000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>33866461.280000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-10-02</settlementDt>
            <unrealizedAppr>-192321.590000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD CAD/BOUGHT USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="19IDKBBPFND"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.324800"/>
        <valUSD>20414.130000</valUSD>
        <pctVal>0.0001253</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>12419000.000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>9394467.240000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-10-02</settlementDt>
            <unrealizedAppr>20414.130000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD CAD/BOUGHT USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="19IGKBBNLR1"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.324800"/>
        <valUSD>89519.860000</valUSD>
        <pctVal>0.0005495</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>15418000.000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>11727264.510000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-10-02</settlementDt>
            <unrealizedAppr>89519.860000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD CZK/BOUGHT USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="19HMKBBQL8P"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CZK" exchangeRt="23.660400"/>
        <valUSD>2312.510000</valUSD>
        <pctVal>0.0000142</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>CZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>2634000.000000</amtCurSold>
            <curSold>CZK</curSold>
            <amtCurPur>113637.790000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-10-21</settlementDt>
            <unrealizedAppr>2312.510000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD EUR/BOUGHT USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="19IHKBBSX5C"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.917500"/>
        <valUSD>6099.170000</valUSD>
        <pctVal>0.0000374</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>1267000.000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1387066.240000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-10-02</settlementDt>
            <unrealizedAppr>6099.170000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD GBP/BOUGHT USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="19HTKBBM0H9"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.813300"/>
        <valUSD>-2307073.800000</valUSD>
        <pctVal>0.0141603</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>250839300.000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>306112266.520000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-10-02</settlementDt>
            <unrealizedAppr>-2307073.800000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)</name>
        <lei>5493006ORUSIL88JOE18</lei>
        <title>AMERICAN TOWER CORP SR UNSECURED 01/22 2.25</title>
        <cusip>03027XAL4</cusip>
        <identifiers>
          <isin value="US03027XAL47"/>
        </identifiers>
        <balance>13118000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13137486.000000</valUSD>
        <pctVal>0.0806347</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>2.25</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)</name>
        <lei>5493006ORUSIL88JOE18</lei>
        <title>AMERICAN TOWER CORP SR UNSECURED 05/24 3.375</title>
        <cusip>03027XAT7</cusip>
        <identifiers>
          <isin value="US03027XAT72"/>
        </identifiers>
        <balance>9500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9889656.370000</valUSD>
        <pctVal>0.0607003</pctVal>
        <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>3.375</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)</name>
        <lei>5493006ORUSIL88JOE18</lei>
        <title>AMERICAN TOWER CORP SR UNSECURED 06/20 2.8</title>
        <cusip>03027XAF7</cusip>
        <identifiers>
          <isin value="US03027XAF78"/>
        </identifiers>
        <balance>21025000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21107351.770000</valUSD>
        <pctVal>0.1295518</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.8</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>90DAY EUR FUTR  DEC20 XCME 20201214</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="EDZ0"/>
        </identifiers>
        <balance>-38869.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-12682177.320000</valUSD>
        <pctVal>0.0778402</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Chicago Mercantile Exchange</counterpartyName>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>EUOD</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI0C2LM4-EUOD"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-12-14</expDate>
            <notionalAmt>-9573920562.500000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-12682177.320000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>90DAY EUR FUTR  MAR20 XCME 20200316</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="EDH0"/>
        </identifiers>
        <balance>-100.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11378.000000</valUSD>
        <pctVal>0.0000698</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Chicago Mercantile Exchange</counterpartyName>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>EUOD</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI08QVR4-EUOD"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-03-16</expDate>
            <notionalAmt>-24582500.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-11378.000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>529900AQBND3S6YJLY83</lei>
        <title>EURO-BOBL FUTURE  DEC19 XEUR 20191206</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="DE000C317NT9"/>
        </identifiers>
        <balance>-1190.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.917500"/>
        <valUSD>417774.260000</valUSD>
        <pctVal>0.0025642</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Eurex</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>GERMANY GOVT</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI19J8H5-GERMANY GOVT"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2019-12-06</expDate>
            <notionalAmt>-175943597.250000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>417774.260000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>529900AQBND3S6YJLY83</lei>
        <title>EURO-SCHATZ FUT   DEC19 XEUR 20191206</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="DE000C317NU7"/>
        </identifiers>
        <balance>-7505.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.917500"/>
        <valUSD>956840.910000</valUSD>
        <pctVal>0.0058729</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Eurex</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>GERMANY GOVT</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI19JB99-GERMANY GOVT"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2019-12-06</expDate>
            <notionalAmt>-918868075.680000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>956840.910000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT MXN/SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="19EEKBB6P41"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-22307.550000</valUSD>
        <pctVal>0.0001369</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Goldman Sachs Bank USA</counterpartyName>
              <counterpartyLei>KD3XUN7C6T14HNAYLU02</counterpartyLei>
            </counterparties>
            <amtCurSold>1964337.760000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>38414000.000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2019-10-16</settlementDt>
            <unrealizedAppr>-22307.550000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT MYR/SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="19IFKBBJ62V"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2266.290000</valUSD>
        <pctVal>0.0000139</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>MY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Goldman Sachs Bank USA</counterpartyName>
              <counterpartyLei>KD3XUN7C6T14HNAYLU02</counterpartyLei>
            </counterparties>
            <amtCurSold>1161237.540000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4863843.420000</amtCurPur>
            <curPur>MYR</curPur>
            <settlementDt>2019-12-18</settlementDt>
            <unrealizedAppr>-2266.290000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD CLP/BOUGHT USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="19FSKBB4ZCX"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.103200"/>
        <valUSD>2799827.160000</valUSD>
        <pctVal>0.0171847</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Goldman Sachs Bank USA</counterpartyName>
              <counterpartyLei>KD3XUN7C6T14HNAYLU02</counterpartyLei>
            </counterparties>
            <amtCurSold>28500241671.000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>41942960.520000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-12-12</settlementDt>
            <unrealizedAppr>2799827.160000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD CLP/BOUGHT USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="19FTKBCCB4X"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="728.103200"/>
        <valUSD>3124480.580000</valUSD>
        <pctVal>0.0191773</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Goldman Sachs Bank USA</counterpartyName>
              <counterpartyLei>KD3XUN7C6T14HNAYLU02</counterpartyLei>
            </counterparties>
            <amtCurSold>31451090107.000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>46320402.520000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-12-12</settlementDt>
            <unrealizedAppr>3124480.580000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD MXN/BOUGHT USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="19EDKBB7MF0"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="19.757500"/>
        <valUSD>31602.020000</valUSD>
        <pctVal>0.0001940</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Goldman Sachs Bank USA</counterpartyName>
              <counterpartyLei>KD3XUN7C6T14HNAYLU02</counterpartyLei>
            </counterparties>
            <amtCurSold>38414000.000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>1975876.350000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-10-09</settlementDt>
            <unrealizedAppr>31602.020000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT CAD/SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="19IRKBBSR2M"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>68848.050000</valUSD>
        <pctVal>0.0004226</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC and HSBC Bank USA National Association</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>135558931.110000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>179683363.180000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2019-10-02</settlementDt>
            <unrealizedAppr>68848.050000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT MXN/SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="19EFKBB5B2D"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-20041.740000</valUSD>
        <pctVal>0.0001230</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC and HSBC Bank USA National Association</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>1964316.070000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>38414000.000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2019-10-09</settlementDt>
            <unrealizedAppr>-20041.740000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMORTIZING RESIDENTIAL COLL TR 2002-BC6</name>
        <lei>N/A</lei>
        <title>AMORTIZING RESIDENTIAL COLLATE ARC 2002 BC6 A2</title>
        <cusip>86358R5Y9</cusip>
        <identifiers>
          <isin value="US86358R5Y90"/>
        </identifiers>
        <balance>255262.530000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>252657.270000</valUSD>
        <pctVal>0.0015507</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.71838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMORTIZING RESIDENTIAL COLLAT 2001-BC6</name>
        <lei>N/A</lei>
        <title>AMORTIZING RESIDENTIAL COLLATE ARC 2001 BC6 A</title>
        <cusip>86358RMY0</cusip>
        <identifiers>
          <isin value="US86358RMY08"/>
        </identifiers>
        <balance>210120.290000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>208081.510000</valUSD>
        <pctVal>0.0012772</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.71838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD CAD/BOUGHT USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="19HTKBBP6R4"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.324800"/>
        <valUSD>-30725.520000</valUSD>
        <pctVal>0.0001886</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC and HSBC Bank USA National Association</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>11406363.180000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>8578973.670000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-10-02</settlementDt>
            <unrealizedAppr>-30725.520000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD CAD/BOUGHT USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="19IRKBBSR8L"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.324100"/>
        <valUSD>-71518.070000</valUSD>
        <pctVal>0.0004390</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC and HSBC Bank USA National Association</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>179683363.180000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>135627998.550000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-11-04</settlementDt>
            <unrealizedAppr>-71518.070000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMRESCO RES SEC 1999-1</name>
        <lei>N/A</lei>
        <title>AMRESCO RESIDENTIAL SECURITIES AMRES 1999 1 A</title>
        <cusip>03215PFN4</cusip>
        <identifiers>
          <isin value="US03215PFN42"/>
        </identifiers>
        <balance>91101.980000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>88945.650000</valUSD>
        <pctVal>0.0005459</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.95838</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD MXN/BOUGHT USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="19EFKBB5B2V"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="19.780300"/>
        <valUSD>20066.900000</valUSD>
        <pctVal>0.0001232</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC and HSBC Bank USA National Association</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>38414000.000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>1962097.110000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-10-16</settlementDt>
            <unrealizedAppr>20066.900000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ANDEAVOR LOGISTICS LP / TESORO LOGISTICS FINANCE CORP</name>
        <lei>N/A</lei>
        <title>ANDEAVOR LOGIS LP/CORP COMPANY GUAR 10/19 5.5</title>
        <cusip>88160QAK9</cusip>
        <identifiers>
          <isin value="US88160QAK94"/>
        </identifiers>
        <balance>40971000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>41014487.030000</valUSD>
        <pctVal>0.2517371</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2019-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ANHEUSER-BUSCH NORTH AMERICAN HOLDING CORPORATION</name>
        <lei>Z1HY0QHE7OHDWMBJLJ68</lei>
        <title>ANHEUSER BUSCH NORTH AME COMPANY GUAR 144A 01/22 3.75</title>
        <cusip>78573AAA8</cusip>
        <identifiers>
          <isin value="US78573AAA88"/>
        </identifiers>
        <balance>12985000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13453725.390000</valUSD>
        <pctVal>0.0825757</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>3.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT CLP/SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="19GMKBB30T4"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5320624.730000</valUSD>
        <pctVal>0.0326567</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank N.A.</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <amtCurSold>87659680.040000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>59951331778.000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2019-12-12</settlementDt>
            <unrealizedAppr>-5320624.730000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT EUR/SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="19ISKBB1J81"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1739749.780000</valUSD>
        <pctVal>0.0106782</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP Morgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <amtCurSold>521304903.200000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>476687000.000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2019-10-02</settlementDt>
            <unrealizedAppr>-1739749.780000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AOZORA BANK LTD</name>
        <lei>X0XUGKC9FD2CYUQNC010</lei>
        <title>AOZORA BANK SR UNSECURED REGS 03/20 2.75</title>
        <cusip>ACI0SVM51</cusip>
        <identifiers>
          <isin value="XS1567177115"/>
        </identifiers>
        <balance>23380000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23384209.100000</valUSD>
        <pctVal>0.1435267</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AOZORA BANK LTD</name>
        <lei>X0XUGKC9FD2CYUQNC010</lei>
        <title>AOZORA BANK SR UNSECURED REGS 09/21 3.81</title>
        <cusip>ACI14SZP4</cusip>
        <identifiers>
          <isin value="XS1873220658"/>
        </identifiers>
        <balance>5610000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5729910.380000</valUSD>
        <pctVal>0.0351688</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.81</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD EUR/BOUGHT USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="19ISKBB1J9L"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.915200"/>
        <valUSD>1715915.420000</valUSD>
        <pctVal>0.0105319</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP Morgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <amtCurSold>476687000.000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>522572890.620000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-11-04</settlementDt>
            <unrealizedAppr>1715915.420000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AP MOLLER - MAERSK A/S</name>
        <lei>549300D2K6PKKKXVNN73</lei>
        <title>AP MOLLER MAERSK A/S SR UNSECURED REGS 03/21 VAR</title>
        <cusip>BF13W2II1</cusip>
        <identifiers>
          <isin value="XS1380368123"/>
        </identifiers>
        <balance>7000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7097337.870000</valUSD>
        <pctVal>0.0435618</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.23938</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="A negative balance, which may be due to such circumstances as a net overdraft as of the reporting period-end, is reported as $0 in Item B.2.f - Cash and cash equivalents not reported in Parts C and D.  This is done in order to conform to the technical constraints of the XML type, which do not allow negative values in B.2.f." noteItem="B.2.f"/>
      <explntrNote note="Total returns do not deduct sales loads and redemption fees." noteItem="B.5.a"/>
      <explntrNote note="The form requires the filer to report ISO country codes and certain supranational entities are not on the ISO country code list.  Instruments issued by or economic exposure to a supranational entity may be disclosed as N/A." noteItem="C.5.a"/>

      <explntrNote note="To the extent an instrument's maturity date, termination date, expiration date, or settlement date does not exist or is not available as of period end, and is required for reporting, the registrant will disclose 12/31/2500." noteItem="C.11.c.vi"/>
      <explntrNote note="To the extent an instrument's maturity date, termination date, expiration date, or settlement date does not exist or is not available as of period end, and is required for reporting, the registrant will disclose 12/31/2500." noteItem="C.11.d.iii"/>
      <explntrNote note="To the extent an instrument's maturity date, termination date, expiration date, or settlement date does not exist or is not available as of period end, and is required for reporting, the registrant will disclose 12/31/2500." noteItem="C.11.e.iii"/>
      <explntrNote note="To the extent an instrument's maturity date, termination date, expiration date, or settlement date does not exist or is not available as of period end, and is required for reporting, the registrant will disclose 12/31/2500." noteItem="C.11.f.ii"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2019-11-13</ncom:dateSigned>
      <ncom:nameOfApplicant>PIMCO Funds</ncom:nameOfApplicant>
      <ncom:signature>/s/ Jason Nagler</ncom:signature>
      <ncom:signerName>Jason Nagler</ncom:signerName>
      <ncom:title>Assistant Treasurer</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
